TY  - JOUR
TI  - Identification in Parametric Models
AU  - Thomas J. Rothenberg
JO  - Econometrica
PY  - 1971
VL  - 39
IS  - 3
DO  - 10.2307/1913267
UR  - https://doi.org/10.2307/1913267
ER  -


TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Macroeconomics and Reality
AU  - Christopher A. Sims
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 1
DO  - 10.2307/1912017
UR  - https://doi.org/10.2307/1912017
ER  -


TY  - JOUR
TI  - The Generalized Dynamic-Factor Model: Identification and Estimation
AU  - Mario Forni
AU  - Marc Hallin
AU  - Marco Lippi
AU  - Lucrezia Reichlin
JO  - Review of Economics and Statistics
PY  - 2000
VL  - 82
IS  - 4
DO  - 10.1162/003465300559037
UR  - https://doi.org/10.1162/003465300559037
ER  -


TY  - JOUR
TI  - What are the effects of monetary policy on output? Results from an agnostic identification procedure
AU  - Harald Uhlig
JO  - Journal of Monetary Economics
PY  - 2005
VL  - 52
IS  - 2
DO  - 10.1016/j.jmoneco.2004.05.007
UR  - https://doi.org/10.1016/j.jmoneco.2004.05.007
ER  -


TY  - JOUR
TI  - Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
AU  - Bruce E. Hansen
JO  - Econometrica
PY  - 1996
VL  - 64
IS  - 2
DO  - 10.2307/2171789
UR  - https://doi.org/10.2307/2171789
ER  -


TY  - JOUR
TI  - A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
AU  - Harry H. Kelejian
AU  - Ingmar R. Prucha
JO  - The Journal of Real Estate Finance and Economics
PY  - 1998
VL  - 17
IS  - 1
DO  - 10.1023/a:1007707430416
UR  - https://doi.org/10.1023/a:1007707430416
ER  -


TY  - JOUR
TI  - Exploratory latent structure analysis using both identifiable and unidentifiable models
AU  - Leo A. Goodman
JO  - Biometrika
PY  - 1974
VL  - 61
IS  - 2
DO  - 10.1093/biomet/61.2.215
UR  - https://doi.org/10.1093/biomet/61.2.215
ER  -


TY  - JOUR
TI  - High Frequency Identification of Monetary Non-Neutrality: The Information Effect
AU  - Emi Nakamura
AU  - Jón Steinsson
JO  - The Quarterly Journal of Economics
PY  - 2013
VL  - 133
IS  - 3
DO  - 10.1093/qje/qjy004
UR  - https://doi.org/10.1093/qje/qjy004
ER  -


TY  - JOUR
TI  - Statistical predictor identification
AU  - Hirotugu Akaike
JO  - Annals of the Institute of Statistical Mathematics
PY  - 1970
VL  - 22
IS  - 1
DO  - 10.1007/bf02506337
UR  - https://doi.org/10.1007/bf02506337
ER  -