• Table of Contents
    • Abstract
    • Keywords
    • Article
      • 1 Definition of parametric identification
      • 2 General results for identification in parametric models
      • 3 Some specific parametric models
        • 3.1 Linear regression with collinearity
        • 3.2 Linear simultaneous equations models
        • 3.3 Dynamic models
        • 3.4 Nonlinear models
        • 3.5 Bayesian analysis
      • 4 Definition of identification in nonparametric models
      • 5 Examples of nonparametric identification
        • 5.1 Generalized regression models
        • 5.2 Simultaneous equations models
        • 5.3 Latent variable models and the measurement of treatment effects
      • 6 Weak instruments and weak identification
      • 7 Statistical consequences of identification failure
      • 8 Concluding remarks
    • See Also
    • Bibliography
    • How to cite this article

identification

Jean-Marie Dufour Cheng Hsiao
From The New Palgrave Dictionary of Economics, Second Edition, 2008
Edited by Steven N. Durlauf and Lawrence E. Blume
Alternate versions available: 1987 Edition
Back to top

Abstract

The problem of identification is defined in terms of the possibility of characterizing parameters of interest from observable data. This problem occurs in many fields, such as automatic control, biomedical engineering, psychology, systems science, the design of experiments, and econometrics. This article focuses on identification in econometric models, which typically involve random variables. Identification in general parametric statistical models is defined, and its meaning in a number of specific econometric models is considered: regression (collinearity), simultaneous equations, dynamic models, and nonlinear models. Identification in nonparametric models, weak identification, and the statistical implications of identification failure are also discussed.
Back to top

Keywords

Back to top

Article

Back to top

How to cite this article

Dufour, Jean-Marie and Cheng Hsiao. "identification." The New Palgrave Dictionary of Economics. Second Edition. Eds. Steven N. Durlauf and Lawrence E. Blume. Palgrave Macmillan, 2008. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 25 October 2014 <http://www.dictionaryofeconomics.com/article?id=pde2008_I000004> doi:10.1057/9780230226203.0762

Download Citation:

as RIS | as text | as CSV | as BibTex