Identification and Kullback information in the GLSEM
利用Kullback信息工具，证明了广义线性结构计量经济模型中最大似然估计的强相合性，并简洁推导了利用排除约束进行识别的充要条件。
In this paper we employ the Kullback Information apparatus in (a) obtaining the strong consistency of the maximum likelihood (ML) estimator in the standard version of the general linear structural econometric model (GLSEM); (b) deriving very succinctly the necessary and sufficient (nas) conditions for identification by the use of exclusion restriction. The arguments given in (a), however, are equally applicable to a wide class of nonlinear models and the arguments in (b) are equally applicable in the context of more general types of restrictions.