识别动物园:计量经济学中识别的含义

The Identification Zoo: Meanings of Identification in Econometrics

Journal of Economic Literature · 2019
被引 152
人大 A-ABS 4

中文导读

梳理了计量经济学中二十多种不同的识别术语,提出了点识别的新统一框架,并讨论了识别与标准化、结构模型与因果简化模型之间的区别。

Abstract

Over two dozen different terms for identification appear in the econometrics literature, including set identification, causal identification, local identification, generic identification, weak identification, identification at infinity, and many more. This survey: (i) gives a new framework unifying existing definitions of point identification; (ii) summarizes and compares the zooful of different terms associated with identification that appear in the literature; and (iii) discusses concepts closely related to identification, such as normalizations and the differences in identification between structural models and causal, reduced form models.

计量经济学识别点识别识别概念分类结构模型识别