Talk:Parameter identification problem

From Wikipedia, the free encyclopedia

The example in the article is more or less consistent with the example at Reduced form; please do not break this consistency.

This includes the use of the symbol M for the number of endogenous variables. See also the motivation for this choice, in the invisible comment in the article where M is introduced. Arie ten Cate (talk) 10:58, 3 February 2008 (UTC)

Note that System of linear equations and Simultaneous equations (in the "See also") overlap much, which might lead to the merging of the two pages (which will then require adaption of the "See also" here).

Arie ten Cate (talk) 21:19, 18 January 2008 (UTC)

[edit] The introduction

The addition to the introduction of 1 February 2008 by HyDeckar is useful: in fact, up to that point in time the introduction did not state what the problem was, but only stated in what cirumstances it might occur. (Hence HyDeckar's starting phrase "More generally, ..." is a bit too modest?)

The addition discusses a statistical model, including the expression "the same distribution of observations" (as opposed to simply "the same observations"). However, in the present version of the page, the logic of identification is discussed as simple as possible, without statistics (disturbance terms, probability distribution of the data, etcetera).

Maybe the article must be generalized further by adding after the present discussion a section introducing statistics/stochastics, and thereby linking it better to the discussion of the subject in modern econometrics text?

(In order to make sure that the "more than one equation" in the first sentence of the (old) introduction is not read as having a similar meaning as HyDeckar's "more than one set of parameters which generate the same distribution of observations", I have changed the former somewhat, increasing the precision at the cost of making it slightly more jargon-ish ("multiple equation system"). See my second 3 February 2008 change to the article.)

Arie ten Cate (talk) 10:58, 3 February 2008 (UTC)