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Everything about Parameter identification problem

Parameter estimation technique in statistics, particularly econometrics

In economics and econometrics, the parameter identification problem arises when the value of one or more parameters in an economic model cannot be determined from observable variables. It is closely related to non-identifiability in statistics and econometrics, which occurs when a statistical model has more than one set of parameters that generate the same distribution of observations, meaning that multiple parameterizations are observationally equivalent. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Parameter identification problemA 5-minute orientation
  2. Skim a recent paper: Hybrid multi-group stochastic cooperative particle swarm optimization algorithm and its application to the photovoltaic parameter identification problemInfluential work since 2022
  3. Pick up a classic book: Parameter identification for an abstract Cauchy problem by quasilinearizationThe most-reprinted book on the subject
  4. Read the landmark paper: Review of Parameter Identification Procedures in Groundwater Hydrology: The Inverse ProblemCited 977 times
  5. Go sideways: Reduced formA closely related topic
  6. Go sideways: Comparative staticsA closely related topic

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🗂️ The subject at a glance

  1. In simultaneous equations models

🏆 Landmark papers (most cited)

🆕 Influential since 2022

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