Meanings of Identification in Econometrics
The Identification Zoo - Meanings of Identification in Econometrics Arthur Lewbel Boston College First version January 2016, Final preprint version October 2019, Published version: Journal of Economic Literature, December 2019, 57(4). 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: 1. gives a new framework unifying existing definitions of point identification, 2. summarizes and compares the zooful of different terms associated with identification that appear in the literature, and 3. discusses concepts closely related to identification, such as normalizations and the differences in identification between structural models and causal, reduced form models. JEL codes: C10, B16 Keywords: Identification, Econometrics, Coherence, Completeness, Randomization, Causal inference, Reduced Form Models, Instrumental Variables, Structural Models, Observational Equivalence, Normalizations, Nonparamet- rics, Semiparametrics. I would like to thank Steven Durlauf, Jim Heckman, Judea Pearl, Krishna Pendakur, Frederic Vermeulen, Daniel Ben-Moshe, Xun Tang, Juan-Carlos Escanciano, Jeremy Fox, Eric Renault, Yingying Dong, Laurens Cherchye, Matthew Gentzkow, Fabio Schiantarelli, Andrew Pua, Ping Yu, and five anonymous referees for many helpful sug- gestions. All errors are my own. Corresponding address: Arthur Lewbel, Dept of Economics, Boston College,
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