Abstract

In this paper we employ the Kullback Information apparatus in (a) obtaining the srong consistedncy of the maximum liklihood (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 indentification by the use of exclsion restrictions. The arguments given in (a), hoever, 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.