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Characterization of linear structural equations models; identification; estimability; asymptotic efficiency, information limit to variance and Rao–Cramér inequality; Rao score test; data analytics.

In this paper, the authors review Dr C R Rao’s contributions to statistical foundations in economic science, and the importance of his work in advancing econometric modelling and statistical inference in celebration of his birth centenary.

T Krishna Kumar¹ H D Vinod² Suresh Deman³

1. Rockville Analytics, 13201 Carriage Court, Rockville, MD 20850, USA
2. Fordham University, The Bronx, New York, NY 10458, USA
3. Centre for Economics and Finance, P.O. Box 17517, London SE9 2ZP, UK

Published

25 July 2020

Final version published online

25 July 2020