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A method for constructing an explicit set of minimal sufficient statistics, based on partial scores and likelihood ratios, is given. The difference in dimension between parameterand statistic and the curvature of these models have important consequences for inference. It is not the purpose of this paper to contribute significantly to the theory of curved exponential models, other than to show that the theory applies to many econometric models and to highlight some multivariate aspects. Using the methods developed in the first part, we show that demand systems, the single structural equation model, the seemingly unrelated regressions, and autoregressive models are all curved exponential models.<\/jats:p>","DOI":"10.1017\/s0266466600006253","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:34:54Z","timestamp":1236699294000},"page":"771-790","source":"Crossref","is-referenced-by-count":10,"title":["Curved Exponential Models in Econometrics"],"prefix":"10.1017","volume":"13","author":[{"given":"Kees Jan","family":"van Garderen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600006253_ref043","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1016\/S1573-4412(83)01006-5","volume-title":"Handbook of 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