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Identifiability of parameters is a fundamental prerequisite for modelidentification. It concerns uniqueness of the model parameters determined fromexperimental or simulated observations. This dissertation specifically dealswith structural or a priori identifiability: whether or not parameters can beidentified from a given model structure and experimental measurements. Webriefly present the identifiability problem in linear and non linear dynamicalmodel. We compare DSGE and Agent Based model (ABM) in terms of identifiabilityof the structural parameters and we finally discuss limits and perspective ofnumerical protocols to test global identifiability in case of ergodic andmarkovian economical systems.

On the parameter identifiability problem in Agent Based economical models