IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v28y2012i04p719-729_00.html
   My bibliography  Save this article

Global Identification In Nonlinear Models With Moment Restrictions

Author

Listed:
  • Komunjer, Ivana

Abstract

This paper derives sufficient conditions for global identification in nonlinear models characterized by a finite number of unconditional moment restrictions. The main contribution of this paper is to provide a set of assumptions that are alternative to those of Gale-Nikaidô-Fisher-Rothenberg, and which when satisfied guarantee that the moment conditions globally identify the parameters of interest.

Suggested Citation

  • Komunjer, Ivana, 2012. "Global Identification In Nonlinear Models With Moment Restrictions," Econometric Theory, Cambridge University Press, vol. 28(4), pages 719-729, August.
    • Handle: RePEc:cup:etheor:v:28:y:2012:i:04:p:719-729_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466611000776/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. de Paula, Aureo & Rasul, Imran & Souza, Pedro, 2018. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," CEPR Discussion Papers 12792, C.E.P.R. Discussion Papers.
    2. Fabio Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2018. "Minimum Distance Estimation of Search Costs Using Price Distribution," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 658-671, October.
    3. Aureo de Paula & Imran Rasul & Pedro CL Souza, 2018. "Recovering social networks from panel data: Identification, simulations and an application," Documentos de Trabajo 16173, The Latin American and Caribbean Economic Association (LACEA).
    4. Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
    5. Nail Kashaev, 2022. "Estimation of Parametric Binary Outcome Models with Degenerate Pure Choice-Based Data with Application to COVID-19-Positive Tests from British Columbia," University of Western Ontario, Departmental Research Report Series 20225, University of Western Ontario, Department of Economics.
    6. Zhentao Shi & Huanhuan Zheng, 2018. "Structural estimation of behavioral heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 690-707, August.
    7. Komarova, Tatiana & Sanches, Fábio Adriano & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
    8. Arthur Lewbel, 2019. "The Identification Zoo: Meanings of Identification in Econometrics," Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
    9. Iaria, Alessandro & ,, 2020. "Identification and Estimation of Demand for Bundles," CEPR Discussion Papers 14363, C.E.P.R. Discussion Papers.
    10. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2020. "The Efficiency Gap," Papers 2010.14146, arXiv.org, revised Sep 2022.
    11. Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2022. "Characterizing M-estimators," Papers 2208.08108, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:28:y:2012:i:04:p:719-729_00. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.