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Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity

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  • Matzkin, Rosa L.

Abstract

We extend the identification results for nonparametric simultaneous equations models in Matzkin (2008) to situations where the observations on the vector of dependent variables might be limited, and where the number of exogenous unobservable variables is larger than the number of dependent variables.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 166 (2012)
Issue (Month): 1 ()
Pages: 106-115

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Handle: RePEc:eee:econom:v:166:y:2012:i:1:p:106-115

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Daniel L. McFadden, 2013. "The New Science of Pleasure," NBER Working Papers 18687, National Bureau of Economic Research, Inc.

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