Identification in a Class of Nonparametric Simultaneous Equations Models
AbstractWe consider identification in a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine standard exclusion restrictions with a requirement that each structural error enter through a "residual index" function. We provide constructive proofs of identification under several sets of conditions, demonstrating tradeoffs between restrictions on the support of the instruments, restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function.
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Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1787R.
Length: 23 pages
Date of creation: Mar 2011
Date of revision: Apr 2011
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
Other versions of this item:
- Steven T. Berry & Philip A. Haile, 2011. "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers 1787RR, Cowles Foundation for Research in Economics, Yale University, revised Nov 2013.
- Steven T. Berry & Philip A. Haile, 2011. "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers 1787, Cowles Foundation for Research in Economics, Yale University.
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-16 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bagnoli, M. & Bergstrom, T., 1989.
"Log-Concave Probability And Its Applications,"
89-23, Michigan - Center for Research on Economic & Social Theory.
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