Identification in Nonparametric Simultaneous Equations Models
This paper provides conditions for identification of functionals in nonparametric simultaneous equations models with nonadditive unobservable random terms. The conditions are derived from a characterization of observational equivalence between models. We show that, in the models considered, observational equivalence can be characterized by a restriction on the rank of a matrix. The use of the new results is exemplified by deriving previously known results about identification in parametric and nonparametric models as well as new results. A stylized method for analyzing identification, which is useful in some situations, is also presented. Copyright 2008 The Econometric Society.
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Volume (Year): 76 (2008)
Issue (Month): 5 (09)
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