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Identification in Nonparametric Simultaneous Equations Models

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  • Rosa L. Matzkin

Abstract

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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  • Rosa L. Matzkin, 2008. "Identification in Nonparametric Simultaneous Equations Models," Econometrica, Econometric Society, vol. 76(5), pages 945-978, September.
    • Handle: RePEc:ecm:emetrp:v:76:y:2008:i:5:p:945-978
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