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

  • Matzkin, Rosa L.

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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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
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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