Identification In A Class Of Nonparametric Simultaneous Equations Models

The authors consider identification in a class of 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. They provide constructive proofs of identification under several sets of conditions, demonstrating tradeoffs between restrictions on the support of the instruments, shape restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function.

Provided by: Yale University Topic: Big Data Date Added: Mar 2011 Format: PDF

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