Local Identification Of Nonparametric And Semiparametric Models

In parametric models a sufficient condition for local identification is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. The authors show that there are corresponding sufficient conditions for nonparametric models. A nonparametric rank condition and differentiability of the moment conditions with respect to a certain norm imply local identification. It turns out these conditions are slightly stronger than needed and are hard to check, so they provide weaker and more primitive conditions.

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

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