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Full-Text Articles in Social and Behavioral Sciences
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Cowles Foundation Discussion Papers
We 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. We 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.
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Cowles Foundation Discussion Papers
We consider identification in a class of nonseparable 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. We provide constructive proofs of identification under several sets of conditions, demonstrating tradeoffs between restrictions on the support of the instruments, restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function.
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Identification In A Class Of Nonparametric Simultaneous Equations Models, Steven T. Berry, Philip A. Haile
Cowles Foundation Discussion Papers
We consider identification in a class of nonseparable 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. We provide constructive proofs of identification under several sets of conditions, demonstrating some of the available tradeoffs between conditions on the support of the instruments, restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function.