Arbeitspapier
Identification of nonparametric simultaneous equations models with a residual index structure
We present new results on the identifiability of a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine exclusion restrictions with a requirement that each structural error enter through a "residual index". Our identification results encompass a variety of special cases allowing tradeoffs between the exogenous variation required of instruments and restrictions on the joint density of structural errors. Among these special cases are results avoiding any density restriction and results allowing instruments with arbitrarily small support.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP48/15
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Berry, Steven
Haile, Philip
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2015
- DOI
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doi:10.1920/wp.cem.2015.4815
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Berry, Steven
- Haile, Philip
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2015
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