Identification in nonparametric simultaneous equations models

被引：62
|
作者：
Matzkin, Rosa L. [1 ]
机构：
[1] Univ Calif Los Angeles, Dept Econ, Los Angeles, CA 90095 USA
来源：
ECONOMETRICA | 2008年 / 76卷 / 05期
基金：
美国国家科学基金会;
关键词：
nonparametric methods; nonadditive models; nonseparable models; identification; simultaneous equations; endogeneity;
D O I：
10.3982/ECTA5940
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper provides conditions for identification of functionals in nonparametric simultaneous equations models with nonadditive unobservable random terms. The conditions are derived from a characterization of observational equivalence between models. We show that, in the models considered, observational equivalence can be characterized by a restriction on the rank of a matrix. The use of the new results is exemplified by deriving previously known results about identification in parametric and nonparametric models as well as new results. A stylized method for analyzing identification, which is useful in some situations, is also presented.
引用
收藏
页码：945 / 978
页数：34
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