Document Type
Discussion Paper
Publication Date
3-1-2011
CFDP Number
1787
CFDP Pages
24
Abstract
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.
Recommended Citation
Berry, Steven T. and Haile, Philip A., "Identification in a Class of Nonparametric Simultaneous Equations Models" (2011). Cowles Foundation Discussion Papers. 2128.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2128