Title

Identification in a Class of Nonparametric Simultaneous Equations Models

Document Type

Discussion Paper

Publication Date

3-1-2011

CFDP Number

1787R

CFDP Revision Date

2011-04-01

CFDP Pages

23

Abstract

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.

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