Document Type
Discussion Paper
Publication Date
3-1-2011
CFDP Number
1787R2
CFDP Revision Date
2013-11-01
CFDP Pages
26
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 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.
Recommended Citation
Berry, Steven T. and Haile, Philip A., "Identification in a Class of Nonparametric Simultaneous Equations Models" (2011). Cowles Foundation Discussion Papers. 2130.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2130