Document Type
Discussion Paper
Publication Date
7-1-2015
CFDP Number
2008
CFDP Pages
33
Abstract
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.
Recommended Citation
Berry, Steven T. and Haile, Philip A., "Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure" (2015). Cowles Foundation Discussion Papers. 2443.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2443