GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS

Ivana Komunjer

Econometric Theory, 2012, vol. 28, issue 4, 719-729

Abstract: This paper derives sufficient conditions for global identification in nonlinear models characterized by a finite number of unconditional moment restrictions. The main contribution of this paper is to provide a set of assumptions that are alternative to those of Gale-Nikaidô-Fisher-Rothenberg, and which when satisfied guarantee that the moment conditions globally identify the parameters of interest.

Date: 2012
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