Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity

Rosa Matzkin

Journal of Econometrics, 2012, vol. 166, issue 1, 106-115

Abstract: We extend the identification results for nonparametric simultaneous equations models in Matzkin (2008) to situations where the observations on the vector of dependent variables might be limited, and where the number of exogenous unobservable variables is larger than the number of dependent variables.

Date: 2012
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Citations: View citations in EconPapers (38)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:166:y:2012:i:1:p:106-115

DOI: 10.1016/j.jeconom.2011.06.009

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