Identification of a class of index models: A topological approach

Mogens Fosgerau and Dennis Kristensen

The Econometrics Journal, 2021, vol. 24, issue 1, 121-133

Abstract: SummaryWe establish nonparametric identification in a class of so-called index models by using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterising the model than those required by existing strategies; in particular, it does not require any large-support conditions on the regressors of our model. We apply the general identification result to additive random utility and competing risk models.

Keywords: Competing risks; discrete choice; index model; nonparametric identification (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Identification of a class of index models: A topological approach (2020)
Working Paper: Identification of a class of index models: A topological approach (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:oup:emjrnl:v:24:y:2021:i:1:p:121-133.

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