Identification of Nonseparable Triangular Models With Discrete Instruments

Xavier D'Haultfoeuille and Philippe Février

Econometrica, 2015, vol. 83, issue 3, 1199-1210

Abstract: We study the identification through instruments of a nonseparable function that relates a continuous outcome to a continuous endogenous variable. Using group and dynamical systems theories, we show that full identification can be achieved under strong exogeneity of the instrument and a dual monotonicity condition, even if the instrument is discrete. When identified, the model is also testable. Our results therefore highlight the identifying power of strong exogeneity when combined with monotonicity restrictions.

Date: 2015
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