EconPapers    
Economics at your fingertips  
 

Point-identification in multivariate nonseparable triangular models

Florian Gunsilius

Papers from arXiv.org

Abstract: In this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate heterogeneity and endogenous observable characteristics, extending and complementing identification results from the literature which all require exogeneity. As an additional application of our theoretical result, we show that the BLP model (Berry et al. 1995) can also be identified without index restrictions.

New Economics Papers: this item is included in nep-ecm
Date: 2018-06
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/1806.09680 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1806.09680

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2018-08-20
Handle: RePEc:arx:papers:1806.09680