Identification of a class of index models: A topological approach

Mogens Fosgerau and Dennis Kristensen

Papers from arXiv.org

Abstract: We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterizing the model compared to 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.

Date: 2020-04
New Economics Papers: this item is included in nep-upt
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Identification of a class of index models: A topological approach (2021)
Working Paper: Identification of a class of index models: A topological approach (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2004.07900

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