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Identification of a class of index models: A topological approach

Mogens Fosgerau () and Dennis Kristensen ()

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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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http://arxiv.org/pdf/2004.07900 Latest version (application/pdf)

Related works:
Working Paper: Identification of a class of index models: A topological approach (2019) Downloads
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