Global Identification In Nonlinear Semiparametric Models

Ivana Komunjer

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Abstract: This note derives primitive conditions for global identification in nonlinear simultaneous equations systems. Identification is semiparametric in the sense that the latent structural disturbance is only known to satisfy a number of orthogonality restricitions with respect to observed instruments. Our contribution to the literature on identification in a semiparametric context is twofold. First, we derive a set of unconditional moment restrictions on the observables that are the starting point for identification in nonlinear structural systems. Second, we provide primitive conditions under which a parameter value that solves those restrictions is unique.

Keywords: identification; structural systems; multiple equilibria; semiparametric models (search for similar items in EconPapers)
Date: 2007-07-01
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Working Paper: Global Identification In Nonlinear Semiparametric Models (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucsdec:qt8dk0n386

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