On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)

C. Lanier Benkard and Steven Berry ()
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C. Lanier Benkard: GBS, Stanford University

No 1482, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: This note revisits the identification theorems of B. Brown (1983) and Roehrig (1988). We describe an error in the proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the identification of the reduced form. Specifically, contrary to the theorems, the reduced form of a nonseparable simultaneous equations model is not identified even under the assumptions of those papers. We conclude the note with a conjecture that it may be possible to use classical exclusion restrictions to recover some of the key implications of the theorems.

Keywords: Simultaneous equations; Non-separable errors (search for similar items in EconPapers)
JEL-codes: C14 C31 (search for similar items in EconPapers)
Pages: 13 pages
New Economics Papers: this item is included in nep-ecm
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Published in Econometrica (2006), 74(5): 1429-1440

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Related works:
Journal Article: On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988) (2006)
Working Paper: On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comments on B. Brown (1983) and Roehrig (1988) (2006)
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