Identification in a Class of Nonparametric Simultaneous Equations Models

Steven Berry () and Philip Haile

No 1787, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We consider identification in a class of nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine standard exclusion restrictions with a requirement that each structural error enter through a "residual index" function. We provide constructive proofs of identification under several sets of conditions, demonstrating tradeoffs between restrictions on the support of the instruments, shape restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function.

Keywords: Simultaneous equations; Nonseparable models; Nonparametric identification (search for similar items in EconPapers)
JEL-codes: C14 C3 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2011-03
New Economics Papers: this item is included in nep-ecm
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Related works:
Working Paper: Identification in a Class of Nonparametric Simultaneous Equations Models (2013)
Working Paper: Identification in a Class of Nonparametric Simultaneous Equations Models (2011)
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