Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure

Steven Berry () and Philip Haile

No 2008, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We present new results on the identifiability of a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine exclusion restrictions with a requirement that each structural error enter through a "residual index." Our identification results encompass a variety of special cases allowing tradeoffs between the exogenous variation required of instruments and restrictions on the joint density of structural errors. Among these special cases are results avoiding any density restriction and results allowing instruments with arbitrarily small support.

Keywords: Simultaneous equations; Nonseparable models; Nonparametric identification (search for similar items in EconPapers)
JEL-codes: C14 C3 (search for similar items in EconPapers)
Pages: 33 pages
Date: 2015-07
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure (2018)
Working Paper: Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure (2016)
Working Paper: Identification of nonparametric simultaneous equations models with a residual index structure (2015)
Working Paper: Identification of nonparametric simultaneous equations models with a residual index structure (2015)
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