Global identification in nonlinear models with moment restrictions

DOI10.1017/S0266466611000776zbMATH Open1247.91112MaRDI QIDQ2909246FDOQ2909246

Authors: Ivana Komunjer 

Publication date: 30 August 2012

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation and detection in stochastic control theory (93E10) Trade models (91B60)

Cites Work

• Identification in Parametric Models
• An IV Model of Quantile Treatment Effects
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Identification in Nonseparable Models
• Instrumental Variable Estimation of Nonparametric Models
• Instrumental variable estimation of nonseparable models
• On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)
• Identification in Nonparametric Simultaneous Equations Models
• The Identification Problem in Systems Nonlinear in the Variables
• Conditions for Identification in Nonparametric and Parametric Models
• Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
• The Jacobian matrix and global univalence of mappings
• Identifiability Criteria in Nonlinear Systems
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• The Identification of Structural Characteristics
• Economies with a Finite Set of Equilibria
• Identifiability Criteria in Nonlinear Systems: A Further Note
• Light open maps on \(n\)-manifolds. I, II
• The Theory of Parametric Identification
• Hausdorff Measure of Critical Images on Banach Manifolds
• Conformal mappings and Peano curves

Cited In (9)

• Global identification of linearized DSGE models
• Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
• Detecting identification failure in moment condition models
• Minimum Distance Estimation of Search Costs Using Price Distribution
• Identification in discrete Markov decision models
• Global identification of the dynamic shock-error model
• Local identification of nonparametric and semiparametric models
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes
• Nonparametric identification of accelerated failure time competing risks models

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