Global identification in nonlinear models with moment restrictions

DOI10.1017/S0266466611000776MaRDI QIDQ2909246zbMATH OpenFDO

Authors Ivana Komunjer

Publication date 30 August 2012

Published in Econometric Theory (Search for Journal in Brave)

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)

Recommendations

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Cites work

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

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
• Global identification of the dynamic shock-error model
• Identification in discrete Markov decision models
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes
• Local identification of nonparametric and semiparametric models
• Nonparametric identification of accelerated failure time competing risks models

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