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

DOI10.1111/j.1468-0262.2006.00711.xzbMath1140.62352OpenAlexW3125965785MaRDI QIDQ3428560

Steven Berry, C. Lanier Benkard

Publication date: 27 March 2007

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2006.00711.x

zbMATH Keywords

triangular systemssimultaneitystructural modelreduced form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric inference (62G99)

Related Items (10)

GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS ⋮ Control functions in nonseparable simultaneous equations models ⋮ Identification of unobserved distribution factors and preferences in the collective household model ⋮ Bounding quantile demand functions using revealed preference inequalities ⋮ Testing for separability in structural equations ⋮ Identification and estimation of local average derivatives in non-separable models without monotonicity ⋮ Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry ⋮ Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity ⋮ IDENTIFICATION IN DISCRETE MARKOV DECISION MODELS ⋮ Instrumental variables: an econometrician's perspective

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