Identification in Nonparametric Simultaneous Equations Models

DOI10.3982/ECTA5940zbMATH Open1152.91716OpenAlexW1552610140MaRDI QIDQ3535754FDOQ3535754

Authors: Rosa Matzkin 

Publication date: 14 November 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta5940

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• scientific article; zbMATH DE number 1136442

zbMATH Keywords

endogeneityidentificationnonparametric methodssimultaneous equationsnonseparable modelsnonadditive models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82) Stochastic models in economics (91B70)

Cited In (45)

• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Comparing IV with structural models: what simple IV can and cannot identify
• Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
• Detecting multiple equilibria for continuous dependent variables
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• Bounding quantile demand functions using revealed preference inequalities
• Control functions in nonseparable simultaneous equations models
• Global identification in nonlinear models with moment restrictions
• Injectivity and the law of demand
• Econometric causality: the central role of thought experiments
• On independence conditions in nonseparable models: observable and unobservable instruments
• Economic juries and public project provision
• Identification of the 1PL model with guessing parameter: parametric and semi-parametric results
• Nonparametric identification and estimation of sample selection models under symmetry
• CAUSAL ANALYSIS AFTER HAAVELMO
• Identification of unobserved distribution factors and preferences in the collective household model
• Identification and nonparametric estimation of a transformed additively separable model
• How common is identification in parametric models?
• Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
• Efficient estimation in models with independence restrictions
• Nonparametric identification and estimation of transformation models
• Heterogeneity and selection in dynamic panel data
• The empirical content of Cournot competition
• Instrumental variables: an econometrician's perspective
• On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)
• Non-parametric identification with errors in independent variables
• Identification of additive and polynomial models of mismeasured regressors without instruments
• How accurately do structural asymmetric first-price auction estimates represent true valuations?
• Identification and Identification Failure for Treatment Effects Using Structural Systems
• Quantile regression with censoring and endogeneity
• Conditions for Identification in Nonparametric and Parametric Models
• Identification of semiparametric model coefficients, with an application to collective households
• Bounds for best response functions in binary games
• Identification of nonadditive structural functions
• Nonparametric Identification under Discrete Variation
• The Identification Problem in Simultaneous Equation Models with Identities
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• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Efficient estimation of non parametric simultaneous equations models
• Sieve BLP: a semi-nonparametric model of demand for differentiated products
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
• Nonparametric identification of dynamic models with unobserved state variables
• Constructive identification in some nonseparable discrete choice models

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