Hahn, Jinyong; Ridder, Geert - In: The Review of Economics and Statistics 93 (2011) 2, pp. 683-689
It is shown that in a nonparametric nonseparable triangular system, the conditional moment restriction (CMR) does not identify the average structural function (ASF). The CMR identifies the ASF only if the model is structurally separable in observable covariates and unobservable random errors....