Showing 1 - 10 of 25
This paper studies a class of models where full identification is not necessarily assumed. We term such models … frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore … the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates …
Persistent link: https://www.econbiz.de/10004990834
We consider identification in a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin … "residual index" function. We provide constructive proofs of identification under several sets of conditions, demonstrating some …
Persistent link: https://www.econbiz.de/10010817233
This note revisits the identification theorems of B. Brown (1983) and Roehrig (1988). We describe an error in the … proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the … identification of the reduced form. Specifically, contrary to the theorems, the reduced form of a nonseparable simultaneous equations …
Persistent link: https://www.econbiz.de/10005087358
We show that there is a broad range of systems of simultaneous equations that arise in economics as descriptions of equilibrium that can be solved in elementary fashion via degree theory. Some of these systems are not susceptible to analysis by standard Brouwer fixed point methods. Two of our...
Persistent link: https://www.econbiz.de/10005634702
We consider identification in a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin … "residual index" function. We provide constructive proofs of identification under several sets of conditions, demonstrating …
Persistent link: https://www.econbiz.de/10008918502
We consider identification in a class of nonparametric simultaneous equations models introduced by Matzkin (2008 … index" function. We provide constructive proofs of identification under several sets of conditions, demonstrating tradeoffs …
Persistent link: https://www.econbiz.de/10008865899
components rely on the same data, which prima facie suggests identification failure. But, as shown here, the discontinuity … identification for the structural coefficients in the usual way, but raising convergence rates for the threshold effect parameters …
Persistent link: https://www.econbiz.de/10011096433
sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for …
Persistent link: https://www.econbiz.de/10011103450
This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … under strong and semi-strong identification (for all k greater than or equal to p; where k and p are the numbers of moment …
Persistent link: https://www.econbiz.de/10011107241
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …
Persistent link: https://www.econbiz.de/10010817218