Point-identification in multivariate nonseparable triangular models

• Tác giả: Florian Gunsilius
• Ngôn ngữ: eng
• Ký hiệu phân loại: 003.75 Nonlinear systems
• Thông tin xuất bản: 2018
• Bộ sưu tập: Báo, Tạp chí
• ID: 162030

Tóm tắt

Comment: 53 pages, 7 figuresIn this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate heterogeneity and endogenous observable characteristics, extending and complementing identification results from the literature which all require exogeneity. As an additional application of our theoretical result, we show that the BLP model (Berry et al. 1995) can also be identified without index restrictions.