Identification of a class of index models: A topological approach*
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We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterizing the model compared to existing strategies; in particular, it does not require any large support conditions on the regressors of our model. We apply the general identification result to additive random utility and competing risk models.
Originalsprog | Engelsk |
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Tidsskrift | The Econometrics Journal |
Vol/bind | 24 |
Udgave nummer | 1 |
Sider (fra-til) | 121–133 |
Antal sider | 13 |
ISSN | 1368-4221 |
DOI | |
Status | Udgivet - 2021 |
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