Identification of a class of index models: A topological approach*
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Identification of a class of index models: A topological approach*. / Fosgerau, Mogens; Kristensen, Dennis.
In: The Econometrics Journal, Vol. 24, No. 1, 2021, p. 121–133.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Identification of a class of index models: A topological approach*
AU - Fosgerau, Mogens
AU - Kristensen, Dennis
PY - 2021
Y1 - 2021
N2 - 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.
AB - 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.
KW - Faculty of Social Sciences
KW - Competing risks
KW - discrete choice
KW - index model
KW - nonparametric identification
U2 - 10.1093/ectj/utaa016
DO - 10.1093/ectj/utaa016
M3 - Journal article
VL - 24
SP - 121
EP - 133
JO - Econometrics Journal
JF - Econometrics Journal
SN - 1368-4221
IS - 1
ER -
ID: 244490003