Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 166
Issue: 1
Pages: 106-115

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We extend the identification results for nonparametric simultaneous equations models in Matzkin (2008) to situations where the observations on the vector of dependent variables might be limited, and where the number of exogenous unobservable variables is larger than the number of dependent variables.

Technical Details

RePEc Handle
repec:eee:econom:v:166:y:2012:i:1:p:106-115
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25