On independence conditions in nonseparable models: Observable and unobservable instruments

A-Tier
Journal: Journal of Econometrics
Year: 2016
Volume: 191
Issue: 2
Pages: 302-311

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

This paper develops identification results employing independence conditions among unobservable variables. The independence conditions are used to derive first-stage nonseparable reduced form functions. Once constructed, these reduced form functions are employed to express the derivatives of nonseparable structural functions in terms of the derivatives of the reduced form functions. For models with simultaneity, we obtain the new results by combining the independence assumptions together with parametric specifications and exclusion restrictions. For models with triangularity, we allow all functions to be nonparametric and nonseparable in unobservable random terms. For the latter, we provide several equivalence results and discuss some of the trade-offs between observable and unobservable instruments.

Technical Details

RePEc Handle
repec:eee:econom:v:191:y:2016:i:2:p:302-311
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25