Identification of a class of index models: A topological approach

B-Tier
Journal: The Econometrics Journal
Year: 2021
Volume: 24
Issue: 1
Pages: 121-133

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

SummaryWe establish nonparametric identification in a class of so-called index models by using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterising the model than those required by 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.

Technical Details

RePEc Handle
repec:oup:emjrnl:v:24:y:2021:i:1:p:121-133.
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25