Quantile driven identification of structural derivatives

Research, Article, Preprint OPEN
Andrew Chesher;
(2001)
  • Publisher: London: Centre for Microdata Methods and Practice (cemmap)
  • Related identifiers: doi: 10.1920/wp.cem.2001.0801
  • Subject: DERIVATIVES, driven, IDENTIFICATION, structural
    • ddc: ddc:330
    arxiv: Statistics::Theory | Statistics::Methodology

Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in nonlinear triangular simultaneous equations systems. The attack on this problem is via conditional quantile functions and exploits local quantile ind... View more
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