
arXiv: 2004.07900
handle: 10419/211145
Summary We 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.
index, discrete choice, Econometrics (econ.EM), Mathematics - Statistics Theory, Statistics Theory (math.ST), Faculty of Social Sciences, FOS: Economics and business, /dk/atira/pure/core/keywords/FacultyOfSocialSciences, FOS: Mathematics, C35, C14, C36, competing risks, Economics - Econometrics, ddc:330, nonparametric identification., Competing risks, index model, C41, /dk/atira/pure/core/keywords/FacultyOfSocialSciences; name=Faculty of Social Sciences, nonparametric identification
index, discrete choice, Econometrics (econ.EM), Mathematics - Statistics Theory, Statistics Theory (math.ST), Faculty of Social Sciences, FOS: Economics and business, /dk/atira/pure/core/keywords/FacultyOfSocialSciences, FOS: Mathematics, C35, C14, C36, competing risks, Economics - Econometrics, ddc:330, nonparametric identification., Competing risks, index model, C41, /dk/atira/pure/core/keywords/FacultyOfSocialSciences; name=Faculty of Social Sciences, nonparametric identification
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