Identification of a class of index models: A topological approach

Autor: Fosgerau, Mogens, Kristensen, Dennis
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterizing the model compared to 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.
Databáze: arXiv