Identification of a class of index models: A topological approach
Econometrics
2020-04-20 v1 Statistics Theory
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2004.07900,
title = {Identification of a class of index models: A topological approach},
author = {Mogens Fosgerau and Dennis Kristensen},
journal= {arXiv preprint arXiv:2004.07900},
year = {2020}
}