Point-identification in multivariate nonseparable triangular models
Econometrics
2018-06-27 v1
Abstract
In this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate heterogeneity and endogenous observable characteristics, extending and complementing identification results from the literature which all require exogeneity. As an additional application of our theoretical result, we show that the BLP model (Berry et al. 1995) can also be identified without index restrictions.
Keywords
Cite
@article{arxiv.1806.09680,
title = {Point-identification in multivariate nonseparable triangular models},
author = {Florian Gunsilius},
journal= {arXiv preprint arXiv:1806.09680},
year = {2018}
}
Comments
53 pages, 7 figures