English

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

R2 v1 2026-06-23T02:41:22.135Z