Identification of a class of index models: A topological approach*
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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.
Original language | English |
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Journal | The Econometrics Journal |
Volume | 24 |
Issue number | 1 |
Pages (from-to) | 121–133 |
Number of pages | 13 |
ISSN | 1368-4221 |
DOIs | |
Publication status | Published - 2021 |
- Faculty of Social Sciences - Competing risks, discrete choice, index model, nonparametric identification
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