arXiv Open Access 2020

Identification of a class of index models: A topological approach

Mogens Fosgerau Dennis Kristensen

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Abstrak

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.

Topik & Kata Kunci

econ.EM math.ST

Penulis (2)

Mogens Fosgerau

Dennis Kristensen

Format Sitasi

APA MLA BibTeX

Fosgerau, M., Kristensen, D. (2020). Identification of a class of index models: A topological approach. https://arxiv.org/abs/2004.07900

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Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓