Local Identification of Nonparametric and Semiparametric Models.

In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. We derive an analogous result for the non...

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Detalles Bibliográficos

Publicado en:	Econometrica Vol. 82; no. 2; pp. 785 - 810
Autores principales:	Chen, Xiaohong, Chernozhukov, Victor, Lee, Sokbae, Newey, Whitney K.
Formato:	Artículo
Publicado:	Wiley-Blackwell Mar2014
Materias:	Nonparametric estimation Identification (Statistics) Structural frame models Nonlinear theories Instrumental variables (Statistics)
Acceso en línea:	Ver este registro en EBSCOhost