Identification of a class of index models: A topological approach

Mogens Fosgerau; Dennis Kristensen

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arXiv · 2004.07900

Identification of a class of index models: A topological approach

Mogens Fosgerau·Dennis Kristensen

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Abstract

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.

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econ.EM math.ST stat.TH

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Mogens Fosgerau, Dennis Kristensen. 2020-04-16. Identification of a class of index models: A topological approach. https://arxiv.org/abs/2004.07900

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