Identification Of A Class Of Index Models: A Topological Approach
ECONOMETRICS JOURNAL(2021)
摘要
We establish nonparametric identification in a class of so-called index models by using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterising the model than those required by 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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关键词
Competing risks, discrete choice, index model, nonparametric identification
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