Identification of a class of index models : a topological approach

Mogens Fosgerau, Dennis Kristensen

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 imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the regressors in our model. We apply the general identification result to additive random utility and competing risk models.

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Year of publication:	[2019]
Authors:	Fosgerau, Mogens ; Kristensen, Dennis
Publisher:	[London] : Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL
Subject:	nonparametric identi fication \| discrete choice \| competing risks \| index \| Theorie \| Theory \| Diskrete Entscheidung \| Discrete choice \| Risiko \| Risk \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Index \| Index number

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Extent:	1 Online-Ressource (circa 16 Seiten)
Series:	CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. CWP19, 52
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2019.5219 [DOI] hdl:10419/211145 [Handle]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C35 - Discrete Regression and Qualitative Choice Models ; c36 ; C41 - Duration Analysis
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012109838