Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; … - Cowles Foundation for Research in Economics, Yale University - 2011
In parametric models a sufficient condition for local identification is that the vector of moment conditions is … the true value that are sufficient for local identification. We apply these results to obtain new, primitive … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …