Chen, Xiaohong; Chernozhukov, Victor; Sokbae 'Simon' Lee; … - Centre for Microdata Methods and Practice (CEMMAP) - 2012
In parametric models a sufficient condition for local idenfication is that the vector of moment is differentiable at … nonlinear, nonparametric models to avoid nonlinearities overwhelming linear effects. It give restrictions on a neighbourhood of … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …