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cemmap Working Papers
December 2005 CWP19/05
Article
Identification with excess heterogeneity
Type: cemmap Working Papers
Authors: Andrew Chesher
ISSN: 1753-9196

An outcome is determined by a structural function in which the effect of variables of interest is transmitted through a scalar function of those variables - an index. Multiple sources of stochastic variation are permitted to appear as arguments of the structural function, but not as arguments of the index. Conditions are provided under which there is local identification of ratios of partial derivatives of the index.

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