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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.
Authors
Dennis Kristensen
Mogens Fosgerau
Working Paper details
- DOI
- 10.1920/wp.cem.2019.5219
- Publisher
- The IFS
Suggested citation
Fosgerau, M and Kristensen, D. (2019). Identification of a class of index models: A topological approach. London: The IFS. Available at: https://ifs.org.uk/publications/identification-class-index-models-topological-approach (accessed: 4 May 2024).
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