Identification in Nonparametric Simultaneous Equations Models
给出了非参数联立方程模型中函数形式识别的条件，通过模型间观测等价性的矩阵秩约束来刻画，并举例说明其在参数和非参数模型中的应用。
This paper provides conditions for identification of functionals in nonparametric simultaneous equations models with nonadditive unobservable random terms. The conditions are derived from a characterization of observational equivalence between models. We show that, in the models considered, observational equivalence can be characterized by a restriction on the rank of a matrix. The use of the new results is exemplified by deriving previously known results about identification in parametric and nonparametric models as well as new results. A stylized method for analyzing identification, which is useful in some situations, is also presented. Copyright 2008 The Econometric Society.