Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
利用控制变量法，识别和估计含有不可加多维扰动项的三角联立方程模型，给出分位数、平均和政策效应的识别结果及估计量，并附需求分析实例。
This paper uses control variables to identify and estimate models with nonseparable, multidimensional disturbances. Triangular simultaneous equations models are considered, with instruments and disturbances that are independent and a reduced form that is strictly monotonic in a scalar disturbance. Here it is shown that the conditional cumulative distribution function of the endogenous variable given the instruments is a control variable. Also, for any control variable, identification results are given for quantile, average, and policy effects. Bounds are given when a common support assumption is not satisfied. Estimators of identified objects and bounds are provided, and a demand analysis empirical example is given. Copyright 2009 The Econometric Society.