矩约束非线性模型中的全局识别

GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS

Econometric Theory · 2012
被引 25
人大 A-ABS 4

中文导读

推导了由有限个无条件矩约束定义的非线性模型中全局识别的充分条件,提供了一套替代Gale-Nikaidô-Fisher-Rothenberg条件的假设,确保矩条件能全局识别参数。

Abstract

This paper derives sufficient conditions for global identification in nonlinear models characterized by a finite number of unconditional moment restrictions. The main contribution of this paper is to provide a set of assumptions that are alternative to those of Gale-Nikaidô-Fisher-Rothenberg, and which when satisfied guarantee that the moment conditions globally identify the parameters of interest.

全局识别非线性模型矩条件