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- W2135955265 abstract "Abstract It is shown that in a nonparametric nonseparable triangular system, the conditional moment restriction (CMR) does not identify the average structural function (ASF). The CMR identifies the ASF only if the model is structurally separable in observable covariates and unobservable random errors. This excludes, for instance, random coefficient models in which the CMR in general does not identify the average response. An implication of our results is that empirical researchers should use methods other than CMR if they want to estimate the average response in models that are not additively separable." @default.
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- W2135955265 date "2011-05-01" @default.
- W2135955265 modified "2023-09-23" @default.
- W2135955265 title "Conditional Moment Restrictions and Triangular Simultaneous Equations" @default.
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- W2135955265 doi "https://doi.org/10.1162/rest_a_00071" @default.
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