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• W2950221846 startingPage "785" @default.
• W2950221846 abstract "In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. We derive an analogous result for the nonparametric, nonlinear structural models, establishing conditions under which an infinite dimensional analog of the full rank condition is sufficient for local identification. Importantly, we show that additional conditions are often needed in nonlinear, nonparametric models to avoid nonlinearities overwhelming linear effects. We give restrictions on a neighborhood of the true value that are sufficient for local identification. We apply these results to obtain new, primitive identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models and semiparametric consumption-based asset pricing models." @default.
• W2950221846 created "2019-06-27" @default.
• W2950221846 creator A5028536256 @default.
• W2950221846 creator A5042942366 @default.
• W2950221846 creator A5065220600 @default.
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• W2950221846 date "2014-01-01" @default.
• W2950221846 modified "2023-09-29" @default.
• W2950221846 title "Local Identification of Nonparametric and Semiparametric Models" @default.
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• W2950221846 doi "https://doi.org/10.3982/ecta9988" @default.
• W2950221846 hasPublicationYear "2014" @default.
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