Kristensen, D;
Fosgerau, M;
(2020)
Identification of a Class of Index Models: A Topological Approach.
Econometrics Journal
, Article utaa016. 10.1093/ectj/utaa016.
(In press).
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Abstract
We establish nonparametric identification in a class of so-called index models by using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterising the model than those required by existing strategies; in particular, it does not require any large-support conditions on the regressors of our model. We apply the general identification result to additive random utility and competing risk models
| Type: | Article |
|---|---|
| Title: | Identification of a Class of Index Models: A Topological Approach |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1093/ectj/utaa016 |
| Publisher version: | https://doi.org/10.1093/ectj/utaa016 |
| Language: | English |
| Additional information: | Copyright © The Author 2020. Published by Oxford University Press on behalf of Royal Economic Society . This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited. |
| Keywords: | Competing risks, discrete choice, index model, nonparametric identification. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL SLASH UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10101033 |
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