Identification of a class of index models: a topological approach

Fosgerau Mogens; Kristensen Dennis

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Identification of a class of index models: a topological approach

机译：确定一类指数模型：拓扑方法

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摘要

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.

机译：我们利用依赖一般拓扑结果的新方法在一类所谓的索引模型中建立非参数识别。我们的校对策略需要对特征的功能和分布的条件显着较弱，这些功能和分布表征模型的模式而不是现有策略所需的功能; 特别是，它不需要对我们模型的回归器上的任何大型支持条件。我们将一般识别结果应用于加性随机公用事业和竞争风险模型。

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来源
《The econometrics journal》 |2021年第1期|121-133|共13页
作者
Fosgerau Mogens; Kristensen Dennis;
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作者单位

Univ Copenhagen Dept Econ Oster Farimagsgade 5 DK-1353 Copenhagen K Denmark;

UCL Dept Econ Gower St London WC1E 6BT England;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Competing risks; discrete choice; index model; nonparametric identification;

机译：竞争风险;离散选择;指数模型;非参数识别;

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Identification of a class of index models: a topological approach

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