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Identification of a class of index models: A topological approach

Authors: Mogens Fosgerau and Dennis Kristensen
Date: 15 October 2019
Type: cemmap Working Paper, CWP52/19
DOI: 10.1920/wp.cem.2019.5219

Abstract

We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the regressors in our model. We apply the general identification result to additive random utility and competing risk models.

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