Working Paper

Identification of a class of index models: A topological approach


Mogens Fosgerau, Dennis Kristensen

Published Date

15 October 2019


Working Paper (CWP52/19)

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.