On the nonparametric identification of nonlinear simultaneous equations models: Comment on Brown (1983) and Roehrig (1988)
成果类型：
Article
署名作者：
Benkard, C. Lanier; Berry, Steven
署名单位：
Stanford University; Yale University
刊物名称：
ECONOMETRICA
ISSN/ISSBN：
0012-9682
DOI：
10.1111/j.1468-0262.2006.00711.x
发表日期：
2006
页码：
1429-1440
关键词：
摘要：
This note revisits the identification theorems of Brown (1983) and Roehrig (1988). We describe an error in the proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the identification of the reduced form. Specifically, the reduced form of a nonseparable simultaneous equations model is not identified even under the assumptions of these papers. We provide conditions under which the reduced form is identified and is recoverable using the distribution of the endogenous variables conditional on the exogenous variables. However, these conditions place substantial limitations on the structural model. We conclude the note with a conjecture that it may be possible to use classical exclusion restrictions to recover some of the key implications of the theorems in more general settings.
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