arXiv 25 Jun 2018 · Econometrics
arXiv:1806.09680 · PDF · DOI · OpenAlex · Extracted main text
In this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate heterogeneity and endogenous observable characteristics, extending and complementing identification results from the literature which all require exogeneity. As an additional application of our theoretical result, we show that the BLP model (Berry et al. 1995) can also be identified without index restrictions.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Berry \ Haile (2014) `Identification in differentiated products markets using market level data', Econometrica 82(5), 1749–1797 | 1.000 | 21 | 4 | 100% |
| 2 | Matzkin (2003) `Nonparametric estimation of nonadditive random functions', Econometrica 71(5), 1339–1375 | 1.000 | 11 | 4 | 100% |
| 3 | Ekeland, Heckman \ Nesheim (2004) `Identification and estimation of hedonic models', Journal of political economy 112(S1), S60–S109 | 1.000 | 7 | 4 | 100% |
| 4 | Berry, Levinsohn \ Pakes (1995) `Automobile prices in market equilibrium', Econometrica 63(4), 841–890 | 1.000 | 5 | 4 | 100% |
| 5 | d'Haultfuille \ Février (2015) `Identification of nonseparable triangular models with discrete instruments', Econometrica 83(3), 1199–1210 | 0.982 | 19 | 5 | 95% |
| 6 | Torgovitsky (2015) `Identification of nonseparable models using instruments with small support', Econometrica 83(3), 1185–1197 | 0.963 | 28 | 5 | 89% |
| 7 | Heckman, Matzkin \ Nesheim (2010) `Nonparametric identification and estimation of nonadditive hedonic models', Econometrica 78(5), 1569–1591 | 0.928 | 4 | 3 | 100% |
| 8 | Matzkin (2007) Heterogeneous choice | 0.928 | 4 | 3 | 100% |
| 9 | Chernozhukov, Galichon, Henry \ Pass (2014) Single market nonparametric identification of multi-attribute hedonic equilibrium models | 0.903 | 19 | 6 | 74% |
| 10 | Imbens \ Newey (2009) `Identification and estimation of triangular simultaneous equations models without additivity', Econometrica 77(5), 1481–1512 | 0.874 | 6 | 2 | 100% |
Showing the top 10 of 64 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Matching Points: Supplementing Instruments with Covariates in Triangular Models | 0.405 | 1 | 1 |