Mogens Fosgerau, Dennis Kristensen
arXiv 16 Apr 2020 · Econometrics · publishedEconometrics Journal (2020) · 5 citations (OpenAlex)
arXiv:2004.07900 · PDF · DOI · OpenAlex · Extracted main text
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 requires substantially weaker conditions on the functions and distributions characterizing the model compared to 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.
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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 | Heckman, J. J. and B. E. Honoré (1989, 6) (1989) The identifiability of the competing risks model | 1.000 | 5 | 3 | 100% |
| 2 | Lee, S. and A. Lewbel (2013, 10) (2013) Nonparametric identification of accelerated failure time competing risks models | 0.811 | 4 | 2 | 100% |
| 3 | Matzkin, R. L. (1993, 7) (1993) Nonparametric identification and estimation of polychotomous choice models | 0.811 | 4 | 2 | 100% |
| 4 | Allen, R. and J. Rehbeck (2019, 5) (2019) Identification With Additively Separable Heterogeneity | 0.737 | 3 | 2 | 100% |
| 5 | Hofbauer, J. and W. H. Sandholm (2002) On the global convergence of stochastic fictitious play | 0.644 | 2 | 2 | 100% |
| 6 | Honoré, B. E. and A. Lleras-Muney (2006, 11) (2006) Bounds in Competing Risks Models and the War on Cancer | 0.644 | 2 | 2 | 100% |
| 7 | Lewbel, A., W. Shen, and H. M. Zhang (2000, 7) (2000) Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables | 0.644 | 2 | 2 | 100% |
| 8 | Berry, S. T. and P. A. Haile (2018, 1) (2018) Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure | 0.511 | 2 | 1 | 100% |
| 9 | Fosgerau, M., E. Melo, A. de Palma, and M. Shum (2019, 12) (2019) Discrete Choice and Rational Inattention: A General Equivalence Result self | 0.511 | 2 | 1 | 100% |
| 10 | McFadden, D (1981) Econometric Models of Probabilistic Choice | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 30 scored citations.