期刊名称:Discussion Papers in Economics / Department of Economics, University of Surrey
出版年度:2014
出版社:University of Surrey
摘要:This paper examines observational equivalence in a class of nonparametric structuralequations models under weaker conditions than those currently available in the literature. It allows forseveral endogenous variables, does not impose differentiability or continuity of the equations whichare part of the structure, and allows the unobserved errors to depend on the exogenous variables. Theusefulness of the main result is illustrated by deriving observational equivalence conditions for somemodels including nonparametric simultaneous equations models, additive errors models, multivariatetriangular models, etc.. Some of these yield well known results as special cases.