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  • 标题:A GENERAL RESULT ON OBSERVATIONAL EQUIVALENCE IN A CLASS OF NONPARAMETRIC STRUCTURAL EQUATIONS MODELS
  • 本地全文:下载
  • 作者:Giovanni Forchini
  • 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.
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