Our Seminars & Workshops

Title: Nonparametric Identification and Estimation of Multivariate Transformation Models

Abstract: This paper develops novel results for nonparametric identification of a class of multivariate transformation models. The identification argument imposes very weak restriction on the model and only requires that (i) a set of the covariates are exogenous and that (ii) either instruments or control functions are available to handle the remaing endogenous covariates. The proof is constructive in the sense that it leads to natural estimators of the identified components. We apply the general theory to show identification in a class of multivariate demand models a la Berry-Levinsohn-Pakes under weaker conditions compared to existing ones found in the literature.

There is no working paper version of the paper available.