Identification of a class of index models: A topological approach*

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Standard

Identification of a class of index models: A topological approach*. / Fosgerau, Mogens; Kristensen, Dennis.

I: The Econometrics Journal, 17.06.2020.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Fosgerau, M & Kristensen, D 2020, 'Identification of a class of index models: A topological approach*', The Econometrics Journal. https://doi.org/10.1093/ectj/utaa016

APA

Fosgerau, M., & Kristensen, D. (2020). Identification of a class of index models: A topological approach*. The Econometrics Journal. https://doi.org/10.1093/ectj/utaa016

Vancouver

Fosgerau M, Kristensen D. Identification of a class of index models: A topological approach*. The Econometrics Journal. 2020 jun 17. https://doi.org/10.1093/ectj/utaa016

Author

Fosgerau, Mogens ; Kristensen, Dennis. / Identification of a class of index models: A topological approach*. I: The Econometrics Journal. 2020.

Bibtex

@article{e6c6eeef499644fc806a19a8c31feb1d,
title = "Identification of a class of index models: A topological approach*",
abstract = "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.",
keywords = "Faculty of Social Sciences, Competing risks, discrete choice, index model, nonparametric identification",
author = "Mogens Fosgerau and Dennis Kristensen",
year = "2020",
month = "6",
day = "17",
doi = "10.1093/ectj/utaa016",
language = "English",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley",

}

RIS

TY - JOUR

T1 - Identification of a class of index models: A topological approach*

AU - Fosgerau, Mogens

AU - Kristensen, Dennis

PY - 2020/6/17

Y1 - 2020/6/17

N2 - 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.

AB - 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.

KW - Faculty of Social Sciences

KW - Competing risks

KW - discrete choice

KW - index model

KW - nonparametric identification

U2 - 10.1093/ectj/utaa016

DO - 10.1093/ectj/utaa016

M3 - Journal article

JO - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

ER -

ID: 244490003