Communication à un séminaire :
Résumé
This paper unifies and extends several recent nonparametric identification results
on IV models by showing that they all satisfy what we call an induction property. This
property states that if the structural function is identified at a given point, then it is
also identified at another point. Using results from group theory, we characterize the
set where the structural function is identified under this property. The nature of this
set depends on the dimensionality of the problem and on a property of the underlying
group action, which is called freeness. Full identification can be achieved in the one
dimension case under freeness. In the nonfree case, identification can be achieved
but under a stronger induction property. We obtain a partial characterization in the
multivariate case. We illustrate our framework to several settings, and provide new
results on the identification of nonseparable sample selection models with discrete
instruments.
Keywords: Nonparametric Identification, Induction property, Group Theory.
C14 : Semiparametric and Nonparametric Methods
Econométrie et statistique