Local Identification of Nonparametric and Semiparametric Models
In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. We derive an analogous result for the non...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
John Wiley & Sons, Inc/Econometric Society
2015
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| Online Access: | http://hdl.handle.net/1721.1/96142 https://orcid.org/0000-0002-3250-6714 https://orcid.org/0000-0003-2699-4704 |