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GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS

Published online by Cambridge University Press:  21 May 2012

Ivana Komunjer
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Abstract

This paper derives sufficient conditions for global identification in nonlinear models characterized by a finite number of unconditional moment restrictions. The main contribution of this paper is to provide a set of assumptions that are alternative to those of Gale-Nikaidô-Fisher-Rothenberg, and which when satisfied guarantee that the moment conditions globally identify the parameters of interest.

Type
Research Article
Information
Econometric Theory , Volume 28 , Issue 4 , August 2012 , pp. 719 - 729
Copyright
Copyright © Cambridge University Press 2012

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Footnotes

I would like to thank the co-editor, Jin Hahn, as well as anonymous referees for their comments and suggestions. This paper was presented at econometric seminars at Boston College, Brown, Columbia, Concordia, CREATES, Stanford, Toulouse, UC Berkeley, UCL, UCLA, University of Pennsylvania, and Yale, whose participants provided valuable feedback. All errors are my own.

References

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