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Local Identification of Nonparametric and Semiparametric Models
Identification local identification nonparametric models asset pricing
2014/9/9
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 differentiab...
Local Identification of Nonparametric and Semiparametric Models
Identification Local Identification Nonparametric Models Asset Pricing
2011/6/17
In parametric models a sufficient condition for local identification is that
the vector of moment conditions is differentiable at the true parameter with full rank
derivative matrix. We show that th...