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Nonparametric Identification

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Using a nonparametric model allows empirical researchers to more closely align their research design to economic theory and to obtain more robust results. We show the importance of nonparametric identification by contrasting it with parametric identification. In particular, we show the numerical instability of the estimated parameters in a model that is parametrically identified but fails to be nonparametrically identified, and we demonstrate this lack of identification with a proof.

Original languageEnglish (US)
Title of host publicationAdvanced Studies in Theoretical and Applied Econometrics
PublisherSpringer Science and Business Media Deutschland GmbH
Pages197-206
Number of pages10
DOIs
StatePublished - 2026

Publication series

NameAdvanced Studies in Theoretical and Applied Econometrics
Volume56

ASJC Scopus subject areas

  • Economics and Econometrics

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