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Identification with excess heterogeneity

Author

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  • Andrew Chesher

    (Institute for Fiscal Studies and University College London)

Abstract

An outcome is determined by a structural function in which the effect of variables of interest is transmitted through a scalar function of those variables - an index. Multiple sources of stochastic variation are permitted to appear as arguments of the structural function, but not as arguments of the index. Conditions are provided under which there is local identification of ratios of partial derivatives of the index.

Suggested Citation

  • Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Handle: RePEc:ifs:cemmap:19/05
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    File URL: http://cemmap.ifs.org.uk/wps/cwp1905.pdf
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    References listed on IDEAS

    as
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