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ABSTRACT:
This note derives primitive conditions for global identification in nonlinear simultaneous equations systems. Identification is semiparametric in the sense that the latent structural disturbance is only known to satisfy a number of orthogonality restricitions with respect to observed instruments. Our contribution to the literature on identification in a semiparametric context is twofold. First, we derive a set of unconditional moment restrictions on the observables that are the starting point for identification in nonlinear structural systems. Second, we provide primitive conditions under which a parameter value that solves those restrictions is unique.

SUGGESTED CITATION:
Ivana Komunjer, "Global Identification In Nonlinear Semiparametric Models" (July 1, 2007). Department of Economics, UCSD. Paper 2007-06.
http://repositories.cdlib.org/ucsdecon/2007-06