Econometric Theory

Table of Contents - August 2012 - Volume 28, Issue 04  

ARTICLES

GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS

Ivana Komunjera1 c1

a1 University of California, San Diego

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.

Correspondence:

c1 Address correspondence to Ivana Komunjer, Department of Economics, University of California at San Diego, 9500 Gilman Drive, La Jolla CA 92093-0508; e-mail: komunjer@ucsd.edu.

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.