How common is identification in parametric models?

McManus, Douglas A.

doi:10.1016/0304-4076(92)90077-5

Cited by 36 publications

(25 citation statements)

References 13 publications

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“…16 The finding that partial linear variants of (6) do not suffer from the reflection problem is not a surprise from the perspective of the simultaneous equations literature. McManus (1992), in what appears to be an underappreciated paper, illustrates how for a broad class of parametric nonlinear simultaneous equations models, subsets of nonidentified models are nongeneric. For example, McManus (1992, pg.…”

Section: A Partial Linear In Means Modelsmentioning

confidence: 99%

Identification of Social Interactions

Blume

Brock²,

Durlauf³

et al. 2011

Handbook of Social Economics

277

224

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While interest in social determinants of individual behavior has led to a rich theoretical literature and many efforts to measure these influences, a mature "social econometrics" has yet to emerge. This chapter provides a critical overview of the identification of social interactions. We consider linear and discrete choice models as well as social networks structures. We also consider experimental and quasi-experimental methods. In addition to describing the state of the identification literature, we indicate areas where additional research is especially needed and suggest some directions that appear to be especially promising. KeywordsSocial interactions, social networks, identification JEL Classification C21, C23, C31, C35, C72, Z13 CommentsPrepared for the Handbook of Social Economics, J. Benhabib, A. Bisin, and M. Jackson, eds. We thank Andres Aradillas-Lopez, Jane Cooley, James Heckman, Charles Manski and Salvador Navarro for many conversations on the subject of this chapter. Financial support has been supplied to Blume by NSF grant CCF-0910940 and WWTF Grant "Die Evolution von Normen and Konventionen in der

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Section: A Partial Linear In Means Modelsmentioning

confidence: 99%

Identification of Social Interactions

Blume

Brock²,

Durlauf³

et al. 2011

Handbook of Social Economics

277

224

View full text Add to dashboard Cite

show abstract

“…This notion is related to that of e.g. McManus (1992) and Chiappori and Ekeland (2009), but applied in a different setting (see Section 6.1 for a discussion). Our other main result, Theorem 2, uses a variation on this notion (see Section 5).…”

Section: Generic Identificationmentioning

confidence: 99%

“…6 Discussion 6.1 Relation to McManus (1992) McManus (1992) studies a generic identification property in simultaneous equations of parametric models, providing conditions on the relations between the dimensions of the endogenous variables and parameters for what he referred to as generic identification. McManus studies models of the form Y t = f (X t , U t , θ), where Y t is the set of endogenous variables, f (·) is the system of equations, X t is the set of exogenous variables, θ is the parameter of interest, and U t contains unobserved disturbance terms.…”

Section: Identification With Multi-unit Demandmentioning

confidence: 99%

“…Section 5 presents the second identification result employing M -concavity and allowing multi-unit demand for each good. Section 6 discusses the relation of our paper to McManus (1992) and to the discrete choice literature, as well as extensions of our results. The Appendix presents a result sufficient to prove Theorem 2, which is proven in an Online Appendix.…”

Section: Introductionmentioning

confidence: 98%

“…The precise notions of genericity that we require as well as their rationale can be found in Sections 2.2.2 and 5. 1 Our notion of generic identification is related to that of e.g., McManus (1992) and Chiappori and Ekeland (2009), but we apply the notion in a very different setting. In particular our application in the context of multi-unit demand is novel (see Definition 2) due to the complex structure of the set of valuations there considered.…”

Section: Introductionmentioning

confidence: 99%

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