Identification in nonseparable models with measurement errors and endogeneity

摘要

Economic variables are often measured with errors and may be endogenous. This paper extends Chesher (2003) and gives new identification results for the ratio of partial effects in a class of nonseparable index models with measurement error and endogeneity. The identification restrictions include a triangular system and the derivative of some conditional mean functions being nonzero. An example that motivates the paper is identification of the labor supply elasticity. (C) 2016 Elsevier B.V. All rights reserved.