On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)
非线性联立方程模型的非参数识别:评 Brown(1983)与 Roehrig(1988)
This note revisits the identification theorems of Brown (1983) and Roehrig (1988). We describe an error in the proofs of the main identification theorems in these papers, and provide an important counterexample to the theorems on the identification of the reduced form. Specifically, the reduced form of a nonseparable simultaneous equations model is not identified even under the assumptions of these papers. We provide conditions under which the reduced form is identified and…