Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
通过导数约束建模内生解释变量与异质性结构方程
In this paper, I present a general modeling framework for nonparametric models with endogenous regressors and heterogeneity. I show that many existing models in the literature can be derived from a structural equation with unobserved heterogeneity by imposing constancy assumptions on the first and second derivatives. I consider a less restrictive model that imposes constancy assumptions on the second partial derivative of the structural equation. Assuming the existence of…