Nonparametric classes for identification in random coefficients models when regressors have limited variation
回归变量变异有限时随机系数模型识别的非参数分布类
This paper studies point identification of the distribution of the coefficients in some random coefficients models with exogenous regressors when their support is a proper subset, possibly discrete but countable. We exhibit trade-offs between restrictions on the distribution of the random coefficients and the support of the regressors. We consider linear models including those with nonlinear transforms of a baseline regressor, with an infinite number of regressors and…