An outcome is determined by a structural function in which the effect of variables of interest is transmitted through a scalar function of those variables - an index. Multiple sources of stochastic variation are permitted to appear as arguments of the structural function, but not as arguments of the index. Conditions are provided under which there is local identification of ratios of partial derivatives of the index.
Authors
![Andrew Chesher](/sites/default/files/styles/square_desktop/public/2022-07/Andrew_Chesher.jpg?itok=_w2THcSE)
Research Fellow University College London
Andrew is the Director of the ESRC Centre for Microdata Methods and Practice (cemmap) and Professor of Economics and Economic Measurement at UCL.
Working Paper details
- DOI
- 10.1920/wp.cem.2005.1905
- Publisher
- IFS
Suggested citation
Chesher, A. (2005). Identification with excess heterogeneity. London: IFS. Available at: https://ifs.org.uk/publications/identification-excess-heterogeneity (accessed: 1 July 2024).
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