Identification of a class of index models: A topological approach

Nonparametric Identification in Index Models of Link Formation

We consider an index model of dyadic link formation with a homophily effect index and a degree heterogeneity index. We provide nonparametric identification results in a single large network setting for the potentially nonparametric homophily effect function, the realizations of unobserved individual fixed effects and the unknown distribution of idiosyncratic pairwise shocks, up to normalization, for each possible true value of the unknown parameters. We propose a novel form of scale normalization on an arbitrary interquantile range, which is not only theoretically robust but also proves partic…

Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares

We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a latent linear index of fixed effects, regressors, and an error term drawn from an unknown stationary distribution. Our results identify the transformation, the coefficient on regressors, and features of the distribution of the fixed effects. We then develop a full-commitment intertemporal collective household model, where the implied quantity demand equations are time-varying functions of a linear index. The fixed e…

近端替代指数：在未观察到的混杂因素下的长期治疗效应

The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding

本文提出了一种近端替代指数方法，用于在存在未观察到的混杂因素时识别和估计长期治疗效应，并通过职业 Corps 计划验证了其有效性。