Supplement to "Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure"

Berry and Haile (2017) consider identification in a class of nonparametric simultaneous equations models, providing several combinations of sufficient conditions on the joint density of structural errors and the support of instruments. We show here that, even when the instruments vary only over a small open ball, their requirements on the joint density may be viewed as mild in at least one formal sense.

Supplemental Authors: 
Berry, Steven - Yale University
Haile, Philip A. - Yale University
Online Appendix