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Using a nonparametric model allows empirical researchers to more closely align their research design to economic theory and to obtain more robust results. We show the importance of nonparametric identification by contrasting it with parametric identification. In particular, we show the numerical instability of the estimated parameters in a model that is parametrically identified but fails to be nonparametrically identified, and we demonstrate this lack of identification with a proof.

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Nonparametric Identification

  • 章节

  • 发表日期：

    2026年

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  • Katherine Hauck,
  • Tiemen Woutersen

摘要

Using a nonparametric model allows empirical researchers to more closely align their research design to economic theory and to obtain more robust results. We show the importance of nonparametric identification by contrasting it with parametric identification. In particular, we show the numerical instability of the estimated parameters in a model that is parametrically identified but fails to be nonparametrically identified, and we demonstrate this lack of identification with a proof.