English

徐吉良(合作者:Yingyao Hu,Susanne M. Schennach),"Injectivity of a Class of Integral Operators with Compactly Supported Kernels," Journal of Econometrics (2017)

2017-07-31
摘要我院徐吉良副教授合作论文被计量经济学顶级期刊Journal of Econometrics接受

       近日,经济与社会研究院徐吉良副教授的合作论文“Injectivity of a Class of Integral Operators with Compactly Supported Kernels”(合作者:Yingyao Hu,Johns Hopkins University,Susanne M. Schennach,Brown University)被计量经济学领域顶级期刊Journal of Econometrics接受。


Abstract:

Injectivity of integral operators is related to completeness conditions of their corresponding kernel functions. Completeness provides a useful way of obtaining nonparametric identification in various models including nonparametric regression models with instrumental variables, nonclassical measurement error models, and auction models, etc.However, the condition is quite abstract for empirical work and lacks a proper economic interpretation. We rely on known results regarding the Volterra equation to provide sufficient conditions for completeness conditions for densities with compact support. Our conditions include various smoothness assumptions and monotonously moving support assumptions on the kernel function of the operator. We apply our results to establish nonparametric identification in nonparametric IV regression models, nonclassical measurement error models, and auction models with an accessible interpretation and without specific functional form restrictions.


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