Identi cation in a Class of Nonparametric Simultaneous Equations Models

We consider identi\u85cation in a class of nonseparable nonparametric simultaneous equa-tions models introduced by Matzkin (2008). These models combine standard exclusion restrictions with a requirement that each structural error enter through a residual index function. We provide constructive proofs of identi\u85cation under several sets of conditions, demonstrating some of the available tradeo¤s between conditions on the support of the instruments, restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function. Some of the results here grew out of our related work on di¤erentiated products markets and bene