论文标题

在观察中识别不可观察的

Identification of Unobservables in Observations

论文作者

Hu, Yingyao

论文摘要

在经验研究中,数据通常不包括经济模型中的所有感兴趣的变量。本文显示了在人口水平上观察结果中未观察到的变量的鉴定。当观察值在每个观察结果中都不同时,就会存在从可观察到的函数映射到无法观察到的。这样的功能保证了每个观察值中潜值的唯一性。关键在于鉴定可观察物的共同分布和观察到的分布中的不可观察的分布。然后,观察物和不可观察的共同分布揭示了每个观察值的潜在值。讨论了此结果的三个例子。

In empirical studies, the data usually don't include all the variables of interest in an economic model. This paper shows the identification of unobserved variables in observations at the population level. When the observables are distinct in each observation, there exists a function mapping from the observables to the unobservables. Such a function guarantees the uniqueness of the latent value in each observation. The key lies in the identification of the joint distribution of observables and unobservables from the distribution of observables. The joint distribution of observables and unobservables then reveal the latent value in each observation. Three examples of this result are discussed.

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