?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F49703%2F&rft.title=Nonparametric+Identification+of+Models+for+Dyadic+Data&rft.creator=Diegert%2C+Paul&rft.creator=Jochmans%2C+Koen&rft.subject=B-+ECONOMIE+ET+FINANCE&rft.description=Consider+dyadic+random+variables+on+units+from+a+given+population.+It+is+common+to+assume+that+these+variables+are+jointly+exchangeable+and+dissociated.+In+this+case+they+admit+a+non-separable+specification+with+two-way+unobserved+heterogeneity.+The+analysis+of+this+type+of+structure+is+of+considerable+interest+but+little+is+known+about+their+nonparametric+identifiability%2C+especially+when+the+unobserved+heterogeneity+is+continuous.+We+provide+conditions+under+which+both+the+distribution+of+the+observed+random+variables+conditional+on+the+unit-specific+heterogeneity+and+the+distribution+of+the+unit-specific+heterogeneity+itself+are+uniquely+recoverable+from+knowledge+of+the+joint+marginal+distribution+of+the+observable+random+variables+alone+without+imposing+parametric+restrictions.&rft.publisher=TSE+Working+Paper&rft.date=2024-07&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F49703%2F1%2Fwp_tse_1574.pdf&rft.identifier=++Diegert%2C+Paul+%3Chttps%3A%2F%2Fwww.idref.fr%2F280416512%3E+and+Jochmans%2C+Koen+%3Chttps%3A%2F%2Fwww.idref.fr%2F175871108%3E++(2024)+Nonparametric+Identification+of+Models+for+Dyadic+Data.++TSE+Working+Paper%2C+n.+24-1574%2C+Toulouse+++++&rft.relation=http%3A%2F%2Ftse-fr.eu%2Fpub%2F129722&rft.language=en