We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Models of simultaneous discrete choice may be incomplete, delivering multiple values of out- comes at certain values of the latent variables and covariates, and incoherent, delivering no val- ues. Alternative approaches to accommodating incompleteness and incoherence are considered in a unifying...

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any sample size and irrespective of whether the structural...

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow for multiple equilibria. From an econometric standpoint, these models feature systems of equalities and inequalities for the determination of multiple endogenous interdependent discrete choice...

In this paper we study a random coefficient model for a binary outcome. We allow for the possibility that some or even all of the regressors are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the existence of observed instrumental variables Z that are...

This paper studies simultaneous equations models for two or more discrete outcomes. These models may be incoherent, delivering no values of the outcomes at certain values of the latent variables and covariates, and they may be incomplete, delivering more than one value of the outcomes at certain...

Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed effects" and, in dynamic models, initial conditions. This...