The study of differentiated-products markets is a central part of empirical industrial organization. Questions regarding market power, mergers, innovation, and valuation of new brands are addressed using cutting-edge econometric methods and relying on economic theory. Unfortunately, difficulty...

In this paper I analyze GMM estimation when the sample is not a random draw from the population of interest. I exploit auxiliary information, in the form of moments from the population of interest, in order to compute weights that are proportional to the inverse probability of selection. The...