attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …

-sectional MLE and a panel model with individual fixed effects, we show that the split-sample jackknife has a higherorder variance …