In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...

This paper analyzes the stability of monetary regimes in an economy where fiat money is endogenously created by the government, information about its value is imperfect, and learning is decentralized. We show that monetary stability depends crucially on the speed of information transmission in...

We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile...

In this note, we address nonparametric identification of a collective model of household behavior in the presence of additive unobserved heterogeneity in the sharing rule. We show that the (nonstochastic part of the) sharing rule is nonparametrically identified. Moreover, under independence...

This paper establishes nonparametric identification of individual treatment effects in a nonseparable model with a binary endogenous regressor. The outcome variable may be continuous, discrete, or a mixture of both, while the instrumental variable can take binary values. First, we study the case...

Buy price auctions merge a posted price option with a standard bidding mechanisms, and have been used by various online auction sites including eBay and General Motors Assistance Corporation. A buyer in a buy price auction can accept the buy price to win with certainty and end the auction early....

We propose a novel nonparametric method for the structural identification of unobserved technological heterogeneity in production. We assume cost minimization as the firms' behavioral objective, and we model unobserved heterogeneity as an unobserved productivity factor on which firms condition...

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...

A breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the...

In this paper we give simple proofs of identification results in discrete choice models for the case where neither the deterministic part nor the distribution function of the random parts of the utility function is specified parametrically. The regularity conditions imposed are standard, but...