Businesses routinely rely on econometric models to analyze and predict consumer behavior. Estimation of such models may require combining a firm's internal data with external datasets to take into account sample selection, missing observations, omitted variables and errors in measurement within...

This paper proposes an approach to proving nonparametric identification for distributions of bidders' values in asymmetric second-price auctions. I consider the case when bidders have independent private values and the only available data pertain to the winner's identity and the transaction...

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...

The paper considers nonparametric estimation of absolutely continuous distribution functions of lifetimes of non-identical components in k-out-of-n systems from the observed "autopsy" data. In economics,ascending "button" or "clock" auctions with n heterogeneous bidders present 2-out-of-n...

In semiparametric binary response models, support conditions on the regressors are required to guarantee point identification of the parameter of interest. For example,one regressor is usually assumed to have continuous support conditional on the other regressors. In some instances, such...

This paper explores the inferential question in semiparametric binary response models when the continuous support condition is not satisfied and all regressors have discrete support. I focus mainly on the models under the conditional median restriction, as in Manski (1985). I find sharp bounds...

This paper considers nonparametric estimation of absolutely continuous distribution functions of lifetimes of non-identical components in k-out-of-n systems from the observed 'autopsy' data. In economics, ascending 'button' or 'clock' auctions with n heterogeneous bidders present 2-out-of-n...

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...