Model misspecification is a serious issue since misspecification generally renders statistical inference invalid. However, specification testing of discrete choice models is rarely applied. This paper describes a nonparametric test procedure which uses a combination of smoothed residual plots...

We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the...