Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017
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 …