The line integrals that define mechanical quantity indices are path independent only in unrealistic cases like homothetic preferences. D. O. Stahl (1983) described a generalized divisia index that is path independent for quasihomothetic demands. The present paper constructs an analogous...

This paper provides simple estimators for binary choice models with endogenous or mismeasured regressors. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can be used with limited, censored, continuous, or...

In regression discontinuity models, where the probability of treatment jumps discretely when a running variable crosses a threshold, an average treatment effect can be nonparametrically identified. We show that the derivative of this treatment effect with respect to the threshold is also...

We show nonparametric point identification of static binary games with incomplete information, using excluded regressors. An excluded regressor for player ¡ is a state variable that does not affect other players’ utility and is additively separable from other components in ¡’s payoff. When...

We propose a generalization of random coefficients models, in which the regression model is an unknown function of a vector of regressors, each of which is multiplied by an unobserved error. We also investigate a more restrictive model which is additive (or additive with interactions) in unknown...

We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured or when errors are likely to be heteroscedastic. For example, such models arise when treatment is not randomly assigned and...