This paper considers a classical linear simultaneous equations model with random coefficients on the endogenous variables. Simultaneous equations models are used to study social interactions, strategic interactions between firms, and market equilibrium. Random coefficient models allow for...

This paper provides a constructive argument for identification of nonparametric panel data models with measurement error in a continuous explanatory variable. The approach point identifies all structural elements of the model using only observations of the outcome and the mismeasured explanatory...

Empirical models of demand for - and, often, supply of - differentiated products are widely used in practice, typically employing parametric functional forms and distributions of consumer heterogeneity. We re view some recent work studying identification in a broad class of such models. This...