quantile bounds Q_a(X;p) are usually close enough to the true quantiles Q_0(X;p). Moreover, Q_a(X;p) is subadditive in X if a …

This paper addresses a fundamental identification problem in the structural estimation of dynamic oligopoly models of … estimated model, despite the non-separate identification of the three primitives. Third, we show that there is a general class … illustrates how ignoring the non-identification of these counterfactuals (i.e., making a `normalization assumption' on some of the …

identification. We show that by carefully specifying the structural equations and by extending the standard notion of instrumental … governing the unobservables, as these play a crucial role in creating obstacles or opportunities for identification. Because our … results exhaust the possibilities for identification, we ensure that there are no other opportunities for identification based …