This paper studies the semiparametric binary response model with interval data investigated by Manski and Tamer (2002, MT). In this partially identified model, we propose a new estimator based on MT's modified maximum score (MMS) method by introducing density weights to the objective function,...

In this paper we propose a new unifying approach to (partially) identify potential outcome distributions in a non-separable triangular model with a binary endogenous variable and a binary instrument. Our identification strategy provides a testable condition under which the objects of interest...

In this paper, we discuss the key conditions for the identification and estimation of the local average treatment effect (LATE, Imbens and Angrist, 1994): the valid instrument assumption (LI) and the monotonicity assumption (LM). We show that the joint assumptions of LI and LM have a testable...

This paper proposes a nonparametric test of exogenous participation in first-price auctions. Exogenous participation means that the valuation distribution does not depend on the number of bidders. Our test is motivated by the fact that two valuation distributions are the same if and only if...

This paper proposes a methodology for analyzing nonlinear pricing data with an illustration on cellular phone. The model incorporates consumer exclusion. Assuming a known tariff, we establish identification of the model primitives using the first-order conditions of both the firm and the...