In this paper, we suggest and analyze a new class of specification tests for random coefficient models. These tests allow to assess the validity of central structural features of the model, in particular linearity in coefficients, generalizations of this notion like a known nonlinear functional...

In this paper, we propose a framework to estimate the distribution of marginal effects in a general class of structural models that allow for arbitrary smooth nonlinearities, high dimensional heterogeneity, and unrestricted correlation between the persistent components of this heterogeneity and...

This chapter discusses new developments in nonparametric econometric approaches related to empirical modeling of demand decisions. It shows how diverse recent approaches are, and what new modeling options arise in practice. We review work on nonparametric identification using nonseparable...