√NT-consistent 2SIV estimatoris free from asymptotic bias that could arise due to the correlation between the regressors and the …

. Identification sources to asymmetry in the model's innovations, casting skewness as an instrument in a linear, two-stage least …

We study the estimation of causal treatment effects on demand when treatment is randomly assigned but prices adjust in … response to treatment. We show that regressions of demand on treatment or on treatment and price lead to biased estimates of … the direct treatment effect. The bias in both cases depends on the correlation of price with treatment and points in the …

identification of discrete choice models of demand, we exploit shape restrictions on demand implied by discrete choice to generate a …In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in … demand estimation techniques. Although we find that error in market shares generally undermine the standard point …

In this paper, we introduce a new approach to estimating differentiated product demand systems that allows for products … with zero sales in the data. Zeroes in demand are a common problem in differentiated product markets, but fall outside the … scope of existing demand estimation techniques. We show that with a lower bound imposed on the expected sales quantities, we …

establishes the finite-sample optimality of the CLR test when the correlation between the structural and reduced-form errors, or … alternative hypothesis values and uniformly over the correlation between the structural and reduced-form errors. The paper …