A recent literature considers the identification of heterogeneous demand and supply models via "quasi-experimental'' variation, as from instrumental variables. In this paper we establish nonparametric identification of differentiated products demand when one has "micro data'' linking...

We present a new class of methods for identification and inference in dynamic models with serially correlated unobservables, which typically imply that state variables are econometrically endogenous. In the context of Industrial Organization, these state variables often reflect econometrically...

Marginal treatment effect methods are widely used for causal inference and policy evaluation with instrumental variables. However, they fundamentally rely on the well-known monotonicity (threshold-crossing) condition on treatment choice behavior. Recent research has shown that this condition...