This paper derives sufficient conditions for nonparametric transformation models to be identified and develops estimators of the identified components. Our nonparametric identification result is global, and is derived under conditions that are substantially weaker than full independence. In...

Many modern estimation methods in econometrics approximate an objective function, through simulation or discretization for instance. The resulting "approximate" estimator is often biased; and it always incurs an efficiency loss. We here propose three methods to improve the properties of such...