We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical independence. The first is based on quantile independence. Selection on unobservables drives deviations from full independence. We show that such deviations based on quantile...

Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models when the choice utilities are nonseparable in observed attributes and multidimensional unobserved heterogeneity with...

The interaction of economic agents is one of the most important elements in economic analyses. While most empirical studies investigate peer effects on objective final achievements, peer effects on subjective outcomes are inherently difficult to identify and estimate because these variables are...

We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the explanatory variables are chosen by maximizing Manski (1975, 1985)'s maximum score type objective function subject to a constraint on the maximal number of...

This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged outcome, additional observed regressors and an unobserved unit-specific effect. It is shown that with two consecutive periods of data identification is not possible (in a...