does not require the specification and estimation of the economic agent's information flows or the identification and …

due to the presence of unobserved characteristics. This paper studies the identification and estimation of such models. We …

We study nonparametric identification of single-agent discrete choice models for bundles (without requiring bundle …-specific prices) and of binary games of complete information. We show that these two models are quite similar from an identification …

This paper studies the identification and estimation of the decision rules that in- dividuals use to determine their … for point identification of the model. Then the model is estimated on data from an experiment involving two …

known the payoff function cannot be nonparametrically identified without any a priori restrictions. Our identification of … identification strategies are constructive. They lead to easy to compute estimands that are global solutions. We illustrate with a …

identification failure when the source of this identification failure is known. We examine models that may have a general deficient … rank Jacobian in certain parts of the parameter space. When identification fails in one of these models, it becomes … underidentified and the identification status of individual parameters is not generally straightforward to characterize. We provide a …

This paper introduces a new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) test … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … functions. The SR-CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi-strong identification …

. We illustrate the empirical relevance of our results through testing identification in linear IV models that allows for …