Using results from convex analysis, we investigate a novel approach to identification and estimation of discrete choice models which we call the “Mass Transport Approach” (MTA). We show that the conditional choice probabilities and the choice specific payoffs in these models are related in...

Using results from Convex Analysis, we investigate a novel approach to identification and estimation of discrete-choice models that we call the mass transport approach . We show that the conditional choice probabilities and the choice-specific payoffs in these models are related in the sense of...

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows for multidimensional unobserved heterogeneity. Our...

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which treatments. It allows us to establish conditions under...