This paper establishes conditions for nonparametric identification of dynamic optimization models in which agents make both discrete and continuous choices. We consider identification of both the payoff function and the distribution of unobservables. Models of this kind are prevalent in applied...

This paper establishes conditions for nonparametric identification of dynamic optimization models in which agents make both discrete and continuous choices. We consider identification of both the payoff function and the distribution of unobservables. Models of this kind are prevalent in applied...