We consider identification of nonparametric random utility models of multinomial choice using 'micro data,' i.e., observation of the characteristics and choices of individual consumers. Our model of preferences nests random coefficients discrete choice models widely used in practice with...

We present new identification results for a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine traditional exclusion restrictions with a requirement that each structural error enter through a “residual index.” Our...

This chapter discusses structural econometric approaches to auctions. Remarkably, much of what can be learned from auction data can be learned without restrictions beyond those derived from the relevant economic model. This enables us to take a nonparametric perspective in discussing how the...

We consider the invertibility of a nonparametric nonseparable demand system. Invertibility of demand is important in several contexts, including identification of demand, estimation of demand, testing of revealed preference, and economic theory requiring uniqueness of market clearing prices. We...