We interpret an ecological inference model as a treatment effects model in which the outcomes of interest and the conditional covariates come from separate datasets. In this setting, the counterfactual distributions and policy parameters of interest are only partially identified under a...

Building on the sequential identification result of Aguirregabiria and Mira (2019), this paper develops estimation and inference procedures for static games of incomplete information with payoff‐relevant unobserved heterogeneity and multiple equilibria. With payoff‐relevant unobserved...