The random coeffcients model is an extension of the linear regression model which allows for additional heterogeneity in the population by modeling the regression coeffcients as random variables. Given data from this model, the statistical challenge is to recover information about the joint...

Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity of the integrability constraints imposed by standard utility maximization, arising in classical consumer demand analysis. More specifically, we characterize the testable...

This study develops a framework for testing hypotheses on structural parameters in in-complete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however, allows us to construct tests based on the least favorable...

Monotonicity in a scalar unobservable is a now common assumption when modeling heterogeneity in structural models. Among other things, it allows one to recover the underlying structural function from certain conditional quantiles of observables. Nevertheless, monotonicity is a strong assumption...