This paper presents new identification results for the class of structural dynamic discrete choice models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust (1994). We demonstrate how to semiparametrically identify the deep structural...

Let X be a random variate whose distribution conditional on an unobservable variate Y is chi-square with s degrees of freedom and non-centrality parameter equal to Y. Upper and lower bounds for the unconditional d.f. of X are derived when only the values of location and randomness indices for Y...