We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is nonparametric, i.e., fixed-effects model. We consider models with...

Procurement projects often involve substantial uncertainty in inputs at the time of contracting. Whether the procurer or contractor assumes such risk depends on the specific contractual agreement. Using auction data from the Florida Department of Transportation, we document evidence of i)...

I develop a multiproduct nonlinear pricing model where a firm sells both discrete and continuous goods/services to consumers with multidimensional heterogeneity. I derive the optimal selling mechanism and provide primitive conditions under which different bundling strategies arise. Exploiting...

We revisit identification based on timing and information set assumptions in structural models, which have been used in the context of production functions, demand equations, and hedonic pricing models (e.g. Olley and Pakes (1996), Blundell and Bond (2000)). First, we demonstrate a general...