This paper proposes a method to estimate unconditional quantile treatment effects (QTEs)
given one or more treatment variables, which may be discrete or continuous, even when it is …

This paper is concerned with applications of mixture models in econometrics. Focused
attention is given to semiparametric and nonparametric models that incorporate mixture …

The control function approach which employs an instrumental variable excluded from the
outcome equation is a very common solution to deal with the problem of endogeneity in …

This article considers a classical linear simultaneous equations model with random
coefficients on the endogenous variables. Simultaneous equations models are used to study …

We prove a new identification theorem showing nonparametric identification of the joint
distribution of random coefficients in general nonlinear and additive models. This differs from …

This paper studies nonparametric identification in market level demand models for
differentiated products with heterogeneous consumers. We consider a general class of …

This paper proposes a new strategy for the identification of the marginal effects of an
endogenous multivalued variable (which can be continuous, or a vector) in a model with an …

The random coefficients model is an extension of the linear regression model that allows for
unobserved heterogeneity in the population by modeling the regression coefficients as …

This paper studies nonparametric identification in market level demand models for
differentiated products. We generalize common models by allowing for the distribution of …

This paper studies linear factor models that have arbitrarily dependent factors. Assuming
that the coefficients are known and that their matrix representation satisfies rank conditions …