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 …

Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue
integrals of regression functions with multivariate regressors occur in various areas of …

Adaptive estimation in the linear random coefficients model when regressors have limited
variation Page 1 Bernoulli 28(1), 2022, 504–524 https://doi.org/10.3150/21-BEJ1354 Adaptive …

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 …

I study the identification and estimation of a nonseparable triangular model with an
endogenous binary treatment. I impose neither rank invariance nor rank similarity on the …