Identification and Estimation of 'Irregular' Correlated Random Coefficient Models
---- Acknowledgements -----
We would like to thank seminar participants at UC - Berkeley, UCLA, USC, Harvard, Yale, NYU, Princeton, Rutgers, Syracuse, Penn State, members of the Berkeley Econometrics Reading Group and participants in the Conference in Economics and Statistics in honor of Theodore W. Anderson’s 90th Birthday (Stanford University), the Copenhagen Microeconometrics Summer Workshop and the JAE Conference on Distributional Dynamics (CEMFI, Madrid) for comments and feedback. Discussions with Manuel Arellano, Stéphane Bonhomme, Gary Chamberlain, Iván Fernández-Val, Jinyong Hahn, Jerry Hausman, Bo Honoré, Michael Jansson, Roger Klein, Arthur Lewbel, Ulrich Müller, John Strauss, and Edward Vytlacil were helpful in numerous ways. This revision has also benefited from the detailed comments of a co-editor as well as three anonymous referees. Max Kasy and Alex Poirier provided research assistance. Financial support from the National Science Foundation (SES #0921928) is gratefully acknowledged. All the usual disclaimers apply. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.