Galichon Alfred author Henry Marc author Columbia University. Economics Columbia University. Economics contributor originator text Working papers New York Department of Economics, Columbia University 2006 We provide a test for the specification of a structural model without identifying assumptions. We show the equivalence of several natural formulations of correct specification, which we take as our null hypothesis. From a natural empirical version of the latter, we derive a Kolmogorov-Smirnov statistic for Choquet capacity functionals, which we use to construct our test. We derive the limiting distribution of our test statistic under the null, and show that our test is consistent against certain classes of alternatives. When the model is given in parametric form, the test can be inverted to yield confidence regions for the identified parameter set. The approach can be applied to the estimation of models with sample selection, censored observables and to games with multiple equilibria. Economic theory 0506-28 http://hdl.handle.net/10022/AC:P:378 English NNC NNC 2011-03-28 09:35:16 -0400 2011-06-22 14:27:08 -0400 3325 eng