The author thanks his PhD advisors, Harikesh Nair and Navdeep Sahni, for their guidance and support. The author is also indebted to Robyn Lockwood for her writing instruction. The author also thanks a group of researchers whose comments have greatly improved the paper: Jacob Conway, Jacob Dorn, Wesley Hartmann, Guido Imbens, Yewon Kim, James Lattin, Sridhar Narayanan, Peter Reiss, Evan Rosenman, Jann Speiss, and Raluca Ursu, and seminar participants at the Stanford Marketing Work-in-Progress and the Econometrics Workshop. All errors are the author’s own.