The author is deeply grateful to his advisors, Tobias Klein and Jaap Abbring, for their thoughtful guidance and support. The author also thanks Bart Bronnenberg, Jean-Pierre Dubé, Dorothee Hillrichs, Yufeng Huang, Maarten Janssen, Aaron Kaye, José L. Moraga, Ilya Morozov, Stephan Seiler, Brad Shapiro, and Raluca Ursu; seminar participants at Northwestern University, University of Rochester, the University of California, Berkeley, the University of Chicago, the University of Frankfurt, and the University of Passau; and members of the Structural Econometrics Group in Tilburg for excellent comments.