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Many econometric models can be analyzed as finite mixtures. We focus ontwo-component mixtures and we show that they are nonparametrically pointidentified by a combination of an exclusion restriction and tail restrictions.Our identification analysis suggests simple closed-form estimators of thecomponent distributions and mixing proportions, as well as a specificationtest. We derive their asymptotic properties using results on tail empiricalprocesses and we present a simulation study that documents their finite-sampleperformance.

Inference on two component mixtures under tail restrictions