  This paper studies nonparametric identification in market level demand models
for differentiated products with heterogeneous consumers. We consider a general
class of models that allows for the individual specific coefficients to vary
continuously across the population and give conditions under which the density
of these coefficients, and hence also functionals such as welfare measures, is
identified. A key finding is that two leading models, the BLP-model (Berry,
Levinsohn, and Pakes, 1995) and the pure characteristics model (Berry and
Pakes, 2007), require considerably different conditions on the support of the
product characteristics.
