The ratio of Laplace transforms of powers of a function is injective on monotone right-analytic functions, and this yields an identification result for auction models with unobserved heterogeneity.
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Does the ratio of Laplace transforms of powers of a function identify the function?
The ratio of Laplace transforms of powers of a function is injective on monotone right-analytic functions, and this yields an identification result for auction models with unobserved heterogeneity.