  Many econometric models can be analyzed as finite mixtures. We focus on
two-component mixtures and we show that they are nonparametrically point
identified by a combination of an exclusion restriction and tail restrictions.
Our identification analysis suggests simple closed-form estimators of the
component distributions and mixing proportions, as well as a specification
test. We derive their asymptotic properties using results on tail empirical
processes and we present a simulation study that documents their finite-sample
performance.
