In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal semiparametrically with censoring, with a control variable approach to...

This paper develops a covariate-based approach to the external validity of instrumental variables (IV) estimates. Assuming that differences in observed complier characteristics are what make IV estimates differ from one another and from parameters like the effect of treatment on the treated, we...

Fixed effects estimators of nonlinear panel models can be severely biased due to the incidental parameters problem. In this paper, I characterize the leading term of a large-T expansion of the bias of the MLE and estimators of average marginal effects in parametric fixed effects panel binary...