This paper analyzes the identification question in censored panel data models, where the censoring can depend on both observable and unobservable variables in arbitrary ways. Under some general conditions, we derive the tightest sets on the parameter of interest. These sets (which can be...

We explore inference on regression coefficients in semiparametric multinomial response models. We consider cross-sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point identification. The approach to identification uses...

Discrete response models are of high interest in economics and econometrics as they encompass treatment eff ects, social interaction and peer e ffect models, and discrete games. We study the impact of the structure of information sets of economic agents on the Fisher information of (strategic)...

We examine the impact of piped water on the under-1 infant mortality rate (IMR) in Brazil using a novel econometric procedure for the estimation of quantile treatment effects with panel data. The provision of piped water in Brazil is highly correlated with other observable and unobservable...

We examine the impact of piped water on the under-1 infant mortality rate (IMR) in Brazil using a novel econometric procedure for the estimation of quantile treatment effects with panel data. The provision of piped water in Brazil is highly correlated with other observable and unobservable...

We quantify the identifying power of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure the identifying power using two criteria: the set of regressor values that help point identify coefficients in latent payoffs as in...