In this paper, we explore partial identification and inference for the quantile of treatment effects for randomized experiments. First, we propose nonparametric estimators of sharp bounds on the quantile of treatment effects and establish their asymptotic properties under general conditions....

This paper supplements Manski (1990) and Manski and Pepper (2000) and contributes to the literature by introducing the concept of weak IV for the partially identified mean counterfactual outcomes when an instrumental variable (IV) or a monotone instrumental variable (MIV) is available (IV or MIV...

In this paper, we propose a flexible, parametric class of switching regime models allowing for both skewed and fat-tailed outcome and selection errors. Specifically, we model the joint distribution of each outcome error and the selection error via a newly constructed class of multivariate...

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root-n asymptotic normality of a two-step...

In this paper, we propose a new class of asymptotically efficient estimators for moment condition models. These estimators share the same higher order bias properties as the generalized empirical likelihood estimators and once bias corrected, have the same higher order efficiency properties as...

Estimating gradients is of crucial importance across a broad range of applied economic domains. Here we consider data-driven bandwidth selection based on the gradient of an unknown regression function. This is a difficult problem given that direct observation of the value of the gradient is...

We propose a consistent test for a linear functional form against a nonparametric alternative in a fixed effects panel data model. We show that the test has a limiting standard normal distribution under the null hypothesis, and show that the test is a consistent test. We also establish the...