In this paper we study inference for a conditional model with a jump in the conditional density, where the location and size of the jump are described by regression lines. This interesting structure is shared by several structural econometric models. Two prominent examples are the standard...

This paper studies inference on finite population average and local average treatment effects under limited overlap, meaning some strata have a small proportion of treated or untreated units. We model limited overlap in an asymptotic framework sending the propensity score to zero (or one) with...

In this paper we study estimation and inference in structural models with a jump in the conditional density, where the location and size of the jump are described by regression lines. Two prominent examples are auction models, where the density jumps from zero to a positive value, and the...