We consider randomized experiments with two levels of randomization for measuring social interaction effects. We examine how the randomization should be carried out to estimate the coefficients of interest most precisely.

We consider a panel quantile model with fixed effects. It is shown that the maximum likelihood estimator is numerically equivalent to the least absolute deviations estimator of the differenced model, and as a consequence, there is no incidental parameter problem.

We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right-hand side endogenous variable with the reverse 2SLS...

This paper introduces an alternative estimator for the linear censored quantile regression model. The estimator also applies to cases where the censoring point is unknown. Since the objective function is globally convex and the estimator is a solution to a linear programming problem, a global...

We provide a specification test for moment inequalities based on a dual characterization of the moment inequalities. For linear moment inequalities, the test is the asymptotic version of the multi-dimensional linear one-sided tests. For nonlinear moment inequalities, the implementation of the...