Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability)...

Under a quantile restriction, randomly censored regression models can be written in terms of conditional moment inequalities. We study the identified features of these moment inequalities with respect to the regression parameters where we allow for covariate dependent censoring, endogenous...

In this paper estimators for distribution free heteroskedastic binary response models are proposed. The estimation procedures are based on relationships between distribution free models with a conditional median restriction and parametric models (such as Probit/Logit) exhibiting (multiplicative)...