This paper develops a nonparametric analysis for the sharp regression discontinuity (RD) design in which the continuous forcing variable may contain measurement error. We show that if the observable forcing variable contains measurement error, this error causes severe identification bias for the...

This paper proposes the analysis of panel data whose dynamic structure is heterogeneous across individuals. Our aim is to estimate the cross-sectional distributions and/or some distributional features of the heterogeneous mean and autocovariances. We do not assume any specific model for the...