This paper analyzes the identification question in censored panel data models, where the censoring can depend on both observable and unobservable variables in arbitrary ways. Under some general conditions, we derive the tightest sets on the parameter of interest. These sets (which can be...

We provide a practical method to estimate the payoff functions of players in complete information, static, discrete games. With respect to the empirical literature on entry games originated by Bresnahan and Reiss (1990) and Berry (1992), the main novelty of our framework is to allow for general...