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...

Discrete response models are of high interest in economics and econometrics as they encompass treatment effects, social interaction and peer effect models, and discrete games. We study the impact of the structure of information sets of economic agents on the Fisher information of (strategic)...

This paper explores the uniformity of inference for parameters of interest in nonlinear models with endogeneity. The notion of uniformity is fundamental in these models because due to potential endogeneity, the behavior of standard estimators of these parameters is shown to vary with where they...

We examine the impact of piped water on the under-1 infant mortality rate (IMR) in Brazil using a novel econometric procedure for the estimation of quantile treatment effects with panel data. The provision of piped water in Brazil is highly correlated with other observable and unobservable...