This paper estimates a class of models which satisfy a monotonicity condition on theconditional quantile function of the response variable. This class includes as a special casethe monotonic transformation model with the error term satisfying a conditional quantilerestriction, thus allowing for...

This dissertation consists of three chapters relating to identification and inference in dynamic microeconometric models including dynamic discrete games with many players, dynamic games with discrete and continuous choices, and semiparametric binary choice and duration panel data...

In this paper, we consider estimation of discrete response models exhibiting conditional heteroskedasticity of a multiplicative form, where the latent error term is assumed to be the product of an unknown scale function and a homoskedastic error term. It is first shown that for estimation of the...

We propose an estimation procedure for a semiparametric panel data censored regression model in which the error terms may be subject to general forms of nonstationarity. Specifically, we allow for heteroskedasticity over time and a time varying factor load on the individual specific effect....

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 quantiletreatment effects with panel data. The provision of piped water in Brazil is highlycorrelated with other observable and unobservable...

This paper considers nonparametric identification and estimation of a generalized Roymodel that includes a non-pecuniary component of utility associated with each choicealternative. Previous work has found that, without parametric restrictions or theavailability of covariates, all of the useful...