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 explore inference on regression coefficients in semiparametric multinomial response models. We consider cross-sectional, and both static and dynamic panel settings where we focus throughout on inference under sufficient conditions for point identification. The approach to identification uses...

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates the effect of working during grade 12 on attainment. We exploit the longitudinal nature of the NELS by employing, for the first time in the related literature, a semiparametric...