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...

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...

This work proves that inferences on parameter vectors based on moment inequalities typically used in linear models with outcome censoring are sharp, i.e., they exhaust all the information in the data and the model. This holds for fixed and randomly censored linear models under median...

In complicated/nonlinear parametric models, it is generally hard to determine whether the model parameters are (globally) point identified. We provide computationally attractive procedures to construct confidence sets (CSs) for identified sets of parameters in econometric models defined through...

This paper provides a framework for identifying preferences in a large network where links are pairwise stable. Network formation models present difficulties for identi fication, especially when links can be interdependent: e.g., when indirect connections matter. We show how one can use the...