This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects. In contrast to classical fixed effects models with conditional mean restrictions, conditional quantile restrictions are not preserved by taking differences in the regression equation...

This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects. In contrast to classical fixed effects models with conditional mean restrictions, conditional quantile restrictions are not preserved by taking differences in the regression equation...

We propose the sharp identifiable bounds of the distribution functions of potential outcomes using a panel with fixed T. We allow for the possibility that the statistical randomization of treatment assignments is not achieved until unobserved heterogeneity is properly controlled for. We use...

Firms often have imperfect information about demand for their products. We develop an integrated econometric and theoretical framework to model firm demand assessment and subsequent pricing decisions with limited information. We introduce a panel data discrete choice model whose realistic...

This paper studies semiparametric identification in linear index discrete response panel data models with fixed effects. Departing from the classic binary response static panel data model, this paper examines identification in the binary response dynamic panel data model and the ordered response...

We consider the estimation of measures of persistent poverty in panel surveys with missing data, focusing on the persistent poverty headcount, its duration-adjusted variant, and a related measure used by the European Union as an indicator of the risk of persistent poverty. We develop a partial...

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a covariate sequentially exogenous conditional on lagged outcomes and covariates). The choice model is indexed by a scalar parameter 0, whereas the distribution of unit-specific...