The changes-in-changes model extends the widely used difference-in-differences to situations where outcomes may evolve heterogeneously. Contrary to difference-in-differences, this model is invariant to the scaling of the outcome. This paper develops an instrumental variable changes-in-changes...

We consider endogenous attrition in panels where the probability of attrition may depend on current and past outcomes. We show that this probability is nonparametrically identified provided that instruments affecting the outcomes but not directly attrition, and whose distribution is identified,...

In this paper, we investigate whether French consumers have modified their preferences towards environmentally-friendly vehicles between 2003 and 2008. We estimate a model of demand for automobiles incorporating both consumers’ heterogeneity and CO2 emissions of the vehicles. Our results show...

This paper considers the semiparametric identification of endogenousand exogenous peer effects in the linear-in-means model. We showthat this model is generically identified when at least three differentsizes of peer groups are observed in the sample at hand. While unnecessaryin general,...

This paper addresses the issue of measuring and testing evolutions of complex indicators inthe framework of survey sampling. This involves the computation of variances of complex statistics,but also of covariances. Indeed, rotating designs may bring important positive correlationsbetween...

It is often believed that without instrument, endogenous sample selection modelsare identified only if a covariate with a large support is available (see Chamberlain,1986, and Lewbel, 2007). We propose a new identification strategy mainly based onthe condition that the selection variable becomes...