“...This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity by adopting a...”

“...We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or...”

“...This note provides correction to Ichimura and Lee (2010)...”

“...This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the...”

“...We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the covariates are chosen...”

“...This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve...”

“...This paper extends the method of local instrumental variables developed by Heckman and Vytlacil [Heckman, J., Vytlacil E., 2005. Structural equations,...”

“...Summary In this paper, we propose a doubly robust method to estimate the heterogeneity of the average treatment effect with respect to observed covariates of...”

“...We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our...”