This paper proposes tools for robust inference in difference-in-differences and event-study
designs where the parallel trends assumption may be violated. Instead of requiring that …

This paper proposes tools for robust inference for difference-in-differences and eventstudy
designs. Instead of requiring that the parallel trends assumption holds exactly, we impose …

We propose a simple test for moment inequalities that has exact size in normal models with
known variance and has uniformly asymptotically exact size under asymptotic normality. The …

What should researchers do when their baseline model is falsified? We recommend
reporting the set of parameters that are consistent with minimally nonfalsified models. We …

We show that moment inequalities in a wide variety of economic applications have a
particular linear conditional structure. We use this structure to construct uniformly valid …

We propose an inference procedure for a class of estimators defined as the solutions to
linear and convex quadratic programming problems in which the coefficients in both the …

Abstract Models defined by moment inequalities have become a standard modeling
framework for empirical economists, spreading over a wide range of fields within economics …

Many causal estimands are only partially identifiable since they depend on the
unobservable joint distribution between potential outcomes. Stratification on pretreatment …

Lee (2009) is a common approach to bound the average causal effect in the presence of
selection bias, assuming the treatment effect on selection has the same sign for all subjects …

We review approaches to identification and inference on models in Industrial Organization
with partial identification and/or moment inequalities. Often, such approaches are …