Before revision:  As illustrations, we study two binary choice models: a cross-sectional  model where the error distribution is misspecified, and a dynamic panel data  model where the number of time periods is small and the distribution of individual effects is misspecified.
After revision:  As illustrations, we study three applications: an empirical analysis of the impact of conditional cash transfers in Mexico where misspecification stems from the presence of stigma effects of the program, a cross-sectional model where the error distribution is misspecified, and a dynamic panel data model where the number of time periods is small and the distribution of individual effects is misspecified.