cemmap - centre for microdata methods and practice

December 2004

CWP19/04

GEL Criteria for Moment Condition Models

Richard J Smith

December 2004

CWP18/04

Nonparametric methods for the characteristic model

Laura Blow, Martin Browning and Ian Crawford

December 2004

CWP17/04

Automatic positive semi-definite HAC covariance matrix and GMM estimation

Richard J Smith

December 2004

CWP16/04

Spatial design matrices and associated quadratic forms: structure and properties

Grant Hillier and Federico Martellosio

December 2004

CWP15/04

A nonparametric test of exogeneity

Richard Blundell and Joel Horowitz

Now published:

Richard Blundell and Joel Horowitz, October 2007, A nonparametric test of exogeneity, Review of Economic Studies, Vol. 74, No. 4, pp. 1035-1058, Journal Articles

September 2004

CWP14/04

Testing a parametric model against a nonparametric alternative with identification through instrumental variables

Joel Horowitz

Now published:

Joel Horowitz, forthcoming, Testing a parametric model against a nonparametric alternative with identification through instrumental variables, Econometrica, Journal Articles , The Econometric Society

February 2004

CWP13/04

On the identification of the effect of smoking on mortality

Jerome Adda and Valérie Lechene

October 2004

CWP12/04

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

Y. Nishiyama and Peter Robinson

September 2004

CWP11/04

Identification in additive error models with discrete endogenous variables

Andrew Chesher

July 2004

CWP10/04

Identification of sensitivity to variation in endogenous variables

Andrew Chesher

June 2004

CWP09/04

Pessimistic portfolio allocation and Choquet expected utility

Gilbert W. Bassett Jr, Roger Koenker and Gregory Kordas

October 2004
(last revised December 2004)

CWP08/04

Endogeneity in quantile regression models: a control function approach

Sokbae 'Simon' Lee

Now published:

Sokbae 'Simon' Lee, December 2007, Endogeneity in quantile regression models: a control function approach, Journal of Econometrics, Vol. 141, No. 2, pp. 1131-1158, Journal Articles

April 2004
(last revised December 2004)

CWP07/04

Nonparametric estimation of an additive quantile regression model

Joel Horowitz and Sokbae 'Simon' Lee

Now published:

Joel Horowitz and Sokbae 'Simon' Lee, December 2005, Nonparametric estimation of an additive quantile regression model, Journal of the American Statistical Association, Vol. 100, No. 472, pp.1238-1249, Journal Articles

April 2004

CWP06/04

Nonparametric inference for unbalance time series data

Oliver Linton

April 2004

CWP05/04

Inverse probability weighted estimation for general missing data problems

Jeffrey M. Wooldridge

Now published:

Jeffrey Wooldridge, December 2007, Inverse probability weighted estimation for general missing data problems, Journal of Econometrics, Vol. 141, No. 2, pp. 1281-1301, Journal Articles

June 2004

CWP04/04

On the robustness of fixed effects and related estimators in correlated random coefficient panel data models.

Jeffrey M. Wooldridge

Now published:

Jeffrey Wooldridge, May 2005, On the robustness of fixed effects and related estimators in correlated random coefficient panel data models, Review of Economics and Statistics, Vol. 87, No. 2, pp. 385-390, Journal Articles

March 2004

CWP03/04

Estimating average partial effects under conditional moment independence assumptions

Jeffrey M. Wooldridge

February 2004

CWP02/04

Necessary and sufficient conditions for latent separability

Ian Crawford

February 2004

CWP01/04

Quantile regression methods for recursive structural equation models

Lingjie Ma and Roger Koenker

Now published:

Ma, Lingjie and Roger Koenker, October 2006, Quantile regression methods for recursive structural equation models, Journal of Econometrics, Vol. 134, No. 2, pp. 471-506, Journal Articles

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