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Daniel Wilhelm

Research Fellow

Biography

Daniel Wilhelm joined UCL and cemmap in summer 2012 after finishing his PhD at the University of Chicago. His research interests range broadly in econometric theory and applied econometrics.

Selected publications

  

All available outputs

Nonparametric instrumental variable estimation under monotonicity, September 2016, (with Denis Chetverikov ), Working Paper, CWP48/16, The IFS
Previous version:
Denis Chetverikov and Daniel Wilhelm July 2015, Nonparametric instrumental variable estimation under monotonicity, cemmap Working Paper , CWP39/15
A simple parametric model selection test, August 2016, (with Susanne M. Schennach ), Working Paper, CWP30/16, IFS
Previous version:
Susanne M. Schennach and Daniel Wilhelm March 2014, A simple parametric model selection test, cemmap Working Paper , CWP10/14
Optimal data collection for randomized control trials, April 2016, (with Pedro Carneiro Sokbae Lee ), Working Paper, CWP15/16, Institute for Fiscal Studies
Possibly Nonstationary Cross-Validation, March 2016, (with Federico M Bandi Valentina Corradi ), Working Paper, CWP11/16, The Institute for Fiscal Studies
Optimal bandwidth selection for robust generalized method of moments estimation, October 2015, Econometric Theory, Cambridge University Press, Journal Articles
Previous version:
Daniel Wilhelm March 2014, Optimal bandwidth selection for robust generalized method of moments estimation, cemmap Working Paper , CWP15/14
Nonparametric instrumental variable estimation under monotonicity, July 2015, (with Denis Chetverikov ), Working Paper, CWP39/15, Institute for Fiscal Studies
New version:
Denis Chetverikov and Daniel Wilhelm September 2016, Nonparametric instrumental variable estimation under monotonicity, cemmap Working Paper , CWP48/16
Identification and estimation of nonparametric panel data regressions with measurement error, July 2015, Working Paper, CWP34/15, Institute for Fiscal Studies
A simple parametric model selection test, March 2014, (with Susanne M. Schennach ), Working Paper, CWP10/14, The IFS
New version:
Susanne M. Schennach and Daniel Wilhelm August 2016, A simple parametric model selection test, cemmap Working Paper , CWP30/16

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