centre for microdata methods and practice

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Research on identification underpins all social science research and lies at the basis of all of CeMMAP's endeavours. Analysis of identification provides guidance on what is knowable given current data resources and on what types of new measurements and experiments can expand the frontier of knowledge. It informs researchers about the relative power of restrictions on models implied by social science theory and restrictions imposed for statistical convenience. It informs researchers about their ability to distinguish between different theoretical models and the ability to falsify models.

Research findings

We study an instrumental variables model for discrete choice amongst unordered alternatives.
Date started: 01 June 2012
Simultaneous equations models of economic processes may deliver multiple, single or no solution. This is an important econometric issue in nonlinear models and has received particular attention in econometric models involving discrete outcomes.
Date started: 01 June 2012
Existing instrumental variable methods require latent variables to be unidimensional. In this research, we relax this restriction and develop a characterisation of the resulting sharp identified set.
Date started: 01 June 2012
Economic models based on weak but credible assumptions in some cases only deliver set identification, or bounds, on quantities of interest. Many such models quite naturally result in intersection bounds, where the model delivers a number of upper and lower bounds.
Date started: 01 June 2012
It is not uncommon for economic feedback models to produce more than one solution. In some cases, multiplicity can cause identification problems. In others, it can produce more variation in the data. In this work, we show formally that the latter is the case in many models of entry-exit of firms and in many peer effect models.
Date started: 01 June 2012

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Centre for Microdata Methods and Practice

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