Centre for microdata methods and practice
The cemmap working paper series publishes papers expanding the frontiers of knowledge in microdata methods and practice. Martin Weidner is the editor of the working paper series.
State-dependent local projections (LPs) are widely used to study how causal effects vary as a function… Continue reading.
Since the 2008 Global Financial Crisis, the UK has experienced persistently weak productivity and corporate investment… Continue reading.
This paper presents a computationally efficient method for binary classification using Manski’s (1975, 1985) maximum score… Continue reading.
We study the optimal design and analysis of experiments for estimating spillover effects. Assuming a known… Continue reading.
We propose a novel decomposition to identify relationship-specific effects or shocks in a bipartite network under… Continue reading.
This paper introduces a new approach to econometric analysis of nonlinear panel data models when the… Continue reading.
Many selection problems are multilayered: agents first decide whether to participate and then sort among ordered… Continue reading.
This paper develops a set of empirically tractable and flexible sieve estimators for semi nonparametric multidimensional… Continue reading.
This paper extends the incomplete model of Haile and Tamer (2003) from static English auctions to… Continue reading.
Structural estimation in economics often makes use of models formulated in terms of moment conditions. While… Continue reading.
We propose a new model in which relationship-specific effects or shocks are identified in a bipartite… Continue reading.
We use small-area estimation methods that combine information from a household budget survey, a much larger… Continue reading.
The European Union Emissions Trading System is set to substantially increase the effective carbon price faced… Continue reading.
When estimating the effects of treatments defined by complex formulas, researchers often use simple functions of… Continue reading.
We study identification of differentiated product demand from market level data when product characteristics can be… Continue reading.
We approximate the finite-sample distribution of impulse response function (IRF) estimators that are just-identified with a… Continue reading.