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.
This paper studies inference for the average treatment eff ect in randomized controlled trials with covariate-adaptive… Continue reading.
Using unique data from Pakistan we estimate a model of demand for diff erentiated products in… Continue reading.
We consider a Kronecker product structure for large covariance matrices, which has the feature that the… Continue reading.
Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is… Continue reading.
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable… Continue reading.
We analyze identication of nonseparable models under three kinds of exogeneity assumptions weaker than full statistical… Continue reading.
This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is… Continue reading.
In complicated/nonlinear parametric models, it is generally hard to determine whether the model parameters are (globally)… Continue reading.
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.
We propose a simple model selection test for choosing among two parametric likelihoods which can be… Continue reading.
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have… Continue reading.
This paper studies inference on fixed eff ects in a linear regression model estimated from network… Continue reading.
In the regression discontinuity design, it is common practice to asses the credibility of the design… Continue reading.
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel… Continue reading.
This paper provides a method to construct simultaneous confidence bands for quantile and quantile eff ect… Continue reading.
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional… Continue reading.
In this article the package High-dimensional Metrics (hdm) is introduced. It is a collection of statistical… Continue reading.
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly… Continue reading.
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector… Continue reading.
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain… Continue reading.