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Publications

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.

2015 working papers

January 2015
CWP01/15
Johan Vikström, Geert Ridder and Martin Weidner
New version:
Johan Vikström, Geert Ridder and Martin Weidner April 2016, Bounds On Treatment Effects On Transitions, cemmap Working Paper , CWP17/16
January 2015
CWP02/15
Victor Chernozhukov, Christian Hansen and Martin Spindler
Now published:
Victor Chernozhukov, Christian Hansen and Martin Spindler May 2015, Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, Journal Articles American Economic Review
January 2015
CWP04/15
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry
New version:
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry September 2015, Monge-Kantorovich depth, quantiles, ranks and signs, cemmap Working Paper , CWP57/15
February 2015
CWP05/15
Victor Chernozhukov, Christian Hansen and Yuan Liao
New version:
Victor Chernozhukov, Christian Hansen and Yuan Liao September 2015, A lava attack on the recovery of sums of dense and sparse signals, cemmap Working Paper , CWP56/15
February 2015
CWP06/15
February 2015
CWP07/15
Jia Chen, Degui Li, Oliver Linton and Zudi Lu
Now published:
Jia Chen, Degui Li, Oliver Linton and Zudi Lu October 2016, Semiparametric dynamic portfolio choice with multiple conditioning variables, Journal Articles Journal of Econometrics
February 2015
CWP08/15
Oliver Linton and Katja Smetanina
March 2015
CWP09/15
Shin Kanaya and Dennis Kristensen
Now published:
Shin Kanaya and Dennis Kristensen August 2016, Estimation of stochastic volatility models by nonparametric filtering, Journal Articles Econometric Theory
March 2015
CWP10/15
Toru Kitagawa and Aleksey Tetenov
New version:
Toru Kitagawa and Aleksey Tetenov May 2017, Who should be treated? Empirical welfare maximization methods for treatment choice, cemmap Working Paper , CWP24/17
March 2015
CWP11/15
March 2015
CWP12/15
Bryan S. Graham, Jinyong Hahn, Alexandre Poirier and James L. Powell
New version:
Bryan S. Graham, Jinyong Hahn, Alexandre Poirier and James L. Powell August 2016, A quantile correlated random coefficients panel data model, cemmap Working Paper , CWP34/16
March 2015
CWP14/15
Pierre-André Chiappori, Monica Costa Dias and Costas Meghir
New version:
Pierre-André Chiappori, Monica Costa Dias and Costas Meghir July 2016, The marriage market, labour supply and education choice, cemmap Working Paper , W16/09
March 2015
CWP15/15
Pedro Carneiro, Oswald Koussihouèdé, Nathalie Lahire, Costas Meghir and Corina Mommaerts
April 2015
CWP17/15
Ivan Fernandez-Val and Martin Weidner
Now published:
Martin Weidner and Ivan Fernandez-Val May 2016, Individual and time effects in nonlinear panel models with large N, T, Journal Articles Journal of Econometrics
Previous version:
Ivan Fernandez-Val and Martin Weidner July 2014, Individual and time effects in nonlinear panel models with large <i>N</i>, <i>T</i>, cemmap Working Paper , CWP32/14
April 2015
CWP19/15
Pedro Carneiro and Rita Ginja
April 2015
CWP20/15
Larry G. Epstein, Hiroaki Kaido and Kyoungwon Seo
New version:
Larry G. Epstein, Hiroaki Kaido and Kyoungwon Seo October 2015, Robust confidence regions for incomplete models, cemmap Working Paper , CWP65/15
May 2015
CWP21/15
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey
Previous version:
Soren Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey May 2014, Individual heterogeneity, nonlinear budget sets, and taxable income, cemmap Working Paper , CWP21/14
June 2015
CWP22/15
Andrew Chesher and Adam Rosen
June 2015
CWP23/15
June 2015
CWP24/15
June 2015
CWP25/15
June 2015
CWP27/15
Ivan A. Canay and Vishal Kamat
New version:
Ivan A. Canay and Vishal Kamat August 2016, Approximate permutation tests and induced order statistics in the regression discontinuity design, cemmap Working Paper , CWP33/16
Ivan A. Canay and Vishal Kamat May 2017, Approximate permutation tests and induced order statistics in the regression discontinuity design, cemmap Working Paper , CWP21/17
June 2015
CWP29/15
Áureo de Paula, Seth Richards-Shubik and Elie Tamer
New version:
Áureo de Paula, Seth Richards-Shubik and Elie Tamer December 2016, Identifying preferences in networks with bounded degree, cemmap Working Paper , CWP54/16
June 2015
CWP31/15
Eleanor Sanderson and Frank Windmeijer
Now published:
Eleanor Sanderson and Frank Windmeijer February 2016, A weak instrument F-test in linear IV models with multiple endogenous variables, Journal Articles Journal of Econometrics
Previous version:
Eleanor Sanderson and Frank Windmeijer November 2013, A weak instrument F-test in linear IV models with multiple endogenous variables, cemmap Working Paper , CWP58/13
June 2015
CWP32/15
Xiaohong Chen and Timothy M. Christensen
New version:
Xiaohong Chen and Timothy M. Christensen February 2017, Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression, cemmap Working Paper , CWP09/17
Previous version:
Xiaohong Chen and Timothy M. Christensen November 2013, Optimal uniform convergence rates for sieve nonparametric instrumental variables regression, cemmap Working Paper , CWP56/13
June 2015
CWP33/15
Stefan Hoderlein, Hajo Holzmann and Alexander Meister
July 2015
CWP36/15
Matias Cattaneo, Michael Jansson and Whitney K. Newey
July 2015
CWP37/15
Matias Cattaneo, Michael Jansson and Whitney K. Newey
New version:
Matias Cattaneo, Michael Jansson and Whitney K. Newey January 2017, Inference in linear regression models with many covariates and heteroskedasticity, cemmap Working Paper , CWP03/17
July 2015
CWP38/15
July 2015
CWP39/15
Denis Chetverikov and Daniel Wilhelm
New version:
Denis Chetverikov and Daniel Wilhelm September 2016, Nonparametric instrumental variable estimation under monotonicity, cemmap Working Paper , CWP48/16
July 2015
CWP40/15
Manuel Arellano and Stéphane Bonhomme
Now published:
Manuel Arellano and Stéphane Bonhomme June 2016, Nonlinear panel data estimation via quantile regressions, Journal Articles Econometrics Journal
July 2015
CWP41/15
Matthew C. Harding, Jerry Hausman and Christopher Palmer
August 2015
CWP43/15
Bryan S. Graham
New version:
Bryan S. Graham February 2017, An econometric model of network formation with degree heterogeneity, cemmap Working Paper , CWP08/17
August 2015
CWP44/15
Hidehiko Ichimura and Whitney K. Newey
New version:
Hidehiko Ichimura and Whitney K. Newey January 2017, The influence function of semiparametric estimators, cemmap Working Paper , CWP06/17
August 2015
CWP45/15
Federico A. Bugni, Ivan A. Canay and Azeem M. Shaikh
New version:
Federico A. Bugni, Ivan A. Canay and Azeem M. Shaikh May 2017, Inference under covariate-adaptive randomization, cemmap Working Paper , CWP25/17
Federico A. Bugni, Ivan A. Canay and Azeem M. Shaikh May 2016, Inference under Covariate-Adaptive Randomization, cemmap Working Paper , CWP21/16
August 2015
CWP46/15
Toru Kitagawa and Chris Muris
Now published:
Toru Kitagawa and Chris Muris July 2016, Model averaging in semiparametric estimation of treatment effects, Journal Articles Journal of Econometrics
Previous version:
Toru Kitagawa and Chris Muris December 2013, Covariate selection and model averaging in semiparametric estimation of treatment effects, cemmap Working Paper , CWP61/13
August 2015
CWP47/15
September 2015
CWP49/15
Yoichi Arai and Hidehiko Ichimura
Now published:
Yoichi Arai and Hidehiko Ichimura April 2016, Optimal bandwidth selection for the fuzzy regression discontinuity estimator, Journal Articles Economics Letters
September 2015
CWP50/15
Antonio Merlo and Áureo de Paula
Previous version:
Antonio Merlo and Áureo de Paula October 2013, Identification and estimation of preference distributions when voters are ideological, cemmap Working Paper , CWP51/13
September 2015
CWP51/15
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido
New version:
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido February 2017, Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models, cemmap Working Paper , CWP11/17
Previous version:
Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido May 2014, Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level, cemmap Working Paper , CWP23/14
September 2015
CWP52/15
Áureo de Paula
New version:
Áureo de Paula January 2016, Econometrics of network models, cemmap Working Paper , CWP06/16
September 2015
CWP53/15
Manuel Arellano, Richard Blundell and Stéphane Bonhomme
September 2015
CWP54/15
Federico A. Bugni, Ivan A. Canay and Xiaoxia Shi
Previous version:
Federico A. Bugni, Ivan A. Canay and Xiaoxia Shi May 2014, Inference for functions of partially identified parameters in moment inequality models, cemmap Working Paper , CWP22/14
Federico A. Bugni, Ivan A. Canay and Xiaoxia Shi January 2014, Inference for functions of partially identified parameters in moment inequality models, cemmap Working Paper , CWP05/14
September 2015
CWP55/15
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen
New version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen March 2016, Program evaluation and causal inference with high-dimensional data, cemmap Working Paper , CWP13/16
Previous version:
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen August 2014, Program evaluation with high-dimensional data, cemmap Working Paper , CWP33/14
Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen November 2013, Program evaluation with high-dimensional data, cemmap Working Paper , CWP57/13
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen December 2013, Program evaluation with high-dimensional data, cemmap Working Paper , CWP77/13
September 2015
CWP56/15
Victor Chernozhukov, Christian Hansen and Yuan Liao
Previous version:
Victor Chernozhukov, Christian Hansen and Yuan Liao February 2015, A lava attack on the recovery of sums of dense and sparse signals, cemmap Working Paper , CWP05/15
September 2015
CWP57/15
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry
Previous version:
Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry January 2015, Monge-Kantorovich depth, quantiles, ranks and signs, cemmap Working Paper , CWP04/15
September 2015
CWP58/15
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon
Now published:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon June 2016, Vector quantile regression: an optimal transport approach, Journal Articles Annals of Statistics
Previous version:
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon December 2014, Vector quantile regression, cemmap Working Paper , CWP48/14
September 2015
CWP59/15
Victor Chernozhukov, Whitney K. Newey and Andres Santos
September 2015
CWP60/15
Charles F. Manski and Aleksey Tetenov
October 2015
CWP61/15
Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton and Sorawoot Srisuma
October 2015
CWP62/15
Jia Chen, Degui Li, Oliver Linton and Zudi Lu
October 2015
CWP63/15
Andrew Chesher and Adam Rosen
New version:
Andrew Chesher and Adam Rosen August 2016, Characterizations of identified sets delivered by structural econometric models, cemmap Working Paper , CWP44/16
Previous version:
Andrew Chesher and Adam Rosen January 2014, Generalized instrumental variable models, cemmap Working Paper , CWP04/14
October 2015
CWP64/15
Kate Ho and Adam Rosen
New version:
Kate Ho and Adam Rosen August 2016, Partial identification in applied research: benefits and challenges, cemmap Working Paper , CWP45/16
October 2015
CWP65/15
Larry G. Epstein, Hiroaki Kaido and Kyoungwon Seo
Previous version:
Larry G. Epstein, Hiroaki Kaido and Kyoungwon Seo April 2015, Robust confidence regions for incomplete models, cemmap Working Paper , CWP20/15
October 2015
CWP66/15
Pedro Carneiro, Italo Lopez Garcia, Kjell G. Salvanes and Emma Tominey
October 2015
CWP67/15
Joel L. Horowitz and Sokbae Lee
New version:
Joel L. Horowitz and Sokbae Lee July 2016, Nonparametric estimation and inference under shape restrictions, cemmap Working Paper , CWP29/16
October 2015
CWP68/15
October 2015
CWP69/15
Clément de Chaisemartin and Xavier d'Haultfoeuille
November 2015
CWP70/15
November 2015
CWP71/15
December 2015
CWP72/15
Sokbae Lee and Bernard Salanie
December 2015
CWP73/15
December 2015
CWP74/15
December 2015
CWP75/15

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Centre for Microdata Methods and Practice

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