News

All News

Current and upcoming visitors

All Visitors

Latest Publications

All Publications
Arellano-bond lasso estimator for dynamic linear panel models

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice…. Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang, Weining Wang
April | CWP09/24
Implied probability kernel block bootstrap for time series moment condition models

This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018,… Continue reading.

Paulo Parente, Richard J. Smith
April | CWP08/24
Honest inference for discrete outcomes in regression discontinuity designs

We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where… Continue reading.

Walter Beckert, Daniel Kaliski
April | CWP07/24
Nonparametric identification and estimation with non-classical errors-in-variables

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured…. Continue reading.

Kirill Evdokimov, Andrei Zeleneev
April | CWP06/24