Seminar

30 May 2023, 12:30 - 13:45

GMM is Inadmissible Under Weak Identification

Isaiah Andrews (Harvard)

Seminar

6 June 2023, 12:30 - 13:45

Optimal tests following sequential experiments

Karun Adusumilli (UPenn)

Training Course

19 June 2023, 10:00 - 21 June 2023, 15:30

Remote Policy Evaluation Methods Course

Barbara Sianesi

Training Course

3 July 2023, 10:00 - 5 July 2023, 15:30

Remote Policy Evaluation Methods Course

Barbara Sianesi

Workshop

6 July 2023 - 7 July 2023

Munich Econometrics Workshop 2023 Helmut Farbmacher Daniel Wilhelm Joachim Winter

Masterclass

25 September 2023 - 26 September 2023

Topics in Spatial Econometrics

Mark Watson

News

All News

Leverhulme Research Grant awarded

30 January 2023

Aureo de Paula wins a UKRI Frontier Research Guarantee

30 January 2023

Tony Lancaster 1938 – 2022

14 December 2022

Current and upcoming visitors

All Visitors

Sokbae Lee
‍Columbia University

5 June 2023 – 7 July 2023.

Joel Horowitz
‍Northwestern University

9 June 2023 – 23 June 2023.

Karun Adusumilli
‍University of Pennsylvania

5 June 2023 – 9 June 2023.

Victor Chernozhukov
‍MIT

30 June 2022 – 30 June 2023.

Latest Publications

All Publications
Distribution regression with sample selection and UK wage decomposition

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization… Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Siyi Luo
April | CWP09/23
Hedonic prices and quality adjusted price indices powered by AI

Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and… Continue reading.

Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
April | CWP08/23
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics… Continue reading.

Manuel Arellano, Richard Blundell, Stéphane Bonhomme, Jack Light
April | CWP07/23
Bootstrap based asymptotic refinements for high-dimensional nonlinear models

We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the… Continue reading.

Joel L. Horowitz, Ahnaf Rafi
March | CWP06/23