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5 June 2023 – 7 July 2023.

9 June 2023 – 23 June 2023.

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30 June 2022 – 30 June 2023.

Latest Publications

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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