Research Staff

Daniel Wilhelm

cemmap and UCL

Daniel Wilhelm joined UCL and the Centre for Microdata Methods and Practice (cemmap) in summer 2012 after finishing his PhD at the University of Chicago. His research interests range broadly in econometric theory and applied econometrics.

Selected Publications

Nonparametric instrumental variable estimation

This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) […]

Daniel Wilhelm, Denis Chetverikov, Dongwoo Kim
30 October 2017 | CWP47/17
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment effect estimator and the power […]

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17

Latest version

Optimal Data Collection for Randomized Control Trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
2 May 2019 | CWP21/19

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16
Nonparametric instrumental variable estimation under monotonicity

The ill-posedness of the nonparametric instrumental variable (NPIV) model leads to estimators that may suffer from […]

Denis Chetverikov, Daniel Wilhelm
27 March 2017 | CWP14/17

Previous version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment effect estimator and the power […]

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
27 March 2017 | CWP15/17

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16
Nonparametric instrumental variable estimation under monotonicity

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]

Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16

Latest version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 March 2017 | CWP14/17

Previous version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
13 July 2015 | CWP39/15
A simple parametric model selection test

We propose a simple model selection test for choosing among two parametric likelihoods which can be […]

Susanne M. Schennach, Daniel Wilhelm
2 August 2016 | CWP30/16

Previous version

A simple parametric model selection test
Susanne M. Schennach, Daniel Wilhelm
14 March 2014 | CWP10/14
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment e ffect estimator can be […]

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16

Latest version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17
Possibly Nonstationary Cross-Validation

Cross-validation is the most common data-driven procedure for choosing smoothing parameters in nonparametric regression. For the […]

Federico M Bandi, Valentina Corradi, Daniel Wilhelm
12 March 2016 | CWP11/16
Optimal bandwidth selection for robust generalized method of moments estimation

A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation […]

Daniel Wilhelm
31 October 2015 | Journal Article

Previous version

Nonparametric instrumental variable estimation under monotonicity

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]

Denis Chetverikov, Daniel Wilhelm
13 July 2015 | CWP39/15

Latest version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16