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

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
2 May 2019 | CWP21/19

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17
Testing for the presence of measurement error in Stata

In this paper, we describe how to test for the presence of measurement error in explanatory […]

Young Jun Lee, Daniel Wilhelm
28 August 2018 | CWP51/18

Latest version

Testing for the presence of measurement error in Stata
Young Jun Lee, Daniel Wilhelm
23 September 2019 | CWP47/19
Testing for the presence of measurement error

This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory […]

Daniel Wilhelm
19 July 2018 | CWP45/18

Latest version

Testing for the presence of measurement error
Daniel Wilhelm
23 September 2019 | CWP48/19
An adaptive test of stochastic monotonicity

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]

Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
3 April 2018 | CWP24/18

Latest version

An adaptive test of stochastic monotonicity
Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
15 October 2019 | CWP49/19
Powerful t-Tests in the presence of nonclassical measurement error

This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is […]

Dongwoo Kim, Daniel Wilhelm
11 December 2017 | CWP57/17
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