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

Identification and estimation of nonparametric panel data regressions with measurement error

This paper provides a constructive argument for identification of nonparametric panel data models with measurement error […]

Daniel Wilhelm
2 July 2015 | CWP34/15
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
24 March 2014 | CWP15/14

Latest version

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
14 March 2014 | CWP10/14

Latest version

A simple parametric model selection test
Susanne M. Schennach, Daniel Wilhelm
2 August 2016 | CWP30/16