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
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]
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Previous version
We propose a simple model selection test for choosing among two parametric likelihoods which can be […]
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In a randomized control trial, the precision of an average treatment e ffect estimator can be […]
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Cross-validation is the most common data-driven procedure for choosing smoothing parameters in nonparametric regression. For the […]
A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation […]
Previous version
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]
Latest version
This paper provides a constructive argument for identification of nonparametric panel data models with measurement error […]
A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation […]
Latest version
We propose a simple model selection test for choosing among two parametric likelihoods which can be […]