Publications

The cemmap working paper series publishes papers expanding the frontiers of knowledge in microdata methods and practice. Martin Weidner is the editor of the working paper series.

Minimax semiparametric learning with approximate sparsity

This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square… Continue reading.

Jelena Bradic, Victor Chernozhukov, Whitney K. Newey
July 2021

CWP32/21

The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete… Continue reading.

Hidehiko Ichimura, Whitney K. Newey
July 2021

CWP31/20

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
January 2017 | CWP06/17
Identification of causal models with unobservables: a self-report approach

This paper presents a novel self-report approach to identify a general causal model with an unobserved… Continue reading.

Yingyao Hu
July 2021

CWP30/21

Deep learning for individual heterogeneity: an automatic inference framework

We develop methodology for estimation and inference using machine learning to enrich economic models. Our framework… Continue reading.

Max H. Farrell, Tengyuan Liang, Sanjog Misra
July 2021

CWP29/21

Who should get vaccinated? Individualized allocation of vaccines over SIR network

How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic… Continue reading.

Toru Kitagawa, Guanyi Wang
July 2021

CWP28/21

Previous version

A simple test of completeness in a class of nonparametric specification

This paper provides a test for completeness in a class of nonparametric specification with an additive… Continue reading.

Yingyao Hu, Ji-Liang Shiu
July 2021

CWP27/21

IV methods for Tobit models

This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable… Continue reading.

Andrew Chesher, Dongwoo Kim, Adam Rosen
June 2021

CWP26/21

Inference in ordered response games with complete information

We study inference in complete information games with discrete strategy spaces. Unlike binary games, we allow… Continue reading.

Andres Aradillas-Lopez, Adam Rosen
June 2021

CWP25/21

Previous version

Inference in Ordered Response Games with Complete Information
Andres Aradillas-Lopez, Adam Rosen
September 2014 | CWP36/14
Normal but Skewed?

We propose a multivariate normality test against skew normal distributions using higher-order log-likelihood derivatives which is… Continue reading.

Dante Amengual, Xinyue Bei, Enrique Sentana
June 2021

CWP24/21

A simple, short, but never-empty confidence interval for partially identified parameters

This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that… Continue reading.

Jörg Stoye
April 2021

CWP23/21

Previous version

Revealed price preference: theory and empirical analysis

To determine the welfare implications of price changes in demand data, we introduce a revealed preference… Continue reading.

Rahul Deb, Yuichi Kitamura, John Quah, Jörg Stoye
April 2021

CWP22/21

Previous version

Revealed price preference: theory and empirical analysis
Rahul Deb, Yuichi Kitamura, John Quah, Jorg Stoye
October 2018 | CWP57/18
Layered policy analysis program evaluation using the marginal treatment effect

This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when… Continue reading.

Ismael Mourifié, Yuanyuan Wan
April 2021

CWP21/21

Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which… Continue reading.

Denis Chetverikov, Jesper R-V Sørensen
April 2021

CWP20/21

Discordant relaxations of misspecified models

In many set identified models, it is difficult to obtain a tractable characterization of the identified… Continue reading.

Désiré Kédagni, Lixiong Li, Ismael Mourifié
April 2021

CWP19/21

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… Continue reading.

Dongwoo Kim, Daniel Wilhelm
April 2021

CWP18/21

Previous version

Powerful t-Tests in the presence of nonclassical measurement error
Dongwoo Kim, Daniel Wilhelm
December 2017 | CWP57/17
Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

It is often desired to rank different populations according to the value of some feature of… Continue reading.

Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
April 2021

CWP17/21

Previous version

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Magne Mogstad, Joseph P. Romano, Daniel Wilhelm, Azeem M. Shaikh
March 2020 | CWP10/20
Testing identifying assumptions in fuzzy regression discontinuity designs

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.

Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
March 2021

CWP16/21

Previous version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
March 2019 | CWP10/19
The role of schools in transmission of the SARS-CoV-2 virus: quasi-experimental evidence from Germany

This paper considers the role of school closures in the spread of the SARS-CoV-2 virus. To… Continue reading.

Clara von Bismarck-Osten, Kirill Borusyak, Uta Schönberg
March 2021

CWP15/21

Identification in simple binary outcome panel data models

This paper first reviews some of the approaches that have been taken to estimate the common… Continue reading.

Bo E. Honoré, Áureo de Paula
March 2021

CWP14/21

Sensitivity to calibrated parameters

A common approach to estimation of dynamic economic models is to calibrate a sub-set of model… Continue reading.

Thomas Høgholm Jørgensen
March 2021

CWP13/21

Previous version

Sensitivity to Calibrated Parameters
Thomas Høgholm Jørgensen
May 2020 | CWP16/20