Centre for microdata methods and practice
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.
We study the impact of classroom rank on children’s learning using a unique experiment from Ecuador…. Continue reading.
Beta-sorted portfolios — portfolios comprised of assets with similar covariation to selected risk factors — are… Continue reading.
We study identification in a binary choice panel data model with a single predetermined binary covariate… Continue reading.
This paper studies identification in a binary choice panel data model with choice probabilities depending on… Continue reading.
This paper introduces a simulation algorithm for evaluating the log-likelihood function of a large supermodular binary-action… Continue reading.
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e.,… Continue reading.
Following the seminal paper by Altonji and Segal (1996), empirical studies have widely embraced equal or… Continue reading.
Many studies in economics use instruments or treatments which combine a set of exogenous shocks with… Continue reading.
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization… Continue reading.
Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and… Continue reading.
In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics… Continue reading.
We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the… Continue reading.
This paper presents an empirical model of sponsored search auctions in which advertisers are ranked by… Continue reading.
Many controversies that beset the digital economy turn on the role of advertising and its use… Continue reading.
It is often desired to rank different populations according to the value of some feature of… Continue reading.
Social interactions determine many economic behaviors, but information on social ties does not exist in most… Continue reading.
We study identification in a binary choice panel data model with a single predetermined binary covariate… Continue reading.