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.

Low-rank approximations of nonseparable panel models

We provide estimation methods for panel nonseparable models based on low-rank factor structure approximations. The factor… Continue reading.

Ivan Fernandez-Val, Hugo Freeman, Martin Weidner
October 2020

CWP52/20

Sparse network asymptotics for logistic regression

Consider a bipartite network where N consumers choose to buy or not to buy M different… Continue reading.

Bryan S. Graham
October 2020

CWP51/20

Optional dynamic treatment regimes and partial welfare ordering

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is… Continue reading.

Sukjin (Vincent) Han
October 2020

CWP50/20

Posterior average effects

Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments… Continue reading.

Stéphane Bonhomme, Martin Weidner
October 2020

CWP49/20

Previous version

Posterior average effects
Stéphane Bonhomme, Martin Weidner
September 2019 | CWP43/19
Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes a method for carrying out inference on partially identified parameters that are solutions… Continue reading.

Joel L. Horowitz, Sokbae Lee
September 2020

CWP48/20

Previous version

Non-asymptotic inference in a class of optimization problems
Joel L. Horowitz, Sokbae (Simon) Lee
May 2019 | CWP23/19
Heterogeneous choice sets and preferences

We propose a robust method of discrete choice analysis when agents’ choice sets are unobserved. Our… Continue reading.

Levon Barseghyan, Maura Coughlin, Francesca Molinari, Joshua C. Teitelbaum
September 2020

CWP47/20

Previous version

Heterogeneous Choice Sets and Preferences
Levon Barseghyan, Maura Coughlin, Francesca Molinari, Joshua C. Teitelbaum
July 2019 | CWP37/19
Non-random exposure to exogenous shocks: theory and applications

We develop new tools for causal inference in settings where exogenous shocks affect the treatment status… Continue reading.

Kirill Borusyak, Peter Hull
September 2020

CWP46/20

Heterogeneous coefficients, control variables, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
September 2020

CWP45/20

Identification and estimation of dynamic structural models with unobserved choices

This paper develops identification and estimation methods for dynamic structural models when agents’ actions are unobserved… Continue reading.

Yingyao Hu, Yi Xin
September 2020

CWP44/20

Inference on winners

Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in… Continue reading.

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
September 2020

CWP43/20

Previous version

Inference on winners
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
December 2018 | CWP73/18
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents

We introduce a test for whether agents’ preferences over network structure are interdependent. Interdependent preferences induce… Continue reading.

Andrin Pelican, Bryan S. Graham
September 2020

CWP42/20

Identification of a triangular two equation system without instruments

We show that a standard linear triangular two equation system can be point identified, without the… Continue reading.

Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
August 2020

CWP41/20

Locally- but not globally-identified SVARs

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not… Continue reading.

Emanuele Bacchiocchi, Toru Kitagawa
July 2020

CWP40/20

An adversarial approach to structural estimation

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated… Continue reading.

Tetsuya Kaji, Elena Manresa, Guillaume Pouliot
July 2020

CWP39/20

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for… Continue reading.

Bo E. Honoré, Martin Weidner
July 2020

CWP38/20

Minimizing Sensitivity to Model Misspecification

We propose a framework for estimation and inference when the model may be misspecified. We rely… Continue reading.

Stéphane Bonhomme, Martin Weidner
July 2020

CWP37/20

Previous version

Minimizing sensitivity to model misspecification
Stéphane Bonhomme, Martin Weidner
October 2018 | CWP59/18
Teacher-to-classroom assignment and student achievement

We study the effects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle… Continue reading.

Bryan S. Graham, Geert Ridder, Petra Thiemann, Gema Zamarro
July 2020

CWP36/20

The Welfare Effects of Promotional Fees

Manufacturers frequently pay fees to supermarkets when they temporarily reduce prices of their products. These funds… Continue reading.

Mateusz Mysliwski, Fabio M. Sanches, Daniel Silva Junior, Sorawoot Srisuma
July 2020

CWP35/20

Inference after Estimation of Breaks

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean… Continue reading.

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
July 2020

CWP34/20

Previous version

Inference after estimation of breaks
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
October 2019 | CWP51/19
Uncertain Identification

Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored… Continue reading.

Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella
July 2020

CWP33/20

Previous version

Uncertain identification
Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella
April 2017 | CWP18/17