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.
Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments… Continue reading.
In this paper we analyze a discrete choice model for partially ordered alternatives. The alternatives are… Continue reading.
Much of the analysis of panel data has been based on an assumption of strict exogeneity…. Continue reading.
This paper describes three methods for carrying out non-asymptotic inference on partially identiﬁed parameters that are… Continue reading.
This paper is about the ability and means to root-n consistently and eﬃciently estimate linear, mean-square… Continue reading.
There are many economic parameters that depend on nonparametric ﬁrst steps. Examples include games, dynamic discrete… Continue reading.
This paper presents a novel self-report approach to identify a general causal model with an unobserved… Continue reading.
We develop methodology for estimation and inference using machine learning to enrich economic models. Our framework… Continue reading.
How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic… Continue reading.
This paper provides a test for completeness in a class of nonparametric specification with an additive… Continue reading.
This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable… Continue reading.
We study inference in complete information games with discrete strategy spaces. Unlike binary games, we allow… Continue reading.
We propose a multivariate normality test against skew normal distributions using higher-order log-likelihood derivatives which is… Continue reading.
This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that… Continue reading.
To determine the welfare implications of price changes in demand data, we introduce a revealed preference… Continue reading.
This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when… Continue reading.
We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which… Continue reading.
In many set identiﬁed models, it is diﬃcult to obtain a tractable characterization of the identiﬁed… Continue reading.
This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is… Continue reading.
It is often desired to rank diﬀerent populations according to the value of some feature of… Continue reading.