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.

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
Measurement systems

Economic models often depend on quantities that are unobservable, either for privacy reasons or because they… Continue reading.

Susanne M. Schennach
March 2021

CWP12/21

Bias and consistency in three-way gravity models

We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended… Continue reading.

Martin Weidner, Thomas Zylkin
March 2021

CWP11/21

Previous version

Bias and Consistency in Three-way Gravity Models
Martin Weidner, Thomas Zylkin
January 2020 | CWP1/20
Low-rank approximations of nonseparable panel models

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

Ivan Fernandez-Val, Hugo Freeman, Martin Weidner
March 2021

CWP10/21

Previous version

Low-rank approximations of nonseparable panel models
Ivan Fernandez-Val, Hugo Freeman, Martin Weidner
October 2020 | CWP52/20
Minimax risk and uniform convergence rates for nonparametric dyadic regression

Let i = 1, . . . , N index a simple random sample of units… Continue reading.

Bryan S. Graham, Fengshi Niu, James L. Powell
March 2021

CWP09/21

Nearly optimal central limit theorem and bootstrap approximations in high dimensions

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages… Continue reading.

Victor Chernozhukov, Denis Chetverikov, Yuta Koike
March 2021

CWP08/21

Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces…. Continue reading.

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
March 2021

CWP07/21

Permutation tests for equality of distributions of functional data

Economic data are often generated by stochastic processes that take place in continuous time, though observations… Continue reading.

Federico A. Bugni, Joel L. Horowitz
March 2021

CWP06/21

Previous version

Permutation tests for equality of distributions of functional data
Federico A. Bugni, Joel L. Horowitz
March 2018 | CWP18/18