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.

Heterogeneous coefficients, control variables, and identification of multiple 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
November 2021

CWP41/21

Previous version

Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties

It is common to rank different categories by means of preferences that are revealed through data… Continue reading.

Sergei Bazylik, Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
November 2021

CWP40/21

Linear panel regressions with two-way unobserved heterogeneity

This paper studies linear panel regression models in which the unobserved error term is an unknown… Continue reading.

Hugo Freeman, Martin Weidner
November 2021

CWP39/21

Vaccination strategies and transmission of COVID-19: evidence across leading countries

Vaccination has been perceived as a key to reaching “herd immunity” in the current COVID-19 pandemic…. Continue reading.

Dongwoo Kim, Young Jun Lee
October 2021

CWP38/21

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
October 2021

CWP37/21

Previous version

Inference in ordered response games with complete information
Andres Aradillas-Lopez, Adam Rosen
June 2021 | CWP25/21
Posterior average effects

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

Stéphane Bonhomme, Martin Weidner
September 2021

CWP36/21

Previous version

Posterior average effects
Stéphane Bonhomme, Martin Weidner
October 2020 | CWP49/20
A discrete choice model for partially ordered alternatives

In this paper we analyze a discrete choice model for partially ordered alternatives. The alternatives are… Continue reading.

Eleni Aristodemou, Adam Rosen
August 2021

CWP35/21

Previous version

A discrete choice model for partially ordered alternatives
Eleni Aristodemou, Adam Rosen
November 2019 | CWP62/19
Feedback in panel data models

Much of the analysis of panel data has been based on an assumption of strict exogeneity…. Continue reading.

Gary Chamberlain
August 2021

CWP34/21

Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are… Continue reading.

Joel L. Horowitz, Sokbae (Simon) Lee
August 2021

CWP33/21

Previous version

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