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 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.
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.
This paper considers the role of school closures in the spread of the SARS-CoV-2 virus. To… Continue reading.
This paper ﬁrst reviews some of the approaches that have been taken to estimate the common… Continue reading.
A common approach to estimation of dynamic economic models is to calibrate a sub-set of model… Continue reading.
Economic models often depend on quantities that are unobservable, either for privacy reasons or because they… Continue reading.
We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended… Continue reading.
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor… Continue reading.
Let i = 1, . . . , N index a simple random sample of units… Continue reading.
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages… Continue reading.
We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces…. Continue reading.
Economic data are often generated by stochastic processes that take place in continuous time, though observations… Continue reading.