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.

Latent heterogeneity in the marginal propensity to consume

We estimate the unconditional distribution of the marginal propensity to consume (MPC) using clustering regression applied… Continue reading.

Daniel Lewis, Davide Melcangi, Laura Pilossoph
May 2024

CWP13/24

Semi-nonparametric models of multidimensional matching: an optimal transport approach

This paper proposes empirically tractable multidimensional matching models, focusing on worker-job matching. We generalize the parametric… Continue reading.

Dongwoo Kim, Young Jun Lee
May 2024

CWP12/24

Inference for rank-rank regressions

Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility. In this paper, we first… Continue reading.

Denis Chetverikov, Daniel Wilhelm
May 2024

CWP11/24

Previous version

Inference for rank-rank regressions
Denis Chetverikov, Daniel Wilhelm
November 2023 | CWP23/23
Inference for regression with variables generated from unstructured data

The leading strategy for analyzing unstructured data uses two steps. First, latent variables of economic interest… Continue reading.

Laura Battaglia, Timothy M. Christensen, Stephen Hansen, Szymon Sacher
May 2024

CWP10/24

Arellano-bond lasso estimator for dynamic linear panel models

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice…. Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang, Weining Wang
April 2024

CWP09/24

Implied probability kernel block bootstrap for time series moment condition models

This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018,… Continue reading.

Paulo Parente, Richard J. Smith
April 2024

CWP08/24

Honest inference for discrete outcomes in regression discontinuity designs

We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where… Continue reading.

Walter Beckert, Daniel Kaliski
April 2024

CWP07/24

Nonparametric identification and estimation with non-classical errors-in-variables

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured…. Continue reading.

Kirill Evdokimov, Andrei Zeleneev
April 2024

CWP06/24

Simple estimation of semiparametric models with measurement errors

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.

Kirill Evdokimov, Andrei Zeleneev
April 2024

CWP05/24

Previous version

Simple estimation of semiparametric models with measurement errors
Andrei Zeleneev, Kirill Evdokimov
June 2023 | CWP10/23
Marginal effects for probit and tobit with endogeneity

When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.

Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev
April 2024

CWP04/24

Previous version

Marginal effects for probit and tobit with endogeneity
Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev
June 2023 | CWP11/23
Identification based on higher moments

Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical… Continue reading.

Daniel Lewis
February 2024

CWP03/24

Information based inference in models with set-valued predictions and misspecification

This paper proposes an information-based inference method for partially identified parameters in incomplete models that is… Continue reading.

Hiroaki Kaido, Francesca Molinari
January 2024

CWP02/24

Robust analysis of short panels

Many structural econometric models include latent variables on whose probability distributions one may wish to place… Continue reading.

Andrew Chesher, Adam Rosen, Yuanqi Zhang
January 2024

CWP01/24

Previous version

Testing sign congruence between two parameters

We test the null hypothesis that two parameters (μ1,μ2) have the same sign, assuming that (asymptotically)… Continue reading.

Douglas L. Miller, Francesca Molinari, Jorg Stoye
June 2024

CWP