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.
The leading strategy for analyzing unstructured data uses two steps. First, latent variables of economic interest… Continue reading.
The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice…. Continue reading.
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018,… Continue reading.
We investigate the consequences of discreteness in the assignment variable in regression-discontinuity designs for cases where… Continue reading.
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured…. Continue reading.
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.
Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical… Continue reading.
This paper proposes an information-based inference method for partially identified parameters in incomplete models that is… Continue reading.
Many structural econometric models include latent variables on whose probability distributions one may wish to place… Continue reading.