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.
This paper describes a method for carrying out inference on partially identiﬁed parameters that are solutions… Continue reading.
We propose a robust method of discrete choice analysis when agents’ choice sets are unobserved. Our… Continue reading.
We develop new tools for causal inference in settings where exogenous shocks affect the treatment status… Continue reading.
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.
This paper develops identiﬁcation and estimation methods for dynamic structural models when agents’ actions are unobserved… Continue reading.
Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in… Continue reading.
We introduce a test for whether agents’ preferences over network structure are interdependent. Interdependent preferences induce… Continue reading.
We show that a standard linear triangular two equation system can be point identiﬁed, without the… Continue reading.
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not… Continue reading.
We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated… Continue reading.
This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for… Continue reading.
We propose a framework for estimation and inference when the model may be misspecified. We rely… Continue reading.
We study the eﬀects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle… Continue reading.
Manufacturers frequently pay fees to supermarkets when they temporarily reduce prices of their products. These funds… Continue reading.
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean… Continue reading.
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored… Continue reading.
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our… Continue reading.
We investigate whether growing up in a socialist country affects the development of competitiveness by comparing… Continue reading.
We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an… Continue reading.
We investigate state-dependent effects of ﬁscal multipliers and allow for endogenous sample splitting to determine whether… Continue reading.