Centre for microdata methods and practice
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 provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider… Continue reading.
This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially… Continue reading.
In this paper, we propose a doubly robust method to present the heterogeneity of the average… Continue reading.
We propose an alternative (‘dual regression’) to the quantile regression process for the global estimation of… Continue reading.
This paper surveys some of the recent literature on inference in partially identified models. After reviewing… Continue reading.
In this article I provide a (selective) review of the recent econometric literature on networks. I… Continue reading.
This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for… Continue reading.
This paper studies how targeted cash transfers to women a ffect their empowerment. We use a… Continue reading.
We assigned two cohorts of kindergarten students, totaling more than 24,000 children, to teachers within schools… Continue reading.
Consider two heterogenous populations of agents who, when matched, jointly produce an output, Y. For example,… Continue reading.
Cross-validation is the most common data-driven procedure for choosing smoothing parameters in nonparametric regression. For the… Continue reading.
We propose new methods for estimating the bid-ask spread from observed transaction prices alone. Our methods… Continue reading.
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment… Continue reading.
I explore the estimation of transferable utility matching games, encompassing many-to-many matching, marriage and matching with… Continue reading.
In a randomized control trial, the precision of an average treatment e ffect estimator can be… Continue reading.
In social and economic networks linked agents often share additional links in common. There are two… Continue reading.
This paper considers identifcation of treatment effects on conditional transition probabilities. We show that even under… Continue reading.
We present a novel experimental design to study social learning in the laboratory. Subjects have to… Continue reading.
In this paper we propose a novel method to construct confidence intervals in a class of… Continue reading.
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(theta… Continue reading.