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.
The goal of this paper is to use a semiparametric reduced form model to estimate the… Continue reading.
We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class… Continue reading.
We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of… Continue reading.
We compare the finite sample performance of a range of tests of linear restrictions for linear… Continue reading.
Conditions are derived under which there is local nonparametric identification of values of structural functions and… Continue reading.
Economic models for hedonic markets characterize the pricing of bundles of attributes and the demand and… Continue reading.
This paper considers the identification and estimation of hedonic models. We establish that technology and preferences… Continue reading.
This paper develops a model in which a continuum of consumers choose froma continuum of locations… Continue reading.
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the… Continue reading.
Four alternative but related approaches to empirical evaluation of policy interventionsare studied: social experiments, natural experiments,… Continue reading.
I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel… Continue reading.
An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can… Continue reading.
Panel data play an important role in empirical economics. With panel data one can answer questions… Continue reading.
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models… Continue reading.
We consider the identification of the average treatment effect in models with continuous endogenous variables whose… Continue reading.
A new methodology that estimates attitudes semiparametrically and estimates actions nonparametrically, as a function of the… Continue reading.
This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular… Continue reading.
I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear… Continue reading.
This paper describes an estimator of the additive components of a nonparametric additive model with a… Continue reading.
This paper explores the identifiability of ratios of derivatives of the index function in a model… Continue reading.