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.

Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Current methods of estimating the random coefficients logit model employ simulations of the distribution of the… Continue reading.

Matthew C. Harding, Jerry Hausman
January 2006

CWP01/06

Latest version

Enforcement of regulation, informal labor and firm performance

This paper investigates how enforcement of labor regulation affects the firm’s use of informal labor and… Continue reading.

Rita Almeida, Pedro Carneiro
January 2006

CWP02/06

Latest version

Enforcement of regulation, informal labor and firm performance
Rita Almeida, Pedro Carneiro
March 2009 | CWP
Measurement Error Bias Reduction in Unemployment Durations

The impact of duration response measurement error is investigatedby using small variance approximations. The inconsistency of… Continue reading.

Montezuma Dumangane
February 2006

CWP03/06

A note on bootstraps and robustness

In this note we consider several versions of the bootstrap and argue that it is helpful… Continue reading.

Tony Lancaster
February 2006

CWP04/06

Bayesian quantile regression

Recent work by Schennach (2005) has opened the way to a Bayesian treatment of quantile regression…. Continue reading.

Sung Jae Jun, Tony Lancaster
February 2006

CWP05/06

Latest version

Bayesian quantile regression methods
Tony Lancaster, Sung Jae Jun
April 2009 | CWP
Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart

Consumers often benefit from increased competition in differentiated productsettings. In previous research Hausman (1997a, 1997b, 1999,… Continue reading.

Jerry Hausman, Ephraim Leibtag
March 2006

CWP06/06

Latest version

Misreported schooling and returns to education: evidence from the UK

In this paper we study the impact of misreported treatment status on the estimation ofcausal treatment… Continue reading.

Erich Battistin, Barbara Sianesi
April 2006

CWP07/06

Efficient estimation of the semiparametric spatial autoregressive model

Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory… Continue reading.

Peter Robinson
May 2006

CWP08/06

Latest version

Nonparametric instrumental variables estimation of a quantile regression model

We consider nonparametric estimation of a regression function that is identified byrequiring a specified quantile of… Continue reading.

Joel L. Horowitz, Sokbae (Simon) Lee
June 2006

CWP09/06

Latest version

Asymptotic properties for a class of partially identified models

We propose inference procedures for partially identified population features for which thepopulation identification region can be… Continue reading.

Arie Beresteanu, Francesca Molinari
June 2006

CWP10/06

Latest version

Asymptotic properties for a class of partially identified models
Arie Beresteanu, Francesca Molinari
July 2008 | CWP
Exploiting regional treatment intensity for the evaluation of labour market policies

We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental… Continue reading.

Markus Frölich, Michael Lechner
June 2006

CWP11/06

Latest version

Identification and estimation of latent attitudes and their behavioral implications

This paper (i) formalizes conditions under which a population distribution of categorical responses to attitudinal questions… Continue reading.

Richard Spady
June 2006

CWP12/06

Entry and competition effects in first-price auctions: theory and evidence from procurement auctions

Motivated by several interesting features of the highway mowing auction data from TexasDepartment of Transportation (TDoT),… Continue reading.

Tong Li, Xiaoyong Zheng
August 2006

CWP13/06

Latest version

The long-term impact of French settlement on education in Algeria

In settlement colonies, the economic systems, infrastructure and development projects of the settlers exclusively served their… Continue reading.

Ouarda Merrouche
August 2006

CWP14/06

Characterization of the asymptotic distribution of semiparametric M-estimators

This paper develops a concrete formula for the asymptotic distribution of two-step,possibly non-smooth semiparametric M-estimators under… Continue reading.

Hidehiko Ichimura, Sokbae (Simon) Lee
August 2006

CWP15/06

Latest version

Characterization of the asymptotic distribution of semiparametric M-estimators
Hidehiko Ichimura, Sokbae (Simon) Lee
December 2010 | CWP
Simulation based selection of competing structural econometric models

This paper proposes a formal model selection test for choosing between two competing structural econometric models…. Continue reading.

Tong Li
August 2006

CWP16/06

Latest version

Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset… Continue reading.

Yingyao Hu, Susanne M. Schennach
September 2006

CWP17/06

Hedonic price functions

A hedonic price function describes the equilibrium relationship between characteristics of a product and its price…. Continue reading.

Lars Nesheim
September 2006

CWP18/06

Estimation with many instrumental variables

Using many valid instrumental variables has the potential to improve efficiencybut makes the usual inference procedures… Continue reading.

Christian Hansen, Jerry Hausman, Whitney K. Newey
September 2006

CWP19/06

Latest version

Estimation with many instrumental variables
Christian Hansen, Jerry Hausman, Whitney K. Newey
October 2008 | CWP
Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Current methods of estimating the random coefficients logit model employ simulations of the distribution of the… Continue reading.

Matthew C. Harding, Jerry Hausman
October 2006

CWP20/06

Latest version