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.

Heterogeneous choice sets and preferences

We propose a robust method of discrete choice analysis when agents’ choice sets are unobserved. Our… Continue reading.

Levon Barseghyan, Maura Coughlin, Francesca Molinari, Joshua C. Teitelbaum
September 2020

CWP47/20

Previous version

Heterogeneous Choice Sets and Preferences
Joshua C. Teitelbaum, Francesca Molinari, Maura Coughlin, Levon Barseghyan
July 2019 | CWP37/19
Non-random exposure to exogenous shocks: theory and applications

We develop new tools for causal inference in settings where exogenous shocks affect the treatment status… Continue reading.

Kirill Borusyak, Peter Hull
September 2020

CWP46/20

Heterogeneous coefficients, control variables, and identification of treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
September 2020

CWP45/20

Identification and estimation of dynamic structural models with unobserved choices

This paper develops identification and estimation methods for dynamic structural models when agents’ actions are unobserved… Continue reading.

Yingyao Hu, Yi Xin
September 2020

CWP44/20

Inference on winners

Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in… Continue reading.

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
September 2020

CWP43/20

Previous version

Inference on winners
Adam McCloskey, Toru Kitagawa, Isaiah Andrews
December 2018 | CWP73/18
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents

We introduce a test for whether agents’ preferences over network structure are interdependent. Interdependent preferences induce… Continue reading.

Andrin Pelican, Bryan S. Graham
September 2020

CWP42/20

Identification of a triangular two equation system without instruments

We show that a standard linear triangular two equation system can be point identified, without the… Continue reading.

Arthur Lewbel, Susanne M. Schennach, Linqi Zhang
August 2020

CWP41/20

Locally- but not globally-identified SVARs

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not… Continue reading.

Toru Kitagawa, Emanuele Bacchiocchi
July 2020

CWP40/20

An adversarial approach to structural estimation

We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated… Continue reading.

Guillaume Pouliot, Elena Manresa, Tetsuya Kaji
July 2020

CWP39/20

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for… Continue reading.

Martin Weidner, Bo E. Honoré
July 2020

CWP38/20

Minimizing Sensitivity to Model Misspecification

We propose a framework for estimation and inference when the model may be misspecified. We rely… Continue reading.

Martin Weidner, Stéphane Bonhomme
July 2020

CWP37/20

Previous version

Minimizing sensitivity to model misspecification
Martin Weidner, Stéphane Bonhomme
October 2018 | CWP59/18
Teacher-to-classroom assignment and student achievement

We study the effects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle… Continue reading.

Gema Zamarro, Petra Thiemann, Geert Ridder, Bryan S. Graham
July 2020

CWP36/20

The Welfare Effects of Promotional Fees

Manufacturers frequently pay fees to supermarkets when they temporarily reduce prices of their products. These funds… Continue reading.

Sorawoot Srisuma, Daniel Silva Junior, Fabio M. Sanches, Mateusz Mysliwski
July 2020

CWP35/20

Inference after Estimation of Breaks

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean… Continue reading.

Adam McCloskey, Toru Kitagawa, Isaiah Andrews
July 2020

CWP34/20

Previous version

Inference after estimation of breaks
Adam McCloskey, Toru Kitagawa, Isaiah Andrews
October 2019 | CWP51/19
Uncertain Identification

Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored… Continue reading.

Alessio Volpicella, Toru Kitagawa, Raffaella Giacomini
July 2020

CWP33/20

Previous version

Uncertain identification
Raffaella Giacomini, Alessio Volpicella, Toru Kitagawa
April 2017 | CWP18/17
Sparse HP filter: Finding kinks in the COVID-19 contact rate

In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our… Continue reading.

Youngki Shin, Myung Hwan Seo, Yuan Liao, Sokbae (Simon) Lee
June 2020

CWP32/20

Institutions, competitiveness and cognitive ability

We investigate whether growing up in a socialist country affects the development of competitiveness by comparing… Continue reading.

Sokbae (Simon) Lee, Jungmin Lee, Byung-Yeon Kim, Syngjoo Choi
June 2020

CWP31/20

Sparse Quantile Regression

We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an… Continue reading.

Sokbae (Simon) Lee, Le-Yu Chen
June 2020

CWP30/20

Desperate times call for desperate measures: government spending multipliers in hard times

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether… Continue reading.

Youngki Shin, Myung Hwan Seo, Yuan Liao, Sokbae (Simon) Lee
June 2020

CWP29/20

Discrete choice under risk with limited consideration

This paper is concerned with learning decision makers’ preferences using data on observed choices from a… Continue reading.

Matthew Thirkettle, Francesca Molinari, Levon Barseghyan
June 2020

CWP28/20

Previous version

Discrete choice under risk with limited consideration
Matthew Thirkettle, Francesca Molinari, Levon Barseghyan
February 2019 | CWP08/19