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.
An exogenous impact function is defined as the derivative of a structural function with respect to… Continue reading.
The impact of covariate measurement error on quantile regression functions is investigated using a small variance… Continue reading.
The approximate effects of measurement error on a variety of measures of inequality and poverty are… Continue reading.
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic… Continue reading.
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models withcontinuous endogenous… Continue reading.
In this paper we explore a new approach to estimation for autoregressive panel data models, based… Continue reading.
A statistical problem that arises in several fields is that of estimating the features of an… Continue reading.
Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in… Continue reading.
This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors…. Continue reading.