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.

Distribution regression with sample selection and UK wage decomposition

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization… Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Siyi Luo
April 2023

CWP09/23

Previous version

Distribution regression with sample selection, with an application to wage decompositions in the UK
Victor Chernozhukov, Ivan Fernandez-Val, Siyi Luo
November 2018 | CWP68/18
Hedonic prices and quality adjusted price indices powered by AI

Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and… Continue reading.

Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
April 2023

CWP08/23

Previous version

Hedonic prices and quality adjusted price indices powered by AI
Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar, Shan Wan
February 2021 | CWP04/21
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics… Continue reading.

Manuel Arellano, Richard Blundell, Stéphane Bonhomme, Jack Light
April 2023

CWP07/23

Bootstrap based asymptotic refinements for high-dimensional nonlinear models

We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the… Continue reading.

Joel L. Horowitz, Ahnaf Rafi
March 2023

CWP06/23

Nonparametric estimation of sponsored search auctions and impacts of ad quality on search revenue

This paper presents an empirical model of sponsored search auctions in which advertisers are ranked by… Continue reading.

Dongwoo Kim, Pallavi Pal
March 2023

CWP05/23

Taking the biscuit: how Safari privacy policies affect online advertising

Many controversies that beset the digital economy turn on the role of advertising and its use… Continue reading.

Mateusz Mysliwski, Lars Nesheim, Simeon Duckworth
February 2023

CWP04/23

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

It is often desired to rank different populations according to the value of some feature of… Continue reading.

Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
January 2023

CWP03/23

Previous version

Inference for ranks with applications to mobility across neighbourhoods and academic achievement across countries
Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
January 2022 | CWP04/22
Identifying network ties from panel data: theory and an application to tax competition

Social interactions determine many economic behaviors, but information on social ties does not exist in most… Continue reading.

Áureo de Paula, Imran Rasul, Pedro CL Souza
January 2023

CWP02/23

Previous version

Identifying network ties from panel data: theory and an application to tax competition
Áureo de Paula, Imran Rasul, Pedro CL Souza
October 2019 | CWP55/19
Identification in a binary choice panel data model with a predetermined covariate

We study identification in a binary choice panel data model with a single predetermined binary covariate… Continue reading.

Stéphane Bonhomme, Kevin Dano, Bryan S. Graham
January 2023

CWP01/23