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.
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization… Continue reading.
Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and… Continue reading.
In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics… Continue reading.
We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the… Continue reading.
This paper presents an empirical model of sponsored search auctions in which advertisers are ranked by… Continue reading.
Many controversies that beset the digital economy turn on the role of advertising and its use… Continue reading.
It is often desired to rank different populations according to the value of some feature of… Continue reading.
Social interactions determine many economic behaviors, but information on social ties does not exist in most… Continue reading.
We study identiﬁcation in a binary choice panel data model with a single predetermined binary covariate… Continue reading.