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.

IV Methods for Tobit Models

This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable… Continue reading.

Andrew Chesher, Dongwoo Kim, Adam Rosen
October 2022


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IV methods for Tobit models
Andrew Chesher, Dongwoo Kim, Adam Rosen
June 2021 | CWP26/21
Sparse network asymptotics for logistic regression under possible misspecification

Consider a bipartite network where N consumers choose to buy or not to buy M different… Continue reading.

Bryan S. Graham
September 2022


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Sparse network asymptotics for logistic regression
Bryan S. Graham
October 2020 | CWP51/20
Constrained conditional moment restriction models

Shape restrictions have played a central role in economics as both testable implications of theory and… Continue reading.

Victor Chernozhukov, Whitney K. Newey, Andres Santos
July 2022


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Constrained conditional moment restriction models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
September 2015 | CWP59/15
An optimal test for strategic interaction in social and economic network formation between heterogeneous agents

Consider a setting where N players, partitioned into K observable types, form a directed network. Agents’… Continue reading.

Andrin Pelican, Bryan S. Graham
May 2022


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Policy choice in time series by empirical welfare maximization

This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.

Toru Kitagawa, Weining Wang, Mengshan Xu
May 2022


Revisiting event study designs: robust and efficient estimation

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We… Continue reading.

Kirill Borusyak, Xavier Jaravel, Jann Spiess
April 2022


Dynamic heterogeneous distribution regression panel models, with an application to labor income processes

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units…. Continue reading.

Ivan Fernandez-Val, Wayne Yuan Gao, Yuan Liao, Francis Vella
April 2022


Narrative restrictions and proxies

We compare two approaches to using information about the signs of structural shocks at specific dates… Continue reading.

Raffaella Giacomini, Toru Kitagawa, Matthew Read
April 2022


Simple estimation of semiparametric models with measurement errors

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.

Kirill Evdokimov, Andrei Zeleneev
March 2022


Statistical uncertainty in the ranking of journals and universities

Economists are obsessed with rankings of institutions, journals, or scholars according to the value of some… Continue reading.

Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
February 2022


Time-varying linear transformation models with fixed effects and endogeneity for short panels

This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects,… Continue reading.

Irene Botosaru, Chris Muris, Senay Sokullu
January 2022


When promising interventions fail: personalized coaching for teachers in a middle-income country

Children in developing countries have deep deficits in math and language. Personalized coaching for teachers has… Continue reading.

Pedro Carneiro, Yyannú Cruz-Aguayo, Norbert Schady, Ruthy Intriago, Sarah Schodt
January 2022


Inference for ranks with applications to mobility across neighbourhoods 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 2022


Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which… Continue reading.

Denis Chetverikov, Jesper R-V Sørensen
January 2022


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A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing

The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently,… Continue reading.

Grant Hillier, Raymond O'Brien
January 2022


Improved tests for mediation

Testing for a mediation effect is important in many disciplines, but is made difficult – even… Continue reading.

Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen
January 2022