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.

Powerful t-tests in the presence of nonclassical measurement error

This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is… Continue reading.

Dongwoo Kim, Daniel Wilhelm
April 2021

CWP18/21

Previous version

Powerful t-Tests in the presence of nonclassical measurement error
Dongwoo Kim, Daniel Wilhelm
December 2017 | CWP57/17
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
April 2021

CWP17/21

Previous version

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Magne Mogstad, Joseph P. Romano, Daniel Wilhelm, Azeem M. Shaikh
March 2020 | CWP10/20
Testing identifying assumptions in fuzzy regression discontinuity designs

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.

Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
March 2021

CWP16/21

Previous version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
March 2019 | CWP10/19
The role of schools in transmission of the SARS-CoV-2 virus: quasi-experimental evidence from Germany

This paper considers the role of school closures in the spread of the SARS-CoV-2 virus. To… Continue reading.

Clara von Bismarck-Osten, Kirill Borusyak, Uta Schönberg
March 2021

CWP15/21

Identification in simple binary outcome panel data models

This paper first reviews some of the approaches that have been taken to estimate the common… Continue reading.

Bo E. Honoré, Áureo de Paula
March 2021

CWP14/21

Sensitivity to calibrated parameters

A common approach to estimation of dynamic economic models is to calibrate a sub-set of model… Continue reading.

Thomas Høgholm Jørgensen
March 2021

CWP13/21

Previous version

Sensitivity to Calibrated Parameters
Thomas Høgholm Jørgensen
May 2020 | CWP16/20
Measurement systems

Economic models often depend on quantities that are unobservable, either for privacy reasons or because they… Continue reading.

Susanne M. Schennach
March 2021

CWP12/21

Bias and consistency in three-way gravity models

We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended… Continue reading.

Martin Weidner, Thomas Zylkin
March 2021

CWP11/21

Previous version

Bias and Consistency in Three-way Gravity Models
Martin Weidner, Thomas Zylkin
January 2020 | CWP1/20
Low-rank approximations of nonseparable panel models

We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor… Continue reading.

Ivan Fernandez-Val, Hugo Freeman, Martin Weidner
March 2021

CWP10/21

Previous version

Low-rank approximations of nonseparable panel models
Ivan Fernandez-Val, Hugo Freeman, Martin Weidner
October 2020 | CWP52/20
Minimax risk and uniform convergence rates for nonparametric dyadic regression

Let i = 1, . . . , N index a simple random sample of units… Continue reading.

Bryan S. Graham, Fengshi Niu, James L. Powell
March 2021

CWP09/21

Nearly optimal central limit theorem and bootstrap approximations in high dimensions

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages… Continue reading.

Victor Chernozhukov, Denis Chetverikov, Yuta Koike
March 2021

CWP08/21

Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces…. Continue reading.

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
March 2021

CWP07/21

Permutation tests for equality of distributions of functional data

Economic data are often generated by stochastic processes that take place in continuous time, though observations… Continue reading.

Federico A. Bugni, Joel L. Horowitz
March 2021

CWP06/21

Previous version

Permutation tests for equality of distributions of functional data
Federico A. Bugni, Joel L. Horowitz
March 2018 | CWP18/18
The association of opening K-12 schools and colleges with the spread of COVID-19 in the United States: country-level panel data analysis

This paper empirically examines how the opening of K-12 schools and colleges is associated with the… Continue reading.

Victor Chernozhukov, Hiroyuki Kasahara
February 2021

CWP05/21

Hedonic prices and quality adjusted price indices powered by AI

We develop empirical models of hedonic prices and derive hedonic indices for measuring changes in customer… Continue reading.

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

A note on global identification in structural vector autoregressions

In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010,… Continue reading.

Emanuele Bacchiocchi, Toru Kitagawa
February 2021

CWP03/21

Counterfactual worlds

We study an extension of a treatment effect model in which an observed discrete classifier indicates… Continue reading.

Andrew Chesher, Adam Rosen
February 2021

CWP02/21

Previous version

Counterfactual worlds
Andrew Chesher, Adam Rosen
June 2015 | CWP22/15
Household sorting in an ancient setting

Updated version available here. We use archaeological data from ancient settlements of three different historical eras… Continue reading.

Abhimanyu Gupta, Jonathan Halket
January 2021

CWP01/21