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.
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
We provide a new full-commitment intertemporal collective household model to estimate resource shares, defined as the… Continue reading.
This paper demonstrates the use of bounds analysis for empirical models of market structure that allow… Continue reading.
This paper evaluates the dynamic impact of various policies, such as school, business, and restaurant closures,… Continue reading.
This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive… Continue reading.
We provide a ﬁnite sample inference method for the structural parameters of a semiparametric binary response… Continue reading.
We develop an analytically tractable method to estimate the fraction of unreported infections in epidemics with… Continue reading.
As a consequence of missing data on tests for infection and imperfect accuracy of tests, reported… Continue reading.
We investigate identiﬁcation of causal parameters in case-control and related studies. The odds ratio in the… Continue reading.
Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete… Continue reading.
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of… Continue reading.
Across many ﬁelds in economics, a common approach to estimation of economic models is to calibrate… Continue reading.
This chapter reviews the microeconometrics literature on partial identiﬁcation, focusing on the developments of the last… Continue reading.
We study targeted lockdowns in a multi-group SIR model where infection, hospitalization and fatality rates vary… Continue reading.
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of… Continue reading.
This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identiﬁed models by adopting… Continue reading.
We carry out some analysis of the daily data on the number of new cases and… Continue reading.
It is often desired to rank diﬀerent populations according to the value of some feature of… Continue reading.
Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values… Continue reading.
This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration… Continue reading.