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.

Network and Panel Quantile Effects Via Distribution Regression

This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.

Martin Weidner, Ivan Fernandez-Val, Victor Chernozhukov
June 2020

CWP27/20

Previous version

Network and panel quantile effects via distribution regression
Martin Weidner, Ivan Fernandez-Val, Victor Chernozhukov
December 2018 | CWP70/18
Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares

We provide a new full-commitment intertemporal collective household model to estimate resource shares, defined as the… Continue reading.

Krishna Pendakur, Chris Muris, Irene Botosaru
June 2020

CWP26/20

Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow… Continue reading.

Adam Rosen, Andrew Chesher
June 2020

CWP25/20

Previous version

Structural modeling of simultaneous discrete choice
Adam Rosen, Andrew Chesher
February 2020 | CWP9/20
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S.

This paper evaluates the dynamic impact of various policies, such as school, business, and restaurant closures,… Continue reading.

Paul Schrimpf, Hiroyuki Kasahara, Victor Chernozhukov
May 2020

CWP24/20

The Identification Region of the Potential Outcome Distributions under Instrument Independence

This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive… Continue reading.

Toru Kitagawa
May 2020

CWP23/20

Previous version

Finite Sample Inference for the Maximum Score Estimand

We provide a finite sample inference method for the structural parameters of a semiparametric binary response… Continue reading.

Takuya Ura, Adam Rosen
May 2020

CWP22/20

Estimating the Fraction of Unreported Infections in Epidemics with a Known Epicenter: an Application to COVID-19

We develop an analytically tractable method to estimate the fraction of unreported infections in epidemics with… Continue reading.

Timothy Schwieg, Jiarui Liu, Ali Hortacsu
May 2020

CWP21/20

Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem

As a consequence of missing data on tests for infection and imperfect accuracy of tests, reported… Continue reading.

Francesca Molinari, Charles F. Manski
May 2020

CWP20/20

Causal inference in case-control studies

We investigate identification of causal parameters in case-control and related studies. The odds ratio in the… Continue reading.

Sokbae (Simon) Lee, Sung Jae Jun
May 2020

CWP19/20

An econometric perspective on algorithmic subsampling

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete… Continue reading.

Serena Ng, Sokbae (Simon) Lee
May 2020

CWP18/20

An Adaptive Test of Stochastic Monotonicity

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of… Continue reading.

Dongwoo Kim, Daniel Wilhelm, Denis Chetverikov
May 2020

CWP17/20

Previous version

An adaptive test of stochastic monotonicity
Dongwoo Kim, Daniel Wilhelm, Denis Chetverikov
October 2019 | CWP49/19
Sensitivity to Calibrated Parameters

Across many fields in economics, a common approach to estimation of economic models is to calibrate… Continue reading.

Thomas Jorgensen
May 2020

CWP16/20

Microeconometrics with Partial Identification

This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last… Continue reading.

Francesca Molinari
May 2020

CWP15/20

Previous version

Econometrics with Partial Identification
Francesca Molinari
May 2019 | CWP25/19
A Multi-Risk SIR Model with Optimally Targeted Lockdown

We study targeted lockdowns in a multi-group SIR model where infection, hospitalization and fatality rates vary… Continue reading.

Michael D. Whinston, Ivàn Werning, Victor Chernozhukov, Daron Acemoglu
May 2020

CWP14/20

Robust Bayesian inference in proxy SVARs

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of… Continue reading.

Matthew Read, Toru Kitagawa, Raffaella Giacomini
April 2020

CWP13/20

Previous version

Robust Bayesian Inference in Proxy SVARs
Matthew Read, Toru Kitagawa, Raffaella Giacomini
July 2019 | CWP38/19
Robust Bayesian inference for set-identified models

This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting… Continue reading.

Toru Kitagawa, Raffaella Giacomini
April 2020

CWP12/20

Previous version

Robust Bayesian inference for set-identified models
Toru Kitagawa, Raffaella Giacomini
November 2018 | CWP61/18
When will the Covid-19 pandemic peak?

We carry out some analysis of the daily data on the number of new cases and… Continue reading.

Oliver Linton
April 2020

CWP11/20

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.

Azeem M. Shaikh, Daniel Wilhelm, Joseph P. Romano, Magne Mogstad
March 2020

CWP10/20

Structural modeling of simultaneous discrete choice

Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values… Continue reading.

Adam Rosen, Andrew Chesher
February 2020

CWP9/20

Latest version

Partial Identification and Inference in Duration Models with Endogenous Censoring

This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration… Continue reading.

Shosei Sakaguchi
February 2020

CWP8/20