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.

Testing for stochastic monotonicity

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in… Continue reading.

Sokbae (Simon) Lee, Oliver Linton, Yoon-Jae Whang
July 2008

CWP21/08

Latest version

Testing for stochastic monotonicity
Sokbae (Simon) Lee, Oliver Linton
March 2009 | CWP
Does a pint a day affect your child’s pay? The effect of prenatal alcohol exposure on adult outcomes

This paper utilizes a Swedish alcohol policy experiment conducted in the late 1960s to identify the… Continue reading.

Peter Nilsson
August 2008

CWP22/08

A Bayesian mixed logit-probit model for multinomial choice

In this paper we introduce a new flexible mixed model for multinomial discrete choice where the… Continue reading.

Martin Burda, Matthew C. Harding, Jerry Hausman
August 2008

CWP23/08

Latest version

A Bayesian mixed logit-probit model for multinomial choice
Martin Burda, Matthew C. Harding, Jerry Hausman
December 2008 | CWP
Recent developments in the econometrics of program evaluation

Many empirical questions in economics and other social sciences depend on causal effects of programs or… Continue reading.

Guido Imbens, Jeffrey M. Wooldridge
August 2008

CWP24/08

Latest version

Recent developments in the econometrics of program evaluation
Guido Imbens, Jeffrey M. Wooldridge
March 2009 | CWP
Identification and estimation of marginal effects in nonlinear panel models

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find… Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
September 2008

CWP25/08

Latest version

Identification and estimation of marginal effects in nonlinear panel models
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
March 2009 | CWP05/09
Alternative approaches to evaluation in empirical microeconomics

This paper reviews a range of the most popular policy evaluation methods in empirical microeconomics: social… Continue reading.

Richard Blundell, Monica Costa Dias
October 2008

CWP26/08

Copula-based nonlinear quantile autoregression

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series…. Continue reading.

Xiaohong Chen, Roger Koenker, Zhijie Xiao
October 2008

CWP27/08

Latest version

Copula-based nonlinear quantile autoregression
Xiaohong Chen, Roger Koenker, Zhijie Xiao
January 2009 | CWP
The median is the message: Wilson and Hilferty’s reanalysis of C.S. Peirce’s experiments on the law of errors

Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce… Continue reading.

Roger Koenker
October 2008

CWP28/08

Latest version

Large-sample inference on spatial dependence

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent…. Continue reading.

Peter Robinson
October 2008

CWP29/08

Latest version

Large-sample inference on spatial dependence
Peter Robinson
January 2009 | CWP
Instrumental variable models for discrete outcomes

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying… Continue reading.

Andrew Chesher
November 2008

CWP30/08

Latest version

Previous version

Endogeneity and discrete outcomes
Andrew Chesher
March 2007 | CWP05/07