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.

Bounding quantile demand functions using revealed preference inequalities

This paper develops a new technique for the estimation of consumer demand models with unobserved heterogeneity… Continue reading.

Richard Blundell, Dennis Kristensen, Rosa Matzkin
June 2011

CWP21/11

Latest version

Bounding quantile demand functions using revealed preference inequalities
Richard Blundell, Dennis Kristensen, Rosa Matzkin
April 2014 | CWP
A practical asymptotic variance estimator for two-step semiparametric estimators

The goal of this paper is to develop techniques to simplify semiparametric inference. We do this… Continue reading.

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
June 2011

CWP22/11

Latest version

A practical asymptotic variance estimator for two-step semiparametric estimators
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
May 2012 | CWP
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review

In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric… Continue reading.

Xiaohong Chen
June 2011

CWP23/11

Latest version

Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation

This paper develops a new method for estimating a demand function and the welfare consequences of… Continue reading.

Richard Blundell, Joel L. Horowitz, Matthias Parey
June 2011

CWP24/11

Nonparametric identification using instrumental variables: sufficient conditions for completeness

This paper provides sufficient conditions for the nonparametric identification of the regression function m(.) in a… Continue reading.

Yingyao Hu, Ji-Liang Shiu
June 2011

CWP25/11

Tests for neglected heterogeneity in moment condition models

The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity… Continue reading.

Jinyong Hahn, Whitney K. Newey, Richard Smith
July 2011

CWP26/11

Child mental health and educational attainment: multiple observers and the measurement error problem

We examine the effect of survey measurement error on the empirical relationship between child mental health… Continue reading.

David Johnston, Carol Propper, Stephen Pudney, Michael Shields
July 2011

CWP27/11

Latest version

Child mental health and educational attainment: multiple observers and the measurement error problem
David Johnston, Carol Propper, Stephen Pudney, Michael Shields
October 2013 | CWP
Estimating structural mean models with multiple instrumental variables using the generalised method of moments

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology… Continue reading.

Paul S. Clarke, Tom M. Palmer, Frank Windmeijer
August 2011

CWP28/11

Latest version

Enforcement of labor regulation and informality

Enforcement of labor regulations in the formal sector may drive workers to informality because they increase… Continue reading.

Rita Almeida, Pedro Carneiro
September 2011

CWP29/11

Latest version

Enforcement of Labour Regulation and Informality
Pedro Carneiro, Rita Almeida
July 2012 | CWP
Semiparametric selection models with binary outcomes

This paper addresses the estimation of a semiparametric sample selection index model where both the selection… Continue reading.

Roger Klein, Chan Shen, Francis Vella
September 2011

CWP30/11

Semiparametric structural models of binary response: shape restrictions and partial identification

The paper studies the partial identifying power of structural single equation threshold crossing models for binary… Continue reading.

Andrew Chesher
October 2011

CWP31/11

Latest version

Empirical analysis of countervailing power in business-to-business bargaining

This paper provides a comprehensive econometric framework for the empirical analysis of countervailing power. It encompasses… Continue reading.

Walter Beckert
November 2011

CWP32/11

Global Bahadur representation for nonparametric censored regression quantiles and its applications

This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is… Continue reading.

Efang Kong, Oliver Linton, Yingcun Xia
November 2011

CWP33/11

Latest version

Intersection bounds: estimation and inference

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by… Continue reading.

Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
November 2011

CWP34/11

Latest version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
October 2012 | CWP33/12

Previous version

Intersection Bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
July 2009 | CWP19/09
Estimating production functions with robustness against errors in the proxy variables

This paper proposes a new semi-nonparametric maximum likelihood estimation method for estimating production functions. The method… Continue reading.

Guofang Huang, Yingyao Hu
November 2011

CWP35/11

Average and marginal returns to upper secondary schooling in Indonesia

This paper estimates average and marginal returns to schooling in Indonesia using a non-parametric selection model…. Continue reading.

Pedro Carneiro, Michael Lokshin, Cristobal Ridao-Cano, Nithin Umapathi
November 2011

CWP36/11

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which… Continue reading.

Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner
December 2011

CWP37/11

Latest version

Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Nayoung Lee, Hyungsik Roger Roger Moon, Martin Weidner
October 2012 | CWP
Identification, data combination and the risk of disclosure

Businesses routinely rely on econometric models to analyze and predict consumer behavior. Estimation of such models… Continue reading.

Tatiana V. Komarova, Denis Nekipelov, Evgeny Yakovlev
December 2011

CWP38/11

An instrumental variable model of multiple discrete choice

This paper studies identification of latent utility functions in multiple discrete choice models in which there… Continue reading.

Andrew Chesher, Adam Rosen, Konrad Smolinski
December 2011

CWP39/11

Latest version

An instrumental variable model of multiple discrete choice
Andrew Chesher, Adam Rosen, Konrad Smolinski
July 2013 | CWP

Previous version

An instrumental variable model of multiple discrete choice
Andrew Chesher, Adam Rosen, Konrad Smolinski
February 2011 | CWP06/11
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the… Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val
December 2011

CWP40/11

Latest version