Centre for microdata methods and practice
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 introduces a bootstrap-based inference method for functions of the parameter vector in a moment… Continue reading.
This paper studies nonparametric identification in market level demand models for di fferentiated products. We generalize… Continue reading.
We study an innovative welfare program in Chile which combines a period of frequent home visits… Continue reading.
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds… Continue reading.
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and… Continue reading.
The estimation problem in this paper is motivated by maximum score estimation of preference parameters in… Continue reading.
Many structural economics models are semiparametric ones in which the unknown nuisance functions are identifi ed via… Continue reading.
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and… Continue reading.
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad… Continue reading.
This paper discusses the nonparametric identification of causal direct and indirect effects of a binary treatment… Continue reading.
Fixed e ffects estimators of nonlinear panel data models can be severely biased because of the… Continue reading.
In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich… Continue reading.
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with… Continue reading.
In this paper we study the least squares (LS) estimator in a linear panel regression model… Continue reading.
We study econometric models of complete information games with ordered action spaces, such as the number… Continue reading.
Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen… Continue reading.
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals,… Continue reading.
Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but around 30… Continue reading.
There is considerable interest in understanding how important market frictions are in stiffing the transmission of… Continue reading.
Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight… Continue reading.