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.
We develop an analytically tractable method to estimate the fraction of unreported infections in epidemics with… Continue reading.
We provide a finite sample inference method for the structural parameters of a semiparametric binary response… Continue reading.
This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive… Continue reading.
This paper evaluates the dynamic impact of various policies, such as school, business, and restaurant closures,… Continue reading.
This paper demonstrates the use of bounds analysis for empirical models of market structure that allow… Continue reading.
We provide a new full-commitment intertemporal collective household model to estimate resource shares, defined as the… Continue reading.
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
This paper is concerned with learning decision makers’ preferences using data on observed choices from a… Continue reading.
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether… Continue reading.
We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an… Continue reading.
We investigate whether growing up in a socialist country affects the development of competitiveness by comparing… Continue reading.
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our… Continue reading.
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored… Continue reading.
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean… Continue reading.
Manufacturers frequently pay fees to supermarkets when they temporarily reduce prices of their products. These funds… Continue reading.
We study the effects of counterfactual teacher-to-classroom assignments on average student achievement in elementary and middle… Continue reading.
We propose a framework for estimation and inference when the model may be misspecified. We rely… Continue reading.
This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for… Continue reading.
We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated… Continue reading.
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not… Continue reading.