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.

Randomization and Social Policy Evaluation Revisited

This paper examines the case for randomized controlled trials in economics. I revisit my previous paper… Continue reading.

James Heckman
February 2020


Partial Identification and Inference for Dynamic Models and Counterfactuals

We provide a general framework for investigating partial identification of structural dynamic discrete choice models and… Continue reading.

Eduardo Souza-Rodrigues, Lucas Lima, Yuichi Kitamura, Myrto Kalouptsidi
February 2020


The Housing Stock, Housing Prices, and User Costs: The Roles of Location, Structure and Unobserved Quality

Which housing characteristics are important for understanding homeownership rates? How are housing characteristics priced in the… Continue reading.

Florian Oswald, Lars Nesheim, Jonathan Halket
February 2020


Econometric Models of Network Formation

This article provides a selective review on the recent literature on econometric models of network formation…. Continue reading.

Áureo de Paula
January 2020


The Informativeness of Estimation Moments

This paper introduces measures for how each moment contributes to the precision of parameter estimates in… Continue reading.

Áureo de Paula, Thomas Jorgensen, Bo E. Honoré
January 2020


Previous version

Recovering Latent Variables by Matching

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The… Continue reading.

Stéphane Bonhomme, Manuel Arellano
January 2020


Bias and Consistency in Three-way Gravity Models

We study the incidental parameter problem in “three-way” Poisson Pseudo-Maximum Likelihood “PPML” gravity models recently recommended… Continue reading.

Thomas Zylkin, Martin Weidner
January 2020