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 show that a standard linear triangular two equation system can be point identified, without the… Continue reading.
We introduce a test for whether agents’ preferences over network structure are interdependent. Interdependent preferences induce… Continue reading.
Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in… Continue reading.
This paper develops identification and estimation methods for dynamic structural models when agents’ actions are unobserved… Continue reading.
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.
We develop new tools for causal inference in settings where exogenous shocks affect the treatment status… Continue reading.
We propose a robust method of discrete choice analysis when agents’ choice sets are unobserved. Our… Continue reading.
This paper describes a method for carrying out inference on partially identified parameters that are solutions… Continue reading.
Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments… Continue reading.
Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is… Continue reading.
Consider a bipartite network where N consumers choose to buy or not to buy M different… Continue reading.
We provide estimation methods for panel nonseparable models based on low-rank factor structure approximations. The factor… Continue reading.
Conditional distribution functions are important statistical objects for the analysis of a wide class of problems… Continue reading.
We present a new class of methods for identification and inference in dynamic models with serially… Continue reading.
This paper revisits the simple, but empirically salient, problem of inference on a real-valued parameter that… Continue reading.
We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula… Continue reading.
This paper develops a new approach that combines firm margins, market-level industry data and a static… Continue reading.
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting… Continue reading.
How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic… Continue reading.
In our laboratory experiment, subjects, in sequence, have to predict the value of a good. The… Continue reading.