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.
In the practice of program evaluation, choosing the covariates and the functional form of the propensity… Continue reading.
We propose a self-tuning √ Lasso method that simultaneiously resolves three important practical problems in high-dimensional… Continue reading.
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.
In this paper we evaluate the premise from the recent literature on Monte Carlo studies that… Continue reading.
This paper considers the problem of testing many moment inequalities where the number of moment inequalities,… Continue reading.
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel… Continue reading.
This paper considers inference in logistic regression models with high dimensional data. We propose new methods… Continue reading.
This work studies the large sample properties of the posterior-based inference in the curved exponential family… Continue reading.
Modern construction of uniform confidence bands for non-parametric densities (and other functions) often relies on the… Continue reading.
This work proposes new inference methods for the estimation of a regression coefficient of interest in… Continue reading.
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain… Continue reading.
In this work we consider series estimators for the conditional mean in light of three new… Continue reading.
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse least absolute deviation/median… Continue reading.
We develop a new direct approach to approximating suprema of general empirical processes by a sequence… Continue reading.
We derive a Gaussian approximation result for the maximum of a sum of high dimensional random… Continue reading.
In the first part of the paper, we consider estimation and inference on policy relevant treatment… Continue reading.