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 reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting… Continue reading.
Let Y be an outcome of interest, X a vector of treatment measures, and W a… Continue reading.
We study social learning in a continuous action space experiment. Subjects, acting in sequence, state their… Continue reading.
Many econometric models used in applied work integrate over unobserved heterogeneity. We show that a class… Continue reading.
Single index linear models for binary response with random coefficients have been extensively employed in many… Continue reading.
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. We consider… Continue reading.
Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a… Continue reading.
We develop a distribution regression model under endogenous sample selection. This model is a semiparametric generalization… Continue reading.
We consider nonlinear moment restriction semiparametric models where both the dimension of the parameter vector and… Continue reading.
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
The goal of many randomized experiments and quasi-experimental studies in economics is to inform policies that… Continue reading.
The instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005, 2006) is a exible… Continue reading.
Many empirical questions can be cast as inference on a parameter selected through optimization. For example,… Continue reading.