Publications

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.

Exogenous impact and conditional quantile functions

An exogenous impact function is defined as the derivative of a structural function with respect to… Continue reading.

Andrew Chesher
August 2001

CWP01/01

Parameter approximations for quantile regressions with measurement error

The impact of covariate measurement error on quantile regression functions is investigated using a small variance… Continue reading.

Andrew Chesher
July 2001

CWP02/01

Latest version

Welfare measurement and measurement error

The approximate effects of measurement error on a variety of measures of inequality and poverty are… Continue reading.

Christian Schluter, Andrew Chesher
April 2001

CWP03/01

Asymptotic expansions for some semiparametric program evaluation estimators

We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic… Continue reading.

Oliver Linton, Hidehiko Ichimura
September 2001

CWP04/01

Latest version

Asymptotic expansions for some semiparametric program evaluation estimators
Oliver Linton, Hidehiko Ichimura
October 2005 | CWP
Endogeneity in semiparametric binary response models

This paper develops and implements semiparametric methods for estimating binary response (binary choice) models withcontinuous endogenous… Continue reading.

James L. Powell, Richard Blundell
July 2001

CWP05/01

Projection estimators for autoregressive panel data models

In this paper we explore a new approach to estimation for autoregressive panel data models, based… Continue reading.

Frank Windmeijer, Stephen Bond
December 2001

CWP06/01

Estimating features of a distribution from binomial data

A statistical problem that arises in several fields is that of estimating the features of an… Continue reading.

Daniel McFadden, Oliver Linton, Arthur Lewbel
December 2001

CWP07/01

Latest version

Estimating features of a distribution from binomial data
Daniel McFadden, Oliver Linton, Arthur Lewbel
June 2011 | CWP
Quantile driven identification of structural derivatives

Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in… Continue reading.

Andrew Chesher
December 2001

CWP08/01

Endogeneity in nonparametric and semiparametric regression models

This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors…. Continue reading.

James L. Powell, Richard Blundell
November 2001

CWP09/01

Latest version

Endogeneity in nonparametric and semiparametric regression models
James L. Powell, Richard Blundell
April 2003 | CWP