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.

Semiparametric reduced form estimation of tuition subsidies

The goal of this paper is to use a semiparametric reduced form model to estimate the… Continue reading.

Christopher Taber, Hidehiko Ichimura
January 2002

CWP01/02

Estimation of semiparametric models when the criterion function is not smooth

We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class… Continue reading.

Ingred van Keilegom, Oliver Linton, Xiaohong Chen
November 2002

CWP02/02

Latest version

Estimation of semiparametric models when the criterion function is not smooth
Ingred van Keilegom, Oliver Linton, Xiaohong Chen
September 2003 | CWP
Consistent testing for stochastic dominance: a subsampling approach

We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of… Continue reading.

Yoon-Jae Wang, Esfandiar Maasoumi, Oliver Linton
December 2002

CWP03/02

Latest version

Consistent testing for stochastic dominance: a subsampling approach
Yoon-Jae Wang, Esfandiar Maasoumi, Oliver Linton
July 2005 | CWP
Finite sample inference for GMM estimators in linear panel data models

We compare the finite sample performance of a range of tests of linear restrictions for linear… Continue reading.

Frank Windmeijer, Stephen Bond
May 2002

CWP04/02

Local identification in nonseparable models

Conditions are derived under which there is local nonparametric identification of values of structural functions and… Continue reading.

Andrew Chesher
March 2002

CWP05/02

Identifying hedonic models

Economic models for hedonic markets characterize the pricing of bundles of attributes and the demand and… Continue reading.

Lars Nesheim, James Heckman, Ivar Ekeland
January 2002

CWP06/02

Latest version

Identifying hedonic models
Lars Nesheim, James Heckman, Ivar Ekeland
May 2002 | CWP
Identification and estimation of hedonic models

This paper considers the identification and estimation of hedonic models. We establish that technology and preferences… Continue reading.

Lars Nesheim, James Heckman, Ivar Ekeland
January 2002

CWP07/02

Latest version

Identification and estimation of hedonic models
Lars Nesheim, James Heckman, Ivar Ekeland
January 2004 | CWP
Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications

This paper develops a model in which a continuum of consumers choose froma continuum of locations… Continue reading.

Lars Nesheim
March 2002

CWP08/02

Dynamic panel data models: a guide to microdata methods and practice

This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the… Continue reading.

Stephen Bond
April 2002

CWP09/02

Alternative approaches to evaluation in empirical microeconomics

Four alternative but related approaches to empirical evaluation of policy interventionsare studied: social experiments, natural experiments,… Continue reading.

Monica Costa Dias, Richard Blundell
October 2002

CWP10/02

Inverse probability weighted M-estimators for sample selection, attrition and stratification

I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel… Continue reading.

Jeffrey M. Wooldridge
March 2002

CWP11/02

Latest version

Semi-parametric models for satisfaction with income

An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can… Continue reading.

Arthur van Soest van Soest, Bertrand Melenberg, Charles Bellemare
March 2002

CWP12/02

Latest version

Semi-parametric models for satisfaction with income
Charles Bellemare
August 2002 | CWP
Non-linear models with panel data

Panel data play an important role in empirical economics. With panel data one can answer questions… Continue reading.

Bo E. Honoré
July 2002

CWP13/02

Latest version

Non-linear models with panel data
Bo E. Honoré
August 2002 | CWP
ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models… Continue reading.

Frank Windmeijer
August 2002

CWP14/02

Instrumental variables, local instrumental variables and control functions

We consider the identification of the average treatment effect in models with continuous endogenous variables whose… Continue reading.

Edward Vytlacil, Costas Meghir, James Heckman, Jean-Pierre Florens
July 2002

CWP15/02

The issue context of modern American politics: semiparametric identification of latent factors from Discrete data

A new methodology that estimates attitudes semiparametrically and estimates actions nonparametrically, as a function of the… Continue reading.

Richard Spady, Byron Shafer
August 2002

CWP16/02

Instrumental Values

This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular… Continue reading.

Andrew Chesher
August 2002

CWP17/02

Latest version

Instrumental Values
Andrew Chesher
July 2007 | CWP
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear… Continue reading.

Jeffrey M. Wooldridge
June 2002

CWP18/02

Latest version

Nonparametric estimation of an additive model with a link function

This paper describes an estimator of the additive components of a nonparametric additive model with a… Continue reading.

Enno Mammen, Joel L. Horowitz
July 2002

CWP19/02

Latest version

Nonparametric estimation of an additive model with a link function
Enno Mammen, Joel L. Horowitz
December 2004 | CWP
Semiparametric identification in duration models

This paper explores the identifiability of ratios of derivatives of the index function in a model… Continue reading.

Andrew Chesher
November 2002

CWP20/02