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.
The attractiveness of the Regression Discontinuity Design (RDD) in its sharp formulation rests on close similarities… Continue reading.
We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression… Continue reading.
An important objective of empirical research on treatment response is to provide decision makers with information… Continue reading.
In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a… Continue reading.
This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators… Continue reading.
This paper provides weak conditions under which there is nonparametric interval identification of local features of… Continue reading.
Missing values are endemic in the data sets available to econometricians. This paper suggests a unified… Continue reading.
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL)… Continue reading.
In the last decade a growing body of research has studied inference on partially identified parameters… Continue reading.
We develop inference tools in a semiparametric partially linear regression model with missing response data. A… Continue reading.
Measurement errors in survey data on hourly pay may lead to serious upward bias in low… Continue reading.
This paper presents a method for estimating a class of panel data duration models, under which… Continue reading.
For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently… Continue reading.
This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total… Continue reading.
Parents with higher education levels have children with higher education levels. However, is this because parental… Continue reading.
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters… Continue reading.
We consider the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional… Continue reading.