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.

Another look at the regression discontinuity design

The attractiveness of the Regression Discontinuity Design (RDD) in its sharp formulation rests on close similarities… Continue reading.

Enrico Rettore, Erich Battistin
March 2003

CWP01/03

Latest version

Another look at the regression discontinuity design
Enrico Rettore, Erich Battistin
February 2008 | CWP
Nonparametric methods for inference in the presence of instrumental variables

We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression… Continue reading.

Joel L. Horowitz, Peter Hall
April 2003

CWP02/03

Latest version

Statistical treatment rules for heterogeneous populations

An important objective of empirical research on treatment response is to provide decision makers with information… Continue reading.

Charles F. Manski
May 2003

CWP03/03

Latest version

Higher order properties of GMM and generalised empirical likelihood estimators

In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a… Continue reading.

Whitney K. Newey, Richard Smith
June 2003

CWP04/03

Latest version

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators… Continue reading.

Whitney K. Newey, Joaquim J. S. Ramalho Ramalho, Richard Smith
December 2003

CWP05/03

Latest version

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Joaquim J. S. Ramalho Ramalho, Richard Smith, Whitney K. Newey
October 2005 | CWP
Nonparametric identification with discrete endogenous variables

This paper provides weak conditions under which there is nonparametric interval identification of local features of… Continue reading.

Andrew Chesher
December 2003

CWP06/03

Latest version

Nonparametric identification under discrete variation
Andrew Chesher
December 2003 | CWP19/03
Discrete choice non-response

Missing values are endemic in the data sets available to econometricians. This paper suggests a unified… Continue reading.

Richard Smith, Esmerelda A. Ramalho
July 2003

CWP07/03

Latest version

Discrete choice non-response
Richard Smith, Esmerelda A. Ramalho
January 2013 | CWP
Generalized empirical likelihood estimators and tests under partial, weak and strong identification

The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL)… Continue reading.

Patrik Buggenberger, Richard Smith
July 2003

CWP08/03

Latest version

Confidence intervals for partially identified parameters

In the last decade a growing body of research has studied inference on partially identified parameters… Continue reading.

Charles F. Manski, Guido Imbens
May 2003

CWP09/03

Latest version

Confidence intervals for partially identified parameters
Charles F. Manski, Guido Imbens
November 2004 | CWP
Semiparametric regression analysis with missing response at random

We develop inference tools in a semiparametric partially linear regression model with missing response data. A… Continue reading.

Wang, Qihua, Wolfgang Härdle, Oliver Linton
April 2003

CWP11/03

Latest version

Semiparametric regression analysis with missing response at random
Oliver Linton, Wang, Qihua, Wolfgang Härdle
December 2004 | CWP
Estimation of the Distribution of Hourly Pay from Household Survey Data: The Use of Missing Data Methods to Handle Measurement Error

Measurement errors in survey data on hourly pay may lead to serious upward bias in low… Continue reading.

Chris Skinner, Gabriele Beissel-Durrant
May 2003

CWP12/03

Latest version

Estimating panel data duration models with censored data

This paper presents a method for estimating a class of panel data duration models, under which… Continue reading.

Sokbae (Simon) Lee
September 2003

CWP13/03

Latest version

Nonparametric estimation of homothetic and homothetically separable functions

For vectors x and w, let r(x,w) be a function that can be nonparametrically estimated consistently… Continue reading.

Oliver Linton, Arthur Lewbel
October 2003

CWP14/03

Latest version

Nonparametric IV estimation of shape-invariant Engel curves

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total… Continue reading.

Dennis Kristensen, Xiaohong Chen, Richard Blundell
October 2003

CWP15/03

Latest version

Semi-nonparametric IV estimation of shape-invariant Engel curves
Dennis Kristensen, Xiaohong Chen, Richard Blundell
October 2007 | CWP
Why the apple doesn’t fall far: understanding intergenerational transmission of human capital

Parents with higher education levels have children with higher education levels. However, is this because parental… Continue reading.

Kjell G. Salvanes, Paul J. Devereux, Sandra E. Black
October 2003

CWP16/03

Latest version

Why the apple doesn’t fall far: understanding intergenerational transmission of human capital
Kjell G. Salvanes, Sandra E. Black, Michael Devereux
March 2005 | CWP
Jackknife and analytical bias reduction for nonlinear panel models

Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters… Continue reading.

Whitney K. Newey, Jinyong Hahn
October 2003

CWP17/03

Latest version

Jackknife and analytical bias reduction for nonlinear panel models
Jinyong Hahn, Whitney K. Newey
July 2004 | CWP
Modified whittle estimation of multilateral spatial models

We consider the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional… Continue reading.

J. Vidal Sanz Vidal Sanz, Peter Robinson
November 2003

CWP18/03

Latest version

Modified whittle estimation of multilateral spatial models
J. Vidal Sanz Vidal Sanz, Peter Robinson
May 2006 | CWP
Nonparametric identification under discrete variation

This paper provides weak conditions under which there is nonparametric interval identification of local features of… Continue reading.

Andrew Chesher
December 2003

CWP19/03

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