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.
Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003)… Continue reading.
This paper extends the nonparametric methods developed by Samuelson (1948), Houthakker (1950), Afriat (1973), Diewert (1973)… Continue reading.
I show how to identify and estimate the average partial effect of explanatory variables in a… Continue reading.
I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged… Continue reading.
I study inverse probability weighted M-estimation under a general missing data scheme. The cases covered that… Continue reading.
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time… Continue reading.
This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model…. Continue reading.
This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts… Continue reading.
Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory… Continue reading.
This lecture explores conditions under which there is identification of the impact on an outcome of… Continue reading.
In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal… Continue reading.
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the… Continue reading.
This paper considers the identification of the effect of tobacco on mortality. If individuals select into… Continue reading.
This paper is concerned with inference about a function g that is identified by a conditional… Continue reading.
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J…. Continue reading.
This paper proposes a new class of HAC covariance matrix estimators. The standard HAC estimation method… Continue reading.
Characteristics models have been found to be useful in many areas ofeconomics. However, their empirical implementation… Continue reading.
GEL methods which generalize and extend previous contributions are defined and analysed for moment condition models… Continue reading.