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.
We introduce test statistics based on generalized empirical likelihood methods that can be used to test… Continue reading.
Economic theory suggests that an extension of the maximum length of entitlement for unemployment benefits increases… Continue reading.
We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference… Continue reading.
The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on… Continue reading.
We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations,… Continue reading.
This paper considers parametric estimation problems with i.i.d. data. It focusseson rate-effciency, in the sense of… Continue reading.
We consider a number of unit root tests for micro panels where the number of individuals… Continue reading.
This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations… Continue reading.
This paper considers structural nonparametric random utility models for continuouschoice variables. It provides suffcient conditions on… Continue reading.
This paper presents results from a Monte Carlo study concerning inference with spatially dependent data. It… Continue reading.
This paper presents a new estimator for the mixed proportionalhazard model that allows for a nonparametric… Continue reading.
This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price… Continue reading.
Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura,henceforth A, S and… Continue reading.
The generalized method of moments estimator may be substantially biased in finite samples, especially so when… Continue reading.
The principal purpose of this paper is to adapt to the conditional moment context the GEL… Continue reading.
In this paper we examine the importance of heterogeneity and self-selection into schoolingfor the study of… Continue reading.
This paper is concerned with identification of a competing risks model with unknown transformations of latent… Continue reading.
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step… Continue reading.
An outcome is determined by a structural function in which the effect of variables of interest… Continue reading.
This paper evaluates the effect of excise taxes and bans on smoking in public places on… Continue reading.