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.

GMM for panel count data models

This paper gives an account of the recent literature on estimating models for panel count data…. Continue reading.

Frank Windmeijer
October 2006

CWP21/06

A nonparametric analysis of welfare and the economic shocks

The behaviour of the permanent and transitory economic shocks for different levels of households’ welfare is… Continue reading.

Nicoletta Rosati
October 2006

CWP22/06

Latest version

Exact properties of the conditional likelihood ratio test in an IV regression model

This paper was revised in May 2007. For a simplified structural equation/IV regression model with one… Continue reading.

Grant Hillier
October 2006

CWP23/06

Latest version

Statistical treatment choice: an application to active labour market programmes

Choosing among a number of available treatments the most suitable for a given subject is an… Continue reading.

Markus Frölich
November 2006

CWP24/06

Latest version

Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

This paper proposes a new way to construct confidence sets for a parameter of interest in… Continue reading.

Adam Rosen
December 2006

CWP25/06

Latest version

On the conditional likelihood ratio test for several parameters in IV regression

For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables… Continue reading.

Grant Hillier
December 2006

CWP26/06

Latest version