Centre for microdata methods and practice
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 provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional… Continue reading.
This paper is concerned with inference about a function g that is identified by a conditional… Continue reading.
In this paper I develop a new approach for identification and estimation of the parameters of… Continue reading.
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time… Continue reading.
This paper studies models for discrete outcomes which permit explanatory variables to be endogenous.
This paper presents new identification results for the class of structural dynamic optimal stopping time models… Continue reading.
Many approaches to estimation of panel models are based on an average or integrated likelihood that… Continue reading.
The system GMM estimator for dynamic panel data models combines moment conditions for the model in… Continue reading.
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the… Continue reading.
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear,… Continue reading.
We consider the misreporting of illicit drug use and juvenile smoking in self-report surveys and its… Continue reading.
In this paper we examine the implications of the statistical large sample theory for the computational… Continue reading.
The main objective of this paper is to derive the efficiency bounds for estimating certain linear… Continue reading.
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the… Continue reading.
We study a mixed hitting-time (MHT) model that specifies durations as the first time a Levy… Continue reading.
This paper provides conditions under which the inequality constraints generated by either single agent optimizing behavior,… Continue reading.
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject… Continue reading.
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate…. Continue reading.
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and… Continue reading.
In this paper, we clarify the relations between the existing sets of regularity conditions for convergence… Continue reading.