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.
Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might… Continue reading.
It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with… Continue reading.
Hedonic pricing with quasilinear preferences is shown to be equivalent to stable matching with transferable utilities… Continue reading.
2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now… Continue reading.
Decision processes among couples depend on the balance of power between the partners, determining the welfare… Continue reading.
We model attitudes as latent variables that induce stochastic dominance relations in (item) responses. Observable characteristics… Continue reading.
In this paper, the regression discontinuity design (RDD) is generalized to account for differences in observed… Continue reading.
This paper considers parametric estimation problems with independent, identically,non-regularly distributed data. It focuses on rate-effciency, in… Continue reading.
We develop and solve analytically an investment model with fixed adjust-ment costs and complete irreversibility that… Continue reading.
This paper presents a nonparametric analysis of the canonical habits model. The approach is based on… Continue reading.
We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on… Continue reading.
This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is… Continue reading.
The matching method for treatment evaluation does not balance selective unobserved differences between treated and non-treated…. Continue reading.