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.
This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New… Continue reading.
In this paper, we document whether and how much the equalizing force of earnings mobility has… Continue reading.
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linear independent… Continue reading.
We study linear factor models under the assumptions that factors are mutually independent and independent of… Continue reading.
This chapter studies the microeconometric treatment-effect and structural approaches to dynamic policy evaluation. First, we discuss… Continue reading.
Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect… Continue reading.
The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,…,kr(A1,…,Ar)in which each of the partitions of ki,i… Continue reading.
We propose a new method of testing stochastic dominance which improves on existing tests based on… Continue reading.
For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables… Continue reading.
This paper develops a broad theme about policy choice under ambiguity through study of a particular… Continue reading.
This paper extends Imbens and Manski’s (2004) analysis of confidence intervals for interval identified parameters. For… Continue reading.
This paper studies nonparametric estimation of conditional moment models in which the residual functions could be… Continue reading.
We consider the identification of a Markov process {Wt, Xt*} for t=1,2,…,T when only {Wt} for… Continue reading.
Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can… Continue reading.
We study identification in static, simultaneous move finite games of complete information, where the presence of… Continue reading.
Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to… Continue reading.
Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this… Continue reading.
We use hedonic prices and purchase quantities to consider what can be learned about household willingness… Continue reading.
This paper considers the first order large sample properties of the GEL class of estimators for… Continue reading.
We present a simple way to estimate the effects of changes in a vector of observable… Continue reading.