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.

Econometric causality

This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New… Continue reading.

James Heckman
February 2008

CWP01/08

Latest version

Econometric causality
James Heckman
January 2008 | CWP
Assessing the equalizing force of mobility using short panels: France 1990-2000

In this paper, we document whether and how much the equalizing force of earnings mobility has… Continue reading.

Stéphane Bonhomme, Jean-Marc Robin
February 2008

CWP02/08

Latest version

Assessing the equalizing force of mobility using short panels: France 1990-2000
Stéphane Bonhomme, Jean-Marc Robin
January 2009 | CWP
Generalized nonparametric deconvolution with an application to earnings dynamics

In this paper,we construct a nonparametric estimator of the distributions of latent factors in linear independent… Continue reading.

Stéphane Bonhomme, Jean-Marc Robin
February 2008

CWP03/08

Latest version

Consistent noisy independent component analysis

We study linear factor models under the assumptions that factors are mutually independent and independent of… Continue reading.

Stéphane Bonhomme, Jean-Marc Robin
February 2008

CWP04/08

Latest version

Consistent noisy independent component analysis
Stéphane Bonhomme, Jean-Marc Robin
April 2009 | CWP
Dynamic policy analysis

This chapter studies the microeconometric treatment-effect and structural approaches to dynamic policy evaluation. First, we discuss… Continue reading.

James Heckman, Jaap Abbring
February 2008

CWP05/08

Latest version

Dynamic policy analysis
James Heckman, Jaap Abbring
January 2008 | CWP
Identifying the returns to lying when the truth is unobserved

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect… Continue reading.

Arthur Lewbel, Yingyao Hu
February 2008

CWP06/08

Computationally efficient recursions for top-order invariant polynomials with applications

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.

Xiaolu Wang, Raymond Kan, Grant Hillier
February 2008

CWP07/08

Latest version

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary

We propose a new method of testing stochastic dominance which improves on existing tests based on… Continue reading.

Yoon-Jae Whang, Kyungchui (Kevin) Song, Oliver Linton
March 2008

CWP08/08

Latest version

An improved bootstrap test of stochastic dominance
Song, Kyungchul, Oliver Linton, Yoon-Jae Wang
February 2010 | CWP
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables… Continue reading.

Xiaohong Chen, Demian Pouzo
May 2008

CWP09/08

Latest version

Adaptive partial policy innovation: coping with ambiguity through diversification

This paper develops a broad theme about policy choice under ambiguity through study of a particular… Continue reading.

Charles F. Manski
April 2008

CWP10/08

More on confidence intervals for partially identified parameters

This paper extends Imbens and Manski’s (2004) analysis of confidence intervals for interval identified parameters. For… Continue reading.

Jörg Stoye
April 2008

CWP11/08

Latest version

Estimation of nonparametric conditional moment models with possibly nonsmooth moments

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be… Continue reading.

Demian Pouzo, Xiaohong Chen
April 2008

CWP12/08

Latest version

Nonparametric identification of dynamic models with unobserved state variables

We consider the identification of a Markov process {Wt, Xt*} for t=1,2,…,T when only {Wt} for… Continue reading.

Matthew Shum, Yingyao Hu
May 2008

CWP13/08

Latest version

Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can… Continue reading.

Xiaolu Wang, Raymond Kan, Grant Hillier
June 2008

CWP14/08

Latest version

Sharp identification regions in games

We study identification in static, simultaneous move finite games of complete information, where the presence of… Continue reading.

Ilya Molchanov, Arie Beresteanu, Francesca Molinari
June 2008

CWP15/08

Identification with imperfect instruments

Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to… Continue reading.

Aviv Nevo, Adam Rosen
June 2008

CWP16/08

Latest version

Identification with imperfect instruments
Adam Rosen, Aviv Nevo
July 2012 | CWP
Improving point and interval estimates of monotone functions by rearrangement

Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this… Continue reading.

Ivan Fernandez-Val, Alfred Galichon, Victor Chernozhukov
July 2008

CWP17/08

Latest version

Improving estimates of monotone functions by rearrangement
Ivan Fernandez-Val, Alfred Galichon, Victor Chernozhukov
September 2009 | CWP
Household willingness to pay for organic products

We use hedonic prices and purchase quantities to consider what can be learned about household willingness… Continue reading.

Lars Nesheim, Rachel Griffith
July 2008

CWP18/08

GEL methods for non-smooth moment indicators

This paper considers the first order large sample properties of the GEL class of estimators for… Continue reading.

Richard Smith, Paulo Parente
July 2008

CWP19/08

Latest version

GEL methods for non-smooth moment indicators
Richard Smith, Paulo Parente
February 2011 | CWP
Estimating derivatives in nonseparable models with limited dependent variables

We present a simple way to estimate the effects of changes in a vector of observable… Continue reading.

Taisuke Otsu, Hidehiko Ichimura, Joseph Altonji
July 2008

CWP20/08

Latest version

Estimating derivatives in nonseparable models with limited dependent variables
Taisuke Otsu, Hidehiko Ichimura, Joseph Altonji
July 2012 | CWP