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 extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001,… Continue reading.
This paper presents new evidence that increases in college enrollment lead to a decline in the… Continue reading.
How do house price changes affect the cost of living? The retail price index in the… Continue reading.
In this paper we develop a measure of current “expenditures” on housing services for owner-occupiers. Having… Continue reading.
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find… Continue reading.
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized… Continue reading.
We investigate a method for extracting nonlinear principal components. These principal components maximize variation subject to… Continue reading.
This paper presents new identification results for the class of structural dynamic discrete choice models that… Continue reading.
In this paper we develop procedures for performing inference in regression models about how potential policy… Continue reading.
We consider median regression and, more generally, quantile regression in high-dimensional sparse models. In these models… Continue reading.
This paper develops a new method for estimating the demand function for gasoline and the deadweight… Continue reading.
We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous,… Continue reading.
Econometric inequality hypotheses arise in diverse ways. Examples include concavity restrictions on technological and behavioural functions,… Continue reading.
This paper develops methodology for nonparametric estimation of a polarization measure due to Anderson (2004) and… Continue reading.
We propose a novel methodology for nonparametric identification of first-price auction models with independent private values,… Continue reading.
Suppose V and U are two independent mean zero random variables, where V has an asymmetric… Continue reading.
This paper provides a comprehensive econometric framework for the empirical analysis of buyer power. It encompasses… Continue reading.
This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables…. Continue reading.
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by… Continue reading.
This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown… Continue reading.