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 develops methods for evaluating marginal policy changes. We characterize how the effects of marginal… Continue reading.
We study the identification of panel models with linear individual-specific coefficients, when T is fixed. We… Continue reading.
This paper studies single equation models for binary outcomes incorporating instrumental variable restrictions. The models are… Continue reading.
We develop methods for testing the hypothesis that an econometric model is underidentified and inferring the… Continue reading.
This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis… Continue reading.
This paper studies the identifying power of conditional quantile restrictions in short panels with fixed effects…. Continue reading.
We provide a tractable characterization of the sharp identification region of the parameters θ in a… Continue reading.
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential… Continue reading.
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models,… Continue reading.
This paper examines identification power of the instrument exogeneity assumption in the treatment effect model. We… Continue reading.
This paper proposes an approach to proving nonparametric identification for distributions of bidders’ values in asymmetric… Continue reading.
Rationality places strong restrictions on individual consumer behavior. This paper is concerned with assessing the validity… Continue reading.
This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with… Continue reading.
In this paper we consider endogenous regressors in the binary choice model under a weak median… Continue reading.
It is widely admitted that the inverse problem of estimating the distribution of a latent variable… Continue reading.
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider… Continue reading.
This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may… Continue reading.