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.

Identification of treatment response with social interactions

This paper develops a formal language for study of treatment response with social interactions, and uses… Continue reading.

Charles F. Manski
February 2010

CWP01/10

Latest version

Identification of causal effects on binary outcomes using structural mean models

Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in… Continue reading.

Paul S. Clarke, Frank Windmeijer
March 2010

CWP02/10

Latest version

Genetic markers as instrumental variables: an application to child fat mass and academic achievement

The use of genetic markers as instrumental variables (IV) is receiving increasing attention from economists. This… Continue reading.

Frank Windmeijer, Carol Propper, Debbie A. Lawlor, George Davey Smith, Stephanie von Hinke
March 2010

CWP03/10

On the dynamics of unemployment and wage distributions

Postel-Vinay and Robin’s (2002) sequential auction model is extended to allow for aggregate productivity shocks. Workers… Continue reading.

Jean-Marc Robin
March 2010

CWP04/10

Latest version

Optimal bandwidth choice for the regression discontinuity estimator

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity… Continue reading.

Karthik Kalyanaraman, Guido Imbens
March 2010

CWP05/10

Latest version

Optimal bandwidth choice for the regression discontinuity estimator
Guido Imbens, Karthik Kalyanaraman
November 2011 | CWP
Spatial circular matrices, with applications

The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed… Continue reading.

Federico Martellosio, Grant Hillier
March 2010

CWP06/10

A comparison of bias approximations for the 2SLS estimator

We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one… Continue reading.

Frank Windmeijer, Maurice Bun
April 2010

CWP07/10

Comparing IV with structural models: what simple IV can and cannot identify

This paper compares the economic questions addressed by instrumental variables estimators with those addressed by structural… Continue reading.

Sergio Urzua, James Heckman
April 2010

CWP08/10

Latest version

Estimating the technology of cognitive and noncognitive skill formation

This paper formulates and estimates multistage production functions for children’s cognitive and noncognitive skills. Skills are… Continue reading.

Susanne M. Schennach, James Heckman, Flavio Cunha
April 2010

CWP09/10

Latest version

Estimating the technology of cognitive and noncognitive skill formation
Susanne M. Schennach, James Heckman, Flavio Cunha
May 2010 | CWP
Testing the correlated random coefficient model

The recent literature on instrumental variables (IV) features models in which agents sort into treatment status… Continue reading.

Sergio Urzua, Daniel Schmierer, James Heckman
April 2010

CWP10/10

Latest version

Testing the correlated random coefficient model
Sergio Urzua, Daniel Schmierer, James Heckman
October 2010 | CWP
Sharp identified sets for discrete variable IV models

Instrumental variable models for discrete outcomes are set, not point, identifying. The paper characterises identified sets… Continue reading.

Konrad Smolinski, Andrew Chesher
May 2010

CWP11/10

Perception and retrospection: the dynamic consistency of responses to survey questions on wellbeing

Implementation of broad approaches to welfare analysis usually entails the use of ‘subjective’ welfare indicators. We… Continue reading.

Stephen Pudney
June 2010

CWP12/10

Latest version

Post-l1-penalized estimators in high-dimensional linear regression models

In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model… Continue reading.

Victor Chernozhukov, Alexandre Belloni
June 2010

CWP13/10

Nonparametric identification of accelerated failure time competing risks models

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.

Sokbae (Simon) Lee, Arthur Lewbel
June 2010

CWP14/10

Latest version

Nonparametric learning rules from bandit experiments: the eyes have it!

We estimate nonparametric learning rules using data from dynamic two-armed bandit (probabilistic reversal learning) experiments, supplemented… Continue reading.

Matthew Shum, Yutaka Kayaba, Yingyao Hu
June 2010

CWP15/10

Latest version

Nonparametric learning rules from bandit experiments: the eyes have it!
Matthew Shum, Yutaka Kayaba, Yingyao Hu
September 2013 | CWP
An empirical model for strategic network formation

We develop and analyze a tractable empirical model for strategic network formation that can be estimated… Continue reading.

Karthik Kalyanaraman, Guido Imbens, James Fowler, Nicholas Christakis
June 2010

CWP16/10

How demanding is the revealed preference approach to demand

A well known problem with revealed preference methods is that when data are found to satisfy… Continue reading.

Ian Crawford, Tim Beatty
June 2010

CWP17/10

Latest version

How demanding is the revealed preference approach to demand?
Ian Crawford, Tim Beatty
October 2011 | CWP
Optimal significance tests in simultaneous equation models

Consider testing the null hypothesis that a single structural equation has specified coefficients. The alternative hypothesis… Continue reading.

Theodore W Anderson
July 2010

CWP18/10

Uniform confidence bands for functions estimated nonparametrically with instrumental variables

This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables…. Continue reading.

Sokbae (Simon) Lee, Joel L. Horowitz
July 2010

CWP19/10

Latest version

Previous version

Is it different for zeros? Discriminating between models for non-negative data with many zeros

In many economic applications, the variate of interest is non-negative and its distribution is characterized by… Continue reading.

Joao Santos Silva Santos Silva, Frank Windmeijer, Silvana Tenreyro
July 2010

CWP20/10