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 a formal language for study of treatment response with social interactions, and uses… Continue reading.
Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in… Continue reading.
The use of genetic markers as instrumental variables (IV) is receiving increasing attention from economists. This… Continue reading.
Postel-Vinay and Robin’s (2002) sequential auction model is extended to allow for aggregate productivity shocks. Workers… Continue reading.
We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity… Continue reading.
The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed… Continue reading.
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one… Continue reading.
This paper compares the economic questions addressed by instrumental variables estimators with those addressed by structural… Continue reading.
This paper formulates and estimates multistage production functions for children’s cognitive and noncognitive skills. Skills are… Continue reading.
The recent literature on instrumental variables (IV) features models in which agents sort into treatment status… Continue reading.
Instrumental variable models for discrete outcomes are set, not point, identifying. The paper characterises identified sets… Continue reading.
Implementation of broad approaches to welfare analysis usually entails the use of ‘subjective’ welfare indicators. We… Continue reading.
In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model… Continue reading.
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy… Continue reading.
We estimate nonparametric learning rules using data from dynamic two-armed bandit (probabilistic reversal learning) experiments, supplemented… Continue reading.
We develop and analyze a tractable empirical model for strategic network formation that can be estimated… Continue reading.
A well known problem with revealed preference methods is that when data are found to satisfy… Continue reading.
Consider testing the null hypothesis that a single structural equation has specified coefficients. The alternative hypothesis… Continue reading.
This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables…. Continue reading.
In many economic applications, the variate of interest is non-negative and its distribution is characterized by… Continue reading.