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.

Alternative models for moment inequalities

Behavioral choice models generate inequalities which, when combined with additional assumptions, can be used as a… Continue reading.

Ariel Pakes
July 2010

CWP21/10

Latest version

Alternative models for moment inequalities
Ariel Pakes
November 2010 | CWP
Analyzing social experiments as implemented: evidence from the HighScope Perry Preschool Program

Social experiments are powerful sources of information about the effectiveness of interventions. In practice, initial randomization… Continue reading.

James Heckman, Seong Hyeok Moon, Rodrigo Pinto, Peter Savelyev, Adam Yavitz
August 2010

CWP22/10

Latest version

Analyzing social experiments as implemented: A reexamination of the evidence from the HighScope Perry Preschool Program
James Heckman, Seong Hyeok Moon, Rodrigo Pinto, Peter Savelyev, Adam Yavitz
July 2010 | CWP
The asymptotic variance of semi-parametric estimators with generated regressors

We study the asymptotic distribution of three-step estimators of a finite dimensional parameter vector where the… Continue reading.

Jinyong Hahn, Geert Ridder
August 2010

CWP23/10

Latest version

Estimating households’ willingness to pay

The recent literature has brought together the characteristics model of utility and classic revealed preference arguments… Continue reading.

Rachel Griffith, Lars Nesheim
August 2010

CWP24/10

Sharp identification regions in models with convex moment predictions

We provide a tractable characterization of the sharp identification region of the parameters θ in a… Continue reading.

Arie Beresteanu, Ilya Molchanov, Francesca Molinari
September 2010

CWP25/10

Latest version

Sharp identification regions in models with convex moment predictions
Arie Beresteanu, Ilya Molchanov, Francesca Molinari
November 2011 | CWP

Previous version

Sharp identification regions in models with convex predictions: games, individual choice, and incomplete data
Arie Beresteanu, Ilya Molchanov, Francesca Molinari
October 2009 | CWP27/09
Quantile uncorrelation and instrumental regressions

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation…. Continue reading.

Tatiana V. Komarova, Thomas A. Severini, Elie Tamer
September 2010

CWP26/10

Latest version

Quantile uncorrelation and instrumental regressions
Tatiana V. Komarova, Thomas A. Severini, Elie Tamer
August 2012 | CWP
Could education promote the Israeli-Palestinian peace process?

The goal of this paper is to measure Palestinians’ attitudes towards a peace process and their… Continue reading.

Mayssun El-Attar
September 2010

CWP27/10

Conditions for the existence of control functions in nonseparable simultaneous equations models

The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides… Continue reading.

Richard Blundell, Rosa Matzkin
September 2010

CWP28/10

Estimating marginal returns to education

This paper estimates the marginal returns to college for individuals induced to enroll in college by… Continue reading.

Pedro Carneiro, James Heckman, Edward Vytlacil
October 2010

CWP29/10

Latest version

Estimating marginal returns to education
Pedro Carneiro, James Heckman, Edward Vytlacil
October 2011 | CWP
Reserve price effects in auctions: estimates from multiple RD designs

We present evidence from 260,000 online auctions of second-hand cars to identify the impact of public… Continue reading.

Syngjoo Choi, Lars Nesheim, Imran Rasul
October 2010

CWP30/10

Sparse models and methods for optimal instruments with an application to eminent domain

We develop results for the use of LASSO and Post-LASSO methods to form first-stage predictions and… Continue reading.

Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
October 2010

CWP31/10

Latest version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
December 2012 | CWP
A structural model of segregation in social networks

In this paper, I develop and estimate a dynamic model of strategic network formation with heterogeneous… Continue reading.

Angelo Mele
November 2010

CWP32/10

Additive models for quantile regression: model selection and confidence bandaids

Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on… Continue reading.

Roger Koenker
November 2010

CWP33/10

Latest version

A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters

Goodness of fit tests based on sup-norm statistics of empirical processes have nonstandard limiting distributions when… Continue reading.

Thomas Parker
November 2010

CWP34/10

Latest version

The matching method for treatment evaluation with selective participation and ineligibles

The matching method for treatment evaluation does not balance selective unobserved differences between treated and non-treated…. Continue reading.

Monica Costa Dias, Hidehiko Ichimura, Gerard Van Den Berg
November 2010

CWP35/10

Previous version

The matching method for treatment evaluation with selective participation and ineligibles
Monica Costa Dias, Hidehiko Ichimura, Gerard Van Den Berg
December 2007 | CWP33/07
Testing for threshold effects in regression models

In this article, we develop a general method for testing threshold effects in regression models, using… Continue reading.

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
December 2010

CWP36/10

Latest version

Testing for threshold effects in regression models
Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
December 2011 | CWP
Sin taxes in differentiated product oligopoly: an application to the butter and margarine market

There is policy interest in using tax to change food purchasing behaviour. The literature has not… Continue reading.

Rachel Griffith, Lars Nesheim, Martin O'Connell
December 2010

CWP37/10

A flying start? Long term consequences of maternal time investments in children during their first year of life

We study the impact of increasing the time that the mother spends with her child in… Continue reading.

Pedro Carneiro, Katrine Loken, Kjell G. Salvanes
December 2010

CWP38/10

Maternal education, home environments and the development of children and adolescents

We study the intergenerational effects of maternal education on children’s cognitive achievement, behavioral problems, grade repetition… Continue reading.

Pedro Carneiro, Costas Meghir, Matthias Parey
December 2010

CWP39/10

Partial identification using random set theory

This paper illustrates how the use of random set theory can benefit partial identification analysis. We… Continue reading.

Arie Beresteanu, Ilya Molchanov, Francesca Molinari
December 2010

CWP40/10

Latest version

Partial identification using random set theory
Arie Beresteanu, Ilya Molchanov, Francesca Molinari
January 2012 | CWP