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 proposes a framework to model empirically welfare effects that are associated with a price… Continue reading.
Factor rotation is widely used to interpret the estimated factor loadings from latent variable models. Rotation… Continue reading.
Efficient, accurate, multi-dimensional, numerical integration has become an important tool for approximating the integrals which arise… Continue reading.
Analyses of public policy regularly express certitude about the consequences of alternative policy choices. Yet policy… Continue reading.
Blau and Kahn (JOLE, 1997; ILRR, 2006) decomposed trends in the U.S. gender earnings gap into… Continue reading.
This paper studies identification of latent utility functions in multiple discrete choice models in which there… Continue reading.
This paper presents a life-cycle model of woman’s labour supply, human capital formation and savings for… Continue reading.
Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression… Continue reading.
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors,… Continue reading.
Panel data, whose series length T is large but whose cross-section size N need not be,… Continue reading.
Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent variable,… Continue reading.
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a… Continue reading.
We analyze the identification and estimation of parameters β satisfying the incomplete linear moment restrictions E(z… Continue reading.
This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative… Continue reading.
This paper contributes to the understanding of the source of identiﬁcation in panel data models. Recent… Continue reading.
This paper develops inference and statistical decision for set-identified parameters from the robust Bayes perspective. When… Continue reading.
In parametric models a sufficient condition for local identification is that the vector of moment conditions… Continue reading.
We examine the “home bias” of knowledge spillovers (the idea that knowledge spreads more slowly over… Continue reading.
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes…. Continue reading.
In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties… Continue reading.