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.

Welfare analysis using nonseparable models

This paper proposes a framework to model empirically welfare effects that are associated with a price… Continue reading.

Anne Vanhems, Stefan Hoderlein
January 2011

CWP01/11

Factor rotation with non-negativity constraints

Factor rotation is widely used to interpret the estimated factor loadings from latent variable models. Rotation… Continue reading.

Stephen Pudney
January 2011

CWP02/11

High performance quadrature rules: how numerical integration affects a popular model of product differentiation

Efficient, accurate, multi-dimensional, numerical integration has become an important tool for approximating the integrals which arise… Continue reading.

Ben Skrainka, Kenneth L. Judd
February 2011

CWP03/11

Policy analysis with incredible certitude

Analyses of public policy regularly express certitude about the consequences of alternative policy choices. Yet policy… Continue reading.

Charles F. Manski
February 2011

CWP04/11

Latest version

Policy analysis with incredible certitude
Charles F. Manski
July 2011 | CWP
Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited

Blau and Kahn (JOLE, 1997; ILRR, 2006) decomposed trends in the U.S. gender earnings gap into… Continue reading.

Jungmin Lee, Sokbae (Simon) Lee
February 2011

CWP05/11

Latest version

An instrumental variable model of multiple discrete choice

This paper studies identification of latent utility functions in multiple discrete choice models in which there… Continue reading.

Andrew Chesher, Konrad Smolinski, Adam Rosen
February 2011

CWP06/11

Latest version

An instrumental variable model of multiple discrete choice
Konrad Smolinski, Andrew Chesher, Adam Rosen
December 2011 | CWP39/11
The long-term effects of in-work benefits in a life-cycle model for policy evaluation

This paper presents a life-cycle model of woman’s labour supply, human capital formation and savings for… Continue reading.

Jonathan Shaw, Costas Meghir, Monica Costa Dias, Richard Blundell
February 2011

CWP07/11

Statistical inference on regression with spatial dependence

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression… Continue reading.

Supachoke Thawornkaiwong, Peter Robinson
February 2011

CWP08/11

Latest version

Statistical inference on regression with spatial dependence
Supachoke Thawornkaiwong, Peter Robinson
April 2012 | CWP
Inference on power law spatial trends

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors,… Continue reading.

Peter Robinson
February 2011

CWP09/11

Latest version

Inference on power law spatial trends
Peter Robinson
May 2012 | CWP
Nonparametric trending regression with cross-sectional dependence

Panel data, whose series length T is large but whose cross-section size N need not be,… Continue reading.

Peter Robinson
February 2011

CWP10/11

Latest version

Asymptotic theory for nonparametric regression with spatial data

Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent variable,… Continue reading.

Peter Robinson
February 2011

CWP11/11

Testing functional inequalities

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a… Continue reading.

Sokbae (Simon) Lee, Yoon-Jae Whang, Kyungchui (Kevin) Song
February 2011

CWP12/11

Latest version

Testing functional inequalities
Yoon-Jae Whang, Song, Kyungchul, Sokbae (Simon) Lee
January 2013 | CWP
Set identified linear models

We analyze the identification and estimation of parameters β satisfying the incomplete linear moment restrictions E(z… Continue reading.

Eric Maurin, Thierry Magnac, Christian Bontemps
April 2011

CWP13/11

Latest version

Set identified linear models
Eric Maurin, Thierry Magnac, Christian Bontemps
May 2012 | CWP
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

This paper is concerned with testing rationality restrictions using quantile regression methods. Specifically, we consider negative… Continue reading.

Natalie Neumeyer, Stefan Hoderlein, Holger Dette
May 2011

CWP14/11

Latest version

On the role of time in nonseparable panel data models

This paper contributes to the understanding of the source of identification in panel data models. Recent… Continue reading.

Yuya Sasaki, Stefan Hoderlein
May 2011

CWP15/11

Inference and decision for set identified parameters using posterior lower and upper probabilities

This paper develops inference and statistical decision for set-identified parameters from the robust Bayes perspective. When… Continue reading.

Toru Kitagawa
May 2011

CWP16/11

Latest version

Robust Bayesian inference for set-identified models
Toru Kitagawa, Raffaella Giacomini
November 2018 | CWP61/18
Local identification of nonparametric and semiparametric models

In parametric models a sufficient condition for local identification is that the vector of moment conditions… Continue reading.

Whitney K. Newey, Victor Chernozhukov, Xiaohong Chen, Sokbae (Simon) Lee
May 2011

CWP17/11

Latest version

Local identification of nonparametric and semiparametric models
Whitney K. Newey, Victor Chernozhukov, Sokbae (Simon) Lee, Xiaohong Chen
November 2012 | CWP37/12
Is distance dying at last? Falling home bias in fixed effects models of patent citations

We examine the “home bias” of knowledge spillovers (the idea that knowledge spreads more slowly over… Continue reading.

Sokbae (Simon) Lee, John Van Reenen, Rachel Griffith
May 2011

CWP18/11

Conditional quantile processes based on series or many regressors

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes…. Continue reading.

Ivan Fernandez-Val, Victor Chernozhukov, Alexandre Belloni
May 2011

CWP19/11

Latest version

Conditional quantile processes based on series or many regressors
Ivan Fernandez-Val, Denis Chetverikov, Victor Chernozhukov, Alexandre Belloni
August 2016 | CWP46/16
Quantile regression with censoring and endogeneity

In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties… Continue reading.

Ivan Fernandez-Val, Amanda Kowalski, Victor Chernozhukov
May 2011

CWP20/11

Latest version

Quantile regression with censoring and endogeneity
Amanda Kowalski, Ivan Fernandez-Val, Victor Chernozhukov
May 2015 | CWP