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.

Long term impacts of compensatory preschool on health and behavior: evidence from Head Start

This paper provides new estimates of the medium and long-term impacts of Head Start on the… Continue reading.

Pedro Carneiro, Rita Ginja
January 2012

CWP01/12

Latest version

The age-period cohort problem: set identification and point identification

“Only entropy comes easily” – Anton Chekhov Various methods have been used to overcome the point… Continue reading.

Martin Browning, Ian Crawford, Marike Knoef
January 2012

CWP02/12

Aggregation without the aggravation? Nonparametric analysis of the representative consumer

In the tradition of Afriat (1967), Diewert (1973) and Varian (1982), we provide a revealed preference… Continue reading.

Laurens Cherchye, Ian Crawford, Bram De Rock, Frederic Vermeulen
January 2012

CWP03/12

Inference on sets in finance

In this paper we introduce various set inference problems as they appear in finance and propose… Continue reading.

Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
February 2012

CWP04/12

Latest version

Inference on sets in finance
Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
December 2012 | CWP46/12
Inference on counterfactual distributions

We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that… Continue reading.

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
February 2012

CWP05/12

Latest version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
May 2013 | CWP17/13

Previous version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
May 2009 | CWP09/09
Sieve inference on semi-nonparametric time series models

The method of sieves has been widely used in estimating semiparametric and nonparametric models. In this… Continue reading.

Xiaohong Chen, . ., Yixiao Sun
February 2012

CWP06/12

Identification of income-leisure preferences and evaluation of income tax policy

The merits of alternative income tax policies depend on the population distribution of preferences for income… Continue reading.

Charles F. Manski
March 2012

CWP07/12

Latest version

Estimation of random coefficients logit demand models with interactive fixed effects

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies… Continue reading.

Hyungsik Roger Roger Moon, Matthew Shum, Martin Weidner
March 2012

CWP08/12

Latest version

Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
February 2017 | CWP12/17
Semiparametric estimation of random coefficients in structural economic models

In structural economic models, individuals are usually characterized as solving a decision problem that is governed… Continue reading.

Stefan Hoderlein, Lars Nesheim, Anna Simoni
April 2012

CWP09/12

Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar… Continue reading.

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
May 2012

CWP10/12

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
July 2013 | CWP26/13

Previous version

Estimation of treatment effects with high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
December 2011 | CWP42/11
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing… Continue reading.

Raffaella Giacomini, Dimitris N. Politis, Halbert White
May 2012

CWP11/12

Latest version

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Raffaella Giacomini, Dimitris N. Politis, Halbert White
June 2013 | CWP
Do public health interventions crowd out private health investments? Malaria control policies in Eritrea

It is often argued that engaging in indoor residual spraying (IRS) in areas with high coverage… Continue reading.

Pedro Carneiro, Tewolde Ghebremeskel, Joseph Keating, Andrea Locatelli
May 2012

CWP12/12

Model comparisons in unstable environments

The goal of this paper is to develop formal tests to evaluate the relative in-sample performance… Continue reading.

Raffaella Giacomini, Barbara Rossi
June 2012

CWP13/12

Latest version

Model comparisons in unstable environments
Raffaella Giacomini, Barbara Rossi
May 2016 | CWP
A simple bootstrap method for constructing nonparametric confidence bands for functions

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias,… Continue reading.

Peter Hall, Joel L. Horowitz
June 2012

CWP14/12

Latest version

Identification and shape restrictions in nonparametric instrumental variables estimation

This paper is concerned with inference about an unidentified linear functional, L(g), where the function g… Continue reading.

Joachim Freyberger, Joel L. Horowitz
June 2012

CWP15/12

Latest version

Testing multiple inequality hypotheses: a smoothed indicator approach

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing… Continue reading.

Le-Yu Chen, Jerzy Szroeter
July 2012

CWP16/12

Latest version

Previous version

Penalized estimation of high-dimensional models under a generalized sparsity condition

We consider estimation of a linear or nonparametric additive model in which a few coefficients or… Continue reading.

Joel L. Horowitz, Jian Huang
July 2012

CWP17/12

Latest version

On the testability of identification in some nonparametric models with endogeneity

This paper examines three distinct hypothesis testing problems that arise in the context of identification of… Continue reading.

Ivan A. Canay, Andres Santos, Azeem M. Shaikh
July 2012

CWP18/12

Latest version

On the testability of identification in some nonparametric models with endogeneity
Ivan A. Canay, Andres Santos, Azeem M. Shaikh
November 2013 | CWP
Asymptotic theory for differentiated products demand models with many markets

This paper develops asymptotic theory for estimated parameters in differentiated product demand systems with a fixed… Continue reading.

Joachim Freyberger
August 2012

CWP19/12

Latest version

Nonparametric additive models
Joel L. Horowitz
August 2012

CWP20/12

Latest version

Nonparametric additive models
Joel L. Horowitz
December 2014 | CWP