Centre for microdata methods and practice
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 overview of the recent econometrics literature on measurement error in nonlinear models centres on the… Continue reading.
We study identification and estimation in a binary response model with random coefficients B allowed to… Continue reading.
This paper provides inference methods for best linear approximations to functions which are known to lie… Continue reading.
We develop a new direct approach to approximating suprema of general empirical processes by a sequence… Continue reading.
We derive a central limit theorem for the maximum of a sum of high dimensional random… Continue reading.
In this paper we consider the problem of inference on a class of sets describing a… Continue reading.