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 considers a classical linear simultaneous equations model with random coefficients on the endogenous variables…. Continue reading.
We study identiﬁcation and estimation of the average treatment effect in a correlated random coefficients model… Continue reading.
This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including… Continue reading.
The ability to allow for ﬂexible forms of unobserved heterogeneity is an essential ingredient in modern… Continue reading.
This paper introduces a new hypothesis test for the null hypothesis H0 : f( θ) =… Continue reading.
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply… Continue reading.
This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for… Continue reading.
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our… Continue reading.
We propose a simple model selection test for choosing among two parametric likelihoods which can be… Continue reading.
The aim of this paper is to provide simple nonparametric methods to estimate finite mixture models… Continue reading.
We develop and estimate an equilibrium job search model of worker careers, allowing for human capital… Continue reading.
In this paper, we quantify the contribution of labor market reforms to unemployment dynamics in nine… Continue reading.
We study the treatment effect of grade retention, using a panel of French junior highschool students,… Continue reading.
A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation… Continue reading.
We analyze cross-country trends in technological progress over the period of 1980-2011 by examining citations data… Continue reading.
In this paper, we investigate what can be learned about average counterfactual outcomes when it is… Continue reading.
We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based… Continue reading.
This paper studies the problem of specification testing in partially identified models defined by a finite… Continue reading.
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choicedemand model, which underlies… Continue reading.
Given the key role of the taxable income elasticity in designing an optimal tax system there… Continue reading.