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.

Random coefficients on endogenous variables in simultaneous equations models

This paper considers a classical linear simultaneous equations model with random coefficients on the endogenous variables…. Continue reading.

Matthew Masten
January 2014

CWP01/14

Latest version

Instrumental variables estimation of a generalized correlated random coefficients model

We study identification and estimation of the average treatment effect in a correlated random coefficients model… Continue reading.

Alexander Torgovitsky, Matthew Masten
January 2014

CWP02/14

Asymptotically efficient estimation of weighted average derivatives with an interval censored variable

This paper studies the identification and estimation of weighted average derivatives of conditional location functionals including… Continue reading.

Hiroaki Kaido
January 2014

CWP03/14

Generalized instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern… Continue reading.

Adam Rosen, Andrew Chesher
January 2014

CWP04/14

Latest version

Previous version

Generalized instrumental variable models
Adam Rosen, Andrew Chesher
August 2013 | CWP43/13
Inference for functions of partially identified parameters in moment inequality models

This paper introduces a new hypothesis test for the null hypothesis H0 : f( θ) =… Continue reading.

Xiaoxia Shi, Ivan A. Canay, Federico A. Bugni
January 2014

CWP05/14

Latest version

Inference for functions of partially identified parameters in moment inequality models
Xiaoxia Shi, Ivan A. Canay, Federico A. Bugni
September 2015 | CWP54/15
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series

This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply… Continue reading.

Yoon-Jae Whang, Tatsushi Oka, Oliver Linton, Heejoon Han
February 2014

CWP06/14

Latest version

Interdependent durations in joint retirement

This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for… Continue reading.

Áureo de Paula, Bo E. Honoré
March 2014

CWP08/14

Latest version

A new model for interdependent durations with an application to joint retirement
Áureo de Paula, Bo E. Honoré
February 2016 | CWP07/16

Previous version

Interdependent durations in joint retirement
Áureo de Paula, Bo E. Honoré
March 2013 | CWP05/13
Testing for a general class of functional inequalities

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our… Continue reading.

Sokbae (Simon) Lee, Yoon-Jae Whang, Kyungchui (Kevin) Song
March 2014

CWP09/14

A simple parametric model selection test

We propose a simple model selection test for choosing among two parametric likelihoods which can be… Continue reading.

Daniel Wilhelm, Susanne M. Schennach
March 2014

CWP10/14

Latest version

A simple parametric model selection test
Daniel Wilhelm, Susanne M. Schennach
August 2016 | CWP30/16
Nonparametric estimation of finite measures

The aim of this paper is to provide simple nonparametric methods to estimate finite mixture models… Continue reading.

Stéphane Bonhomme, Jean-Marc Robin, Koen Jochmans
March 2014

CWP11/14

Tenure, experience, human capital and wages: a tractable equilibrium search model of wage dynamics

We develop and estimate an equilibrium job search model of worker careers, allowing for human capital… Continue reading.

Jean-Marc Robin, Francois Fontaine, Jesper Bagger
March 2014

CWP12/14

Latest version

Tenure, experience, human capital, and wages: a tractable equilibrium search model of wage dynamics
Fabien Postel-Vinay, Francois Fontaine, Jesper Bagger, Jean-Marc Robin
June 2015 | CWP
Labor market reforms and unemployment dynamics

In this paper, we quantify the contribution of labor market reforms to unemployment dynamics in nine… Continue reading.

Fabrice Murtin, Jean-Marc Robin
March 2014

CWP13/14

Latest version

Labor market reforms and unemployment dynamics
Fabrice Murtin, Jean-Marc Robin
June 2016 | CWP
Grade retention and unobserved heterogeneity

We study the treatment effect of grade retention, using a panel of French junior highschool students,… Continue reading.

Marion Gousse, Robert Gary-Bobo, Jean-Marc Robin
March 2014

CWP14/14

Optimal bandwidth selection for robust generalized method of moments estimation

A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation… Continue reading.

Daniel Wilhelm
March 2014

CWP15/14

Latest version

International trends in technological progress: stylized facts from patent citations, 1980-2011

We analyze cross-country trends in technological progress over the period of 1980-2011 by examining citations data… Continue reading.

Sokbae (Simon) Lee, Jihong Lee, Soonwoo Kwon
March 2014

CWP16/14

The identification power of smoothness assumptions in models with counterfactual outcomes

In this paper, we investigate what can be learned about average counterfactual outcomes when it is… Continue reading.

Sokbae (Simon) Lee, Soonwoo Kwon, Koohyun Kwon, Wooyoung Kim
March 2014

CWP17/14

Nonparametric spectral-based estimation of latent structures

We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based… Continue reading.

Jean-Marc Robin, Stéphane Bonhomme, Koen Jochmans
April 2014

CWP18/14

Specification tests for partially identified models defined by moment inequalities

This paper studies the problem of specification testing in partially identified models defined by a finite… Continue reading.

Xiaoxia Shi, Ivan A. Canay, Federico A. Bugni
April 2014

CWP19/14

Latest version

Specification tests for partially identified models defined by moment inequalities
Ivan A. Canay, Xiaoxia Shi, Federico A. Bugni
March 2015 | CWP
Estimation of random coefficients logit demand models with interactive fixed effects

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

Hyungsik Roger Roger Moon, Martin Weidner, Matthew Shum
April 2014

CWP20/14

Latest version

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

Previous version

Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner, Matthew Shum
March 2012 | CWP08/12
Individual heterogeneity, nonlinear budget sets, and taxable income

Given the key role of the taxable income elasticity in designing an optimal tax system there… Continue reading.

Whitney K. Newey, Che-Yuan Liang, Anil Kumar, Soren Blomquist
May 2014

CWP21/14

Latest version

Individual heterogeneity, nonlinear budget sets and taxable income
Whitney K. Newey, Che-Yuan Liang, Anil Kumar, Soren Blomquist
May 2015 | CWP21/15