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.
Many studies have estimated the effect of taxes on taxable income. To account for nonlinear taxes… Continue reading.
We study a generalization of the treatment effect model in which an observed discrete classifier indicates… Continue reading.
Random utility models are widely used to study consumer choice. The vast majority of applications make… Continue reading.
We introduce econometric methods to perform estimation and inference on the permanent and transitory components of… Continue reading.
This paper considers a classical linear simultaneous equations model with random coefficients on the endogenous variables…. Continue reading.
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are… Continue reading.
This paper proposes an asymptotically valid permutation test for a testable implication of the identiﬁcation assumption… Continue reading.
The vast majority of immigrants to the United States at the beginning of the 20th century… Continue reading.
This paper provides a framework for identifying preferences in a large network under the assumption of… Continue reading.
An incomplete model of English auctions with symmetric independent private values, similar to the one studied… Continue reading.
We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and… Continue reading.
This paper makes several contributions to the literature on the important yet difficult problem of estimating… Continue reading.
The triangular model is a very popular way to capture endogeneity. In this model, an outcome… Continue reading.
This paper provides a constructive argument for identification of nonparametric panel data models with measurement error… Continue reading.
Models with high-dimensional covariates arise frequently in economics and other fields. Often, only a few covariates… Continue reading.
Many empirical studies estimate the structural effect of some variable on an outcome of interest while… Continue reading.
The linear regression model is widely used in empirical work in Economics. Researchers often include many… Continue reading.
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies… Continue reading.
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable… Continue reading.
We introduce a class of quantile regression estimators for short panels. Our framework covers static and… Continue reading.