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.
We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up… Continue reading.
In this paper, we consider semiparametric model averaging of the nonlinear dynamic time series system where… Continue reading.
This paper develops characterizations of identified sets of structures and structural features for complete and incomplete… Continue reading.
Advances in the study of partial identification allow applied researchers to learn about parameters of interest… Continue reading.
Call an economic model incomplete if it does not generate a probabilistic prediction even given knowledge… Continue reading.
We extend the standard intergenerational mobility literature by modelling individual outcomes as a function of the… Continue reading.
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.
This paper presents a test for exogeneity of explanatory variables in a nonparametric instrumental variables (IV)… Continue reading.
In many applications of the differences-in-differences (DID) method, the treatment increases more in the treatment group,… Continue reading.
This paper presents a method of calculating sharp bounds on the average treatment effect using linear… Continue reading.
The traditional approach to obtain valid conﬁdence intervals for nonparametric quantities is to select a smoothing… Continue reading.
Multivalued treatment models have only been studied so far under restrictive assumptions: ordered choice, or more… Continue reading.
Using the English Housing Survey, we estimate a supply side selection model of the allocation of… Continue reading.
The partial (ceteris paribus) eﬀects of interest in nonlinear and interactive linear models are heterogeneous as… Continue reading.
We propose a method to correct for sample selection in quantile regression models. Selection is modelled… Continue reading.