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.

Compactness of infinite dimensional parameter spaces

We provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider… Continue reading.

Matthew Masten, Joachim Freyberger
January 2016

CWP01/16

Confidence intervals for projections of partially identified parameters

This paper proposes a bootstrap-based procedure to build confidence intervals for single components of a partially… Continue reading.

Jörg Stoye, Hiroaki Kaido, Francesca Molinari
January 2016

CWP02/16

Latest version

Confidence intervals for projections of partially identified parameters
Jorg Stoye, Francesca Molinari, Hiroaki Kaido
November 2017 | CWP49/17
Doubly robust uniform confidence band for the conditional average treatment effect function

In this paper, we propose a doubly robust method to present the heterogeneity of the average… Continue reading.

Sokbae (Simon) Lee, Ryo Okui, Yoon-Jae Whang
January 2016

CWP03/16

Dual regression

We propose an alternative (‘dual regression’) to the quantile regression process for the global estimation of… Continue reading.

Sami Stouli, Richard Spady
January 2016

CWP04/16

Latest version

Dual regression
Sami Stouli, Richard Spady
January 2019 | CWP01/19
Practical and theoretical advances in inference for partially identified models

This paper surveys some of the recent literature on inference in partially identified models. After reviewing… Continue reading.

Azeem M. Shaikh, Ivan A. Canay
January 2016

CWP05/16

Econometrics of network models

In this article I provide a (selective) review of the recent econometric literature on networks. I… Continue reading.

Áureo de Paula
January 2016

CWP06/16

Previous version

Econometrics of network models
Áureo de Paula
September 2015 | CWP52/15
A new model for interdependent durations with an application to 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
February 2016

CWP07/16

Previous version

Interdependent durations in joint retirement
Áureo de Paula, Bo E. Honoré
March 2014 | CWP08/14
Measuring and Changing Control: Women’s Empowerment and Targeted Transfers

This paper studies how targeted cash transfers to women a ffect their empowerment. We use a… Continue reading.

Ingvild Almås, Pedro Carneiro, Orazio Attanasio, Alex Armand
March 2016

CWP08/16

Teacher Quality and Learning Outcomes in Kindergarten

We assigned two cohorts of kindergarten students, totaling more than 24,000 children, to teachers within schools… Continue reading.

Norbert Schady, Yyannú Cruz-Aguayo, Pedro Carneiro, M. Caridad Araujo
March 2016

CWP09/16

Identification and efficiency bounds for the average match function under conditionally exogenous matching

Consider two heterogenous populations of agents who, when matched, jointly produce an output, Y. For example,… Continue reading.

Geert Ridder, Guido Imbens, Bryan S. Graham
March 2016

CWP10/16

Possibly Nonstationary Cross-Validation

Cross-validation is the most common data-driven procedure for choosing smoothing parameters in nonparametric regression. For the… Continue reading.

Daniel Wilhelm, Valentina Corradi, Federico M Bandi
March 2016

CWP11/16

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

We propose new methods for estimating the bid-ask spread from observed transaction prices alone. Our methods… Continue reading.

Yanping Yi, Stefan Schneeberger, Oliver Linton, Xiaohong Chen
March 2016

CWP12/16

Program evaluation and causal inference with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment… Continue reading.

Ivan Fernandez-Val, Victor Chernozhukov, Alexandre Belloni, Christian Hansen
March 2016

CWP13/16

Previous version

Program evaluation with high-dimensional data
Ivan Fernandez-Val, Alexandre Belloni, Christian Hansen, Victor Chernozhukov
September 2015 | CWP55/15
Estimating Matching Games with Transfers

I explore the estimation of transferable utility matching games, encompassing many-to-many matching, marriage and matching with… Continue reading.

Jeremy Fox
March 2016

CWP14/16

Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment e ffect estimator can be… Continue reading.

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
April 2016

CWP15/16

Latest version

Optimal data collection for randomized control trials
Daniel Wilhelm, Pedro Carneiro, Sokbae (Simon) Lee
October 2017 | CWP45/17
Homophily and transitivity in dynamic network formation

In social and economic networks linked agents often share additional links in common. There are two… Continue reading.

Bryan S. Graham
April 2016

CWP16/16

Bounds On Treatment Effects On Transitions

This paper considers identifcation of treatment effects on conditional transition probabilities. We show that even under… Continue reading.

Martin Weidner, Geert Ridder, Johan Vikström
April 2016

CWP17/16

Previous version

Bounds on treatment effects on transitions
Johan Vikström, Martin Weidner, Geert Ridder
January 2015 | CWP01/15
Updating ambiguous beliefs in a social learning experiment

We present a novel experimental design to study social learning in the laboratory. Subjects have to… Continue reading.

Philippe Jehiel, Antonio Guarino, Roberta De Filippis, Toru Kitagawa
May 2016

CWP18/16

Latest version

Updating ambiguous beliefs in a social learning experiment
Toru Kitagawa, Philippe Jehiel, Antonio Guarino, Roberta De Filippis
March 2017 | CWP13/17
Bias-corrected confidence intervals in a class of linear inverse problems

In this paper we propose a novel method to construct confidence intervals in a class of… Continue reading.

Ingred van Keilegom, Jean-Pierre Florens, Joel L. Horowitz
May 2016

CWP19/16

Posterior distribution of nondifferentiable functions

This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(theta… Continue reading.

Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
May 2016

CWP20/16

Latest version

Posterior distribution of nondifferentiable functions
Jonathan Payne, Jose Luis Montiel Olea, Toru Kitagawa
October 2017 | CWP44/17