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 is concerned with inference about the conditional quantile function in a nonparametric quantile regression… Continue reading.
What is the effect of funding costs on the conditional probability of issuing a corporate bond?… Continue reading.
The linear regression model is widely used in empirical work in Economics, Statistics, and many other… Continue reading.
Lancaster (2002) proposes an estimator for the dynamic panel data model with homoskedastic errors and zero… Continue reading.
We propose a semi-parametric coupled component GARCH model for intraday and overnight volatility that allows the… Continue reading.
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete… Continue reading.
Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation… Continue reading.
I introduce a model of undirected dyadic link formation which allows for assortative matching on observed… Continue reading.
This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and… Continue reading.
The goal of many randomized experiments and quasi-experimental studies in economics is to inform policies that… Continue reading.
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers…. Continue reading.
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies… Continue reading.
We present a social learning experiment in which subjects predict the value of a good in… Continue reading.
The ill-posedness of the nonparametric instrumental variable (NPIV) model leads to estimators that may suffer from… Continue reading.
In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.
The idea of summarizing the information contained in a large number of variables by a small… Continue reading.
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored… Continue reading.
The impact of measurement error in explanatory variables on quantile regression functions is investigated using a… Continue reading.
A breakdown frontier is the boundary between the set of assumptions which lead to a specific… Continue reading.
In the regression discontinuity design (RDD), it is common practice to asses the credibility of the… Continue reading.