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 article reviews recent advances in ﬁxed eﬀect estimation of panel data models for long panels,… Continue reading.
In complicated/nonlinear parametric models, it is generally hard to know whether the model parameters are point… Continue reading.
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(theta),… Continue reading.
In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.
This paper presents a simple non-asymptotic method for carrying out inference in IV models. The method… Continue reading.
This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV)… Continue reading.
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are… Continue reading.
We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for… Continue reading.
We consider a variable selection problem for the prediction of binary outcomes. We study the best… Continue reading.
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are… Continue reading.
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression… Continue reading.
We propose a new estimator for the dynamic panel model, which solves the failure of strict… Continue reading.
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications…. Continue reading.
This paper examines the trends in geographic localization of knowledge spillovers via patent citations, considering US… Continue reading.
This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is… Continue reading.
This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is… Continue reading.
This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFaddens… Continue reading.
This paper considers nonparametric additive models that have a deterministic time trend and both stationary and… Continue reading.
New nonparametric methods that identify and estimate counterfactuals for individuals, when each is characterized by a… Continue reading.
We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized… Continue reading.