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 introduces new inference methods for counterfactual and synthetic control methods for evaluating policy effects…. Continue reading.
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In… Continue reading.
The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for… Continue reading.
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with… Continue reading.