Centre for microdata methods and practice
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 provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
This article reviews recent advances in fixed effect estimation of panel data models for long panels,… Continue reading.
This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and… Continue reading.
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of… Continue reading.
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In… Continue reading.
This paper explores the effects of simulated moments on the performance of inference methods based on… Continue reading.
This paper studies the properties of the wild bootstrap-based test proposed in Cameron et al. (2008)… Continue reading.
This paper characterizes and proposes a method to correct for errors-in-variables biases in the estimation of… Continue reading.
The multinomial logit model with random coefficients is widely used in applied research. This paper is… Continue reading.
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative… Continue reading.
Many questions in econometrics can be cast as inference on a parameter selected through optimization. For… Continue reading.
We show that the identification results of finite mixture and misclassification models are equivalent in a… Continue reading.
This paper studies the differential effect of targeting cash transfers to men or women on the… Continue reading.
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered… Continue reading.
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models…. Continue reading.
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal… Continue reading.
An oil lease auction is the classic example motivating a common values model. However, formal testing… Continue reading.
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…. Continue reading.
In our laboratory experiment, subjects, in sequence, have to predict the value of a good. We… Continue reading.
This paper provides estimation and inference methods for a structural function, such as Conditional Average Treatment… Continue reading.