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.
We develop a theory for estimation of a high-dimensional sparse parameter defined as a minimizer of… Continue reading.
We examine the labor market consequences of an exogenous increase in the supply of skilled labor… Continue reading.
This chapter sets out the extension of the scope of the classical IV model to cases… Continue reading.
This paper considers inference on fixed effects in a linear regression model estimated from network data…. Continue reading.
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory… Continue reading.
This paper shows how to increase the power of Hausmans (1978) specification test as well as… Continue reading.
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators… Continue reading.
This article introduces and investigates the properties of a new bootstrap method for time-series data, the… Continue reading.
Many time-series exhibit “long memory”: Their autocorrelation function decays slowly with lag. This behavior has traditionally… Continue reading.
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.
In this paper, we describe how to test for the presence of measurement error in explanatory… Continue reading.
This paper presents a simple method for carrying out inference in a wide variety of possibly… Continue reading.
The bootstrap is a method for estimating the distribution of an estimator or test statistic by… Continue reading.
Shape constraints play an increasingly prominent role in nonparametric function estimation. While considerable recent attention has… Continue reading.
Control variables provide an important means of controlling for endogeneity in econometric models with nonseparable and/or… Continue reading.
Currently there is little practical advice on which treatment effect estimator to use when trying to… Continue reading.
With the aim of determining the welfare implications of price change in consumption data, we introduce… Continue reading.
It is almost self-evident that social interactions can determine economic behavior and outcomes. Yet, information on… Continue reading.
We propose a framework for estimation and inference about the parameters of an economic model and… Continue reading.
This paper considers the problem of testing many moment inequalities where the number of moment inequalities,… Continue reading.