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 propose dual regression as an alternative to the quantile regression process for the global estimation… Continue reading.
This paper studies models in which hypothesis tests have trivial power, that is, power smaller than… Continue reading.
In a model with endogenous regressors, heteroskedastic and autocorrelated (HAC) errors and weak instruments, tests that… Continue reading.
This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments…. Continue reading.
The particular concern of this paper is the construction of a confidence region with pointwise asymptotically… Continue reading.
The Wald development of statistical decision theory addresses decision making with sample data. Wald’s concept of… Continue reading.
We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on… Continue reading.
This paper is concerned with learning decision makers’ (DMs) preferences using data on observed choices from… Continue reading.
This paper provides inference methods for best linear approximations to functions which are known to lie… Continue reading.
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.
I develop a model of a randomized experiment with a binary intervention and a binary outcome…. Continue reading.
The LATE monotonicity assumption of Imbens and Angrist (1994) precludes “defiers,” individuals whose treatment always runs… Continue reading.
Efron’s elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the… Continue reading.
In this paper we investigate panel regression models with interactive fixed effects. We propose two new… Continue reading.
We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or… Continue reading.
This paper considers inference on fixed effects in a linear regression model estimated from network data…. Continue reading.
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(θ),… Continue reading.
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…. Continue reading.
This paper studies inference for the average treatment effect in randomized controlled trials where treatment status… Continue reading.
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal… Continue reading.