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 chapter sets out the extension of the scope of the classical IV model to cases… Continue reading.
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for… Continue reading.
Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments… Continue reading.
We consider a situation where the distribution of a random variable is being estimated by the… Continue reading.
We propose a demand model where consumers simultaneously choose a few diﬀerent goods from a large… Continue reading.
The idea of summarizing the information contained in a large number of variables by a small… Continue reading.
In this paper, we describe how to test for the presence of measurement error in explanatory… Continue reading.
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory… Continue reading.
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of… Continue reading.
The multinomial logit model with random coefficients is widely used in applied research. This paper is… Continue reading.
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean… Continue reading.
We establish nonparametric identification in a class of so-called index models using a novel approach that… Continue reading.
The taxable income elasticity is a key parameter for predicting the eﬀect of tax reform or… Continue reading.
We propose a nonparametric inference method for causal eﬀects of continuous treatment variables, under unconfoundedness and… Continue reading.
We present results on the identification of social networks from observational panel data that contains no… Continue reading.
A new quantile regression model for survival data is proposed that permits a positive proportion of… Continue reading.
The classical problem of the monopolist faced with an unknown demand curve is considered in a… Continue reading.
This paper examines the trends in geographic localization of knowledge spillovers via patent citations, extracting multiple… Continue reading.
From its inception, demand estimation has faced the problem of “many prices.” While some aggregation across… Continue reading.
This paper applies a novel bootstrap method, the kernel block bootstrap, to quasi-maximum likelihood estimation of… Continue reading.