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 study the incidental parameter problem in “three-way” Poisson Pseudo-Maximum Likelihood “PPML” gravity models recently recommended… Continue reading.
We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The… Continue reading.
This paper introduces measures for how each moment contributes to the precision of parameter estimates in… Continue reading.
This article provides a selective review on the recent literature on econometric models of network formation…. Continue reading.
Which housing characteristics are important for understanding homeownership rates? How are housing characteristics priced in the… Continue reading.
We provide a general framework for investigating partial identiﬁcation of structural dynamic discrete choice models and… Continue reading.
This paper examines the case for randomized controlled trials in economics. I revisit my previous paper… Continue reading.
This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration… Continue reading.
Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values… Continue reading.
It is often desired to rank diﬀerent populations according to the value of some feature of… Continue reading.
We carry out some analysis of the daily data on the number of new cases and… Continue reading.
This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identiﬁed models by adopting… Continue reading.
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of… Continue reading.
We study targeted lockdowns in a multi-group SIR model where infection, hospitalization and fatality rates vary… Continue reading.
This chapter reviews the microeconometrics literature on partial identiﬁcation, focusing on the developments of the last… Continue reading.
Across many ﬁelds in economics, a common approach to estimation of economic models is to calibrate… Continue reading.
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of… Continue reading.
Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete… Continue reading.
We investigate identiﬁcation of causal parameters in case-control and related studies. The odds ratio in the… Continue reading.
As a consequence of missing data on tests for infection and imperfect accuracy of tests, reported… Continue reading.