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.
Updated version available here. We use archaeological data from ancient settlements of three different historical eras… Continue reading.
We study an extension of a treatment eﬀect model in which an observed discrete classiﬁer indicates… Continue reading.
In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010,… Continue reading.
We develop empirical models of hedonic prices and derive hedonic indices for measuring changes in customer… Continue reading.
This paper empirically examines how the opening of K-12 schools and colleges is associated with the… Continue reading.
Economic data are often generated by stochastic processes that take place in continuous time, though observations… Continue reading.
We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces…. Continue reading.
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages… Continue reading.
Let i = 1, . . . , N index a simple random sample of units… Continue reading.
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor… Continue reading.
We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended… Continue reading.
Economic models often depend on quantities that are unobservable, either for privacy reasons or because they… Continue reading.
A common approach to estimation of dynamic economic models is to calibrate a sub-set of model… Continue reading.
This paper ﬁrst reviews some of the approaches that have been taken to estimate the common… Continue reading.
This paper considers the role of school closures in the spread of the SARS-CoV-2 virus. To… Continue reading.
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity)…. Continue reading.
It is often desired to rank diﬀerent populations according to the value of some feature of… Continue reading.
This paper proposes a powerful alternative to the t-test in linear regressions when a regressor is… Continue reading.
In many set identiﬁed models, it is diﬃcult to obtain a tractable characterization of the identiﬁed… Continue reading.
We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which… Continue reading.