Publications

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.

Heterogeneous coefficients, control variables, and identification of multiple treatment effects

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous… Continue reading.

Whitney K. Newey, Sami Stouli
November 2021

CWP41/21

Previous version

Inference on a distribution from noisy draws

We consider a situation where the distribution of a random variable is being estimated by the… Continue reading.

Koen Jochmans, Martin Weidner
December 2021

CWP42/21

Previous version

Inference on a distribution from noisy draws
Koen Jochmans, Martin Weidner
September 2019 | CWP44/19
Bounding treatment effects by pooling limited information across observations

We provide novel bounds on average treatment effects (on the treated) that are valid under an… Continue reading.

Sokbae (Simon) Lee, Martin Weidner
December 2021

CWP43/21

Dynamic ordered panel logit models

We study a dynamic ordered logit model for panel data with fixed effects. We establish the… Continue reading.

Bo E. Honoré, Chris Muris, Martin Weidner
December 2021

CWP44/21

Omitted variable bias in machine learned causal models

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for… Continue reading.

Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis
December 2021

CWP45/21