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.
Testing for a mediation effect is important in many disciplines, but is made difficult – even… Continue reading.
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently,… Continue reading.
We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which… Continue reading.
It is often desired to rank diﬀerent populations according to the value of some feature of… Continue reading.
Children in developing countries have deep deficits in math and language. Personalized coaching for teachers has… Continue reading.
This paper considers a class of ﬁxed-T nonlinear panel models with time-varying link function, ﬁxed effects,… Continue reading.
Economists are obsessed with rankings of institutions, journals, or scholars according to the value of some… Continue reading.
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.
We compare two approaches to using information about the signs of structural shocks at speciﬁc dates… Continue reading.
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units…. Continue reading.
We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We… Continue reading.
This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.
Consider a setting where N players, partitioned into K observable types, form a directed network. Agents’… Continue reading.
Shape restrictions have played a central role in economics as both testable implications of theory and… Continue reading.
Consider a bipartite network where N consumers choose to buy or not to buy M different… Continue reading.
This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable… Continue reading.
We propose a novel optimal transport-based version of the Generalized Method of Moment (GMM). Instead of… Continue reading.
This study examines the impact of publicly provided daycare for children aged 0-3 on outcomes of… Continue reading.
A frequent challenge when using graphical models in applications is that the sample size is limited… Continue reading.