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.

Time-varying linear transformation models with fixed effects and endogeneity for short panels

This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects,… Continue reading.

Irene Botosaru, Chris Muris, Senay Sokullu
January 2022


When promising interventions fail: personalized coaching for teachers in a middle-income country

Children in developing countries have deep deficits in math and language. Personalized coaching for teachers has… Continue reading.

Pedro Carneiro, Yyannú Cruz-Aguayo, Norbert Schady, Ruthy Intriago, Sarah Schodt
January 2022


Inference for ranks with applications to mobility across neighbourhoods and academic achievement across countries

It is often desired to rank different populations according to the value of some feature of… Continue reading.

Magne Mogstad, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
January 2022


Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

We develop two new methods for selecting the penalty parameter for the e1-penalized high-dimensional M-estimator, which… Continue reading.

Denis Chetverikov, Jesper R-V Sørensen
January 2022


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A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing

The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently,… Continue reading.

Grant Hillier, Raymond O'Brien
January 2022


Improved tests for mediation

Testing for a mediation effect is important in many disciplines, but is made difficult – even… Continue reading.

Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen
January 2022