CeMMAP working papers

from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE.
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CWP22/09: Identifying distributional characteristics in random coefficients panel data models

Manuel Arellano and Stéphane Bonhomme

CWP21/09: Evaluating marginal policy changes and the average effect of treatment for individuals at the margin

Pedro Carneiro, James J. Heckman and Edward Vytlacil

CWP20/09: Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Xiaohong Chen and Demian Pouzo

CWP19/09: Intersection Bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Michael Rosen

CWP18/09: Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Joel Horowitz and Sokbae (Simon) Lee

CWP17/09: Empirical analysis of buyer power

Walter Beckert

CWP16/09: Nonparametric identification of a binary random factor in cross section data

Yingyong Dong and Arthur Lewbel

CWP15/09: Nonparametric identification of auction models with non-separable unobserved heterogeneity

Yingyao Hu, David McAdams and Matthew Shum

CWP14/09: Nonparametric estimation of a polarization measure

Gordon Anderson, Oliver Linton and Yoon-Jae Whang

CWP13/09: Hypothesis testing of multiple inequalities: the method of constraint chaining

Chen, Le-Yu and Jerzy Szroeter

CWP12/09: Set identification with Tobin regressors

Victor Chernozhukov, Roberto Rigobon and Thomas Stoker

CWP11/09: Measuring the price responsiveness of gasoline demand

Richard Blundell, Joel Horowitz and Matthias Parey

CWP10/09: L1-Penalized quantile regression in high-dimensional sparse models

Alexandre Belloni and Victor Chernozhukov

CWP09/09: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

CWP08/09: Identification of structural dynamic discrete choice models

Chen, Le-Yu

CWP07/09: Principal components and the long run

Xiaohong Chen, Lars Hansen and Jose Scheinkman

CWP06/09: Efficient estimation of copula-based semiparametric Markov models

Xiaohong Chen, Wei Wu and Yanping Yi

CWP05/09: Identification and estimation of marginal effects in nonlinear panel models

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney Newey

CWP04/09: Dynamic housing expenditures and household welfare

Laura Blow and Lars Patrick Nesheim

CWP03/09: A retail price index including the shadow price of owner occupied housing

Laura Blow and Lars Patrick Nesheim

CWP02/09: Trends in quality-adjusted skill premia in the United States, 1960-2000

Pedro Carneiro and Sokbae (Simon) Lee

CWP01/09: Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality

Pedro Carneiro and Sokbae (Simon) Lee

CWP30/08: Instrumental variable models for discrete outcomes

Andrew Chesher

CWP29/08: Large-sample inference on spatial dependence

Peter Robinson

CWP28/08: The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors

Roger Koenker

CWP27/08: Copula-based nonlinear quantile autoregression

Xiaohong Chen, Roger Koenker and Zhijie Xiao

CWP26/08: Alternative approaches to evaluation in empirical microeconomics

Richard Blundell and Monica Costa Dias

CWP25/08: Identification and estimation of marginal effects in nonlinear panel models

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney Newey

CWP24/08: Recent developments in the econometrics of program evaluation

Guido Imbens and Jeffrey Wooldridge

CWP23/08: A Bayesian mixed logit-probit model for multinomial choice

Martin Burda, Matthew Harding and Jerry Hausman

CWP22/08: Does a pint a day affect your child's pay? The effect of prenatal alcohol exposure on adult outcomes

J Peter Nilsson

CWP21/08: Testing for stochastic monotonicity

Sokbae (Simon) Lee, Oliver Bruce Linton and Yoon-Jae Whang

CWP20/08: Estimating derivatives in nonseparable models with limited dependent variables

Joseph G. Altonji, Hidehiko Ichimura and Taisuke Otsu

CWP19/08: GEL methods for non-smooth moment indicators

Paulo M.D.C. Parente and Richard J. Smith

CWP18/08: Household willingness to pay for organic products

Rachel Griffith and Lars Patrick Nesheim

CWP17/08: Improving point and interval estimates of monotone functions by rearrangement

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

CWP16/08: Identification with imperfect instruments

Aviv Nevo and Adam Michael Rosen

CWP15/08: Sharp identification regions in games

Arie Beresteanu, Ilya Molchanov and Francesca Molinari

CWP14/08: Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

Grant H. Hillier, Raymond Kan and Xiaolu Wang

CWP13/08: Nonparametric identification of dynamic models with unobserved state variables

Yingyao Hu and Matthew Shum

CWP12/08: Estimation of nonparametric conditional moment models with possibly nonsmooth moments

Xiaohong Chen and Demian Pouzo

CWP11/08: More on confidence intervals for partially identified parameters

Jörg Stoye

CWP10/08: Adaptive partial policy innovation: coping with ambiguity through diversification

Charles Manski

CWP09/08: Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Xiaohong Chen and Demian Pouzo

CWP08/08: Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary

Oliver Bruce Linton, Kyungchul Song and Yoon-Jae Whang

CWP07/08: Computationally efficient recursions for top-order invariant polynomials with applications

Grant H. Hillier, Raymond Kan and Xiaolu Wang

CWP06/08: Identifying the returns to lying when the truth is unobserved

Yingyao Hu and Arthur Lewbel

CWP05/08: Dynamic policy analysis

Jaap H. Abbring and James J. Heckman

CWP04/08: Consistent noisy independent component analysis

Stéphane Bonhomme and Jean-Marc Robin

CWP03/08: Generalized nonparametric deconvolution with an application to earnings dynamics

Stéphane Bonhomme and Jean-Marc Robin