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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CWP11/06: Exploiting regional treatment intensity for the evaluation of labour market policies

Markus Frölich and Michael Lechner

CWP10/06: Asymptotic properties for a class of partially identified models

Arie Beresteanu and Francesca Molinari

CWP09/06: Nonparametric instrumental variables estimation of a quantile regression model

Joel Horowitz and Sokbae (Simon) Lee

CWP08/06: Efficient estimation of the semiparametric spatial autoregressive model

Peter Robinson

CWP07/06: Misreported schooling and returns to education: evidence from the UK

Erich Battistin and Barbara Sianesi

CWP06/06: Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart

Jerry Hausman and Ephraim Leibtag

CWP05/06: Bayesian quantile regression

Tony Lancaster and Sung Jae Jun

CWP04/06: A note on bootstraps and robustness

Tony Lancaster

CWP03/06: Measurement Error Bias Reduction in Unemployment Durations

Montezuma Dumangane

CWP02/06: Enforcement of regulation, informal labor and firm performance

Rita Almeida and Pedro Carneiro

CWP01/06: Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Matthew Harding and Jerry Hausman

CWP21/05: The return to firm investment in human capital

Rita Almeida and Pedro Carneiro

CWP20/05: The effects of taxes and bans on passive smoking

Jerome Adda and Francesca Cornaglia

CWP19/05: Identification with excess heterogeneity

Andrew Chesher

CWP18/05: GMM with many weak moment conditions

Whitney Newey and Frank Windmeijer

CWP17/05: Identification of a competing risks model with unknown transformations of latent failure times

Sokbae (Simon) Lee

CWP16/05: Ability, sorting and wage inequality

Pedro Carneiro and Sokbae (Simon) Lee

CWP15/05: Local GEL methods for conditional moment restrictions

Richard J. Smith

CWP14/05: Efficient information theoretic inference for conditional moment restrictions

Richard J. Smith

CWP13/05: Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura

Richard J. Smith

CWP12/05: Best nonparametric bounds on demand responses

Richard Blundell, Martin Browning and Ian Crawford

CWP11/05: Estimating a semi-parametric duration model without specifying heterogeneity

Jerry Hausman and Tiemen Woutersen

CWP10/05: Spatial correlation robust inference with Errors in Location or Distance

Timothy Conley and Francesca Molinari

CWP09/05: Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility

Walter Beckert and Richard Blundell

CWP08/05: Estimating a class of triangular simultaneous equations models without exclusion restrictions

Roger Klein and Francis Vella

CWP07/05: Unit roots: identification and testing in micro panels

Steve Bond, Celine Nauges and Frank Windmeijer

CWP06/05: Maximal uniform convergence rates in parametric estimation problems

Walter Beckert and Daniel L. McFadden

CWP05/05: Estimation of dynamic linear models in short panels with ordinal observation

Stephen Pudney

CWP04/05: Ill-conditioned problems, Fisher information and weak instruments

Giovanni Forchini and Grant H. Hillier

CWP03/05: Nonparametric estimation of nonadditive hedonic models

James J. Heckman, Rosa Matzkin and Lars Patrick Nesheim

CWP02/05: Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data

Sokbae (Simon) Lee and Ralf Andreas Wilke

CWP01/05: Generalized empirical likelihood tests in time series models with potential identification failure

Patrik Guggenberger and Richard J. Smith

CWP19/04: GEL Criteria for Moment Condition Models

Richard J. Smith

CWP18/04: Nonparametric methods for the characteristic model

Laura Blow, Martin Browning and Ian Crawford

CWP17/04: Automatic positive semi-definite HAC covariance matrix and GMM estimation

Richard J. Smith

CWP16/04: Spatial design matrices and associated quadratic forms: structure and properties

Grant H. Hillier and Federico Martellosio

CWP15/04: A nonparametric test of exogeneity

Richard Blundell and Joel Horowitz

CWP14/04: Testing a parametric model against a nonparametric alternative with identification through instrumental variables

Joel Horowitz

CWP13/04: On the identification of the effect of smoking on mortality

Jerome Adda and Valérie Lechene

CWP12/04: The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

Y. Nishiyama and Peter M. Robinson

CWP11/04: Identification in additive error models with discrete endogenous variables

Andrew Chesher

CWP10/04: Identification of sensitivity to variation in endogenous variables

Andrew Chesher

CWP09/04: Pessimistic portfolio allocation and Choquet expected utility

Gilbert W. Bassett, Roger Koenker and Gregory Kordas

CWP08/04: Endogeneity in quantile regression models: a control function approach

Sokbae (Simon) Lee

CWP07/04: Nonparametric estimation of an additive quantile regression model

Joel Horowitz and Sokbae (Simon) Lee

CWP06/04: Nonparametric inference for unbalance time series data

Oliver Bruce Linton

CWP05/04: Inverse probability weighted estimation for general missing data problems

Jeffrey Wooldridge

CWP04/04: On the robustness of fixed effects and related estimators in correlated random coefficient panel data models

Jeffrey Wooldridge

CWP03/04: Estimating average partial effects under conditional moment independence assumptions

Jeffrey Wooldridge

CWP02/04: Necessary and sufficient conditions for latent separability

Ian Crawford