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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CWP01/04: Quantile regression methods for recursive structural equation models

Lingjie Ma and Roger Koenker

CWP19/03: Nonparametric identification under discrete variation

Andrew Chesher

CWP18/03: Modified whittle estimation of multilateral spatial models

Peter M. Robinson and Jose Manuel Vidal-Sanz

CWP17/03: Jackknife and analytical bias reduction for nonlinear panel models

Jinyong Hahn and Whitney Newey

CWP16/03: Why the apple doesn't fall far: understanding intergenerational transmission of human capital

Sandra E. Black, Paul J. Devereux and Kjell G Salvanes

CWP15/03: Nonparametric IV estimation of shape-invariant Engel curves

Richard Blundell, Xiaohong Chen and Dennis Kristensen

CWP14/03: Nonparametric estimation of homothetic and homothetically separable functions

Arthur Lewbel and Oliver Bruce Linton

CWP13/03: Estimating panel data duration models with censored data

Sokbae (Simon) Lee

CWP12/03: Estimation of the Distribution of Hourly Pay from Household Survey Data: The Use of Missing Data Methods to Handle Measurement Error

Beissel-Durrant, Gabriele and Chris Skinner

CWP11/03: Semiparametric regression analysis with missing response at random

Qihua Wang, Oliver Bruce Linton and Wolfgang Karl Härdle

CWP09/03: Confidence intervals for partially identified parameters

Guido Imbens and Charles Manski

CWP08/03: Generalized empirical likelihood estimators and tests under partial, weak and strong identification

Patrik Buggenberger and Richard J. Smith

CWP07/03: Discrete choice non-response

Esmeralda A. Ramalho and Richard J. Smith

CWP06/03: Nonparametric identification with discrete endogenous variables

Andrew Chesher

CWP05/03: Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Whitney Newey, Joaquim J. S. Ramalho and Richard J. Smith

CWP04/03: Higher order properties of GMM and generalised empirical likelihood estimators

Whitney Newey and Richard J. Smith

CWP03/03: Statistical treatment rules for heterogeneous populations

Charles Manski

CWP02/03: Nonparametric methods for inference in the presence of instrumental variables

Peter Hall and Joel Horowitz

CWP01/03: Another look at the regression discontinuity design

Erich Battistin and Enrico Rettore

CWP23/02: The role of randomized field trials in social science research: a perspective from evaluations of reforms of social welfare programs

Robert Moffitt

CWP22/02: Quantiles for counts

José António Ferreira Machado and João M.C. Santos Silva

CWP21/02: Semiparametric estimation of a panel data proportional hazards model with fixed effects

Joel Horowitz and Sokbae (Simon) Lee

CWP20/02: Semiparametric identification in duration models

Andrew Chesher

CWP19/02: Nonparametric estimation of an additive model with a link function

Joel Horowitz and Enno Mammen

CWP18/02: Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

Jeffrey Wooldridge

CWP17/02: Instrumental Values

Andrew Chesher

CWP16/02: The issue context of modern American politics: semiparametric identification of latent factors from Discrete data

Byron Shafer and Richard Spady

CWP15/02: Instrumental variables, local instrumental variables and control functions

Jean-Pierre Florens, James J. Heckman, Costas Meghir and Edward Vytlacil

CWP14/02: ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data

Frank Windmeijer

CWP13/02: Non-linear models with panel data

Bo Honore

CWP12/02: Semi-parametric models for satisfaction with income

Charles Bellemare, Bertrand Melenberg and Arthur van Soest

CWP11/02: Inverse probability weighted M-estimators for sample selection, attrition and stratification

Jeffrey Wooldridge

CWP10/02: Alternative approaches to evaluation in empirical microeconomics

Richard Blundell and Monica Costa Dias

CWP09/02: Dynamic panel data models: a guide to microdata methods and practice

Steve Bond

CWP08/02: Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications

Lars Patrick Nesheim

CWP07/02: Identification and estimation of hedonic models

Ivar Ekeland, James J. Heckman and Lars Patrick Nesheim

CWP06/02: Identifying hedonic models

Ivar Ekeland, James J. Heckman and Lars Patrick Nesheim

CWP05/02: Local identification in nonseparable models

Andrew Chesher

CWP04/02: Finite sample inference for GMM estimators in linear panel data models

Steve Bond and Frank Windmeijer

CWP03/02: Consistent testing for stochastic dominance: a subsampling approach

Oliver Bruce Linton, Esfandiar Maasoumi and Wang, Yoon-Jae (Esfandiar Maasoumi and Esfandiar Maasoumi)

CWP02/02: Estimation of semiparametric models when the criterion function is not smooth

Xiaohong Chen, Oliver Bruce Linton and Ingred Keilegom

CWP01/02: Semiparametric reduced form estimation of tuition subsidies

Hidehiko Ichimura and Christopher Taber

CWP09/01: Endogeneity in nonparametric and semiparametric regression models

Richard Blundell and James Powell

CWP08/01: Quantile driven identification of structural derivatives

Andrew Chesher

CWP07/01: Estimating features of a distribution from binomial data

Arthur Lewbel, Oliver Bruce Linton and Daniel L. McFadden

CWP06/01: Projection estimators for autoregressive panel data models

Steve Bond and Frank Windmeijer

CWP05/01: Endogeneity in semiparametric binary response models

Richard Blundell and James Powell

CWP04/01: Asymptotic expansions for some semiparametric program evaluation estimators

Hidehiko Ichimura and Oliver Bruce Linton

CWP03/01: Welfare measurement and measurement error

Andrew Chesher and Christian Schluter

CWP02/01: Parameter approximations for quantile regressions with measurement error

Andrew Chesher

CWP01/01: Exogenous impact and conditional quantile functions

Andrew Chesher