Details about Daniel Wilhelm

Access statistics for papers by Daniel Wilhelm.

Last updated 2026-10-15. Update your information in the RePEc Author Service.

Short-id: pwi343

Working Papers

2026

1. A Powerful Bootstrap Test of Independence in High Dimensions
   Papers, arXiv.org View citations (1)
2. Inference for Rank-Rank Regressions
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2023) View citations (1)
   IFS Working Papers, Institute for Fiscal Studies (2023) View citations (1)
   IFS Working Papers, Institute for Fiscal Studies (2024) View citations (1)

2024

3. Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
   Papers, arXiv.org View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (3)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (3)
   RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin) (2021) View citations (4)
   See also Journal Article Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties, Journal of Econometrics, Elsevier (2025) View citations (1) (2025)
4. csranks: An R Package for Estimation and Inference Involving Ranks
   Papers, arXiv.org View citations (1)

2023

5. Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
   CeMMAP working papers, Institute for Fiscal Studies View citations (8)
   Also in RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin) (2020) View citations (28)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (28)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (3)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (27)
   Working Papers, Becker Friedman Institute for Research In Economics (2020) View citations (24)
   See also Journal Article Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries, The Review of Economic Studies, Review of Economic Studies Ltd (2024) View citations (16) (2024)
6. Powerful t-tests in the presence of nonclassical measurement error
   IFS Working Papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021)
   CeMMAP working papers, Institute for Fiscal Studies (2023)
   CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1)
   See also Journal Article Powerful t-tests in the presence of nonclassical measurement error, Econometric Reviews, Taylor & Francis Journals (2024) (2024)

2022

7. Statistical Uncertainty in the Ranking of Journals and Universities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article Statistical Uncertainty in the Ranking of Journals and Universities, AEA Papers and Proceedings, American Economic Association (2022) View citations (5) (2022)

2020

8. An Adaptive Test of Stochastic Monotonicity
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (5)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (2)
   See also Journal Article AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY, Econometric Theory, Cambridge University Press (2021) View citations (1) (2021)

2019

9. Optimal Data Collection for Randomized Control Trials
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   IZA Discussion Papers, IZA Network @ LISER (2016) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
   Papers, arXiv.org (2016) View citations (2)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Institute for Fiscal Studies (2016)
   See also Journal Article Optimal data collection for randomized control trials, The Econometrics Journal, Royal Economic Society (2020) View citations (3) (2020)
10. Testing for the Presence of Measurement Error
    Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2017-2023 papers hosted by The National Institute of Economic and Social Research), Economic Statistics Centre of Excellence (ESCoE) View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (10)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (9)
11. Testing for the presence of measurement error in Stata
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
    See also Journal Article Testing for the presence of measurement error in Stata, Stata Journal, StataCorp LLC (2020) View citations (6) (2020)

2017

12. Nonparametric instrumental variable estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (35)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (16)
    See also Journal Article Nonparametric instrumental-variable estimation, Stata Journal, StataCorp LLC (2018) View citations (2) (2018)
13. Nonparametric instrumental variable estimation under monotonicity
    CeMMAP working papers, Institute for Fiscal Studies View citations (18)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
    CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (37)
    Papers, arXiv.org (2015) View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (10)
    See also Journal Article Nonparametric Instrumental Variable Estimation Under Monotonicity, Econometrica, Econometric Society (2017) View citations (38) (2017)

2016

14. A simple parametric model selection test
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
    See also Journal Article A Simple Parametric Model Selection Test, Journal of the American Statistical Association, Taylor & Francis Journals (2017) View citations (30) (2017)
15. Possibly Nonstationary Cross-Validation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)

2015

16. Identification and estimation of nonparametric panel data regressions with measurement error
    CeMMAP working papers, Institute for Fiscal Studies View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (25)

2014

17. Optimal bandwidth selection for robust generalized method of moments estimation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
    See also Journal Article OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION, Econometric Theory, Cambridge University Press (2015) View citations (4) (2015)

Journal Articles

2025

1. Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties
   Journal of Econometrics, 2025, 250, (C) View citations (1)
   See also Working Paper Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties, Papers (2024) View citations (1) (2024)

2024

2. Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries
   The Review of Economic Studies, 2024, 91, (1), 476-518 View citations (16)
   See also Working Paper Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries, CeMMAP working papers (2023) View citations (8) (2023)
3. Powerful t-tests in the presence of nonclassical measurement error
   Econometric Reviews, 2024, 43, (6), 345-378
   See also Working Paper Powerful t-tests in the presence of nonclassical measurement error, IFS Working Papers (2023) (2023)

2023

4. A Comment on: “Invidious Comparisons: Ranking and Selection as Compound Decisions” by Jiaying Gu and Roger Koenker
   Econometrica, 2023, 91, (1), 53-60

2022

5. Statistical Uncertainty in the Ranking of Journals and Universities
   AEA Papers and Proceedings, 2022, 112, 630-34 View citations (5)
   See also Working Paper Statistical Uncertainty in the Ranking of Journals and Universities, NBER Working Papers (2022) View citations (1) (2022)

2021

6. AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY
   Econometric Theory, 2021, 37, (3), 495-536 View citations (1)
   See also Working Paper An Adaptive Test of Stochastic Monotonicity, CeMMAP working papers (2020) (2020)

2020

7. Optimal data collection for randomized control trials
   The Econometrics Journal, 2020, 23, (1), 1-31 View citations (3)
   See also Working Paper Optimal Data Collection for Randomized Control Trials, CeMMAP working papers (2019) View citations (1) (2019)
8. Testing for the presence of measurement error in Stata
   Stata Journal, 2020, 20, (2), 382-404 View citations (6)
   See also Working Paper Testing for the presence of measurement error in Stata, CeMMAP working papers (2019) View citations (3) (2019)

2018

9. Nonparametric instrumental-variable estimation
   Stata Journal, 2018, 18, (4), 937-950 View citations (2)
   See also Working Paper Nonparametric instrumental variable estimation, CeMMAP working papers (2017) View citations (35) (2017)

2017

10. A Simple Parametric Model Selection Test
    Journal of the American Statistical Association, 2017, 112, (520), 1663-1674 View citations (30)
    See also Working Paper A simple parametric model selection test, CeMMAP working papers (2016) (2016)
11. Nonparametric Instrumental Variable Estimation Under Monotonicity
    Econometrica, 2017, 85, 1303-1320 View citations (38)
    See also Working Paper Nonparametric instrumental variable estimation under monotonicity, CeMMAP working papers (2017) View citations (18) (2017)

2015

12. OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION
    Econometric Theory, 2015, 31, (5), 1054-1077 View citations (4)
    See also Working Paper Optimal bandwidth selection for robust generalized method of moments estimation, CeMMAP working papers (2014) View citations (1) (2014)

Software Items

2019

1. NPIV: Stata module to perform Nonparametric instrumental-variable regression on a scalar endogenous regressor
   Statistical Software Components, Boston College Department of Economics