CeMMAP working papers

From Institute for Fiscal Studies
Contact information at EDIRC.
Bibliographic data for series maintained by Dermot Watson ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

69/15: Fuzzy differences-in-differences

Clément de Chaisemartin and Xavier D'Haultfoeuille

69/13: Anti-concentration and honest, adaptive confidence bands

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

68/15: Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

Jia-Young Michael Fu, Joel L. Horowitz and Matthias Parey

68/13: Posterior inference in curved exponential families under increasing dimensions

Alexandre Belloni and Victor Chernozhukov

67/15: Nonparametric estimation and inference under shape restrictions

Joel L. Horowitz and Sokbae (Simon) Lee

67/13: Honest confidence regions for a regression parameter in logistic regression with a large number of controls

Alexandre Belloni, Victor Chernozhukov and Ying Wei

66/15: Intergenerational mobility and the timing of parental income

Pedro Carneiro, Italo Lopez Garcia, Kjell G Salvanes and Emma Tominey

66/13: Nonparametric identification in panels using quantiles

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann and Whitney K. Newey

65/17: Extremal quantile regression: an overview

Victor Chernozhukov, Ivan Fernandez-Val and Tetsuya Kaji

65/15: Robust confidence regions for incomplete models

Larry Epstein, Hiroaki Kaido and Kyoungwon Seo

65/13: Testing Many Moment Inequalities

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

64/17: Counterfactual analysis in R: a vignette

Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

64/15: Partial identification in applied research: benefits and challenges

Kate Ho and Adam Rosen

64/13: Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies

Arun Advani and Tymon Słoczyński

63/17: Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables

Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Whitney K. Newey

63/15: Characterizations of identified sets delivered by structural econometric models

Andrew Chesher and Adam Rosen

63/13: Dynamic linear panel regression models with interactive fixed effects

Hyungsik Roger Roger Moon and Martin Weidner

62/17: An exact and robust conformal inference method for counterfactual and synthetic controls

Victor Chernozhukov, Kaspar Wüthrich and Yu Zhu

62/15: Semiparametric model averaging of ultra-high dimensional time series

Jia Chen, Degui Li, Oliver Linton and Zudi Lu

62/13: Pivotal estimation via square-root lasso in nonparametric regression

Alexandre Belloni, Victor Chernozhukov and Lie Wang

61/17: Generic machine learning inference on heterogenous treatment effects in randomized experiments

Victor Chernozhukov, Mert Demirer, Esther Duflo and Ivan Fernandez-Val

61/15: Nonparametric Euler equation identification and estimation

Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton and Sorawoot Srisuma

61/13: Covariate selection and model averaging in semiparametric estimation of treatment effects

Toru Kitagawa and Chris Muris

60/17: Individual counterfactuals with multidimensional unobserved heterogeneity

Richard Blundell, Dennis Kristensen and Rosa Matzkin

60/15: Clinical trial design enabling ε-optimal treatment rules

Charles Manski and Aleksey Tetenov

60/13: Individual and time effects in nonlinear panel models with large N, T

Ivan Fernandez-Val and Martin Weidner

59/17: Additive nonparametric models with time variable and both stationary and nonstationary regressions

Chaohua Dong and Oliver Linton

59/15: Constrained conditional moment restriction models

Victor Chernozhukov, Whitney K. Newey and Andres Santos

59/13: High dimensional methods and inference on structural and treatment effects

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

58/17: Specification test on mixed logit models

Jinyong Hahn, Jerry Hausman and Josh Lustig

58/15: Vector quantile regression: an optimal transport approach

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon

58/13: A weak instrument F-test in linear IV models with multiple endogenous variables

Eleanor Sanderson and Frank Windmeijer

57/17: Powerful t-Tests in the presence of nonclassical measurement error

Dongwoo Kim and Daniel Wilhelm

57/15: Monge-Kantorovich depth, quantiles, ranks and signs

Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry

57/13: Program evaluation with high-dimensional data

Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen

56/17: Nonparametric analysis of random utility models

Jörg Stoye and Yuichi Kitamura

56/15: A lava attack on the recovery of sums of dense and sparse signals

Victor Chernozhukov, Christian Hansen and Yuan Liao

56/13: Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Xiaohong Chen and Timothy M. Christensen

55/17: Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015

Hyuk-Soo Kwon, Jihong Lee, Sokbae (Simon) Lee and Ryungha Oh

55/15: Program evaluation with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen

55/13: Set inferences and sensitivity analysis in semiparametric conditionally identified models

Juan Carlos Escanciano and Lin Zhu

54/17: Quantile graphical models: prediction and conditional independence with applications to systemic risk

Alexandre Belloni, Mingli Chen and Victor Chernozhukov

54/15: Inference for functions of partially identified parameters in moment inequality models

Federico A. Bugni, Ivan A. Canay and Xiaoxia Shi

54/14: Nonparametric identification in panels using quantiles

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney K. Newey

54/13: Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction

Richard Blundell, Joel L. Horowitz and Matthias Parey

53/17: Estimating dynamic panel models: backing out the Nickell Bias

Jerry Hausman and Maxim L. Pinkovskiy

53/16: Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in finite order

Seok Young Hong and Oliver Linton

53/15: Earnings and consumption dynamics: a nonlinear panel data framework

Manuel Arellano, Richard Blundell and Stéphane Bonhomme

53/14: Valid post-selection inference in high-dimensional approximately sparse quantile regression models

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

53/13: A bootstrap test for instrument validity in heterogeneous treatment effect models

Toru Kitagawa