CeMMAP working papers

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52/17: Exact computation of GMM estimators for instrumental variable quantile regression models

Le-Yu Chen and Sokbae (Simon) Lee

52/16: Estimation of a multiplicative covariance structure in the large dimensional case

Christian M. Hafner, Oliver Linton and Haihan Tang

52/15: Econometrics of network models

Aureo de Paula

52/14: Testing many moment inequalities

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

52/13: Anchoring the yield curve using survey expectations

Carlo Altavilla, Raffaella Giacomini and Giuseppe Ragusa

51/17: Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

Le-Yu Chen and Sokbae (Simon) Lee

51/16: Nonlinear panel data methods for dynamic heterogeneous agent models

Manuel Arellano and Stéphane Bonhomme

51/15: Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

51/14: Uniform post selection inference for LAD regression and other Z-estimation problems

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

51/13: Identification and estimation of preference distributions when voters are ideological

Antonio Merlo and Aureo de Paula

50/17: Best subset binary prediction

Le-Yu Chen and Sokbae (Simon) Lee

50/16: An economic theory of statistical testing

Aleksey Tetenov

50/15: Identification and estimation of preference distributions when voters are ideological

Antonio Merlo and Aureo de Paula

50/14: Inference in high dimensional panel models with an application to gun control

Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Damian Kozbur

50/13: Generalized method of moments with latent variables

Ron Gallant, Raffaella Giacomini and Giuseppe Ragusa

49/17: Confidence intervals for projections of partially identified parameters

Hiroaki Kaido, Francesca Molinari and Jörg Stoye

49/16: Double machine learning for treatment and causal parameters

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen and Whitney K. Newey

49/15: Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

49/14: Central limit theorems and bootstrap in high dimensions

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

49/13: Linear regression for panel with unknown number of factors as interactive fixed effects

Hyungsik Roger Roger Moon and Martin Weidner

48/17: Semiparametric estimation of structural functions in nonseparable triangular models

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey, Sami Stouli and Francis Vella

48/16: Nonparametric instrumental variable estimation under monotonicity

Denis Chetverikov and Daniel Wilhelm

48/15: Identification of nonparametric simultaneous equations models with a residual index structure

Steven Berry and Phil Haile

48/14: Vector quantile regression

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon

48/13: On the identification of structural linear functionals

Juan Carlos Escanciano and Wei Li

47/17: Nonparametric instrumental variable estimation

Daniel Wilhelm, Denis Chetverikov and Dongwoo Kim

47/16: On cross-validated Lasso

Denis Chetverikov and . .

47/15: Identification in differentiated product markets

Steven Berry and Phil Haile

47/14: Dynamic linear panel regression models with interactive fixed effects

Hyungsik Roger Roger Moon and Martin Weidner

47/13: Extremum sieve estimation in k -out-of- n systems

Tatiana V. Komarova

46/17: Non-asymptotic inference in instrumental variables estimation

Joel L. Horowitz

46/16: Conditional quantile processes based on series or many regressors

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov and Ivan Fernandez-Val

46/15: Model averaging in semiparametric estimation of treatment effects

Toru Kitagawa and Chris Muris

46/14: Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Xiaohong Chen and Timothy M. Christensen

46/13: Convolution without independence

Susanne Schennach

46/12: Inference on sets in finance

Victor Chernozhukov, Emre Kocatulum and Konrad Menzel

45/17: Optimal data collection for randomized control trials

Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm

45/16: Partial identification in applied research: benefits and challenges

Kate Ho and Adam Rosen

45/15: Inference under covariate-adaptive randomization

Federico A. Bugni, Ivan Canay and Azeem Shaikh

45/14: Inference about Non-Identified SVARs

Raffaella Giacomini and Toru Kitagawa

45/13: Higher-order properties of approximate estimators

Dennis Kristensen and Bernard Salanié

45/12: Central limit theorems and multiplier bootstrap when p is much larger than n

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

44/17: Posterior distribution of nondifferentiable functions

Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne

44/16: Characterizations of identified sets delivered by structural econometric models

Andrew Chesher and Adam Rosen

44/15: The influence function of semiparametric estimators

Hidehiko Ichimura and Whitney K. Newey

44/14: The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments

Charles Manski and Aleksey Tetenov

44/13: Properties of the maximum likelihood estimator in spatial autoregressive models

Grant Hillier and Federico Martellosio

44/12: Gaussian approximation of suprema of empirical processes

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

43/17: Monte Carlo confidence sets for identified sets

Xiaohong Chen, Timothy M. Christensen and Elie Tamer

43/16: Anti-concentration and honest, adaptive confidence bands

Victor Chernozhukov, Denis Chetverikov and Kengo Kato