CeMMAP working papers

From Institute for Fiscal Studies
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43/15: An econometric model of link formation with degree heterogeneity

Bryan S. Graham

43/14: Unobserved heterogeneity in income dynamics: an empirical Bayes perspective

Jiaying Gu and Roger Koenker

43/13: Generalized instrumental variable models

Andrew Chesher and Adam Rosen

43/12: Inference for best linear approximations to set identified functions

Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf

42/17: Fixed effect estimation of large T panel data models

Ivan Fernandez-Val and Martin Weidner

42/16: Testing many moment inequalities

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

42/15: Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

42/14: Individual Heterogeneity and Average Welfare

Jerry Hausman and Whitney K. Newey

42/13: The effect of fragmentation in trading on market quality in the UK equity market

Lena Boneva (Körber), Oliver Linton and Michael Vogt

42/12: Identification and estimation in a correlated random coefficients binary response model

Stefan Hoderlein and Robert Sherman

42/11: Estimation of treatment effects with high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

41/17: Cross-fitting and fast remainder rates for semiparametric estimation

Whitney K. Newey and James M. Robins

41/16: Gaussian approximation of suprema of empirical processes

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

41/15: Finite sample bias corrected IV estimation for weak and many instruments

Matthew C. Harding, Jerry Hausman and Christopher Palmer

41/14: Economic theory and forecasting: lessons from the literature

Raffaella Giacomini

41/13: Nonparametric estimation of multivariate elliptic densities via finite mixture sieves

Heather Battey and Oliver Linton

41/12: Measurement error in nonlinear models - a review

Susanne Schennach

40/17: The bunching estimator cannot identify the taxable income elasticity

Sören Blomquist and Whitney K. Newey

40/16: Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

40/15: Nonlinear panel data estimation via quantile regressions

Manuel Arellano and Stéphane Bonhomme

40/14: Recombinant innovation and the boundaries of the firm

Rachel Griffith, Sokbae (Simon) Lee and Bas Straathof

40/13: Nonlinear difference-in-differences in repeated cross sections with continuous treatments

Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki

40/12: Nonparametric identification and semiparametric estimation of classical measurement error models without side information

Susanne Schennach and Yingyao Hu

39/17: Testing for homogeneity in mixture models

Jiaying Gu, Roger Koenker and Stanislav Volgushev

39/16: Central limit theorems and bootstrap in high dimensions

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

39/15: Nonparametric instrumental variable estimation under monotonicity

Denis Chetverikov and Daniel Wilhelm

39/14: A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo and Youngki Shin

39/13: Outcome conditioned treatment effects

Stefan Hoderlein and Yuya Sasaki

39/12: A triangular treatment effect model with random coefficients in the selection equation

Eric Gautier and Stefan Hoderlein

38/17: Bayesian deconvolution: an R vinaigrette

Roger Koenker

38/16: Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

38/15: A discrete model for bootstrap iteration

Russell Davidson

38/14: Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Xiaohong Chen and Demian Pouzo

38/13: Implementing intersection bounds in Stata

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen

38/12: Identification in auctions with selective entry

Matthew Gentry and Tong Li

37/17: Rebayes: an R package for empirical bayes mixture methods

Jiaying Gu and Roger Koenker

37/16: hdm: High-Dimensional Metrics

Victor Chernozhukov, Christian Hansen and Martin Spindler

37/15: Treatment effects with many covariates and heteroskedasticity

Matias Cattaneo, Michael Jansson and Whitney K. Newey

37/14: Nonparametric identification of positive eigenfunctions

Timothy M. Christensen

37/13: Ill-posed inverse problems in economics

Joel L. Horowitz

37/12: Local identification of nonparametric and semiparametric models

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee and Whitney K. Newey

36/17: Quantile regression 40 years on

Roger Koenker

36/16: Valid post-selection and post-regularization inference: An elementary, general approach

Victor Chernozhukov, Christian Hansen and Martin Spindler

36/15: Alternative asymptotics and the partially linear model with many regressors

Matias Cattaneo, Michael Jansson and Whitney K. Newey

36/14: Inference in Ordered Response Games with Complete Information

Andres Aradillas-Lopez and Adam Rosen

36/13: Nonparametric analysis of random utility models: testing

Yuichi Kitamura and Jörg Stoye

36/12: Adaptive test of conditional moment inequalities

Denis Chetverikov

35/17: Identifying preferences in networks with bounded degree

Aureo de Paula, Seth Richards-Shubik and Elie Tamer

35/16: Generic inference on quantile and quantile effect functions for discrete outcomes

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly and Kaspar Wüthrich

35/15: Variable selection and estimation in high-dimensional models

Joel L. Horowitz