CeMMAP working papers
From Institute for Fiscal Studies
Contact information at EDIRC.
Bibliographic data for series maintained by Dermot Watson (cemmap.repec@ifs.org.uk).
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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