CeMMAP working papers

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35/14: Linear regression for panel with unknown number of factors as interactive fixed effects

Hyungsik Roger Roger Moon and Martin Weidner

35/13: Do institutions affect social preferences? Evidence from divided Korea

Kyunghui Choi, Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee and Sokbae (Simon) Lee

35/12: Testing regression monotonicity in econometric models

Denis Chetverikov

34/17: Inference under covariate-adaptive randomization with multiple treatments

Federico A. Bugni, Ivan Canay and Azeem Shaikh

34/16: A quantile correlated random coefficients panel data model

Bryan S. Graham, Jinyong Hahn, Alexandre Poirier and James Powell

34/15: Identification and estimation of nonparametric panel data regressions with measurement error

Daniel Wilhelm

34/14: A Test for Instrument Validity

Toru Kitagawa

34/13: Individual heterogeneity and average welfare

Jerry Hausman and Whitney K. Newey

34/12: An instrumental variable random coefficients model for binary outcomes

Andrew Chesher and Adam Rosen

34/11: Intersection bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

33/17: Nonseparable multinomial choice models in cross-section and panel data

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

33/16: Approximate permutation tests and induced order statistics in the regression discontinuity design

Ivan Canay and Vishal Kamat

33/15: The triangular model with random coefficients

Stefan Hoderlein, Hajo Holzmann and Alexander Meister

33/14: Program evaluation with high-dimensional data

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

33/13: Inference in ordered response games with complete information

Andres Aradillas-Lopez and Adam Rosen

33/12: Intersection bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

32/17: Information redundancy neglect versus overconfidence: a social learning experiment

Marco Angrisani, Antonio Guarino, Philippe Jehiel and Toru Kitagawa

32/16: Fixed-effect regressions on network data

Koen Jochmans and Martin Weidner

32/15: Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation

Xiaohong Chen and Timothy M. Christensen

32/14: Individual and time effects in nonlinear panel models with large N, T

Ivan Fernandez-Val and Martin Weidner

32/13: Entropic Latent Variable Integration via Simulation

Susanne Schennach

32/12: An estimation of economic models with recursive preferences

Xiaohong Chen, Jack Favilukis and Sydney Ludvigson

31/17: Binarization for panel models with fixed effects

Irene Botosaru and Chris Muris

31/16: Locally robust semiparametric estimation

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura and Whitney K. Newey

31/15: A weak instrument F-test in linear IV models with multiple endogenous variables

Eleanor Sanderson and Frank Windmeijer

31/14: Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables

Markus Frölich and Martin Huber

31/13: Identification and shape restrictions in nonparametric instrumental variables estimation

Joachim Freyberger and Joel L. Horowitz

31/12: Asymptotic efficiency of semiparametric two-step GMM

Xiaohong Chen and Jinyong Hahn

30/17: Semiparametric efficient empirical higher order influence function estimators

Rajarshi Mukherjee, Whitney K. Newey and James Robins

30/16: A simple parametric model selection test

Susanne Schennach and Daniel Wilhelm

30/15: Identification of the distribution of valuations in an incomplete model of English auctions

Andrew Chesher and Adam Rosen

30/14: Bayesian exploratory factor analysis

Gabriella Conti, Sylvia Frühwirth-Schnatter, James Heckman and Rémi Piatek

30/13: Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter

Joel L. Horowitz

30/12: Exogeneity in semiparametric moment condition models

Paulo Parente and Richard Smith

29/24: Inference after discretizing unobserved heterogeneity

Jad Beyhum and Martin Mugnier

29/17: Quantreg.nonpar: an R package for performing nonparametric series quantile regression

Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov and Ivan Fernandez-Val

29/16: Nonparametric estimation and inference under shape restrictions

Joel L. Horowitz and Sokbae (Simon) Lee

29/15: Identification of preferences in network formation games

Aureo de Paula, Seth Richards-Shubik and Elie Tamer

29/14: Multivariate variance ratio statistics

Seok Young Hong, Oliver Linton and Hui Jun Zhang

29/13: A simple bootstrap method for constructing nonparametric confidence bands for functions

Peter Hall and Joel L. Horowitz

29/12: Econometric analysis of games with multiple equilibria

Aureo de Paula

28/24: Robust estimation and inference in panels with interactive fixed effects

Timothy B. Armstrong, Martin Weidner and Andrei Zeleneev

28/17: Double/debiased machine learning for treatment and structural parameters

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

28/16: MCMC confidence sets for identified sets

Xiaohong Chen, Timothy M. Christensen, Keith O'Hara and Elie Tamer

28/15: Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930

Pedro Carneiro, Sokbae (Simon) Lee and Hugo Reis

28/14: Asymptotic efficiency of semiparametric two-step GMM

Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn

28/13: A nonparametric test of a strong leverage hypothesis

Oliver Linton, Yoon-Jae Whang and Yu-Min Yen

28/12: A flexible semiparametric model for time series

Degui Li, Oliver Linton and Zudi Lu

27/24: Policy choice in time series by empirical welfare maximization

Toru Kitagawa, Weining Wang and Mengshan Xu

27/17: Incomplete English auction models with heterogeneity

Andrew Chesher and Adam Rosen