CeMMAP working papers

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27/16: Nonparametric analysis of random utility models

Yuichi Kitamura and Jörg Stoye

27/15: Approximate permutation tests and induced order statistics in the regression discontinuity design

Ivan Canay and Vishal Kamat

27/14: Maximum score estimation with nonparametrically generated regressors

Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung

27/13: Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Yoichi Arai and Hidehiko Ichimura

27/12: Testing for the stochastic dominance efficiency of a given portfolio

Oliver Linton and Yoon-Jae Whang

26/24: Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic

Xiaohong Chen, Sokbae (Simon) Lee, Myung Hwan Seo and Myunghyun Song

26/17: Fixed-effect regressions on network data

Koen Jochmans and Martin Weidner

26/16: Partial independence in nonseparable models

Matthew Masten and Alexandre Poirier

26/15: Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

Le-Yu Chen and Sokbae (Simon) Lee

26/14: The lasso for high-dimensional regression with a possible change-point

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

26/13: Inference on treatment effects after selection amongst high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

26/12: Averaging of moment condition estimators

Xiaohong Chen, David Jacho-Chávez and Oliver Linton

26/08: Alternative approaches to evaluation in empirical microeconomics

Richard Blundell and Monica Costa Dias

25/24: Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds

Junlong Feng and Sokbae (Simon) Lee

25/17: Inference under covariate-adaptive randomization

Federico A. Bugni, Ivan Canay and Azeem Shaikh

25/16: Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

Humberto Moreira and Marcelo Moreira

25/15: Random coefficients on endogenous variables in simultaneous equations models

Matthew Masten

25/14: Implementing intersection bounds in Stata

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

25/13: Quantile models with endogeneity

Victor Chernozhukov and Christian Hansen

25/12: Efficient estimation of conditional risk measures in a semiparametric GARCH model

Oliver Linton, Dajing Shang and Yang Yan

24/24: Learning the effect of persuasion via difference-in-differences

Sung Jae Jun and Sokbae (Simon) Lee

24/23: Using multiple outcomes to improve the synthetic control method

Eli Ben-Michael, Avi Feller and Liyang Sun

24/22: Identifying the effect of persuasion

Sung Jae Jun and Sokbae (Simon) Lee

24/17: Who should be treated? Empirical welfare maximization methods for treatment choice

Toru Kitagawa and Aleksey Tetenov

24/15: Nonparametric stochastic discount factor decomposition

Timothy M. Christensen

24/14: Tackling social exclusion: evidence from Chile

Pedro Carneiro, Emanuela Galasso and Rita Ginja

24/13: Uniform post selection inference for LAD regression models

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

24/12: A nonparametric test of the leverage hypothesis

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

23/24: Treatment effects with targeting instruments

Sokbae (Simon) Lee and Bernard Salanié

23/23: Inference for rank-rank regressions

Denis Chetverikov and Daniel Wilhelm

23/18: GEL-based inference with unconditional moment inequality restrictions

Nicky L. Grant and Richard J. Smith

23/17: Generic inference on quantile and quantile effect functions for discrete outcomes

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

23/16: Estimation of a Multiplicative Covariance Structure

Christian M. Hafner, Oliver Linton and Haihan Tang

23/15: Income effects and the welfare consequences of tax in differentiated product oligopoly

Rachel Griffith, Lars Nesheim and Martin O'Connell

23/14: Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

23/13: Calculating confidence intervals for continuous and discontinuous functions of parameters

Tiemen Woutersen and John Ham

23/12: Nonparametric estimation of a periodic sequence in the presence of a smooth trend

Oliver Linton and Michael Vogt

23/02: The role of randomized field trials in social science research: a perspective from evaluations of reforms of social welfare programs

Robert Moffitt

22/24: A practical guide to shift-share instruments

Kirill Borusyak, Peter Hull and Xavier Jaravel

22/23: Powerful t-tests in the presence of nonclassical measurement error

Dongwoo Kim and Daniel Wilhelm

22/17: Confidence bands for coefficients in high dimensional linear models with error-in-variables

Alexandre Belloni, Victor Chernozhukov and Abhishek Kaul

22/16: The value of private schools: evidence from Pakistan

Pedro Carneiro, Jishnu Das and Hugo Reis

22/15: Counterfactual worlds

Andrew Chesher and Adam Rosen

22/14: Inference for functions of partially identified parameters in moment inequality models

Federico A. Bugni, Ivan Canay and Xiaoxia Shi

22/13: Regressions with Berkson errors in covariates - a nonparametric approach

Susanne Schennach

22/02: Quantiles for counts

Jose A. F. Machado Machado and Joao Santos Silva Santos Silva

21/24: Perceived shocks and impulse responses

Raffaella Giacomini, Jason Lu and Katja Smetanina

21/23: Identifying network ties from panel data: Theory and an application to tax competition

Aureo de Paula, Imran Rasul and Pedro CL Souza

21/17: Approximate permutation tests and induced order statistics in the regression discontinuity design

Ivan Canay and Vishal Kamat

21/16: Inference under Covariate-Adaptive Randomization

Federico A. Bugni, Ivan Canay and Azeem Shaikh