CeMMAP working papers

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21/15: Individual heterogeneity, nonlinear budget sets and taxable income

Sören Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey

21/14: Individual heterogeneity, nonlinear budget sets, and taxable income

Sören Blomquist, Anil Kumar, Che-Yuan Liang and Whitney K. Newey

21/13: The relationship between DSGE and VAR models

Raffaella Giacomini

21/12: Simultaneous equations for discrete outcomes: coherence, completeness, and identification

Andrew Chesher and Adam Rosen

21/02: Semiparametric estimation of a panel data proportional hazards model with fixed effects

Joel L. Horowitz and Sokbae (Simon) Lee

20/24: Beta-sorted portfolios

Matias Cattaneo, Richard Crump and Weining Wang

20/23: Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions

Andrew Chesher, Adam Rosen and Yuanqi Zhang

20/22: Graphical model inference with external network data

Jack Jewson, Li Li, Laura Battaglia, Stephen Hansen, David Rossell and Piotr Zwiernik

20/17: Inference on breakdown frontiers

Matthew Masten and Alexandre Poirier

20/16: Posterior distribution of nondifferentiable functions

Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne

20/15: Robust confidence regions for incomplete models

Larry Epstein, Hiroaki Kaido and Kyoungwon Seo

20/14: Estimation of random coefficients logit demand models with interactive fixed effects

Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner

20/13: Bond returns and market expectations

Carlo Altavilla, Riccardo Costantini and Raffaella Giacomini

20/12: Nonparametric additive models

Joel L. Horowitz

20/02: Semiparametric identification in duration models

Andrew Chesher

19/24: Empirical welfare maximization with constraints

Liyang Sun

19/23: The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador

Pedro Carneiro, Yyannú Cruz-Aguayo, Norbert Schady and Francesca Salvati

19/17: Understanding the effect of measurement error on quantile regressions

Andrew Chesher

19/16: Bias-corrected confidence intervals in a class of linear inverse problems

Jean-Pierre Florens, Joel L. Horowitz and Ingred van Keilegom

19/15: Partial insurance and investments in children

Pedro Carneiro and Rita Ginja

19/13: Likelihood inference in some finite mixture models

Xiaohong Chen, Maria Ponomareva and Elie Tamer

19/12: Asymptotic theory for differentiated products demand models with many markets

Joachim Freyberger

19/09: Intersection Bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

19/04: GEL Criteria for Moment Condition Models

Richard Smith

19/03: Nonparametric identification under discrete variation

Andrew Chesher

19/02: Nonparametric estimation of an additive model with a link function

Joel L. Horowitz and Enno Mammen

18/24: Adapting to misspecification

Timothy B. Armstrong, Patrick Kline and Liyang Sun

18/17: Uncertain identification

Raffaella Giacomini, Toru Kitagawa and Alessio Volpicella

18/16: Updating ambiguous beliefs in a social learning experiment

Roberta De Filippis, Antonio Guarino, Philippe Jehiel and Toru Kitagawa

18/15: Estimating private provision of public goods with heterogenous participants: a structural analysis

Yonghong An, Yingyao Hu and Pengfei Liu

18/14: Nonparametric spectral-based estimation of latent structures

Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin

18/13: Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates

Heejoon Han and Dennis Kristensen

18/12: On the testability of identification in some nonparametric models with endogeneity

Ivan Canay, Andres Santos and Azeem Shaikh

18/04: Nonparametric methods for the characteristic model

Laura Blow, Martin Browning and Ian Crawford

18/03: Modified whittle estimation of multilateral spatial models

Peter Robinson and J. Vidal Sanz Vidal Sanz

18/02: Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

Jeffrey Wooldridge

17/24: Conditional nonparametric variable screening by neural factor regression

Jianqing Fan, Weining Wang and Yue Zhao

17/23: Identification in a binary choice panel data model with a predetermined covariate

Stéphane Bonhomme, Kevin Dano and Bryan S. Graham

17/16: Bounds On Treatment Effects On Transitions

Johan Vikström, Geert Ridder and Martin Weidner

17/15: Individual and time effects in nonlinear panel models with large N, T

Ivan Fernandez-Val and Martin Weidner

17/14: The identification power of smoothness assumptions in models with counterfactual outcomes

Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon and Sokbae (Simon) Lee

17/13: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

17/12: Penalized estimation of high-dimensional models under a generalized sparsity condition

Joel L. Horowitz and Jian Huang

17/11: Local identification of nonparametric and semiparametric models

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

17/04: Automatic positive semi-definite HAC covariance matrix and GMM estimation

Richard Smith

17/03: Jackknife and analytical bias reduction for nonlinear panel models

Jinyong Hahn and Whitney K. Newey

17/02: Instrumental Values

Andrew Chesher

16/24: Nonparametric estimation of sponsored search auctions and impact of Ad quality on search revenue

Dongwoo Kim and Pallavi Pal

16/23: Identification in dynamic binary choice models

Gary Chamberlain

16/17: A nonlinear principal component decomposition

Florian Gunsilius and Susanne Schennach