CeMMAP working papers

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11/17: Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

11/16: Possibly Nonstationary Cross-Validation

Federico M Bandi, Valentina Corradi and Daniel Wilhelm

11/15: Nonparametric testing for exogeneity with discrete regressors and instruments

Katarzyna Bech-Wysocka and Grant Hillier

11/14: Nonparametric estimation of finite measures

Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin

11/13: Let's get LADE: robust estimation of semiparametric multiplicative volatility models

Bonsoo Koo and Oliver Linton

11/12: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Raffaella Giacomini, Dimitris N. Politis and Halbert White

11/04: Identification in additive error models with discrete endogenous variables

Andrew Chesher

11/03: Semiparametric regression analysis with missing response at random

Wolfgang Härdle, Oliver Linton, Wang and Qihua

11/02: Inverse probability weighted M-estimators for sample selection, attrition and stratification

Jeffrey Wooldridge

10/24: Inference for regression with variables generated from unstructured data

Laura Battaglia, Timothy M. Christensen, Stephen Hansen and Szymon Sacher

10/23: Simple estimation of semiparametric models with measurement errors

Andrei Zeleneev and Kirill Evdokimov

10/17: Equality-minded treatment choice

Toru Kitagawa and Aleksey Tetenov

10/16: Identification and efficiency bounds for the average match function under conditionally exogenous matching

Bryan S. Graham, Guido Imbens and Geert Ridder

10/15: Who should be treated? Empirical welfare maximization methods for treatment choice

Toru Kitagawa and Aleksey Tetenov

10/14: A simple parametric model selection test

Susanne Schennach and Daniel Wilhelm

10/13: What do instrumental variable models deliver with discrete dependent variables?

Andrew Chesher and Adam Rosen

10/12: Inference on treatment effects after selection amongst high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

10/04: Identification of sensitivity to variation in endogenous variables

Andrew Chesher

10/02: Alternative approaches to evaluation in empirical microeconomics

Richard Blundell and Monica Costa Dias

09/25: Optimal formula instruments

Kirill Borusyak and Peter Hull

09/24: Arellano-bond lasso estimator for dynamic linear panel models

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang and Weining Wang

09/23: Distribution regression with sample selection and UK wage decomposition

Victor Chernozhukov, Ivan Fernandez-Val and Siyi Luo

09/19: Best linear approximations to set identified functions: with an application to the gender wage gap

Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf

09/17: Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression

Xiaohong Chen and Timothy M. Christensen

09/16: Teacher Quality and Learning Outcomes in Kindergarten

M. Caridad Araujo, Pedro Carneiro, Yyannú Cruz-Aguayo and Norbert Schady

09/15: Estimation of stochastic volatility models by nonparametric filtering

Shin Kanaya and Dennis Kristensen

09/14: Testing for a general class of functional inequalities

Sokbae (Simon) Lee, Kyungchui (Kevin) Song and Yoon-Jae Whang

09/13: Testing for homogeneity in mixture models

Jiaying Gu, Roger Koenker and Stanislav Volgushev

09/12: Semiparametric estimation of random coefficients in structural economic models

Stefan Hoderlein, Lars Nesheim and Anna Simoni

09/09: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

09/04: Pessimistic portfolio allocation and Choquet expected utility

Gilbert W. Bassett Jr Bassett, Roger Koenker and Gregory Kordas

09/03: Confidence intervals for partially identified parameters

Guido Imbens and Charles Manski

09/02: Dynamic panel data models: a guide to microdata methods and practice

Stephen Bond

09/01: Endogeneity in nonparametric and semiparametric regression models

Richard Blundell and James Powell

08/25: Identifying heterogeneous supply and demand shocks in European credit markets

Oliver De Jonghe and Daniel Lewis

08/24: Implied probability kernel block bootstrap for time series moment condition models

Paulo Parente and Richard J. Smith

08/23: Hedonic prices and quality adjusted price indices powered by AI

Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos, Suhas Vijaykunar and Shan Wan

08/17: An econometric model of network formation with degree heterogeneity

Bryan S. Graham

08/16: Measuring and Changing Control: Women's Empowerment and Targeted Transfers

Ingvild Almås, Alex Armand, Orazio Attanasio and Pedro Carneiro

08/15: Mean Ratio Statistic for measuring predictability

Oliver Linton and Katja Smetanina

08/14: Interdependent durations in joint retirement

Bo E. Honoré and Aureo de Paula

08/13: Wages and informality in developing countries

Costas Meghir, Renata Narita and Jean-Marc Robin

08/12: Estimation of random coefficients logit demand models with interactive fixed effects

Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner

08/04: Endogeneity in quantile regression models: a control function approach

Sokbae (Simon) Lee

08/03: Generalized empirical likelihood estimators and tests under partial, weak and strong identification

Patrik Buggenberger and Richard Smith

08/02: Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications

Lars Nesheim

08/01: Quantile driven identification of structural derivatives

Andrew Chesher

07/25: Point-identifying semiparametric sample selection models with no excluded variable

Dongwoo Kim and Young Jun Lee

07/23: Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Manuel Arellano, Richard Blundell, Stéphane Bonhomme and Jack Light

07/17: Instrumental variables estimation for nonparametric models

Whitney K. Newey and James Powell