CeMMAP working papers

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07/16: A new model for interdependent durations with an application to joint retirement

Bo E. Honoré and Aureo de Paula

07/15: Semiparametric dynamic portfolio choice with multiple conditioning variables

Jia Chen, Degui Li, Oliver Linton and Zudi Lu

07/13: Assortative matching and search with labor supply and home production

Nicolas Jacquemet and Jean-Marc Robin

07/12: Identification of income-leisure preferences and evaluation of income tax policy

Charles Manski

07/04: Nonparametric estimation of an additive quantile regression model

Joel L. Horowitz and Sokbae (Simon) Lee

07/03: Discrete choice non-response

Esmerelda A. Ramalho and Richard Smith

07/02: Identification and estimation of hedonic models

Ivar Ekeland, James Heckman and Lars Nesheim

06/25: Identification of treatment effects under limited exogenous variation

Whitney K. Newey and Sami Stouli

06/23: Bootstrap based asymptotic refinements for high-dimensional nonlinear models

Joel L. Horowitz and Ahnaf Rafi

06/17: The influence function of semiparametric estimators

Hidehiko Ichimura and Whitney K. Newey

06/16: Econometrics of network models

Aureo de Paula

06/15: Classification of nonparametric regression functions in heterogeneous panels

Michael Vogt and Oliver Linton

06/14: The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series

Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang

06/13: Career progression, economic downturns and skills

Jerome Adda, Christian Dustmann, Costas Meghir and Jean-Marc Robin

06/12: Sieve inference on semi-nonparametric time series models

Xiaohong Chen, . . and Yixiao Sun

06/04: Nonparametric inference for unbalance time series data

Oliver Linton

06/03: Nonparametric identification with discrete endogenous variables

Andrew Chesher

06/02: Identifying hedonic models

Ivar Ekeland, James Heckman and Lars Nesheim

06/01: Projection estimators for autoregressive panel data models

Stephen Bond and Frank Windmeijer

05/25: A neyman-orthogonalization approach to the incidental parameter problem

Stéphane Bonhomme, Koen Jochmans and Martin Weidner

05/24: Simple estimation of semiparametric models with measurement errors

Kirill Evdokimov and Andrei Zeleneev

05/23: Nonparametric estimation of sponsored search auctions and impacts of ad quality on search revenue

Dongwoo Kim and Pallavi Pal

05/16: Practical and theoretical advances in inference for partially identified models

Ivan Canay and Azeem Shaikh

05/15: A lava attack on the recovery of sums of dense and sparse signals

Victor Chernozhukov, Christian Hansen and Yuan Liao

05/14: Inference for functions of partially identified parameters in moment inequality models

Federico A. Bugni, Ivan Canay and Xiaoxia Shi

05/13: Interdependent durations in joint retirement

Bo E. Honoré and Aureo de Paula

05/12: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

05/04: Inverse probability weighted estimation for general missing data problems

Jeffrey Wooldridge

05/03: Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Whitney K. Newey, Joaquim J. S. Ramalho Ramalho and Richard Smith

05/02: Local identification in nonseparable models

Andrew Chesher

05/01: Endogeneity in semiparametric binary response models

Richard Blundell and James Powell

04/25: Prediction sets and conformal inference with censored outcomes

Aureo de Paula, Elie Tamer and Weiguang Liu

04/24: Marginal effects for probit and tobit with endogeneity

Kirill Evdokimov, Ilze Kalnina and Andrei Zeleneev

04/23: Taking the biscuit: how Safari privacy policies affect online advertising

Mateusz Mysliwski, Lars Nesheim and Simeon Duckworth

04/17: Likelihood inference and the role of initial conditions for the dynamic panel data model

Jose Diogo Barbosa and Marcelo Moreira

04/16: Dual regression

Richard Spady and Sami Stouli

04/15: Monge-Kantorovich depth, quantiles, ranks and signs

Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry

04/14: Generalized instrumental variable models

Andrew Chesher and Adam Rosen

04/13: Identification of discrete choice models for bundles and binary games

Jeremy Fox and Natalia Lazzati

04/12: Inference on sets in finance

Victor Chernozhukov, Emre Kocatulum and Konrad Menzel

04/04: On the robustness of fixed effects and related estimators in correlated random coefficient panel data models

Jeffrey Wooldridge

04/03: Higher order properties of GMM and generalised empirical likelihood estimators

Whitney K. Newey and Richard Smith

04/02: Finite sample inference for GMM estimators in linear panel data models

Stephen Bond and Frank Windmeijer

04/01: Asymptotic expansions for some semiparametric program evaluation estimators

Hidehiko Ichimura and Oliver Linton

03/25: Marginal effects for probit and tobit with endogeneity

Kirill Evdokimov, Ilze Kalnina and Andrei Zeleneev

03/24: Identification based on higher moments

Daniel Lewis

03/23: Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries

Magne Mogstad, Joseph P. Romano, Azeem Shaikh and Daniel Wilhelm

03/17: Inference in linear regression models with many covariates and heteroskedasticity

Matias Cattaneo, Michael Jansson and Whitney K. Newey

03/16: Doubly robust uniform confidence band for the conditional average treatment effect function

Sokbae (Simon) Lee, Ryo Okui and Yoon-Jae Whang

03/15: Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics

Yingyao Hu