CeMMAP working papers

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03/14: Asymptotically efficient estimation of weighted average derivatives with an interval censored variable

Hiroaki Kaido

03/13: Estimating demand for differentiated products with error in market shares

Amit Gandhi Gandhi, Zhentong Lu and Xiaoxia Shi

03/12: Aggregation without the aggravation? Nonparametric analysis of the representative consumer

Laurens Cherchye, Ian Crawford, Bram De Rock and Frederic Vermeulen

03/04: Estimating average partial effects under conditional moment independence assumptions

Jeffrey Wooldridge

03/03: Statistical treatment rules for heterogeneous populations

Charles Manski

03/02: Consistent testing for stochastic dominance: a subsampling approach

Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Wang

03/01: Welfare measurement and measurement error

Andrew Chesher and Christian Schluter

02/25: Simple estimation of semiparametric models with measurement errors

Kirill Evdokimov and Andrei Zeleneev

02/24: Information based inference in models with set-valued predictions and misspecification

Hiroaki Kaido and Francesca Molinari

02/23: Identifying network ties from panel data: theory and an application to tax competition

Aureo de Paula, Imran Rasul and Pedro CL Souza

02/17: A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance

Lena Boneva (Körber) and Oliver Linton

02/16: Confidence intervals for projections of partially identified parameters

Hiroaki Kaido, Francesca Molinari and Jörg Stoye

02/15: Post-selection and post-regularization inference in linear models with many controls and instruments

Victor Chernozhukov, Christian Hansen and Martin Spindler

02/14: Instrumental variables estimation of a generalized correlated random coefficients model

Matthew Masten and Alexander Torgovitsky

02/13: A semiparametric model for heterogeneous panel data with fixed effects

Lena Boneva (Körber), Oliver Linton and Michael Vogt

02/12: The age-period cohort problem: set identification and point identification

Martin Browning, Ian Crawford and Marike Knoef

02/04: Necessary and sufficient conditions for latent separability

Ian Crawford

02/03: Nonparametric methods for inference in the presence of instrumental variables

Peter Hall and Joel L. Horowitz

02/02: Estimation of semiparametric models when the criterion function is not smooth

Xiaohong Chen, Oliver Linton and Ingred van Keilegom

02/01: Parameter approximations for quantile regressions with measurement error

Andrew Chesher

01/24: Robust analysis of short panels

Andrew Chesher, Adam Rosen and Yuanqi Zhang

01/17: A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

Joel L. Horowitz and Anand Krishnamurthy

01/16: Compactness of infinite dimensional parameter spaces

Joachim Freyberger and Matthew Masten

01/15: Bounds on treatment effects on transitions

Johan Vikström, Geert Ridder and Martin Weidner

01/14: Random coefficients on endogenous variables in simultaneous equations models

Matthew Masten

01/13: Specification tests for partially identified models defined by moment inequalities

Federico A. Bugni, Ivan Canay and Xiaoxia Shi

01/04: Quantile regression methods for recursive structural equation models

Lingjie Ma and Roger Koenker

01/03: Another look at the regression discontinuity design

Erich Battistin and Enrico Rettore

01/02: Semiparametric reduced form estimation of tuition subsidies

Hidehiko Ichimura and Christopher Taber

01/01: Exogenous impact and conditional quantile functions

Andrew Chesher

77/13: Program evaluation with high-dimensional data

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

76/13: Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

75/15: Quantile selection models: with an application to understanding changes in wage inequality

Manuel Arellano and Stéphane Bonhomme

75/13: Gaussian approximation of suprema of empirical processes

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

74/15: The sorted effects method: discovering heterogeneous effects beyond their averages

Victor Chernozhukov, Ivan Fernandez-Val and Ye Luo

74/13: Uniform post selection inference for LAD regression and other z-estimation problems

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

73/15: The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality

Jonathan Halket, Lars Nesheim and Florian Oswald

73/13: On the asymptotic theory for least squares series: pointwise and uniform results

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov and Kengo Kato

72/15: Identifying effects of multivalued treatments

Sokbae (Simon) Lee and Bernard Salanié

71/15: A bias bound approach to nonparametric inference

Susanne Schennach

71/13: Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

70/15: Bounding average treatment effects using linear programming

Lukas Laffers

70/13: Robust inference in high-dimensional approximately sparse quantile regression models

Alexandre Belloni, Victor Chernozhukov and Kengo Kato