CeMMAP working papers

From Centre for Microdata Methods and Practice, Institute for Fiscal Studies
The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE.
Contact information at EDIRC.
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CWP33/13: Inference in ordered response games with complete information

Andres Aradillas-Lopez and Adam Rosen

CWP32/13: Entropic Latent Variable Integration via Simulation

Susanne Schennach

CWP31/13: Identification and shape restrictions in nonparametric instrumental variables estimation

Joachim Freyberger and Joel L. Horowitz

CWP30/13: Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter

Joel L. Horowitz

CWP29/13: A simple bootstrap method for constructing nonparametric confidence bands for functions

Peter Hall and Joel L. Horowitz

CWP28/13: A nonparametric test of a strong leverage hypothesis

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

CWP27/13: Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Yoichi Arai and Hidehiko Ichimura

CWP26/13: Inference on treatment effects after selection amongst high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

CWP25/13: Quantile models with endogeneity

Victor Chernozhukov and Christian Hansen

CWP24/13: Uniform post selection inference for LAD regression models

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

CWP23/13: Calculating confidence intervals for continuous and discontinuous functions of parameters

Tiemen Woutersen and John Ham

CWP22/13: Regressions with Berkson errors in covariates - a nonparametric approach

Susanne Schennach

CWP21/13: The relationship between DSGE and VAR models

Raffaella Giacomini

CWP20/13: Bond returns and market expectations

Carlo Altavilla, Riccardo Costantini and Raffaella Giacomini

CWP19/13: Likelihood inference in some finite mixture models

Xiaohong Chen, Maria Ponomareva and Elie Tamer

CWP18/13: Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates

Heejoon Han and Dennis Kristensen

CWP17/13: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

CWP16/13: Non-parametric transformation regression with non-stationary data

Oliver Linton and Qiying Wang

CWP15/13: Nonparametric estimation of multivariate elliptic densities via finite mixture sieves

Heather Battey and Oliver Linton

CWP14/13: Maximum score estimation of preference parameters for a binary choice model under uncertainty

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

CWP13/13: Long memory via networking

Susanne Schennach

CWP12/13: Random coefficients in static games of complete information

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

CWP11/13: Let's get LADE: robust estimation of semiparametric multiplicative volatility models

Bonsoo Koo and Oliver Linton

CWP10/13: What do instrumental variable models deliver with discrete dependent variables?

Andrew Chesher and Adam Rosen

CWP09/13: Testing for homogeneity in mixture models

Jiaying Gu, Roger Koenker and Stanislav Volgushev

CWP08/13: Wages and informality in developing countries

Costas Meghir, Renata Narita and Jean-Marc Robin

CWP07/13: Assortative matching and search with labor supply and home production

Nicolas Jacquemet and Jean-Marc Robin

CWP06/13: Career progression, economic downturns and skills

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

CWP05/13: Interdependent durations in joint retirement

Bo E. Honoré and Aureo de Paula

CWP04/13: Identification of discrete choice models for bundles and binary games

Jeremy Fox and Natalia Lazzati

CWP03/13: Estimating demand for differentiated products with error in market shares

Amit Gandhi Gandhi, Zhentong Lu and Xiaoxia Shi

CWP02/13: A semiparametric model for heterogeneous panel data with fixed effects

Lena Boneva, Oliver Linton and Michael Vogt

CWP01/13: Specification tests for partially identified models defined by moment inequalities

Federico Bugni, Ivan Canay and Xiaoxia Shi

CWP46/12: Inference on sets in finance

Victor Chernozhukov, Emre Kocatulum and Konrad Menzel

CWP45/12: Central limit theorems and multiplier bootstrap when p is much larger than n

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

CWP44/12: Gaussian approximation of suprema of empirical processes

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

CWP43/12: Inference for best linear approximations to set identified functions

Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf

CWP42/12: Identification and estimation in a correlated random coefficients binary response model

Stefan Hoderlein and Robert Sherman

CWP41/12: Measurement error in nonlinear models - a review

Susanne Schennach

CWP40/12: Nonparametric identification and semiparametric estimation of classical measurement error models without side information

Susanne Schennach and Yingyao Hu

CWP39/12: A triangular treatment effect model with random coefficients in the selection equation

Eric Gautier and Stefan Hoderlein

CWP38/12: Identification in auctions with selective entry

Matthew Gentry and Tong Li

CWP37/12: Local identification of nonparametric and semiparametric models

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

CWP36/12: Adaptive test of conditional moment inequalities

Denis Chetverikov

CWP35/12: Testing regression monotonicity in econometric models

Denis Chetverikov

CWP34/12: An instrumental variable random coefficients model for binary outcomes

Andrew Chesher and Adam Rosen

CWP33/12: Intersection bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

CWP32/12: An estimation of economic models with recursive preferences

Xiaohong Chen, Jack Favilukis and Sydney Ludvigson

CWP31/12: Asymptotic efficiency of semiparametric two-step GMM

Xiaohong Chen and Jinyong Hahn

CWP30/12: Exogeneity in semiparametric moment condition models

Paulo Parente and Richard Smith