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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CWP29/12: Econometric analysis of games with multiple equilibria

Aureo de Paula

CWP28/12: A flexible semiparametric model for time series

Degui Li, Oliver Linton and Zudi Lu

CWP27/12: Testing for the stochastic dominance efficiency of a given portfolio

Oliver Linton and Yoon-Jae Whang

CWP26/12: Averaging of moment condition estimators

Xiaohong Chen, David Jacho-Chávez and Oliver Linton

CWP25/12: Efficient estimation of conditional risk measures in a semiparametric GARCH model

Oliver Linton, Dajing Shang and Yang Yan

CWP24/12: A nonparametric test of the leverage hypothesis

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

CWP23/12: Nonparametric estimation of a periodic sequence in the presence of a smooth trend

Oliver Linton and Michael Vogt

CWP22/12: Nonparametric regression for locally stationary time series

Michael Vogt

CWP21/12: Simultaneous equations for discrete outcomes: coherence, completeness, and identification

Andrew Chesher and Adam Rosen

CWP20/12: Nonparametric additive models

Joel L. Horowitz

CWP19/12: Asymptotic theory for differentiated products demand models with many markets

Joachim Freyberger

CWP18/12: On the testability of identification in some nonparametric models with endogeneity

Ivan Canay, Andres Santos and Azeem Shaikh

CWP17/12: Penalized estimation of high-dimensional models under a generalized sparsity condition

Joel L. Horowitz and Jian Huang

CWP16/12: Testing multiple inequality hypotheses: a smoothed indicator approach

Le-Yu Chen and Jerzy Szroeter

CWP15/12: Identification and shape restrictions in nonparametric instrumental variables estimation

Joachim Freyberger and Joel L. Horowitz

CWP14/12: A simple bootstrap method for constructing nonparametric confidence bands for functions

Peter Hall and Joel L. Horowitz

CWP13/12: Model comparisons in unstable environments

Raffaella Giacomini and Barbara Rossi

CWP12/12: Do public health interventions crowd out private health investments? Malaria control policies in Eritrea

Pedro Carneiro, Tewolde Ghebremeskel, Joseph Keating and Andrea Locatelli

CWP11/12: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Raffaella Giacomini, Dimitris N. Politis and Halbert White

CWP10/12: Inference on treatment effects after selection amongst high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

CWP09/12: Semiparametric estimation of random coefficients in structural economic models

Stefan Hoderlein, Lars Nesheim and Anna Simoni

CWP08/12: Estimation of random coefficients logit demand models with interactive fixed effects

Hyungsik Moon, Matthew Shum and Martin Weidner

CWP07/12: Identification of income-leisure preferences and evaluation of income tax policy

Charles Manski

CWP06/12: Sieve inference on semi-nonparametric time series models

Xiaohong Chen, . . and Yixiao Sun

CWP05/12: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

CWP04/12: Inference on sets in finance

Victor Chernozhukov, Emre Kocatulum and Konrad Menzel

CWP03/12: Aggregation without the aggravation? Nonparametric analysis of the representative consumer

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

CWP02/12: The age-period cohort problem: set identification and point identification

Martin Browning, Ian Crawford and Marike Knoef

CWP01/12: Long term impacts of compensatory preschool on health and behavior: evidence from Head Start

Pedro Carneiro and Rita Ginja

CWP42/11: Estimation of treatment effects with high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

CWP41/11: Inference for high-dimensional sparse econometric models

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

CWP40/11: Inference for extremal conditional quantile models, with an application to market and birthweight risks

Victor Chernozhukov and Ivan Fernandez-Val

CWP39/11: An instrumental variable model of multiple discrete choice

Andrew Chesher, Adam Rosen and Konrad Smolinski

CWP38/11: Identification, data combination and the risk of disclosure

Tatiana V. Komarova, Denis Nekipelov and Evgeny Yakovlev

CWP37/11: Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Nayoung Lee, Hyungsik Moon and Martin Weidner

CWP36/11: Average and marginal returns to upper secondary schooling in Indonesia

Pedro Carneiro, Michael Lokshin, Cristobal Ridao-Cano and Nithin Umapathi

CWP35/11: Estimating production functions with robustness against errors in the proxy variables

Guofang Huang and Yingyao Hu

CWP34/11: Intersection bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

CWP33/11: Global Bahadur representation for nonparametric censored regression quantiles and its applications

Efang Kong, Oliver Linton and Yingcun Xia

CWP32/11: Empirical analysis of countervailing power in business-to-business bargaining

Walter Beckert

CWP31/11: Semiparametric structural models of binary response: shape restrictions and partial identification

Andrew Chesher

CWP30/11: Semiparametric selection models with binary outcomes

Roger Klein, Chan Shen and Francis Vella

CWP29/11: Enforcement of labor regulation and informality

Rita Almeida and Pedro Carneiro

CWP28/11: Estimating structural mean models with multiple instrumental variables using the generalised method of moments

Paul S. Clarke, Tom M. Palmer and Frank Windmeijer

CWP27/11: Child mental health and educational attainment: multiple observers and the measurement error problem

David Johnston, Carol Propper, Stephen Pudney and Michael Shields

CWP26/11: Tests for neglected heterogeneity in moment condition models

Jinyong Hahn, Whitney Newey and Richard Smith

CWP25/11: Nonparametric identification using instrumental variables: sufficient conditions for completeness

Yingyao Hu and Ji-Liang Shiu

CWP24/11: Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation

Richard Blundell, Joel L. Horowitz and Matthias Parey

CWP23/11: Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review

Xiaohong Chen

CWP22/11: A practical asymptotic variance estimator for two-step semiparametric estimators

Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn