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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CWP11/10: Sharp identified sets for discrete variable IV models

Andrew Chesher and Konrad Smolinski

CWP10/10: Testing the correlated random coefficient model

James Heckman, Daniel Schmierer and Sergio Urzua

CWP09/10: Estimating the technology of cognitive and noncognitive skill formation

Flavio Cunha, James Heckman and Susanne Schennach

CWP08/10: Comparing IV with structural models: what simple IV can and cannot identify

James Heckman and Sergio Urzua

CWP07/10: A comparison of bias approximations for the 2SLS estimator

Maurice Bun and Frank Windmeijer

CWP06/10: Spatial circular matrices, with applications

Grant Hillier and Federico Martellosio

CWP05/10: Optimal bandwidth choice for the regression discontinuity estimator

Guido Imbens and Karthik Kalyanaraman

CWP04/10: On the dynamics of unemployment and wage distributions

Jean-Marc Robin

CWP03/10: Genetic markers as instrumental variables: an application to child fat mass and academic achievement

Debbie A. Lawlor, Carol Propper, Stephanie von Hinke and George Davey Smith

CWP02/10: Identification of causal effects on binary outcomes using structural mean models

Paul S. Clarke and Frank Windmeijer

CWP01/10: Identification of treatment response with social interactions

Charles Manski

CWP37/09: IV models of ordered choice

Andrew Chesher and Konrad Smolinski

CWP36/09: Nonparametric tests of conditional treatment effects

Sokbae (Simon) Lee and Yoon-Jae Whang

CWP35/09: Well-posedness of measurement error models for self-reported data

Yonghong An and Yingyao Hu

CWP34/09: Endogenous semiparametric binary choice models with heteroscedasticity

Stefan Hoderlein

CWP33/09: Nonparametric identification in nonseparable panel data models with generalized fixed effects

Stefan Hoderlein and Halbert White

CWP32/09: How many consumers are rational?

Stefan Hoderlein

CWP31/09: Nonparametric identification in asymmetric second-price auctions: a new approach

Tatiana V. Komarova

CWP30/09: Identification region of the potential outcome distributions under instrument independence

Toru Kitagawa

CWP29/09: Quantile and average effects in nonseparable panel models

Victor Chernozhukov, Ivan Fernandez-Val and Whitney Newey

CWP28/09: Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Chunrong Ai and Xiaohong Chen

CWP27/09: Sharp identification regions in models with convex predictions: games, individual choice, and incomplete data

Arie Beresteanu, Ilya Molchanov and Francesca Molinari

CWP26/09: Set identification via quantile restrictions in short panels

Adam Rosen

CWP25/09: Treatment effect estimation with covariate measurement error

Erich Battistin and Andrew Chesher

CWP24/09: Underidentification?

Manuel Arellano, Lars Hansen and Enrique Sentana

CWP23/09: Single equation endogenous binary reponse models

Andrew Chesher

CWP22/09: Identifying distributional characteristics in random coefficients panel data models

Manuel Arellano and Stéphane Bonhomme

CWP21/09: Evaluating marginal policy changes and the average effect of treatment for individuals at the margin

Pedro Carneiro, James Heckman and Edward Vytlacil

CWP20/09: Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Xiaohong Chen and Demian Pouzo

CWP19/09: Intersection Bounds: estimation and inference

Victor Chernozhukov, Sokbae (Simon) Lee and Adam Rosen

CWP18/09: Uniform confidence bands for functions estimated nonparametrically with instrumental variables

Joel L. Horowitz and Sokbae (Simon) Lee

CWP17/09: Empirical analysis of buyer power

Walter Beckert

CWP16/09: Nonparametric identification of a binary random factor in cross section data

Yingyong Dong and Arthur Lewbel

CWP15/09: Nonparametric identification of auction models with non-separable unobserved heterogeneity

Yingyao Hu, David McAdams and Matthew Shum

CWP14/09: Nonparametric estimation of a polarization measure

Gordon Anderson, Oliver Linton and Yoon-Jae Whang

CWP13/09: Hypothesis testing of multiple inequalities: the method of constraint chaining

Le-Yu Chen and Jerzy Szroeter

CWP12/09: Set identification with Tobin regressors

Victor Chernozhukov, Roberto Rigobon and Thomas M. Stoker

CWP11/09: Measuring the price responsiveness of gasoline demand

Richard Blundell, Joel L. Horowitz and Matthias Parey

CWP10/09: L1-Penalized quantile regression in high-dimensional sparse models

Alexandre Belloni and Victor Chernozhukov

CWP09/09: Inference on counterfactual distributions

Victor Chernozhukov, Ivan Fernandez-Val and Blaise Melly

CWP08/09: Identification of structural dynamic discrete choice models

Le-Yu Chen

CWP07/09: Principal components and the long run

Xiaohong Chen, Lars Hansen and Jose Scheinkman

CWP06/09: Efficient estimation of copula-based semiparametric Markov models

Xiaohong Chen, Wei Biao Wu Wu and Yanping Yi

CWP05/09: Identification and estimation of marginal effects in nonlinear panel models

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn and Whitney Newey

CWP04/09: Dynamic housing expenditures and household welfare

Laura Blow and Lars Nesheim

CWP03/09: A retail price index including the shadow price of owner occupied housing

Laura Blow and Lars Nesheim

CWP02/09: Trends in quality-adjusted skill premia in the United States, 1960-2000

Pedro Carneiro and Sokbae (Simon) Lee

CWP01/09: Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality

Pedro Carneiro and Sokbae (Simon) Lee

CWP30/08: Instrumental variable models for discrete outcomes

Andrew Chesher

CWP29/08: Large-sample inference on spatial dependence

Peter Robinson