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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CWP28/08: The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors

Roger Koenker

CWP27/08: Copula-based nonlinear quantile autoregression

Xiaohong Chen, Roger Koenker and Zhijie Xiao

CWP26/08: Alternative approaches to evaluation in empirical microeconomics

Richard Blundell and Monica Costa Dias

CWP25/08: Identification and estimation of marginal effects in nonlinear panel models

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

CWP24/08: Recent developments in the econometrics of program evaluation

Guido Imbens and Jeffrey Wooldridge

CWP23/08: A Bayesian mixed logit-probit model for multinomial choice

Martin Burda, Matthew Harding and Jerry Hausman

CWP22/08: Does a pint a day affect your child's pay? The effect of prenatal alcohol exposure on adult outcomes

J Peter Nilsson

CWP21/08: Testing for stochastic monotonicity

Sokbae (Simon) Lee, Oliver Linton and Yoon-Jae Whang

CWP20/08: Estimating derivatives in nonseparable models with limited dependent variables

Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu

CWP19/08: GEL methods for non-smooth moment indicators

Paulo Parente and Richard Smith

CWP18/08: Household willingness to pay for organic products

Rachel Griffith and Lars Nesheim

CWP17/08: Improving point and interval estimates of monotone functions by rearrangement

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

CWP16/08: Identification with imperfect instruments

Aviv Nevo and Adam Rosen

CWP15/08: Sharp identification regions in games

Arie Beresteanu, Ilya Molchanov and Francesca Molinari

CWP14/08: Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

Grant Hillier, Raymond Kan and Xiaolu Wang

CWP13/08: Nonparametric identification of dynamic models with unobserved state variables

Yingyao Hu and Matthew Shum

CWP12/08: Estimation of nonparametric conditional moment models with possibly nonsmooth moments

Xiaohong Chen and Demian Pouzo

CWP11/08: More on confidence intervals for partially identified parameters

Jörg Stoye

CWP10/08: Adaptive partial policy innovation: coping with ambiguity through diversification

Charles Manski

CWP09/08: Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

Xiaohong Chen and Demian Pouzo

CWP08/08: Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary

Oliver Linton, Kyungchui (Kevin) Song and Yoon-Jae Whang

CWP07/08: Computationally efficient recursions for top-order invariant polynomials with applications

Grant Hillier, Raymond Kan and Xiaolu Wang

CWP06/08: Identifying the returns to lying when the truth is unobserved

Yingyao Hu and Arthur Lewbel

CWP05/08: Dynamic policy analysis

Jaap Abbring and James Heckman

CWP04/08: Consistent noisy independent component analysis

Stéphane Bonhomme and Jean-Marc Robin

CWP03/08: Generalized nonparametric deconvolution with an application to earnings dynamics

Stéphane Bonhomme and Jean-Marc Robin

CWP02/08: Assessing the equalizing force of mobility using short panels: France 1990-2000

Stéphane Bonhomme and Jean-Marc Robin

CWP01/08: Econometric causality

James Heckman

CWP33/07: The matching method for treatment evaluation with selective participation and ineligibles

Monica Costa Dias, Hidehiko Ichimura and Gerard van den Berg

CWP32/07: Unconditional quantile treatment effects under endogeneity

Markus Frölich and Blaise Melly

CWP31/07: Estimating average marginal effects in nonseparable structural systems

Susanne Schennach, Halbert White and Karim Chalak

CWP30/07: A nonparametric analysis of habits models

Ian Crawford

CWP29/07: Optimal investment policy with fixed adjustment costs and complete irreversibility

Nicolas Roys

CWP28/07: Maximal uniform convergence rates in parametric estimation problems

Walter Beckert and Daniel McFadden

CWP27/07: Regression discontinuity design with covariates

Markus Frölich

CWP26/07: Semiparametric methods for the measurement of latent attitudes and the estimation of their behavioural consequences

Richard Spady

CWP25/07: Who wears the trousers? A semiparametric analysis of decision power in couples

Melanie Lührmann and Jürgen Maurer

CWP24/07: A reduced bias GMM-like estimator with reduced estimator dispersion

Jerry Hausman, Randall Lewis, Konrad Menzel and Whitney Newey

CWP23/07: Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness

Pierre Chiappori, Robert McCann and Lars Nesheim

CWP22/07: Instrumental variable estimation with heteroskedasticity and many instruments

Jerry Hausman, Whitney Newey, Tiemen Woutersen, John Chao and Norman Swanson

CWP21/07: Instrumental variables estimation with flexible distribution

Christian Hansen, James McDonald and Whitney Newey

CWP20/07: On rate optimality for ill-posed inverse problems in econometrics

Xiaohong Chen and Markus Reiss

CWP19/07: Rearranging Edgeworth-Cornish-Fisher expansions

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

CWP18/07: Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

Xiaohong Chen, Yingyao Hu and Arthur Lewbel

CWP17/07: Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

Xiaohong Chen, Yingyao Hu and Arthur Lewbel

CWP16/07: Moment inequalities and their application

Kate Ho, Joy Ishii, Ariel Pakes and Jack Porter

CWP15/07: Mixed hitting-time models

Jaap Abbring

CWP14/07: Nonparametric identification of the classical errors-in-variables model without side information

Yingyao Hu, Arthur Lewbel and Susanne Schennach

CWP13/07: Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Thomas A. Severini and Gautam Tripathi

CWP12/07: On the computational complexity of MCMC-based estimators in large samples

Alexandre Belloni and Victor Chernozhukov