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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CWP11/07: Rarely pure and never simple: extracting the truth from self-reported data on substance use

Stephen Pudney

CWP10/07: Quantile and probability curves without crossing

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

CWP09/07: Improving estimates of monotone functions by rearrangement

Victor Chernozhukov, Ivan Fernandez-Val and Alfred Galichon

CWP08/07: The weak instrument problem of the system GMM estimator in dynamic panel data models

Maurice Bun and Frank Windmeijer

CWP07/07: Robust priors in nonlinear panel data models

Manuel Arellano and Stéphane Bonhomme

CWP06/07: Semiparametric identification of structural dynamic optimal stopping time models

Le-Yu Chen

CWP05/07: Endogeneity and discrete outcomes

Andrew Chesher

CWP04/07: Bias corrections for two-step fixed effects panel data estimators

Ivan Fernandez-Val and Francis Vella

CWP03/07: Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior

Adam Rosen

CWP02/07: Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Joel L. Horowitz and Sokbae (Simon) Lee

CWP01/07: Correlation testing in time series, spatial and cross-sectional data

Peter Robinson

CWP26/06: On the conditional likelihood ratio test for several parameters in IV regression

Grant Hillier

CWP25/06: Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

Adam Rosen

CWP24/06: Statistical treatment choice: an application to active labour market programmes

Markus Frölich

CWP23/06: Exact properties of the conditional likelihood ratio test in an IV regression model

Grant Hillier

CWP22/06: A nonparametric analysis of welfare and the economic shocks

Nicoletta Rosati

CWP21/06: GMM for panel count data models

Frank Windmeijer

CWP20/06: Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Matthew Harding and Jerry Hausman

CWP19/06: Estimation with many instrumental variables

Christian Hansen, Jerry Hausman and Whitney Newey

CWP18/06: Hedonic price functions

Lars Nesheim

CWP17/06: Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments

Yingyao Hu and Susanne Schennach

CWP16/06: Simulation based selection of competing structural econometric models

Tong Li

CWP15/06: Characterization of the asymptotic distribution of semiparametric M-estimators

Hidehiko Ichimura and Sokbae (Simon) Lee

CWP14/06: The long-term impact of French settlement on education in Algeria

Ouarda Merrouche

CWP13/06: Entry and competition effects in first-price auctions: theory and evidence from procurement auctions

Tong Li and Xiaoyong Zheng

CWP12/06: Identification and estimation of latent attitudes and their behavioral implications

Richard Spady

CWP11/06: Exploiting regional treatment intensity for the evaluation of labour market policies

Markus Frölich and Michael Lechner

CWP10/06: Asymptotic properties for a class of partially identified models

Arie Beresteanu and Francesca Molinari

CWP09/06: Nonparametric instrumental variables estimation of a quantile regression model

Joel L. Horowitz and Sokbae (Simon) Lee

CWP08/06: Efficient estimation of the semiparametric spatial autoregressive model

Peter Robinson

CWP07/06: Misreported schooling and returns to education: evidence from the UK

Erich Battistin and Barbara Sianesi

CWP06/06: Consumer Benefits from Increased Competition in Shopping Outlets: Measuring the Effect of Wal-Mart

Jerry Hausman and Ephraim Leibtag

CWP05/06: Bayesian quantile regression

Sung Jae Jun and Tony Lancaster

CWP04/06: A note on bootstraps and robustness

Tony Lancaster

CWP03/06: Measurement Error Bias Reduction in Unemployment Durations

Montezuma Dumangane

CWP02/06: Enforcement of regulation, informal labor and firm performance

Rita Almeida and Pedro Carneiro

CWP01/06: Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Matthew Harding and Jerry Hausman

CWP21/05: The return to firm investment in human capital

Rita Almeida and Pedro Carneiro

CWP20/05: The effects of taxes and bans on passive smoking

Jerome Adda and Francesca Cornaglia

CWP19/05: Identification with excess heterogeneity

Andrew Chesher

CWP18/05: GMM with many weak moment conditions

Whitney Newey and Frank Windmeijer

CWP17/05: Identification of a competing risks model with unknown transformations of latent failure times

Sokbae (Simon) Lee

CWP16/05: Ability, sorting and wage inequality

Pedro Carneiro and Sokbae (Simon) Lee

CWP15/05: Local GEL methods for conditional moment restrictions

Richard Smith

CWP14/05: Efficient information theoretic inference for conditional moment restrictions

Richard Smith

CWP13/05: Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura

Richard Smith

CWP12/05: Best nonparametric bounds on demand responses

Richard Blundell, Martin Browning and Ian Crawford

CWP11/05: Estimating a semi-parametric duration model without specifying heterogeneity

Jerry Hausman and Tiemen Woutersen

CWP10/05: Spatial correlation robust inference with Errors in Location or Distance

Timothy Conley and Francesca Molinari

CWP09/05: Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility

Walter Beckert and Richard Blundell