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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CWP08/05: Estimating a class of triangular simultaneous equations models without exclusion restrictions

Roger Klein and Francis Vella

CWP07/05: Unit roots: identification and testing in micro panels

Stephen Bond, Celine Nauges and Frank Windmeijer

CWP06/05: Maximal uniform convergence rates in parametric estimation problems

Walter Beckert and Daniel McFadden

CWP05/05: Estimation of dynamic linear models in short panels with ordinal observation

Stephen Pudney

CWP04/05: Ill-conditioned problems, Fisher information and weak instruments

Giovanni Forchini and Grant Hillier

CWP03/05: Nonparametric estimation of nonadditive hedonic models

James Heckman, Rosa Matzkin and Lars Nesheim

CWP02/05: Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data

Sokbae (Simon) Lee and Ralf Wilke

CWP01/05: Generalized empirical likelihood tests in time series models with potential identification failure

Patrik Buggenberger and Richard Smith

CWP19/04: GEL Criteria for Moment Condition Models

Richard Smith

CWP18/04: Nonparametric methods for the characteristic model

Laura Blow, Martin Browning and Ian Crawford

CWP17/04: Automatic positive semi-definite HAC covariance matrix and GMM estimation

Richard Smith

CWP16/04: Spatial design matrices and associated quadratic forms: structure and properties

Grant Hillier and Federico Martellosio

CWP15/04: A nonparametric test of exogeneity

Richard Blundell and Joel L. Horowitz

CWP14/04: Testing a parametric model against a nonparametric alternative with identification through instrumental variables

Joel L. Horowitz

CWP13/04: On the identification of the effect of smoking on mortality

Jerome Adda and Valérie Lechene

CWP12/04: The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

Yoshihiko Nishiyama and Peter Robinson

CWP11/04: Identification in additive error models with discrete endogenous variables

Andrew Chesher

CWP10/04: Identification of sensitivity to variation in endogenous variables

Andrew Chesher

CWP09/04: Pessimistic portfolio allocation and Choquet expected utility

Gilbert Bassett, Roger Koenker and Gregory Kordas

CWP08/04: Endogeneity in quantile regression models: a control function approach

Sokbae (Simon) Lee

CWP07/04: Nonparametric estimation of an additive quantile regression model

Joel L. Horowitz and Sokbae (Simon) Lee

CWP06/04: Nonparametric inference for unbalance time series data

Oliver Linton

CWP05/04: Inverse probability weighted estimation for general missing data problems

Jeffrey Wooldridge

CWP04/04: On the robustness of fixed effects and related estimators in correlated random coefficient panel data models

Jeffrey Wooldridge

CWP03/04: Estimating average partial effects under conditional moment independence assumptions

Jeffrey Wooldridge

CWP02/04: Necessary and sufficient conditions for latent separability

Ian Crawford

CWP01/04: Quantile regression methods for recursive structural equation models

Lingjie Ma and Roger Koenker

CWP19/03: Nonparametric identification under discrete variation

Andrew Chesher

CWP18/03: Modified whittle estimation of multilateral spatial models

Peter Robinson and J. Vidal Sanz Vidal Sanz

CWP17/03: Jackknife and analytical bias reduction for nonlinear panel models

Jinyong Hahn and Whitney Newey

CWP16/03: Why the apple doesn't fall far: understanding intergenerational transmission of human capital

Sandra Black, Paul Devereux and Kjell G Salvanes

CWP15/03: Nonparametric IV estimation of shape-invariant Engel curves

Richard Blundell, Xiaohong Chen and Dennis Kristensen

CWP14/03: Nonparametric estimation of homothetic and homothetically separable functions

Arthur Lewbel and Oliver Linton

CWP13/03: Estimating panel data duration models with censored data

Sokbae (Simon) Lee

CWP12/03: Estimation of the Distribution of Hourly Pay from Household Survey Data: The Use of Missing Data Methods to Handle Measurement Error

Gabriele Beissel-Durrant and Chris Skinner

CWP11/03: Semiparametric regression analysis with missing response at random

Wolfgang Härdle, Oliver Linton and Wang, Qihua

CWP09/03: Confidence intervals for partially identified parameters

Guido Imbens and Charles Manski

CWP08/03: Generalized empirical likelihood estimators and tests under partial, weak and strong identification

Patrik Buggenberger and Richard Smith

CWP07/03: Discrete choice non-response

Esmeralda Ramalho and Richard Smith

CWP06/03: Nonparametric identification with discrete endogenous variables

Andrew Chesher

CWP05/03: Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Whitney Newey, Joaquim Ramalho and Richard Smith

CWP04/03: Higher order properties of GMM and generalised empirical likelihood estimators

Whitney Newey and Richard Smith

CWP03/03: Statistical treatment rules for heterogeneous populations

Charles Manski

CWP02/03: Nonparametric methods for inference in the presence of instrumental variables

Peter Hall and Joel L. Horowitz

CWP01/03: Another look at the regression discontinuity design

Erich Battistin and Enrico Rettore

CWP23/02: The role of randomized field trials in social science research: a perspective from evaluations of reforms of social welfare programs

Robert Moffitt

CWP22/02: Quantiles for counts

José António Machado and João Santos Silva

CWP21/02: Semiparametric estimation of a panel data proportional hazards model with fixed effects

Joel L. Horowitz and Sokbae (Simon) Lee

CWP20/02: Semiparametric identification in duration models

Andrew Chesher

CWP19/02: Nonparametric estimation of an additive model with a link function

Joel L. Horowitz and Enno Mammen