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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CWP37/19: Heterogeneous Choice Sets and Preferences

Levon Barseghyan, Maura Coughlin, Francesca Molinari and Joshua Teitelbaum

CWP36/19: Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples

Bo E. Honoré, Thomas Jørgensen and Aureo de Paula

CWP35/19: Identi?cation and estimation of dynamic structural models with unobserved choices

Yingyao Hu and Yi Xin

CWP34/19: Semi-Parametric Efficient Policy Learning with Continuous Actions

Mert Demirer, Vasilis Syrgkanis, Greg Lewis and Victor Chernozhukov

CWP33/19: Mastering Panel Metrics: Causal Impact of Democracy on Growth

Shuowen Chen, Victor Chernozhukov and Ivan Fernandez-Val

CWP32/19: Inference on average treatment effects in aggregate panel data settings

Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu

CWP31/19: Inference for heterogeneous effects using low-rank estimations

Victor Chernozhukov, Christian Hansen, Yuan Liao and Yinchu Zhu

CWP30/19: Valid simultaneous inference in high-dimensional settings (with the HDM package for R)

Philipp Bach, Victor Chernozhukov and Martin Spindler

CWP29/19: Uniform inference in high-dimensional Gaussian graphical models

Sven Klaassen, Jannis Kück, Martin Spindler and Victor Chernozhukov

CWP28/19: Subvector inference in PI models with many moment inequalities

Alexandre Belloni, Federico Bugni and Victor Chernozhukov

CWP27/19: Single market non-parametric identification of multi-attribute hedonic equilibrium models

Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass

CWP26/19: Confi dence Intervals for Projections of Partially Identifi ed Parameters

Hiroaki Kaido, Francesca Molinari and Jörg Stoye

CWP25/19: Econometrics with Partial Identification

Francesca Molinari

CWP24/19: Estimation Under Ambiguity

Raffaella Giacomini, Toru Kitagawa and Harald Uhlig

CWP22/19: A Note on Specification Testing in Some Structural Regression Models

Walter Beckert

CWP21/19: Optimal Data Collection for Randomized Control Trials

Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm

CWP20/19: LASSO-Driven Inference in Time and Space

Victor Chernozhukov, Wolfgang Härdle, Chen Huang and Weining Wang

CWP19/19: Inference in Experiments with Matched Pairs

Azeem Shaikh and Joseph P. Romano

CWP18/19: Nonlinear factor models for network and panel data

Mingli Chen, Ivan Fernandez-Val and Martin Weidner

CWP17/19: Posterior distribution of nondifferentiable functions

Toru Kitagawa, Jose Luis Montiel Olea, Jonathan Payne and Amilcar Velez Salamanca

CWP16/19: Fixed-effect regressions on network data

Koen Jochmans and Martin Weidner

CWP15/19: Solving dynamic discrete choice models using smoothing and sieve methods

Dennis Kristensen, Patrick K. Mogensen, Jong-Myun Moon and Bertel Schjerning

CWP14/19: Nuclear norm regularized estimation of panel regression models

Hyungsik Moon and Martin Weidner

CWP13/19: Minimalist G-modelling: A comment on Efron

Roger Koenker and Jiaying Gu

CWP12/19: Counting defiers

Amanda Kowalski

CWP11/19: A model of a randomized experiment with an application to the PROWESS clinical trial

Amanda Kowalski

CWP10/19: Testing identifying assumptions in fuzzy regression discontinuity designs

Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié and Yuanyuan Wan

CWP09/19: Best linear approximations to set identified functions: with an application to the gender wage gap

Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari and Paul Schrimpf

CWP08/19: Discrete choice under risk with limited consideration

Levon Barseghyan, Francesca Molinari and Matthew Thirkettle

CWP07/19: Financial transaction taxes and the informational efficiency of financial markets: a structural estimation

Marco Cipriani, Antonio Guarino and Andreas Uthemann

CWP06/19: Remarks on statistical inference for statistical decisions

Charles Manski

CWP05/19: Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix

Nicky L. Grant and Richard J. Smith

CWP04/19: Inference under covariate-adaptive randomization with multiple treatments

Federico A. Bugni, Ivan Canay and Azeem Shaikh

CWP03/19: Efficiency loss of asymptotically efficient tests in an instrumental variables regression

Marcelo Moreira and Geert Ridder

CWP02/19: Impossible inference in econometrics: theory and applications

Marinho Bertanha and Marcelo Moreira

CWP01/19: Dual regression

Richard Spady and Sami Stouli

CWP73/18: Inference on winners

Isaiah Andrews, Toru Kitagawa and Adam McCloskey

CWP72/18: Decentralization estimators for instrumental variable quantile regression models

Hiroaki Kaido and Kaspar Wüthrich

CWP71/18: Equality-minded treatment choice

Toru Kitagawa and Aleksey Tetenov

CWP70/18: Network and panel quantile effects via distribution regression

Victor Chernozhukov, Ivan Fernandez-Val and Martin Weidner

CWP69/18: High dimensional semiparametric moment restriction models

Chaohua Dong, Jiti Gao and Oliver Linton

CWP68/18: Distribution regression with sample selection, with an application to wage decompositions in the UK

Victor Chernozhukov, Ivan Fernandez-Val and Siyi Luo

CWP67/18: Estimation of a nonseparable heterogenous demand function with shape restrictions and Berkson errors

Richard Blundell, Joel L. Horowitz and Matthias Parey

CWP66/18: Heterogenous coefficients, discrete instruments, and identification of treatment effects

Whitney Newey and Sami Stouli

CWP65/18: Nonparametric maximum likelihood methods for binary response models with random coefficients

Jiaying Gu and Roger Koenker

CWP64/18: Fast, "robust", and approximately correct: estimating mixed demand systems

Bernard Salanié and Frank A. Wolak

CWP63/18: Information redundancy neglect versus overconfidence: a social learning experiment

Marco Angrisani, Antonio Guarino, Philippe Jehiel and Toru Kitagawa

CWP62/18: Semiparametrically efficient estimation of the average linear regression function

Bryan Graham and Cristine Pinto

CWP61/18: Robust Bayesian inference for set-identified models

Raffaella Giacomini and Toru Kitagawa

CWP60/18: Inference on causal and structural parameters using many moment inequalities

Victor Chernozhukov, Denis Chetverikov and Kengo Kato