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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CWP59/18: Minimizing sensitivity to model misspecification

Stéphane Bonhomme and Martin Weidner

CWP58/18: Recovering social networks from panel data: identification, simulations and an application

Aureo de Paula, Imran Rasul and Pedro CL Souza

CWP57/18: Revealed price preference: theory and empirical analysis

Rahul Deb, Yuichi Kitamura, John Quah and Jörg Stoye

CWP56/18: Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies

Arun Advani, Toru Kitagawa and Tymon Słoczyński

CWP55/18: Control variables, discrete instruments, and identification of structural functions

Whitney Newey and Sami Stouli

CWP54/18: Shape constrained density estimation via penalized Rényi divergence

Roger Koenker and Ivan Mizera

CWP53/18: Bootstrap methods in econometrics

Joel L. Horowitz

CWP52/18: Non-asymptotic inference in instrumental variables estimation

Joel L. Horowitz

CWP51/18: Testing for the presence of measurement error in Stata

Young Jun Lee and Daniel Wilhelm

CWP50/18: Testing identifying assumptions in fuzzy regression discontinuity designs

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

CWP49/18: Long memory via networking

Susanne Schennach

CWP48/18: Kernel block bootstrap

Paulo Parente and Richard J. Smith

CWP47/18: Improved density and distribution function estimation

Vitaliy Oryshchenko and Richard J. Smith

CWP46/18: Increasing the power of specification tests

Tiemen Woutersen and Jerry Hausman

CWP45/18: Testing for the presence of measurement error

Daniel Wilhelm

CWP44/18: Fixed-effect regressions on network data

Koen Jochmans and Martin Weidner

CWP43/18: Generalized instrumental variable models, methods, and applications

Andrew Chesher and Adam Rosen

CWP42/18: The supply of skill and endogenous technical change: evidence from a college expansion reform

Pedro Carneiro, Kai Liu and Kjell G Salvanes

CWP41/18: Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models

Victor Chernozhukov, Denis Nekipelov, Vira Semenova and Vasilis Syrgkanis

CWP40/18: Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions

Victor Chernozhukov and Vira Semenova

CWP39/18: Non-Bayesian updating in a social learning experiment

Roberta De Filippis, Antonio Guarino, Philippe Jehiel and Toru Kitagawa

CWP38/18: Nonlinear factor models for network and panel data

Mingli Chen, Ivan Fernandez-Val and Martin Weidner

CWP37/18: Common values, unobserved heterogeneity, and endogenous entry in U.S. offshore oil lease auctions

Giovanni Compiani, Philip Haile and Marcelo Sant'Anna

CWP36/18: LASSO-driven inference in time and space

Victor Chernozhukov, Wolfgang Härdle, Chen Huang and Weining Wang

CWP35/18: High-dimensional econometrics and regularized GMM

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Christian Hansen and Kengo Kato

CWP34/18: Identifying effects of multivalued treatments

Sokbae (Simon) Lee and Bernard Salanié

CWP33/18: The effect of gender-targeted conditional cash transfers on household expenditures: evidence from a randomized experiment

Alex Armand, Orazio Attanasio, Pedro Carneiro and Valérie Lechene

CWP32/18: Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria

Yingyao Hu and Ruli Xiao

CWP31/18: Inference on winners

Isaiah Andrews, Toru Kitagawa and Adam McCloskey

CWP30/18: Locally robust semiparametric estimation

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney Newey and James M. Robins

CWP29/18: Using penalized likelihood to select parameters in a random coefficients multinomial logit model

Joel L. Horowitz and Lars Nesheim

CWP28/18: Measurement error and rank correlations

Toru Kitagawa, Martin Nybom and Jan Stuhler

CWP27/18: The wild bootstrap with a "small" number of "large" clusters

Ivan Canay, Andres Santos and Azeem Shaikh

CWP26/18: Moment inequalities in the context of simulated and predicted variables

Hiroaki Kaido, Jiaxuan Li and Marc Rysman

CWP25/18: Simultaneous mean-variance regression

Richard Spady and Sami Stouli

CWP24/18: An adaptive test of stochastic monotonicity

Denis Chetverikov, Daniel Wilhelm and Dongwoo Kim

CWP23/18: GEL-based inference with unconditional moment inequality restrictions

Nicky L. Grant and Richard J. Smith

CWP22/18: Fixed effect estimation of large T panel data models

Ivan Fernandez-Val and Martin Weidner

CWP21/18: Network and panel quantile effects via distribution regression

Victor Chernozhukov, Ivan Fernandez-Val and Martin Weidner

CWP20/18: Testing continuity of a density via g -order statistics in the regression discontinuity design

Federico A. Bugni and Ivan Canay

CWP19/18: Identifying the effect of persuasion

Sung Jae Jun and Sokbae (Simon) Lee

CWP18/18: Permutation tests for equality of distributions of functional data

Federico Bugni and Joel L. Horowitz

CWP17/18: Recovering social networks from panel data: identification, simulations and an application

Aureo de Paula, Imran Rasul and Pedro Souza

CWP16/18: Exact and robust conformal inference methods for predictive machine learning with dependent data

Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu

CWP15/18: Double/de-biased machine learning using regularized Riesz representers

Victor Chernozhukov, Whitney Newey and James Robins

CWP14/18: Inference on a distribution from noisy draws

Koen Jochmans and Martin Weidner

CWP13/18: On the iterated estimation of dynamic discrete choice games

Federico Bugni and Jackson Bunting

CWP12/18: Misclassification and the hidden silent rivalry

Yingyao Hu and Zhongjian Lin

CWP11/18: Dynamic decisions under subjective expectations: a structural analysis

Yonghong An, Yingyao Hu and Ruli Xiao

CWP10/18: Nonseparable sample selection models with censored selection rules

Ivan Fernandez-Val, Aico van Vuuren and Francis Vella