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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CWP28/16: MCMC confidence sets for identified sets

Xiaohong Chen, Timothy M. Christensen, Keith O'Hara and Elie Tamer

CWP27/16: Nonparametric analysis of random utility models

Yuichi Kitamura and Jörg Stoye

CWP26/16: Partial independence in nonseparable models

Matthew Masten and Alexandre Poirier

CWP25/16: Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

Humberto Moreira and Marcelo Moreira

CWP24/16: A critical value function approach, with an application to persistent time-series

Marcelo Moreira, Rafael Mourão and Humberto Moreira

CWP23/16: Estimation of a Multiplicative Covariance Structure

Christian Hafner, Oliver Linton and Haihan Tang

CWP22/16: The value of private schools: evidence from Pakistan

Pedro Carneiro, Jishnu Das and Hugo Reis

CWP21/16: Inference under Covariate-Adaptive Randomization

Federico Bugni, Ivan Canay and Azeem Shaikh

CWP20/16: Posterior distribution of nondifferentiable functions

Toru Kitagawa, Jose Luis Montiel Olea and Jonathan Payne

CWP19/16: Bias-corrected confidence intervals in a class of linear inverse problems

Jean-Pierre Florens, Joel L. Horowitz and Ingrid Van Keilegom

CWP18/16: Updating ambiguous beliefs in a social learning experiment

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

CWP17/16: Bounds On Treatment Effects On Transitions

Johan Vikström, Geert Ridder and Martin Weidner

CWP16/16: Homophily and transitivity in dynamic network formation

Bryan Graham

CWP15/16: Optimal data collection for randomized control trials

Pedro Carneiro, Sokbae (Simon) Lee and Daniel Wilhelm

CWP14/16: Estimating Matching Games with Transfers

Jeremy Fox

CWP13/16: Program evaluation and causal inference with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen

CWP12/16: Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

Xiaohong Chen, Oliver Linton, Stefan Schneeberger and Yanping Yi

CWP11/16: Possibly Nonstationary Cross-Validation

Federico M Bandi, Valentina Corradi and Daniel Wilhelm

CWP10/16: Identification and efficiency bounds for the average match function under conditionally exogenous matching

Bryan Graham, Guido Imbens and Geert Ridder

CWP09/16: Teacher Quality and Learning Outcomes in Kindergarten

M. Caridad Araujo, Pedro Carneiro, Yyannú Cruz-Aguayo and Norbert Schady

CWP08/16: Measuring and Changing Control: Women's Empowerment and Targeted Transfers

Ingvild Almås, Alex Armand, Orazio Attanasio and Pedro Carneiro

CWP07/16: A new model for interdependent durations with an application to joint retirement

Bo E. Honoré and Aureo de Paula

CWP06/16: Econometrics of network models

Aureo de Paula

CWP05/16: Practical and theoretical advances in inference for partially identified models

Ivan Canay and Azeem Shaikh

CWP04/16: Dual regression

Richard Spady and Sami Stouli

CWP03/16: Doubly robust uniform confidence band for the conditional average treatment effect function

Sokbae (Simon) Lee, Ryo Okui and Yoon-Jae Whang

CWP02/16: Confidence intervals for projections of partially identified parameters

Hiroaki Kaido, Francesca Molinari and Jörg Stoye

CWP01/16: Compactness of infinite dimensional parameter spaces

Joachim Freyberger and Matthew Masten

CWP75/15: Quantile selection models: with an application to understanding changes in wage inequality

Manuel Arellano and Stéphane Bonhomme

CWP74/15: The sorted effects method: discovering heterogeneous effects beyond their averages

Victor Chernozhukov, Ivan Fernandez-Val and Ye Luo

CWP73/15: The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality

Jonathan Halket, Lars Nesheim and Florian Oswald

CWP72/15: Identifying effects of multivalued treatments

Sokbae (Simon) Lee and Bernard Salanié

CWP71/15: A bias bound approach to nonparametric inference

Susanne Schennach

CWP70/15: Bounding average treatment effects using linear programming

Lukas Laffers

CWP69/15: Fuzzy differences-in-differences

Clément de Chaisemartin and Xavier D'Haultfoeuille

CWP68/15: Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

Jia-Young Michael Fu, Joel L. Horowitz and Matthias Parey

CWP67/15: Nonparametric estimation and inference under shape restrictions

Joel L. Horowitz and Sokbae (Simon) Lee

CWP66/15: Intergenerational mobility and the timing of parental income

Pedro Carneiro, Italo Lopez Garcia, Kjell G Salvanes and Emma Tominey

CWP65/15: Robust confidence regions for incomplete models

Larry Epstein, Hiroaki Kaido and Kyoungwon Seo

CWP64/15: Partial identification in applied research: benefits and challenges

Kate Ho and Adam Rosen

CWP63/15: Characterizations of identified sets delivered by structural econometric models

Andrew Chesher and Adam Rosen

CWP62/15: Semiparametric model averaging of ultra-high dimensional time series

Jia Chen, Degui Li, Oliver Linton and Zudi Lu

CWP61/15: Nonparametric Euler equation identification and estimation

Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel, Oliver Linton and Sorawoot Srisuma

CWP60/15: Clinical trial design enabling e-optimal treatment rules

Charles Manski and Aleksey Tetenov

CWP59/15: Constrained conditional moment restriction models

Victor Chernozhukov, Whitney Newey and Andres Santos

CWP58/15: Vector quantile regression: an optimal transport approach

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon

CWP57/15: Monge-Kantorovich depth, quantiles, ranks and signs

Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry

CWP56/15: A lava attack on the recovery of sums of dense and sparse signals

Victor Chernozhukov, Christian Hansen and Yuan Liao

CWP55/15: Program evaluation with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen

CWP54/15: Inference for functions of partially identified parameters in moment inequality models

Federico Bugni, Ivan Canay and Xiaoxia Shi