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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CWP53/15: Earnings and consumption dynamics: a nonlinear panel data framework

Manuel Arellano, Richard Blundell and Stéphane Bonhomme

CWP52/15: Econometrics of network models

Aureo de Paula

CWP51/15: Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

CWP50/15: Identification and estimation of preference distributions when voters are ideological

Antonio Merlo and Aureo de Paula

CWP49/15: Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

CWP48/15: Identification of nonparametric simultaneous equations models with a residual index structure

Steven Berry and Philip Haile

CWP47/15: Identification in differentiated product markets

Steven Berry and Philip Haile

CWP46/15: Model averaging in semiparametric estimation of treatment effects

Toru Kitagawa and Chris Muris

CWP45/15: Inference under covariate-adaptive randomization

Federico Bugni, Ivan Canay and Azeem Shaikh

CWP44/15: The influence function of semiparametric estimators

Hidehiko Ichimura and Whitney Newey

CWP43/15: An econometric model of link formation with degree heterogeneity

Bryan Graham

CWP42/15: Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Yoichi Arai and Hidehiko Ichimura

CWP41/15: Finite sample bias corrected IV estimation for weak and many instruments

Matthew Harding, Jerry Hausman and Christopher Palmer

CWP40/15: Nonlinear panel data estimation via quantile regressions

Manuel Arellano and Stéphane Bonhomme

CWP39/15: Nonparametric instrumental variable estimation under monotonicity

Denis Chetverikov and Daniel Wilhelm

CWP38/15: A discrete model for bootstrap iteration

Russell Davidson

CWP37/15: Treatment effects with many covariates and heteroskedasticity

Matias Cattaneo, Michael Jansson and Whitney Newey

CWP36/15: Alternative asymptotics and the partially linear model with many regressors

Matias Cattaneo, Michael Jansson and Whitney Newey

CWP35/15: Variable selection and estimation in high-dimensional models

Joel L. Horowitz

CWP34/15: Identification and estimation of nonparametric panel data regressions with measurement error

Daniel Wilhelm

CWP33/15: The triangular model with random coefficients

Stefan Hoderlein, Hajo Holzmann and Alexander Meister

CWP32/15: Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation

Xiaohong Chen and Timothy M. Christensen

CWP31/15: A weak instrument F-test in linear IV models with multiple endogenous variables

Eleanor Sanderson and Frank Windmeijer

CWP30/15: Identification of the distribution of valuations in an incomplete model of English auctions

Andrew Chesher and Adam Rosen

CWP29/15: Identification of preferences in network formation games

Aureo de Paula, Seth Richards-Shubik and Elie Tamer

CWP28/15: Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930

Pedro Carneiro, Sokbae (Simon) Lee and Hugo Reis

CWP27/15: Approximate permutation tests and induced order statistics in the regression discontinuity design

Ivan Canay and Vishal Kamat

CWP26/15: Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

Le-Yu Chen and Sokbae (Simon) Lee

CWP25/15: Random coefficients on endogenous variables in simultaneous equations models

Matthew Masten

CWP24/15: Nonparametric stochastic discount factor decomposition

Timothy M. Christensen

CWP23/15: Income effects and the welfare consequences of tax in differentiated product oligopoly

Rachel Griffith, Lars Nesheim and Martin O'Connell

CWP22/15: Counterfactual worlds

Andrew Chesher and Adam Rosen

CWP21/15: Individual heterogeneity, nonlinear budget sets and taxable income

Sören Blomquist, Anil Kumar, Che-Yuan Liang and Whitney Newey

CWP20/15: Robust confidence regions for incomplete models

Larry Epstein, Hiroaki Kaido and Kyoungwon Seo

CWP19/15: Partial insurance and investments in children

Pedro Carneiro and Rita Ginja

CWP18/15: Estimating private provision of public goods with heterogenous participants: a structural analysis

Yonghong An, Yingyao Hu and Pengfei Liu

CWP17/15: Individual and time effects in nonlinear panel models with large N, T

Ivan Fernandez-Val and Martin Weidner

CWP16/15: Identification and estimation in first-price auctions with risk-averse bidders and selective entry

Matthew Gentry, Tong Li and Jingfeng Lu

CWP15/15: Decentralizing education resources: school grants in Senegal

Pedro Carneiro, Oswald Koussihouèdé, Nathalie Lahire, Costas Meghir and Corina Mommaerts

CWP14/15: The marriage market, labor supply and education choice

Pierre-André Chiappori, Monica Costa Dias and Costas Meghir

CWP13/15: An investigation into multivariate variance ratio statistics and their application to stock market predictability

Seok Young Hong, Oliver Linton and Hui Jun Zhang

CWP12/15: Quantile regression with panel data

Bryan Graham, Jinyong Hahn, Alexandre Poirier and James Powell

CWP11/15: Nonparametric testing for exogeneity with discrete regressors and instruments

Katarzyna Bech-Wysocka and Grant Hillier

CWP10/15: Who should be treated? Empirical welfare maximization methods for treatment choice

Toru Kitagawa and Aleksey Tetenov

CWP09/15: Estimation of stochastic volatility models by nonparametric filtering

Shin Kanaya and Dennis Kristensen

CWP08/15: Mean Ratio Statistic for measuring predictability

Oliver Linton and Katja Smetanina

CWP07/15: Semiparametric dynamic portfolio choice with multiple conditioning variables

Jia Chen, Degui Li, Oliver Linton and Zudi Lu

CWP06/15: Classification of nonparametric regression functions in heterogeneous panels

Michael Vogt and Oliver Linton

CWP05/15: A lava attack on the recovery of sums of dense and sparse signals

Victor Chernozhukov, Christian Hansen and Yuan Liao

CWP04/15: Monge-Kantorovich depth, quantiles, ranks and signs

Victor Chernozhukov, Alfred Galichon, Marc Hallin and Marc Henry