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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CWP03/15: Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics

Yingyao Hu

CWP02/15: Post-selection and post-regularization inference in linear models with many controls and instruments

Victor Chernozhukov, Christian Hansen and Martin Spindler

CWP01/15: Bounds on treatment effects on transitions

Johan Vikström, Geert Ridder and Martin Weidner

CWP54/14: Nonparametric identification in panels using quantiles

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein and Whitney Newey

CWP53/14: Valid post-selection inference in high-dimensional approximately sparse quantile regression models

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

CWP52/14: Testing many moment inequalities

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

CWP51/14: Uniform post selection inference for LAD regression and other Z-estimation problems

Alexandre Belloni, Victor Chernozhukov and Kengo Kato

CWP50/14: Inference in high dimensional panel models with an application to gun control

Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Damian Kozbur

CWP49/14: Central limit theorems and bootstrap in high dimensions

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

CWP48/14: Vector quantile regression

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon

CWP47/14: Dynamic linear panel regression models with interactive fixed effects

Hyungsik Moon and Martin Weidner

CWP46/14: Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Xiaohong Chen and Timothy M. Christensen

CWP45/14: Inference about Non-Identi?ed SVARs

Raffaella Giacomini and Toru Kitagawa

CWP44/14: The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments

Charles Manski and Aleksey Tetenov

CWP43/14: Unobserved heterogeneity in income dynamics: an empirical Bayes perspective

Jiaying Gu and Roger Koenker

CWP42/14: Individual Heterogeneity and Average Welfare

Jerry Hausman and Whitney Newey

CWP41/14: Economic theory and forecasting: lessons from the literature

Raffaella Giacomini

CWP40/14: Recombinant innovation and the boundaries of the firm

Rachel Griffith, Sokbae (Simon) Lee and Bas Straathof

CWP39/14: A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent

Sokbae (Simon) Lee, Hyunmin Park, Myung Hwan Seo and Youngki Shin

CWP38/14: Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Xiaohong Chen and Demian Pouzo

CWP37/14: Nonparametric identification of positive eigenfunctions

Timothy M. Christensen

CWP36/14: Inference in Ordered Response Games with Complete Information

Andres Aradillas-Lopez and Adam Rosen

CWP35/14: Linear regression for panel with unknown number of factors as interactive fixed effects

Hyungsik Moon and Martin Weidner

CWP34/14: A Test for Instrument Validity

Toru Kitagawa

CWP33/14: Program evaluation with high-dimensional data

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

CWP32/14: Individual and time effects in nonlinear panel models with large N, T

Ivan Fernandez-Val and Martin Weidner

CWP31/14: Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables

Markus Frölich and Martin Huber

CWP30/14: Bayesian exploratory factor analysis

Gabriella Conti, Sylvia Frühwirth-Schnatter, James Heckman and Rémi Piatek

CWP29/14: Multivariate variance ratio statistics

Seok Young Hong, Oliver Linton and Hui Jun Zhang

CWP28/14: Asymptotic efficiency of semiparametric two-step GMM

Daniel Ackerberg, Xiaohong Chen and Jinyong Hahn

CWP27/14: Maximum score estimation with nonparametrically generated regressors

Le-Yu Chen, Sokbae (Simon) Lee and Myung Jae Sung

CWP26/14: The lasso for high-dimensional regression with a possible change-point

Sokbae (Simon) Lee, Myung Hwan Seo and Youngki Shin

CWP25/14: Implementing intersection bounds in Stata

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee and Adam Rosen

CWP24/14: Tackling social exclusion: evidence from Chile

Pedro Carneiro, Emanuela Galasso and Rita Ginja

CWP23/14: Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido

CWP22/14: Inference for functions of partially identified parameters in moment inequality models

Federico Bugni, Ivan Canay and Xiaoxia Shi

CWP21/14: Individual heterogeneity, nonlinear budget sets, and taxable income

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

CWP20/14: Estimation of random coefficients logit demand models with interactive fixed effects

Hyungsik Moon, Matthew Shum and Martin Weidner

CWP19/14: Specification tests for partially identified models defined by moment inequalities

Federico Bugni, Ivan Canay and Xiaoxia Shi

CWP18/14: Nonparametric spectral-based estimation of latent structures

Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin

CWP17/14: The identification power of smoothness assumptions in models with counterfactual outcomes

Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon and Sokbae (Simon) Lee

CWP16/14: International trends in technological progress: stylized facts from patent citations, 1980-2011

Soonwoo Kwon, Jihong Lee and Sokbae (Simon) Lee

CWP15/14: Optimal bandwidth selection for robust generalized method of moments estimation

Daniel Wilhelm

CWP14/14: Grade retention and unobserved heterogeneity

Robert Gary-Bobo, Marion Goussé and Jean-Marc Robin

CWP13/14: Labor market reforms and unemployment dynamics

Fabrice Murtin and Jean-Marc Robin

CWP12/14: Tenure, experience, human capital and wages: a tractable equilibrium search model of wage dynamics

Jesper Bagger, Francois Fontaine and Jean-Marc Robin

CWP11/14: Nonparametric estimation of finite measures

Stéphane Bonhomme, Koen Jochmans and Jean-Marc Robin

CWP10/14: A simple parametric model selection test

Susanne Schennach and Daniel Wilhelm

CWP09/14: Testing for a general class of functional inequalities

Sokbae (Simon) Lee, Kyungchui (Kevin) Song and Yoon-Jae Whang

CWP08/14: Interdependent durations in joint retirement

Bo E. Honoré and Aureo de Paula