Research Staff
Daniel Wilhelm
cemmap and UCL
Daniel Wilhelm joined UCL and the Centre for Microdata Methods and Practice (cemmap) in summer 2012 after finishing his PhD at the University of Chicago. His research interests range broadly in econometric theory and applied econometrics.
Selected Publications
Optimal bandwidth selection for robust generalized method of moments estimation
A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation […]
Latest version
A simple parametric model selection test
We propose a simple model selection test for choosing among two parametric likelihoods which can be […]