Publications

The cemmap working paper series publishes papers expanding the frontiers of knowledge in microdata methods and practice. Martin Weidner is the editor of the working paper series.

Plausible GMM: a quasi-bayesian approach

Structural estimation in economics often makes use of models formulated in terms of moment conditions. While… Continue reading.

Victor Chernozhukov, Christian Hansen, Lingwei Kong, Weining Wang
July 2025

CWP14/25

Inference for an algorithmic accuracy fairness frontier

Algorithms are increasingly used to aid with high-stakes decision making. Yet, their predictive ability frequently exhibits… Continue reading.

Francesca Molinari, Yiqi Liu
July 2025

CWP13/25

Moment restrictions for nonlinear panel data models with feedback

Many panel data methods, while allowing for general dependence between covariates and time-invariant agent-specific heterogeneity, place… Continue reading.

Stéphane Bonhomme, Kevin Dano, Bryan S. Graham
June 2025

CWP12/25

Teacher-pupil sorting, learning, and inequality

This paper uses a structural, two-sided model of the education system to study the interactions between… Continue reading.

Ivan Olszak
June 2025

CWP11/25

Estimating demand with recentered instruments

We develop a new approach to estimating flexible demand models with exogenous supply-side shocks. Our approach… Continue reading.

Kirill Borusyak, Mauricio Caceres Bravo, Peter Hull
April 2025

CWP10/25

Optimal formula instruments

When estimating the effects of treatments defined by complex formulas, researchers often use simple functions of… Continue reading.

Kirill Borusyak, Peter Hull
March 2025

CWP09/25

Identifying heterogeneous supply and demand shocks in European credit markets

We propose a new model in which relationship-specific supply and demand shocks are non-parametrically identified in… Continue reading.

Oliver De Jonghe, Daniel Lewis
February 2025

CWP08/25

Point-identifying semiparametric sample selection models with no excluded variable

Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve… Continue reading.

Dongwoo Kim, Young Jun Lee
February 2025

CWP07/25

Identification of treatment effects under limited exogenous variation

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control… Continue reading.

Whitney K. Newey, Sami Stouli
February 2025

CWP06/25

A neyman-orthogonalization approach to the incidental parameter problem

A popular approach to perform inference on a target parameter in the presence of nuisance parameters… Continue reading.

Stéphane Bonhomme, Koen Jochmans, Martin Weidner
January 2025

CWP05/25

Prediction sets and conformal inference with censored outcomes

Given data on a scalar random variable 𝑌, a prediction set for 𝑌 with miscoverage level… Continue reading.

Áureo de Paula, Elie Tamer, Weiguang Liu
January 2025

CWP04/25

Marginal effects for probit and tobit with endogeneity

When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.

Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev
January 2025

CWP03/25

Previous version

Marginal effects for probit and tobit with endogeneity
Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev
April 2024 | CWP04/24
Simple estimation of semiparametric models with measurement errors

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.

Kirill Evdokimov, Andrei Zeleneev
January 2025

CWP02/25

Previous version

Simple estimation of semiparametric models with measurement errors
Kirill Evdokimov, Andrei Zeleneev
April 2024 | CWP05/24