Centre for microdata methods and practice
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.
When estimating the effects of treatments defined by complex formulas, researchers often use simple functions of… Continue reading.
We propose a new model in which relationship-specific supply and demand shocks are non-parametrically identified in… Continue reading.
Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve… Continue reading.
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control… Continue reading.
A popular approach to perform inference on a target parameter in the presence of nuisance parameters… Continue reading.
Given data on a scalar random variable 𝑌, a prediction set for 𝑌 with miscoverage level… Continue reading.
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In… Continue reading.
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of… Continue reading.