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.
This paper develops a novel approach that leverages the information contained in expectations datasets to derive… Continue reading.
A recent econometric literature shows two distinct paths for identification with shift-share instruments, leveraging either many… Continue reading.
Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for… Continue reading.
The persuasion rate is a key parameter for measuring the causal effect of a directional message… Continue reading.
We introduce a novel framework for individual-level welfare analysis. It builds on a parametric model for… Continue reading.
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the… Continue reading.
This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e.,… Continue reading.
We consider a linear panel data model with nonseparable two-way unobserved heterogeneity corresponding to a linear… Continue reading.