Printed from https://ideas.repec.org/s/azt/cemmap3.html
Content
2012
- 20/12 Nonparametric additive models
by Joel L. Horowitz - 19/12 Asymptotic theory for differentiated products demand models with many markets
by Joachim Freyberger - 18/12 On the testability of identification in some nonparametric models with endogeneity
by Ivan A. Canay & Andres Santos & Azeem M. Shaikh - 17/12 Penalized estimation of high-dimensional models under a generalized sparsity condition
by Joel L. Horowitz & Jian Huang - 16/12 Testing multiple inequality hypotheses: a smoothed indicator approach
by Le-Yu Chen & Jerzy Szroeter - 15/12 Identification and shape restrictions in nonparametric instrumental variables estimation
by Joachim Freyberger & Joel L. Horowitz - 14/12 A simple bootstrap method for constructing nonparametric confidence bands for functions
by Peter Hall & Joel L. Horowitz - 13/12 Model comparisons in unstable environments
by Raffaella Giacomini & Barbara Rossi - 12/12 Do public health interventions crowd out private health investments? Malaria control policies in Eritrea
by Pedro Carneiro & Tewolde Ghebremeskel & Joseph Keating & Andrea Locatelli - 11/12 A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
by Raffaella Giacomini & Dimitris N. Politis & Halbert White - 10/12 Inference on treatment effects after selection amongst high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - 09/12 Semiparametric estimation of random coefficients in structural economic models
by Stefan Hoderlein & Lars Nesheim & Anna Simoni - 08/12 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Roger Moon & Matthew Shum & Martin Weidner - 07/12 Identification of income-leisure preferences and evaluation of income tax policy
by Charles F. Manski - 06/12 Sieve inference on semi-nonparametric time series models
by Xiaohong Chen & . . & Yixiao Sun - 05/12 Inference on counterfactual distributions
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - 04/12 Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel - 03/12 Aggregation without the aggravation? Nonparametric analysis of the representative consumer
by Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen - 02/12 The age-period cohort problem: set identification and point identification
by Martin Browning & Ian Crawford & Marike Knoef
2011
- 42/11 Estimation of treatment effects with high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - 34/11 Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen - 17/11 Local identification of nonparametric and semiparametric models
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey
2009
- 19/09 Intersection Bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen - 13/09 Hypothesis testing of multiple inequalities: the method of constraint chaining
by Le-Yu Chen & Jerzy Szroeter - 09/09 Inference on counterfactual distributions
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly
2008
- 26/08 Alternative approaches to evaluation in empirical microeconomics
by Richard Blundell & Monica Costa Dias
2004
- 19/04 GEL Criteria for Moment Condition Models
by Richard Smith - 18/04 Nonparametric methods for the characteristic model
by Laura Blow & Martin Browning & Ian Crawford - 17/04 Automatic positive semi-definite HAC covariance matrix and GMM estimation
by Richard Smith - 16/04 Spatial design matrices and associated quadratic forms: structure and properties
by Grant Hillier & Federico Martellosio - 15/04 A nonparametric test of exogeneity
by Richard Blundell & Joel L. Horowitz - 14/04 Testing a parametric model against a nonparametric alternative with identification through instrumental variables
by Joel L. Horowitz - 13/04 On the identification of the effect of smoking on mortality
by Jerome Adda & Valérie Lechene - 12/04 The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
by Yoshihiko Nishiyama & Peter Robinson - 11/04 Identification in additive error models with discrete endogenous variables
by Andrew Chesher - 10/04 Identification of sensitivity to variation in endogenous variables
by Andrew Chesher - 09/04 Pessimistic portfolio allocation and Choquet expected utility
by Gilbert W. Bassett Jr Bassett & Roger Koenker & Gregory Kordas - 08/04 Endogeneity in quantile regression models: a control function approach
by Sokbae (Simon) Lee - 07/04 Nonparametric estimation of an additive quantile regression model
by Joel L. Horowitz & Sokbae (Simon) Lee - 06/04 Nonparametric inference for unbalance time series data
by Oliver Linton - 05/04 Inverse probability weighted estimation for general missing data problems
by Jeffrey M. Wooldridge - 04/04 On the robustness of fixed effects and related estimators in correlated random coefficient panel data models
by Jeffrey M. Wooldridge - 03/04 Estimating average partial effects under conditional moment independence assumptions
by Jeffrey M. Wooldridge - 02/04 Necessary and sufficient conditions for latent separability
by Ian Crawford - 01/04 Quantile regression methods for recursive structural equation models
by Lingjie Ma & Roger Koenker
2003
- 19/03 Nonparametric identification under discrete variation
by Andrew Chesher - 18/03 Modified whittle estimation of multilateral spatial models
by Peter Robinson & J. Vidal Sanz Vidal Sanz - 17/03 Jackknife and analytical bias reduction for nonlinear panel models
by Jinyong Hahn & Whitney K. Newey - 16/03 Why the apple doesn't fall far: understanding intergenerational transmission of human capital
by Sandra E. Black & Paul J. Devereux & Kjell G. Salvanes - 14/03 Nonparametric estimation of homothetic and homothetically separable functions
by Arthur Lewbel & Oliver Linton - 13/03 Estimating panel data duration models with censored data
by Sokbae (Simon) Lee - 12/03 Estimation of the Distribution of Hourly Pay from Household Survey Data: The Use of Missing Data Methods to Handle Measurement Error
by Gabriele Beissel-Durrant & Chris Skinner - 11/03 Semiparametric regression analysis with missing response at random
by Wolfgang Härdle & Oliver Linton & Wang & Qihua - 09/03 Confidence intervals for partially identified parameters
by Guido Imbens & Charles F. Manski - 08/03 Generalized empirical likelihood estimators and tests under partial, weak and strong identification
by Patrik Buggenberger & Richard Smith - 07/03 Discrete choice non-response
by Esmerelda A. Ramalho & Richard Smith - 06/03 Nonparametric identification with discrete endogenous variables
by Andrew Chesher - 05/03 Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
by Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith - 04/03 Higher order properties of GMM and generalised empirical likelihood estimators
by Whitney K. Newey & Richard Smith - 03/03 Statistical treatment rules for heterogeneous populations
by Charles F. Manski - 02/03 Nonparametric methods for inference in the presence of instrumental variables
by Peter Hall & Joel L. Horowitz - 01/03 Another look at the regression discontinuity design
by Erich Battistin & Enrico Rettore
2002
- 23/02 The role of randomized field trials in social science research: a perspective from evaluations of reforms of social welfare programs
by Robert Moffitt - 22/02 Quantiles for counts
by Jose A. F. Machado Machado & Joao Santos Silva Santos Silva - 21/02 Semiparametric estimation of a panel data proportional hazards model with fixed effects
by Joel L. Horowitz & Sokbae (Simon) Lee - 20/02 Semiparametric identification in duration models
by Andrew Chesher - 19/02 Nonparametric estimation of an additive model with a link function
by Joel L. Horowitz & Enno Mammen - 18/02 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
by Jeffrey M. Wooldridge - 17/02 Instrumental Values
by Andrew Chesher - 14/02 ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
by Frank Windmeijer - 13/02 Non-linear models with panel data
by Bo E. Honoré - 12/02 Semi-parametric models for satisfaction with income
by Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest - 11/02 Inverse probability weighted M-estimators for sample selection, attrition and stratification
by Jeffrey M. Wooldridge - 10/02 Alternative approaches to evaluation in empirical microeconomics
by Richard Blundell & Monica Costa Dias - 09/02 Dynamic panel data models: a guide to microdata methods and practice
by Stephen Bond - 08/02 Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications
by Lars Nesheim - 07/02 Identification and estimation of hedonic models
by Ivar Ekeland & James Heckman & Lars Nesheim - 06/02 Identifying hedonic models
by Ivar Ekeland & James Heckman & Lars Nesheim - 05/02 Local identification in nonseparable models
by Andrew Chesher - 04/02 Finite sample inference for GMM estimators in linear panel data models
by Stephen Bond & Frank Windmeijer - 03/02 Consistent testing for stochastic dominance: a subsampling approach
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang - 02/02 Estimation of semiparametric models when the criterion function is not smooth
by Xiaohong Chen & Oliver Linton & Ingred van Keilegom - 01/02 Semiparametric reduced form estimation of tuition subsidies
by Hidehiko Ichimura & Christopher Taber
2001
- 09/01 Endogeneity in nonparametric and semiparametric regression models
by Richard Blundell & James L. Powell - 08/01 Quantile driven identification of structural derivatives
by Andrew Chesher - 06/01 Projection estimators for autoregressive panel data models
by Stephen Bond & Frank Windmeijer - 05/01 Endogeneity in semiparametric binary response models
by Richard Blundell & James L. Powell - 04/01 Asymptotic expansions for some semiparametric program evaluation estimators
by Hidehiko Ichimura & Oliver Linton - 03/01 Welfare measurement and measurement error
by Andrew Chesher & Christian Schluter - 02/01 Parameter approximations for quantile regressions with measurement error
by Andrew Chesher - 01/01 Exogenous impact and conditional quantile functions
by Andrew Chesher