Content
2018
- CWP10/18 Nonseparable sample selection models with censored selection rules
by Ivan Fernandez-Val & Aico van Vuuren & Francis Vella - CWP09/18 Semiparametric nonlinear panel data models with measurement error
by Oliver Linton & Ji-Liang Shiu - CWP08/18 Multiscale clustering of nonparametric regression curves
by Michael Vogt & Oliver Linton - CWP07/18 Estimation in semiparametric quantile factor models
by Shujie Ma & Oliver Linton & Jiti Gao - CWP06/18 Implications of high-frequency trading for security markets
by Oliver Linton & Soheil Mahmoodzadeh - CWP05/18 Inference on a semiparametric model with global power law and local nonparametric trends
by Jiti Gao & Oliver Linton & Bin Peng - CWP04/18 High dimensional semiparametric moment restriction models
by Chaohua Dong & Jiti Gao & Oliver Linton - CWP03/18 Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
by Tingting Cheng & Jiti Gao & Oliver Linton - CWP02/18 A simple and efficient estimation method for models with nonignorable missing data
by Chunrong Ai & Oliver Linton & Zheng Zhang - CWP01/18 The behaviour of betting and currency markets on the night of the EU referendum
by Tom Auld & Oliver Linton
2017
- CWP65/17 Extremal quantile regression: an overview
by Victor Chernozhukov & Ivan Fernandez-Val & Tetsuya Kaji - CWP64/17 Counterfactual analysis in R: a vignette
by Mingli Chen & Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - CWP63/17 Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Whitney K. Newey - CWP62/17 An exact and robust conformal inference method for counterfactual and synthetic controls
by Victor Chernozhukov & Kaspar Wüthrich & Yu Zhu - CWP61/17 Generic machine learning inference on heterogenous treatment effects in randomized experiments
by Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val - CWP60/17 Individual counterfactuals with multidimensional unobserved heterogeneity
by Richard Blundell & Dennis Kristensen & Rosa Matzkin - CWP59/17 Additive nonparametric models with time variable and both stationary and nonstationary regressions
by Chaohua Dong & Oliver Linton - CWP58/17 Specification test on mixed logit models
by Jinyong Hahn & Jerry Hausman & Josh Lustig - CWP57/17 Powerful t-Tests in the presence of nonclassical measurement error
by Dongwoo Kim & Daniel Wilhelm - CWP56/17 Nonparametric analysis of random utility models
by Jorg Stoye & Yuichi Kitamura - CWP55/17 Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015
by Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh - CWP54/17 Quantile graphical models: prediction and conditional independence with applications to systemic risk
by Alexandre Belloni & Mingli Chen & Victor Chernozhukov - CWP53/17 Estimating dynamic panel models: backing out the Nickell Bias
by Jerry Hausman & Maxim L. Pinkovskiy - CWP52/17 Exact computation of GMM estimators for instrumental variable quantile regression models
by Le-Yu Chen & Sokbae (Simon) Lee - CWP51/17 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
by Le-Yu Chen & Sokbae (Simon) Lee - CWP50/17 Best subset binary prediction
by Le-Yu Chen & Sokbae (Simon) Lee - CWP49/17 Confidence intervals for projections of partially identified parameters
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye - CWP48/17 Semiparametric estimation of structural functions in nonseparable triangular models
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella - CWP47/17 Nonparametric instrumental variable estimation
by Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim - CWP46/17 Non-asymptotic inference in instrumental variables estimation
by Joel L. Horowitz - CWP45/17 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - CWP44/17 Posterior distribution of nondifferentiable functions
by Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne - CWP43/17 Monte Carlo confidence sets for identified sets
by Xiaohong Chen & Timothy M. Christensen & Elie Tamer - CWP42/17 Fixed effect estimation of large T panel data models
by Ivan Fernandez-Val & Martin Weidner - CWP41/17 Cross-fitting and fast remainder rates for semiparametric estimation
by Whitney K. Newey & James M. Robins - CWP40/17 The bunching estimator cannot identify the taxable income elasticity
by Soren Blomquist & Whitney K. Newey - CWP39/17 Testing for homogeneity in mixture models
by Jiaying Gu & Roger Koenker & Stanislav Volgushev - CWP38/17 Bayesian deconvolution: an R vinaigrette
by Roger Koenker - CWP37/17 Rebayes: an R package for empirical bayes mixture methods
by Jiaying Gu & Roger Koenker - CWP36/17 Quantile regression 40 years on
by Roger Koenker - CWP35/17 Identifying preferences in networks with bounded degree
by Áureo de Paula & Seth Richards-Shubik & Elie Tamer - CWP34/17 Inference under covariate-adaptive randomization with multiple treatments
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - CWP33/17 Nonseparable multinomial choice models in cross-section and panel data
by Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey - CWP32/17 Information redundancy neglect versus overconfidence: a social learning experiment
by Marco Angrisani & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - CWP31/17 Binarization for panel models with fixed effects
by Irene Botosaru & Chris Muris - CWP30/17 Semiparametric efficient empirical higher order influence function estimators
by Rajarshi Mukherjee & Whitney K. Newey & James Robins - CWP29/17 Quantreg.nonpar: an R package for performing nonparametric series quantile regression
by Michael Lipsitz & Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val - CWP28/17 Double/debiased machine learning for treatment and structural parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins - CWP27/17 Incomplete English auction models with heterogeneity
by Andrew Chesher & Adam Rosen - CWP26/17 Fixed-effect regressions on network data
by Koen Jochmans & Martin Weidner - CWP25/17 Inference under covariate-adaptive randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - CWP24/17 Who should be treated? Empirical welfare maximization methods for treatment choice
by Toru Kitagawa & Aleksey Tetenov - CWP23/17 Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich - CWP22/17 Confidence bands for coefficients in high dimensional linear models with error-in-variables
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul - CWP21/17 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - CWP20/17 Inference on breakdown frontiers
by Matthew Masten & Alexandre Poirier - CWP19/17 Understanding the effect of measurement error on quantile regressions
by Andrew Chesher - CWP18/17 Uncertain identification
by Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella - CWP17/17 Permutation tests for equality of distributions of functional data
by Federico A. Bugni & Joel L. Horowitz - CWP16/17 A nonlinear principal component decomposition
by Florian Gunsilius & Susanne M. Schennach - CWP15/17 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - CWP14/17 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - CWP13/17 Updating ambiguous beliefs in a social learning experiment
by Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - CWP12/17 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner - CWP11/17 Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - CWP10/17 Equality-minded treatment choice
by Toru Kitagawa & Aleksey Tetenov - CWP09/17 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
by Xiaohong Chen & Timothy M. Christensen - CWP08/17 An econometric model of network formation with degree heterogeneity
by Bryan S. Graham - CWP07/17 Instrumental variables estimation for nonparametric models
by Whitney K. Newey & James L. Powell - CWP06/17 The influence function of semiparametric estimators
by Hidehiko Ichimura & Whitney K. Newey - CWP05/17 A coupled component GARCH model for intraday and overnight volatility
by Oliver Linton & Jianbin Wu - CWP04/17 Likelihood inference and the role of initial conditions for the dynamic panel data model
by Jose Diogo Barbosa & Marcelo Moreira - CWP03/17 Inference in linear regression models with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - CWP02/17 A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
by Lena Boneva (Körber) & Oliver Linton - CWP01/17 A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
by Joel L. Horowitz & Anand Krishnamurthy
2016
- CWP54/16 Identifying preferences in networks with bounded degree
by Áureo de Paula & Seth Richards-Shubik & Elie Tamer - CWP53/16 Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order
by Seok Young Hong & Oliver Linton - CWP52/16 Estimation of a multiplicative covariance structure in the large dimensional case
by Christian M. Hafner & Oliver Linton & Haihan Tang - CWP51/16 Nonlinear panel data methods for dynamic heterogeneous agent models
by Manuel Arellano & Stéphane Bonhomme - CWP50/16 An economic theory of statistical testing
by Aleksey Tetenov - CWP49/16 Double machine learning for treatment and causal parameters
by Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey - CWP48/16 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - CWP47/16 On cross-validated Lasso
by Denis Chetverikov & . . - CWP46/16 Conditional quantile processes based on series or many regressors
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val - CWP45/16 Partial identification in applied research: benefits and challenges
by Kate Ho & Adam Rosen - CWP44/16 Characterizations of identified sets delivered by structural econometric models
by Andrew Chesher & Adam Rosen - CWP43/16 Anti-concentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP42/16 Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP41/16 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP40/16 Comparison and anti-concentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP39/16 Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP38/16 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP37/16 hdm: High-Dimensional Metrics
by Victor Chernozhukov & Christian Hansen & Martin Spindler - CWP36/16 Valid post-selection and post-regularization inference: An elementary, general approach
by Victor Chernozhukov & Christian Hansen & Martin Spindler - CWP35/16 Generic inference on quantile and quantile effect functions for discrete outcomes
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich - CWP34/16 A quantile correlated random coefficients panel data model
by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell - CWP33/16 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - CWP32/16 Fixed-effect regressions on network data
by Koen Jochmans & Martin Weidner - CWP31/16 Locally robust semiparametric estimation
by Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey - CWP30/16 A simple parametric model selection test
by Susanne M. Schennach & Daniel Wilhelm - CWP29/16 Nonparametric estimation and inference under shape restrictions
by Joel L. Horowitz & Sokbae (Simon) Lee - CWP28/16 MCMC confidence sets for identified sets
by Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer - CWP27/16 Nonparametric analysis of random utility models
by Yuichi Kitamura & Jorg Stoye - CWP26/16 Partial independence in nonseparable models
by Matthew Masten & Alexandre Poirier - CWP25/16 Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
by Humberto Moreira & Marcelo Moreira - CWP24/16 A critical value function approach, with an application to persistent time-series
by Marcelo Moreira & Rafael Mourão & Humberto Moreira - CWP23/16 Estimation of a Multiplicative Covariance Structure
by Christian M. Hafner & Oliver Linton & Haihan Tang - CWP22/16 The value of private schools: evidence from Pakistan
by Pedro Carneiro & Jishnu Das & Hugo Reis - CWP21/16 Inference under Covariate-Adaptive Randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - CWP20/16 Posterior distribution of nondifferentiable functions
by Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne - CWP19/16 Bias-corrected confidence intervals in a class of linear inverse problems
by Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom - CWP18/16 Updating ambiguous beliefs in a social learning experiment
by Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa - CWP17/16 Bounds On Treatment Effects On Transitions
by Johan Vikström & Geert Ridder & Martin Weidner - CWP16/16 Homophily and transitivity in dynamic network formation
by Bryan S. Graham - CWP15/16 Optimal data collection for randomized control trials
by Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm - CWP14/16 Estimating Matching Games with Transfers
by Jeremy Fox - CWP13/16 Program evaluation and causal inference with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - CWP12/16 Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
by Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi - CWP11/16 Possibly Nonstationary Cross-Validation
by Federico M Bandi & Valentina Corradi & Daniel Wilhelm - CWP10/16 Identification and efficiency bounds for the average match function under conditionally exogenous matching
by Bryan S. Graham & Guido Imbens & Geert Ridder - CWP09/16 Teacher Quality and Learning Outcomes in Kindergarten
by M. Caridad Araujo & Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady - CWP08/16 Measuring and Changing Control: Women's Empowerment and Targeted Transfers
by Ingvild Almås & Alex Armand & Orazio Attanasio & Pedro Carneiro - CWP07/16 A new model for interdependent durations with an application to joint retirement
by Bo E. Honoré & Áureo de Paula - CWP06/16 Econometrics of network models
by Áureo de Paula - CWP05/16 Practical and theoretical advances in inference for partially identified models
by Ivan A. Canay & Azeem M. Shaikh - CWP04/16 Dual regression
by Richard Spady & Sami Stouli - CWP03/16 Doubly robust uniform confidence band for the conditional average treatment effect function
by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang - CWP02/16 Confidence intervals for projections of partially identified parameters
by Hiroaki Kaido & Francesca Molinari & Jorg Stoye - CWP01/16 Compactness of infinite dimensional parameter spaces
by Joachim Freyberger & Matthew Masten
2015
- CWP75/15 Quantile selection models: with an application to understanding changes in wage inequality
by Manuel Arellano & Stéphane Bonhomme - CWP74/15 The sorted effects method: discovering heterogeneous effects beyond their averages
by Victor Chernozhukov & Ivan Fernandez-Val & Ye Luo - CWP73/15 The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality
by Jonathan Halket & Lars Nesheim & Florian Oswald - CWP72/15 Identifying effects of multivalued treatments
by Sokbae (Simon) Lee & Bernard Salanie - CWP71/15 A bias bound approach to nonparametric inference
by Susanne M. Schennach - CWP70/15 Bounding average treatment effects using linear programming
by Lukáš Lafférs - CWP69/15 Fuzzy differences-in-differences
by Clément de Chaisemartin & Xavier d'Haultfoeuille - CWP68/15 Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions
by Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey - CWP67/15 Nonparametric estimation and inference under shape restrictions
by Joel L. Horowitz & Sokbae (Simon) Lee - CWP66/15 Intergenerational mobility and the timing of parental income
by Pedro Carneiro & Italo Lopez Garcia & Kjell G. Salvanes & Emma Tominey - CWP65/15 Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - CWP64/15 Partial identification in applied research: benefits and challenges
by Kate Ho & Adam Rosen - CWP63/15 Characterizations of identified sets delivered by structural econometric models
by Andrew Chesher & Adam Rosen - CWP62/15 Semiparametric model averaging of ultra-high dimensional time series
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - CWP61/15 Nonparametric Euler equation identification and estimation
by Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma - CWP60/15 Clinical trial design enabling e-optimal treatment rules
by Charles F. Manski & Aleksey Tetenov - CWP59/15 Constrained conditional moment restriction models
by Victor Chernozhukov & Whitney K. Newey & Andres Santos - CWP58/15 Vector quantile regression: an optimal transport approach
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon - CWP57/15 Monge-Kantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - CWP56/15 A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao - CWP55/15 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - CWP54/15 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - CWP53/15 Earnings and consumption dynamics: a nonlinear panel data framework
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - CWP52/15 Econometrics of network models
by Áureo de Paula - CWP51/15 Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - CWP50/15 Identification and estimation of preference distributions when voters are ideological
by Antonio Merlo & Áureo de Paula - CWP49/15 Optimal bandwidth selection for the fuzzy regression discontinuity estimator
by Yoichi Arai & Hidehiko Ichimura - CWP48/15 Identification of nonparametric simultaneous equations models with a residual index structure
by Steven Berry & Phil Haile - CWP47/15 Identification in differentiated product markets
by Steven Berry & Phil Haile - CWP46/15 Model averaging in semiparametric estimation of treatment effects
by Toru Kitagawa & Chris Muris - CWP45/15 Inference under covariate-adaptive randomization
by Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh - CWP44/15 The influence function of semiparametric estimators
by Hidehiko Ichimura & Whitney K. Newey - CWP43/15 An econometric model of link formation with degree heterogeneity
by Bryan S. Graham - CWP42/15 Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
by Yoichi Arai & Hidehiko Ichimura - CWP41/15 Finite sample bias corrected IV estimation for weak and many instruments
by Matthew C. Harding & Jerry Hausman & Christopher Palmer - CWP40/15 Nonlinear panel data estimation via quantile regressions
by Manuel Arellano & Stéphane Bonhomme - CWP39/15 Nonparametric instrumental variable estimation under monotonicity
by Denis Chetverikov & Daniel Wilhelm - CWP38/15 A discrete model for bootstrap iteration
by Russell Davidson - CWP37/15 Treatment effects with many covariates and heteroskedasticity
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - CWP36/15 Alternative asymptotics and the partially linear model with many regressors
by Matias Cattaneo & Michael Jansson & Whitney K. Newey - CWP35/15 Variable selection and estimation in high-dimensional models
by Joel L. Horowitz - CWP34/15 Identification and estimation of nonparametric panel data regressions with measurement error
by Daniel Wilhelm - CWP33/15 The triangular model with random coefficients
by Stefan Hoderlein & Hajo Holzmann & Alexander Meister - CWP32/15 Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation
by Xiaohong Chen & Timothy M. Christensen - CWP31/15 A weak instrument F-test in linear IV models with multiple endogenous variables
by Eleanor Sanderson & Frank Windmeijer - CWP30/15 Identification of the distribution of valuations in an incomplete model of English auctions
by Andrew Chesher & Adam Rosen - CWP29/15 Identification of preferences in network formation games
by Áureo de Paula & Seth Richards-Shubik & Elie Tamer - CWP28/15 Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930
by Pedro Carneiro & Sokbae (Simon) Lee & Hugo Reis - CWP27/15 Approximate permutation tests and induced order statistics in the regression discontinuity design
by Ivan A. Canay & Vishal Kamat - CWP26/15 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
by Le-Yu Chen & Sokbae (Simon) Lee - CWP25/15 Random coefficients on endogenous variables in simultaneous equations models
by Matthew Masten - CWP24/15 Nonparametric stochastic discount factor decomposition
by Timothy M. Christensen - CWP23/15 Income effects and the welfare consequences of tax in differentiated product oligopoly
by Rachel Griffith & Lars Nesheim & Martin O'Connell - CWP22/15 Counterfactual worlds
by Andrew Chesher & Adam Rosen - CWP21/15 Individual heterogeneity, nonlinear budget sets and taxable income
by Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey - CWP20/15 Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - CWP19/15 Partial insurance and investments in children
by Pedro Carneiro & Rita Ginja - CWP18/15 Estimating private provision of public goods with heterogenous participants: a structural analysis
by Yonghong An & Yingyao Hu & Pengfei Liu - CWP17/15 Individual and time effects in nonlinear panel models with large N, T
by Ivan Fernandez-Val & Martin Weidner - CWP16/15 Identification and estimation in first-price auctions with risk-averse bidders and selective entry
by Matthew Gentry & Tong Li & Jingfeng Lu - CWP15/15 Decentralizing education resources: school grants in Senegal
by Pedro Carneiro & Oswald Koussihouèdé & Nathalie Lahire & Costas Meghir & Corina Mommaerts - CWP14/15 The marriage market, labor supply and education choice
by Pierre-André Chiappori & Monica Costa Dias & Costas Meghir - CWP13/15 An investigation into multivariate variance ratio statistics and their application to stock market predictability
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - CWP12/15 Quantile regression with panel data
by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell - CWP11/15 Nonparametric testing for exogeneity with discrete regressors and instruments
by Katarzyna Bech & Grant Hillier - CWP10/15 Who should be treated? Empirical welfare maximization methods for treatment choice
by Toru Kitagawa & Aleksey Tetenov - CWP09/15 Estimation of stochastic volatility models by nonparametric filtering
by Shin Kanaya & Dennis Kristensen - CWP08/15 Mean Ratio Statistic for measuring predictability
by Oliver Linton & Katja Smetanina - CWP07/15 Semiparametric dynamic portfolio choice with multiple conditioning variables
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu