Printed from https://ideas.repec.org/s/ifs/cemmap5.html
Content
2005
- CWP15/05 Local GEL methods for conditional moment restrictions
by Richard Smith - CWP14/05 Efficient information theoretic inference for conditional moment restrictions
by Richard Smith - CWP13/05 Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura
by Richard Smith - CWP12/05 Best nonparametric bounds on demand responses
by Richard Blundell & Martin Browning & Ian Crawford - CWP11/05 Estimating a semi-parametric duration model without specifying heterogeneity
by Jerry Hausman & Tiemen M. Woutersen - CWP10/05 Spatial correlation robust inference with Errors in Location or Distance
by Timothy Conley & Francesca Molinari - CWP09/05 Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility
by Walter Beckert & Richard Blundell - CWP08/05 Estimating a class of triangular simultaneous equations models without exclusion restrictions
by Roger Klein & Francis Vella - CWP07/05 Unit roots: identification and testing in micro panels
by Stephen Bond & Céline Nauges & Frank Windmeijer - CWP06/05 Maximal uniform convergence rates in parametric estimation problems
by Walter Beckert & Daniel McFadden - CWP05/05 Estimation of dynamic linear models in short panels with ordinal observation
by Stephen Pudney - CWP04/05 Ill-conditioned problems, Fisher information and weak instruments
by Giovanni Forchini & Grant Hillier - CWP03/05 Nonparametric estimation of nonadditive hedonic models
by James Heckman & Rosa Matzkin & Lars Nesheim - CWP02/05 Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data
by Sokbae (Simon) Lee & Ralf A. Wilke Wilke - CWP01/05 Generalized empirical likelihood tests in time series models with potential identification failure
by Patrik Buggenberger & Richard Smith
2004
- CWP19/04 GEL Criteria for Moment Condition Models
by Richard Smith - CWP18/04 Nonparametric methods for the characteristic model
by Laura Blow & Martin Browning & Ian Crawford - CWP17/04 Automatic positive semi-definite HAC covariance matrix and GMM estimation
by Richard Smith - CWP16/04 Spatial design matrices and associated quadratic forms: structure and properties
by Grant Hillier & Federico Martellosio - CWP15/04 A nonparametric test of exogeneity
by Richard Blundell & Joel L. Horowitz - CWP14/04 Testing a parametric model against a nonparametric alternative with identification through instrumental variables
by Joel L. Horowitz - CWP13/04 On the identification of the effect of smoking on mortality
by Jerome Adda & Valérie Lechene - CWP12/04 The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
by Yoshihiko Nishiyama & Peter Robinson - CWP11/04 Identification in additive error models with discrete endogenous variables
by Andrew Chesher - CWP10/04 Identification of sensitivity to variation in endogenous variables
by Andrew Chesher - CWP09/04 Pessimistic portfolio allocation and Choquet expected utility
by Gilbert W. Bassett Jr Bassett & Roger Koenker & Gregory Kordas - CWP08/04 Endogeneity in quantile regression models: a control function approach
by Sokbae (Simon) Lee - CWP07/04 Nonparametric estimation of an additive quantile regression model
by Joel L. Horowitz & Sokbae (Simon) Lee - CWP06/04 Nonparametric inference for unbalance time series data
by Oliver Linton - CWP05/04 Inverse probability weighted estimation for general missing data problems
by Jeffrey M. Wooldridge - CWP04/04 On the robustness of fixed effects and related estimators in correlated random coefficient panel data models
by Jeffrey M. Wooldridge - CWP03/04 Estimating average partial effects under conditional moment independence assumptions
by Jeffrey M. Wooldridge - CWP02/04 Necessary and sufficient conditions for latent separability
by Ian Crawford - CWP01/04 Quantile regression methods for recursive structural equation models
by Lingjie Ma & Roger Koenker
2003
- CWP19/03 Nonparametric identification under discrete variation
by Andrew Chesher - CWP18/03 Modified whittle estimation of multilateral spatial models
by Peter Robinson & J. Vidal Sanz Vidal Sanz - CWP17/03 Jackknife and analytical bias reduction for nonlinear panel models
by Jinyong Hahn & Whitney K. Newey - CWP16/03 Why the apple doesn't fall far: understanding intergenerational transmission of human capital
by Sandra E. Black & Paul J. Devereux & Kjell G. Salvanes - CWP15/03 Nonparametric IV estimation of shape-invariant Engel curves
by Richard Blundell & Xiaohong Chen & Dennis Kristensen - CWP14/03 Nonparametric estimation of homothetic and homothetically separable functions
by Arthur Lewbel & Oliver Linton - CWP13/03 Estimating panel data duration models with censored data
by Sokbae (Simon) Lee - CWP12/03 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 - CWP11/03 Semiparametric regression analysis with missing response at random
by Wolfgang Härdle & Oliver Linton & Wang, Qihua - CWP09/03 Confidence intervals for partially identified parameters
by Guido Imbens & Charles F. Manski - CWP08/03 Generalized empirical likelihood estimators and tests under partial, weak and strong identification
by Patrik Buggenberger & Richard Smith - CWP07/03 Discrete choice non-response
by Esmerelda A. Ramalho & Richard Smith - CWP06/03 Nonparametric identification with discrete endogenous variables
by Andrew Chesher - CWP05/03 Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
by Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith - CWP04/03 Higher order properties of GMM and generalised empirical likelihood estimators
by Whitney K. Newey & Richard Smith - CWP03/03 Statistical treatment rules for heterogeneous populations
by Charles F. Manski - CWP02/03 Nonparametric methods for inference in the presence of instrumental variables
by Peter Hall & Joel L. Horowitz - CWP01/03 Another look at the regression discontinuity design
by Erich Battistin & Enrico Rettore
2002
- CWP23/02 The role of randomized field trials in social science research: a perspective from evaluations of reforms of social welfare programs
by Robert Moffitt - CWP22/02 Quantiles for counts
by Jose A. F. Machado Machado & Joao Santos Silva Santos Silva - CWP21/02 Semiparametric estimation of a panel data proportional hazards model with fixed effects
by Joel L. Horowitz & Sokbae (Simon) Lee - CWP20/02 Semiparametric identification in duration models
by Andrew Chesher - CWP19/02 Nonparametric estimation of an additive model with a link function
by Joel L. Horowitz & Enno Mammen - CWP18/02 Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
by Jeffrey M. Wooldridge - CWP17/02 Instrumental Values
by Andrew Chesher - CWP16/02 The issue context of modern American politics: semiparametric identification of latent factors from Discrete data
by Byron Shafer & Richard Spady - CWP15/02 Instrumental variables, local instrumental variables and control functions
by Jean-Pierre Florens & James Heckman & Costas Meghir & Edward Vytlacil - CWP14/02 ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
by Frank Windmeijer - CWP13/02 Non-linear models with panel data
by Bo E. Honoré - CWP12/02 Semi-parametric models for satisfaction with income
by Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest - CWP11/02 Inverse probability weighted M-estimators for sample selection, attrition and stratification
by Jeffrey M. Wooldridge - CWP10/02 Alternative approaches to evaluation in empirical microeconomics
by Richard Blundell & Monica Costa Dias - CWP09/02 Dynamic panel data models: a guide to microdata methods and practice
by Stephen Bond - CWP08/02 Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications
by Lars Nesheim - CWP07/02 Identification and estimation of hedonic models
by Ivar Ekeland & James Heckman & Lars Nesheim - CWP06/02 Identifying hedonic models
by Ivar Ekeland & James Heckman & Lars Nesheim - CWP05/02 Local identification in nonseparable models
by Andrew Chesher - CWP04/02 Finite sample inference for GMM estimators in linear panel data models
by Stephen Bond & Frank Windmeijer - CWP03/02 Consistent testing for stochastic dominance: a subsampling approach
by Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang - CWP02/02 Estimation of semiparametric models when the criterion function is not smooth
by Xiaohong Chen & Oliver Linton & Ingred van Keilegom - CWP01/02 Semiparametric reduced form estimation of tuition subsidies
by Hidehiko Ichimura & Christopher Taber
2001
- CWP09/01 Endogeneity in nonparametric and semiparametric regression models
by Richard Blundell & James L. Powell - CWP08/01 Quantile driven identification of structural derivatives
by Andrew Chesher - CWP07/01 Estimating features of a distribution from binomial data
by Arthur Lewbel & Oliver Linton & Daniel McFadden - CWP06/01 Projection estimators for autoregressive panel data models
by Stephen Bond & Frank Windmeijer - CWP05/01 Endogeneity in semiparametric binary response models
by Richard Blundell & James L. Powell - CWP04/01 Asymptotic expansions for some semiparametric program evaluation estimators
by Hidehiko Ichimura & Oliver Linton - CWP03/01 Welfare measurement and measurement error
by Andrew Chesher & Christian Schluter - CWP02/01 Parameter approximations for quantile regressions with measurement error
by Andrew Chesher - CWP01/01 Exogenous impact and conditional quantile functions
by Andrew Chesher