This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Publications

by members of

Centre for Microdata Methods and Practice (CEMMAP)
Institute for Fiscal Studies (IFS)
London, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2009

  1. Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, Department of Economics, University of Bristol, UK. [Downloadable!]
  2. Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, Department of Economics, University of Bristol, UK. [Downloadable!]
  3. Paul Clarke & Frank Windmeijer, 2009. "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation 09/217, Department of Economics, University of Bristol, UK. [Downloadable!]
  4. Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute. [Downloadable!]
  5. Pedro Carneiro & Sokbae 'Simon' Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Pedro Carneiro & Sokbae 'Simon' Lee, 2009. "Trends in quality-adjusted skill premia in the United States, 1960-2000," CeMMAP working papers CWP02/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers CWP19/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Joel Horowitz & Sokbae 'Simon' Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  9. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation, Yale University. [Downloadable!]
  10. Laura Blow & Lars Nesheim, 2009. "Dynamic housing expenditures and household welfare," CeMMAP working papers CWP04/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  11. Laura Blow & Lars Nesheim, 2009. "A retail price index including the shadow price of owner occupied housing," CeMMAP working papers CWP03/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  12. Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009. "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers 4329, Institute for the Study of Labor (IZA). [Downloadable!]
  13. James J. Heckman & Rosa L. Matzkin & Lars Nesheim, 2009. "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," NBER Working Papers 15226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2009. "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," NBER Working Papers 15211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    2008

  1. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Paul Gregg & Paul A. Grout & Anita Ratcliffe & Sarah Smith & Frank Windmeijer, 2008. "How important is pro-social behaviour in the delivery of public services?," The Centre for Market and Public Organisation 08/197, Department of Economics, University of Bristol, UK. [Downloadable!]
  4. Carol Propper & Matt Sutton & Carolyn Whitnall & Frank Windmeijer, 2008. "Incentives and Targets in Hospital Care: Evidence from a Natural Experiment," The Centre for Market and Public Organisation 08/205, Department of Economics, University of Bristol, UK. [Downloadable!]
  5. Sokbae 'Simon' Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Rachel Griffith & Lars Nesheim, 2008. "Household willingness to pay for organic products," CeMMAP working papers CWP18/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Griffith, Rachel & Nesheim, Lars, 2008. "Household Willingness to Pay for Organic Products," CEPR Discussion Papers 6905, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  8. Melanie Lührmann & Jürgen Maurer, 2008. "Who wears the trousers? A semiparametric analysis of decision power in couples," MEA discussion paper series 08168, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  9. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008. "Sharp identification regions in games," CeMMAP working papers CWP15/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  10. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  11. Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    2007

  1. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, Department of Economics, University of Bristol, UK. [Downloadable!]
  4. Carol Propper & Matt Sutton & Carolyn Whitnall & Frank Windmeijer, 2007. "Did 'Targets and Terror' Reduce Waiting times in England for Hospital Care?," The Centre for Market and Public Organisation 07/179, Department of Economics, University of Bristol, UK. [Downloadable!]
  5. Joel Horowitz & Sokbae 'Simon' Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Sokbae Lee & Myunghwan Seo, 2007. "Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold," STICERD - Econometrics Paper Series /2007/516, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  7. Rachel Griffith & Sokbae Lee & John Van Reenen, 2007. "Is Distance Dying at Last? Falling Home Bias in Fixed Effects Models of Patent Citations," NBER Working Papers 13338, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Griffith, Rachel & Lee, Sokbae & Van Reenen, John, 2007. "Is Distance Dying at Last? Falling Home Bias in Fixed Effects Models of Patent Citations," CEPR Discussion Papers 6435, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  9. Rachel Griffith & Sokbae Lee & John Van Reenen, 2007. "Is Distance Dying at Last? Falling Home Bias in Fixed Effects Models of Patent Citations," CEP Discussion Papers dp0818, Centre for Economic Performance, LSE. [Downloadable!]
  10. Pierre-Andre Chiappori & Robert McCann & Lars Nesheim, 2007. "Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness," CeMMAP working papers CWP23/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  11. Pedro Carneiro & Costas Meghir & Matthias Parey, 2007. "Maternal Education, Home Environments and the Development of Children and Adolescents," IZA Discussion Papers 3072, Institute for the Study of Labor (IZA). [Downloadable!]
  12. Rita Almeida & Pedro Carneiro, 2007. "Inequality and Employment in a Dual Economy: Enforcement of Labor Regulation in Brazil," IZA Discussion Papers 3094, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Pedro Carneiro & Claire Crawford & Alissa Goodman, 2007. "The Impact of Early Cognitive and Non-Cognitive Skills on Later Outcomes," CEE Discussion Papers 0092, Centre for the Economics of Education, LSE. [Downloadable!]
  14. Carneiro, Pedro & Meghir, Costas & Parey, Matthias, 2007. "Maternal Education, Home Environments and the Development of Children and Adolescents," CEPR Discussion Papers 6505, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Melanie Lührmann, 2007. "Consumer Expenditures and Home Production at Retirement - New Evidence from Germany," MEA discussion paper series 07120, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  16. Melanie Lührmann & Jürgen Maurer, 2007. "Who wears the trousers? A semiparametric analysis of decision power in couples," CeMMAP working papers CWP25/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  17. Lührmann, Melanie, 2007. "Consumer Expenditures and Home Production at Retirement: New Evidence from Germany," Sonderforschungsbereich 504 Publications 07-13, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  18. Nicolas Roys, 2007. "Optimal investment policy with fixed adjustment costs and complete irreversibility," CeMMAP working papers CWP29/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  19. Adam Rosen, 2007. "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers CWP03/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    2006

  1. Grant Hillier, 2006. "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Grant Hillier, 2006. "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper 15807, University Library of Munich, Germany. [Downloadable!]
  4. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK. [Downloadable!]
  5. Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Joel Horowitz & Sokbae 'Simon' Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Hidehiko Ichimura & Sokbae 'Simon' Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006. "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series /2006/504, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  9. Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  10. Lars Nesheim, 2006. "Hedonic price functions," CeMMAP working papers CWP18/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  11. IFS,Renata Bottazzi, Institute for Fiscal Studies,Hamish Low, University of Cambrdige & Renata Bottazzi & Orazio Attanasio & Hamish Low & Lars Nesheim & Matthew Wakefield, 2006. "Explaining Life-Cycle Profiles of Home-Ownership and Labour Supply," Computing in Economics and Finance 2006 511, Society for Computational Economics.
  12. Rita Almeida & Pedro Carneiro, 2006. "The Return to the Firm Investment in Human Capital," IZA Discussion Papers 1937, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Almeida, Rita & Carneiro, Pedro, 2006. "The return to firm investment in human capital," Policy Research Working Paper Series 3851, The World Bank. [Downloadable!]
  14. Almeida, Rita & Carneiro, Pedro, 2006. "Enforcement of Regulation, Informal Labour, Firm Size and Firm Performance," CEPR Discussion Papers 5976, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Rita Almeida & Pedro Carneiro, 2006. "Enforcement of regulation, informal labor and firm performance," CeMMAP working papers CWP02/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  16. Pedro Carneiro & Claire Crawford & Alissa Goodman, 2006. "Which Skills Matter?," CEE Discussion Papers 0059, Centre for the Economics of Education, LSE. [Downloadable!]
  17. Melanie Lührmann & Matthias Weiss, 2006. "Market Work, Home Production, Consumer Demand and Unemployment among the Unskilled," MEA discussion paper series 06101, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
  18. Roberto A. De Santis & Melanie Lührmann, 2006. "On the determinants of external imbalances and net international portfolio flows - a global perspective," Working Paper Series 651, European Central Bank. [Downloadable!]
  19. Melanie Lührmann & Matthias Weiss, 2006. "Market Work, Home Production, Consumer Demand and Unemployment among the Unskilled," MEA discussion paper series 06101, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  20. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-04, Duke University, Department of Economics. [Downloadable!]
  21. Arie Beresteanu & Francesca Molinari, 2006. "Asymptotic properties for a class of partially identified models," CeMMAP working papers CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  22. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-07, Cornell University, Center for Analytic Economics. [Downloadable!]
  23. Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    2005

  1. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Audrey Laporte & Frank Windmeijer, 2005. "Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time," Working Papers laporte-04-01, University of Toronto, Department of Economics. [Downloadable!]
  4. Steve Bond & Céline Nauges & Frank Windmeijer, 2005. "Unit roots: identification and testing in micro panels," CeMMAP working papers CWP07/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  5. Laura Blow & Andrew Leicester & Frank Windmeijer, 2005. "Parental income and children's smoking behaviour: evidence from the British Household Panel Survey," IFS Working Papers W05/10, Institute for Fiscal Studies. [Downloadable!]
  6. Whitney Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Pedro Carneiro & Sokbae 'Simon' Lee, 2005. "Ability, sorting and wage inequality," CeMMAP working papers CWP16/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Sokbae 'Simon' Lee & Ralf A. Wilke, 2005. "Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data," CeMMAP working papers CWP02/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  9. Sokbae 'Simon' Lee, 2005. "Identification of a competing risks model with unknown transformations of latent failure times," CeMMAP working papers CWP17/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  10. Lee, Sokbae & Wilke, Ralf A., 2005. "Reform of Unemployment Compensation in Germany : A Nonparametric Bounds Analysis Using Register Data," ZEW Discussion Papers 05-29, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  11. James Heckman & Rosa Matzkin & Lars Nesheim, 2005. "Nonparametric estimation of nonadditive hedonic models," CeMMAP working papers CWP03/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  12. Carneiro, Pedro & Heckman, James J. & Masterov, Dimitriy V., 2005. "Labor Market Discrimination and Racial Differences in Premarket Factors," IZA Discussion Papers 1453, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Rita Almeida & Pedro Carneiro, 2005. "Enforcement of Regulation, Informal Labor and Firm Performance," IZA Discussion Papers 1759, Institute for the Study of Labor (IZA). [Downloadable!]
  14. Almeida, Rita & Carneiro, Pedro, 2005. "Enforcement of labor regulation, informal labor, and firm performance," Policy Research Working Paper Series 3756, The World Bank. [Downloadable!]
  15. Rita Almeida & Pedro Carneiro, 2005. "The return to firm investment in human capital," CeMMAP working papers CWP21/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  16. Melanie Lührmann, 2005. "Population Aging and the Demand for Goods & Services," MEA discussion paper series 05095, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
  17. Melanie Lührmann, 2005. "Population Aging and the Demand for Goods & Services," MEA discussion paper series 05095, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  18. Timothy Conley & Francesca Molinari, 2005. "Spatial correlation robust inference with Errors in Location or Distance," CeMMAP working papers CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  19. Molinari, Francesca & Peski, Marcin, 2005. "Generalization of a Result on "Regression, Short and Long"," Working Papers 05-09, Cornell University, Center for Analytic Economics. [Downloadable!]
  20. Conley, Timothy G. & Molinari, Francesca, 2005. "Spatial Correlation Robust Inference with Errors in Location or Distance," Working Papers 05-12, Cornell University, Center for Analytic Economics. [Downloadable!]
  21. Molinari, Francesca, 2005. "Missing Treatments," Working Papers 05-11, Cornell University, Center for Analytic Economics. [Downloadable!]
  22. Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics. [Downloadable!]

    2004

  1. Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society. [Downloadable!]
  3. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," Econometric Society 2004 Australasian Meetings 353, Econometric Society.
  4. Andrew Chesher & Erich Battistin, 2004. "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings 339, Econometric Society. [Downloadable!]
  5. Andrew Chesher, 2004. "Identification in additive error models with discrete endogenous variables," CeMMAP working papers CWP11/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers CWP10/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Frank Windmeijer & Eric de Laat & Rudy Douven & Esther Mot, 2004. "Pharmaceutical promotion and GP prescription behaviour," CPB Discussion Papers 30, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
  8. Frank Windmeijer & Hugh Gravell & Pierre Hoonhout, 2004. "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," IFS Working Papers W04/35, Institute for Fiscal Studies. [Downloadable!]
  9. Sokbae Lee & Joel L. Horowitz, 2004. "Nonparametric Estimation of an Additive Quantile Regression Model," Econometric Society 2004 Far Eastern Meetings 721, Econometric Society. [Downloadable!]
  10. Sokbae Lee, 2004. "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings 521, Econometric Society. [Downloadable!]
  11. Joel Horowitz & Sokbae 'Simon' Lee, 2004. "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers CWP07/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  12. Sokbae 'Simon' Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  13. Lars Nesheim, 2004. "Equilibrium Sorting of Heterogeneous Consumers Across Locations," Econometric Society 2004 North American Summer Meetings 337, Econometric Society. [Downloadable!]
  14. James Heckman & Pedro Carneiro & Flavio Cunha, 2004. "The Technology of Skill Formation," 2004 Meeting Papers 681, Society for Economic Dynamics. [Downloadable!]
  15. Carneiro, Pedro & Heckman, James & Masterov, Dimitriy, 2004. "Labor market discrimination and racial differences in premarket factors," Working Paper Series 2005:3, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
  16. Barseghyan, Levon & Molinari, Francesca & Velde, Francois, 2004. "REgional," Working Papers 04-06, Cornell University, Center for Analytic Economics. [Downloadable!]

    2003

  1. Andrew Chesher, 2003. "Nonparametric identification with discrete endogenous variables," CeMMAP working papers CWP06/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Sokbae 'Simon' Lee, 2003. "Estimating panel data duration models with censored data," CeMMAP working papers CWP13/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  4. Ivar Ekeland & James J. Heckman & Lars P. Nesheim, 2003. "Identification and Estimation of Hedonic Models," NBER Working Papers 9910, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. James J. Heckman & Rosa Matzkin & Lars Nesheim, 2003. "Simulation and Estimation of Nonaddative Hedonic Models," NBER Working Papers 9895, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Heckman, James & Matzkin, Rosa & Nesheim, Lars, 2003. "Simulation and Estimation of Hedonic Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  7. Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2003. "Simulation and Estimation of Hedonic Models," IZA Discussion Papers 843, Institute for the Study of Labor (IZA). [Downloadable!]
  8. Ekeland, Ivar & Heckman, James J. & Nesheim, Lars, 2003. "Identification and Estimation of Hedonic Models," IZA Discussion Papers 853, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Ekeland, Ivar & Heckman, James J. & Nesheim, Lars, 2003. "Identifcation and Estimation of Hedonic Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  10. Pedro Carneiro & James J. Heckman & Dimitriy V. Masterov, 2003. "Labor Market Discrimination and Racial Differences in Premarket Factors," NBER Working Papers 10068, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Carneiro, Pedro & Hansen, Karsten & Heckman, James, 2003. "Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice," Working Paper Series 2003:9, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
  12. Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2003. "Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College," NBER Working Papers 9546, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Carneiro, Pedro & Heckman, James J., 2003. "Human Capital Policy," IZA Discussion Papers 821, Institute for the Study of Labor (IZA). [Downloadable!]
  14. James Heckman & Pedro Carneiro, 2003. "Human Capital Policy," NBER Working Papers 9495, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Carneiro, Pedro & Hansen, Karsten T. & Heckman, James J., 2003. "Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College Choice," IZA Discussion Papers 767, Institute for the Study of Labor (IZA). [Downloadable!]
  16. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series 03038, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
  17. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series 03038, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]

    2002

  1. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Andrew Chesher, 2002. "Semiparametric identification in duration models," CeMMAP working papers CWP20/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  4. Stephen Bond & Céline Nauges & Frank Windmeijer, 2002. "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-4, International Conferences on Panel Data. [Downloadable!]
  5. Stephen Bond & Frank Windmeijer, 2002. "Finite Sample Inference for GMM Estimators in Linear Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-3, International Conferences on Panel Data. [Downloadable!]
  6. Steve Bond & Frank Windmeijer, 2002. "Finite sample inference for GMM estimators in linear panel data models," CeMMAP working papers CWP04/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  7. Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers CWP14/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  8. Joel L. Horowitz & Sokbae Lee, 2002. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-3, International Conferences on Panel Data. [Downloadable!]
  9. Joel Horowitz & Sokbae 'Simon' Lee, 2002. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers CWP21/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  10. Lars Nesheim, 2002. "Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications," CeMMAP working papers CWP08/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  11. Ivar Ekeland & James Heckman & Lars Nesheim, 2002. "Identification and estimation of hedonic models," CeMMAP working papers CWP07/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  12. Ivar Ekeland & James Heckman & Lars Nesheim, 2002. "Identifying hedonic models," CeMMAP working papers CWP06/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  13. Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2002. "Removing the Veil of Ignorance in Assessing the Distributional Impacts of Social Policies," NBER Working Papers 8840, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Carneiro, Pedro & Heckman, James J., 2002. "The Evidence on Credit Constraints in Post-Secondary Schooling," IZA Discussion Papers 518, Institute for the Study of Labor (IZA). [Downloadable!]
  15. Carneiro, Pedro & Hansen, Karsten T. & Heckman, James J., 2002. "Removing the Veil of Ignorance in Assessing the Distributional Impacts of Social Policies," IZA Discussion Papers 453, Institute for the Study of Labor (IZA). [Downloadable!]
  16. Pedro Carneiro & James J. Heckman, 2002. "The Evidence on Credit Constraints in Post-Secondary Schooling," NBER Working Papers 9055, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Carneiro, Pedro & Hansen, Karsten T & Heckman, James J, 2002. "Removing the veil of ignorance in assessing the distributional impacts of social policies," Working Paper Series 2002:2, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]

    2001

  1. Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," Econometrics 0108001, EconWPA. [Downloadable!]
  2. Andrew Chesher, 2001. "Quantile driven identification of structural derivatives," CeMMAP working papers CWP08/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," CeMMAP working papers CWP01/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  4. Andrew Chesher & Christian Schluter, 2001. "Welfare measurement and measurement error," CeMMAP working papers CWP03/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  5. Andrew Chesher, 2001. "Parameter approximations for quantile regressions with measurement error," CeMMAP working papers CWP02/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2001. "Transitions from home to marriage of young Americans," MPIDR Working Papers WP-2001-004, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]
  7. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies. [Downloadable!]
  8. Steve Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    2000

  1. Andrew Chesher, 2000. "Polynomial Regression with Normal Covariate Measurement Error," Econometric Society World Congress 2000 Contributed Papers 1911, Econometric Society. [Downloadable!]
  2. Stephen Bond & Frank Windmeijer, 2000. "Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1395, Econometric Society. [Downloadable!]
  3. Richard Blundell & Frank Windmeijer, 2000. "Identifying demand for health resources using waiting times information," IFS Working Papers W00/03, Institute for Fiscal Studies. [Downloadable!]
  4. Richard Blundell & Steve Bond & Frank Windmeijer, 2000. "Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator," IFS Working Papers W00/12, Institute for Fiscal Studies. [Downloadable!]
  5. Frank Windmeijer, 2000. "A finite sample correction for the variance of linear two-step GMM estimators," IFS Working Papers W00/19, Institute for Fiscal Studies. [Downloadable!]
  6. Dustmann, Christian & Windmeijer, Frank, 2000. "Wages and the Demand for Health - A Life Cycle Analysis," IZA Discussion Papers 171, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Christian Dustmann & Frank Windmeijer, 2000. "Wages and the demand for health - a life cycle analysis," IFS Working Papers W99/20, Institute for Fiscal Studies. [Downloadable!]

    1999

  1. Hillier, G.H. & O'Brien, R.J., 1999. "Exact Properties of the Maximum Likelihood Estimator in Exponential Regression Models: A Differential Geometry Approach," Discussion Paper Series In Economics And Econometrics 9901, Economics Division, School of Social Sciences, University of Southampton.
  2. Chesher, Andrew & Dhaene, Geert & GouriŽroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  3. CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," CORE Discussion Papers 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  4. Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999. "Individual effects and dynamics in count data models," IFS Working Papers W99/03, Institute for Fiscal Studies. [Downloadable!]
  5. Joao M.C. Santos Silva & Frank Windmeijer, 1999. "Two-part multiple spell models for health care demand," IFS Working Papers W99/02, Institute for Fiscal Studies. [Downloadable!]

    1998

  1. Frank Windmeijer, 1998. "Efficiency comparisons for a system GMM estimator in dynamic panel data models," IFS Working Papers W98/01, Institute for Fiscal Studies. [Downloadable!]

    1997

  1. Costas Meghir & Frank Windmeijer, 1997. "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers W97/21, Institute for Fiscal Studies. [Downloadable!]
  2. Richard Blundell & Frank Windmeijer, 1997. "Cluster effects and simultaneity in multilevel models," IFS Working Papers W97/05, Institute for Fiscal Studies.

    1996

  1. Frank Windmeijer & Joao Santos Silva, 1996. "Endogeneity in count data models; an application to demand for health care," IFS Working Papers W96/15, Institute for Fiscal Studies.

    1995

  1. Hillier, G. & Forchini, G., 1995. "Some Exact Distribution Theory for the Gaussian AR(1) Model. I: Joint Density of the Minimal Sufficient Statistics," Discussion Paper Series In Economics And Econometrics 9511, Economics Division, School of Social Sciences, University of Southampton.
  2. Hillier, G.H., 1995. "The Union of Best Critical Regions: Complete Classes, p-Values, and Model Curvature," Discussion Paper Series In Economics And Econometrics 9503, Economics Division, School of Social Sciences, University of Southampton.

    1994

  1. Hillier, G., 1994. "Quadratic Forms: Expansions, Moments and Applications to Regression Diagnostics," Discussion Paper Series In Economics And Econometrics 9420, Economics Division, School of Social Sciences, University of Southampton.

    1993

  1. Cameron, C. & Windmeijer, F.A.G., 1993. "Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models," Papers 256, Australian National University - Department of Economics.
  2. Cameron, A.C. & Windmeijer, F.A.G., 1993. "R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization," Papers 93-24, California Davis - Institute of Governmental Affairs.

    1987

  1. Grant H. Hillier, 1987. "Joint Distribution Theory for Some Statistics Based on LIML and TSLS," Cowles Foundation Discussion Papers 840, Cowles Foundation, Yale University. [Downloadable!]

    1986

  1. Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany. [Downloadable!]

    Undated

  1. Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, . "Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors," Discussion Paper Series In Economics And Econometrics 0918, Economics Division, School of Social Sciences, University of Southampton.
  2. Andrew Chesher ; Geert Dhaene ; Christian Gourieroux ; Olivier Scaillet, . "Bartlett Identities Tests," Working Papers 99-32, Centre de Recherche en Economie et Statistique. [Downloadable!]
  3. Börsch-Supan, Axel & Lührmann, Melanie, . "Prinzipien der Renten- und Pensionsbesteuerung," IVS discussion paper series 584, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]

Journal articles

    2009

  1. Hillier, Grant, 2009. "On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression," Econometric Theory, Cambridge University Press, vol. 25(02), pages 305-335, April. [Downloadable!]
  2. Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February. [Downloadable!]
  3. Hillier, Grant, 2009. "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August. [Downloadable!]
  4. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September. [Downloadable!] (restricted)
  5. Whitney K. Newey & Frank Windmeijer, 2009. "Generalized Method of Moments With Many Weak Moment Conditions," Econometrica, Econometric Society, vol. 77(3), pages 687-719, 05. [Downloadable!] (restricted)
  6. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, 03. [Downloadable!] (restricted)
  7. Lee, Sokbae & Wilke, Ralf A., 2009. "Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 193-205. [Downloadable!] (restricted)
  8. Carneiro, Pedro & Lee, Sokbae, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, vol. 149(2), pages 191-208, April. [Downloadable!] (restricted)
  9. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October. [Downloadable!] (restricted)
  10. De Santis, Roberto A. & Lührmann, Melanie, 2009. "On the determinants of net international portfolio flows: A global perspective," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 880-901, September. [Downloadable!] (restricted)

    2008

  1. Martin Knapp & Frank Windmeijer & Jacqueline Brown & Stathis Kontodimas & Spyridon Tzivelekis & Josep Maria Haro & Mark Ratcliffe & Jihyung Hong & Diego Novick, 2008. "Cost-Utility Analysis of Treatment with Olanzapine Compared with Other Antipsychotic Treatments in Patients with Schizophrenia in the Pan-European SOHO Study," PharmacoEconomics, Wolters Kluwer Health | Adis, vol. 26(4), pages 341-358. [Downloadable!] (restricted)
  2. Carol Propper & Matt Sutton & Carolyn Whitnall & Frank Windmeijer, 2008. "Did ‘Targets and Terror’ Reduce Waiting Times in England for Hospital Care?," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 8(2). [Downloadable!]
  3. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June. [Downloadable!] (restricted)
  4. Lee, Sokbae, 2008. "Estimating Panel Data Duration Models With Censored Data," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1254-1276, October. [Downloadable!]
  5. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May. [Downloadable!] (restricted)
  6. Arie Beresteanu & Francesca Molinari, 2008. "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, vol. 76(4), pages 763-814, 07. [Downloadable!] (restricted)
  7. Rosen, Adam M., 2008. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, vol. 146(1), pages 107-117, September. [Downloadable!] (restricted)

    2007

  1. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July. [Downloadable!] (restricted)
  2. Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July. [Downloadable!] (restricted)
  3. Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, 07. [Downloadable!] (restricted)
  4. Lee, Sokbae, 2007. "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 1131-1158, December. [Downloadable!] (restricted)
  5. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September. [Downloadable!] (restricted)

    2006

  1. Hillier, Grant, 2006. "Yet More On The Exact Properties Of Iv Estimators," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October. [Downloadable!]
  2. Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January. [Downloadable!] (restricted)
  3. Frank Windmeijer & Eric de Laat & Rudy Douven & Esther Mot, 2006. "Pharmaceutical promotion and GP prescription behaviour," Health Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 5-18. [Downloadable!]
  4. Josep Maria Haro & Stathis Kontodimas & Miguel Angel Negrin & Mark Ratcliffe & David Suarez & Frank Windmeijer, 2006. "Methodological Aspects in the Assessment of Treatment Effects in Observational Health Outcomes Studies," Applied Health Economics and Health Policy, Wolters Kluwer Health | Adis, vol. 5(1), pages 11-25. [Downloadable!] (restricted)
  5. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Oxford University Press for Biometrika Trust, vol. 93(4), pages 996-1002, December. [Downloadable!] (restricted)
  6. Molinari, Francesca & Peski, Marcin, 2006. "Generalization Of A Result On," Econometric Theory, Cambridge University Press, vol. 22(01), pages 159-163, February. [Downloadable!]

    2005

  1. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09. [Downloadable!] (restricted)
  2. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May. [Downloadable!] (restricted)
  3. Laporte, Audrey & Windmeijer, Frank, 2005. "Estimation of panel data models with binary indicators when treatment effects are not constant over time," Economics Letters, Elsevier, vol. 88(3), pages 389-396, September. [Downloadable!] (restricted)
  4. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2005. "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 971-985. [Downloadable!]
  5. Horowitz, Joel L. & Lee, Sokbae, 2005. "Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1238-1249, December. [Downloadable!] (restricted)
  6. Carneiro, Pedro & Heckman, James J & Masterov, Dimitriy V, 2005. "Labor Market Discrimination and Racial Differences in Premarket Factors," Journal of Law & Economics, University of Chicago Press, vol. 48(1), pages 1-39, April.
  7. Daniel McFadden & Albert Bemmaor & Francis Caro & Jeff Dominitz & Byung-Hill Jun & Arthur Lewbel & Rosa Matzkin & Francesca Molinari & Norbert Schwarz & Robert Willis & Joachim Winter, 2005. "Statistical Analysis of Choice Experiments and Surveys," Marketing Letters, Springer, vol. 16(3), pages 183-196, December. [Downloadable!] (restricted)

    2004

  1. Horowitz, Joel L. & Lee, Sokbae, 2004. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, vol. 119(1), pages 155-198, March. [Downloadable!] (restricted)
  2. Ivar Ekeland & James J. Heckman & Lars Nesheim, 2004. "Identification and Estimation of Hedonic Models," Journal of Political Economy, University of Chicago Press, vol. 112(S1), pages S60-S109, February. [Downloadable!] (restricted)

    2003

  1. Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October. [Downloadable!]
  2. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09. [Downloadable!] (restricted)
  3. Hugh Gravelle & Matthew Sutton & Stephen Morris & Frank Windmeijer & Alastair Leyland & Chris Dibben & Mike Muirhead, 2003. "Modelling supply and demand influences on the use of health care: implications for deriving a needs-based capitation formula," Health Economics, John Wiley & Sons, Ltd., vol. 12(12), pages 985-1004. [Downloadable!]
  4. Lee, Sokbae, 2003. "Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model," Econometric Theory, Cambridge University Press, vol. 19(01), pages 1-31, February. [Downloadable!]
  5. Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2003. "2001 Lawrence R. Klein Lecture Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College Choice," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 361-422, 05. [Downloadable!] (restricted)
  6. Pedro Carneiro, 2003. "Evaluating Education Policies when the Rate of Return Varies Across Individuals," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 516-529. [Downloadable!]

    2002

  1. Chesher, Andrew & Santos Silva, J M C, 2002. "Taste Variation in Discrete Choice Models," Review of Economic Studies, Blackwell Publishing, vol. 69(1), pages 147-68, January.
  2. Chesher, Andrew & Schluter, Christian, 2002. "Welfare Measurement and Measurement Error," Review of Economic Studies, Blackwell Publishing, vol. 69(2), pages 357-78, April.
  3. Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2002. "Transitions from home to marriage of young Americans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 1-23. [Downloadable!]
  4. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December. [Downloadable!] (restricted)
  5. Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, 06. [Downloadable!] (restricted)
  6. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May. [Downloadable!] (restricted)
  7. Ivar Ekeland & James J. Heckman & Lars Nesheim, 2002. "Identifying Hedonic Models," American Economic Review, American Economic Association, vol. 92(2), pages 304-309, May. [Downloadable!]
  8. Pedro Carneiro & James J. Heckman, 2002. "The Evidence on Credit Constraints in Post--secondary Schooling," Economic Journal, Royal Economic Society, vol. 112(482), pages 705-734, October. [Downloadable!] (restricted)

    2001

  1. Hillier, Grant, 2001. "THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE," Econometric Theory, Cambridge University Press, vol. 17(01), pages 1-28, February. [Downloadable!]
  2. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, vol. 73(3), pages 379-388, December. [Downloadable!] (restricted)
  3. Santos Silva, Joao M. C. & Windmeijer, Frank, 2001. "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, vol. 104(1), pages 67-89, August. [Downloadable!] (restricted)

    2000

  1. Simon Peters & Andrew Chesher, 2000. "On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable," Computational Economics, Springer, vol. 15(3), pages 273-289, June. [Downloadable!]
  2. Windmeijer, Frank, 2000. "Moment conditions for fixed effects count data models with endogenous regressors," Economics Letters, Elsevier, vol. 68(1), pages 21-24, July. [Downloadable!] (restricted)
  3. Richard Blundell & Frank Windmeijer, 2000. "Identifying demand for health resources using waiting times information," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 465-474.

    1999

  1. Grant Hillier & Mark Armstrong, 1999. "The Density of the Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November.
  2. Costas Meghir & Frank Windmeijer, 1999. "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 13, Juillet-D. [Downloadable!]

    1998

  1. Andrew Chesher, 1998. "Individual demands from household aggregates: time and age variation in the composition of diet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 505-524. [Downloadable!]

    1997

  1. Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.
  2. Andrew Chesher, 1997. "Diet Revealed?: Semiparametric Estimation of Nutrient Intake-Age Relationships," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 389-428. [Downloadable!] (restricted)
  3. Windmeijer, F A G & Silva, J M C Santos, 1997. "Endogeneity in Count Data Models: An Application to Demand for Health Care," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 281-94, May-June. [Downloadable!]
  4. Colin Cameron, A. & Windmeijer, Frank A. G., 1997. "An R-squared measure of goodness of fit for some common nonlinear regression models," Journal of Econometrics, Elsevier, vol. 77(2), pages 329-342, April. [Downloadable!] (restricted)
  5. Richard Blundell & Frank Windmeijer, 1997. "Cluster effects and simultaneity in multilevel models," Health Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 439-443.

    1996

  1. James, A.T., 1996. "Interviewed by Grant H. Hillier and Christopher L. Skeels," Econometric Theory, Cambridge University Press, vol. 12(01), pages 155-185, March. [Downloadable!]
  2. Cameron, A Colin & Windmeijer, Frank A G, 1996. "R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 209-20, April.

    1995

  1. Chesher, Andrew, 1995. "A Mirror Image Invariance for M-Estimators," Econometrica, Econometric Society, vol. 63(1), pages 207-11, January. [Downloadable!] (restricted)
  2. Frank Windmeijer, 1995. "Goodness-of-fit measures in binary choice models," Econometric Reviews, Taylor and Francis Journals, vol. 14(1), pages 101-116. [Downloadable!] (restricted)

    1994

  1. Chesher, Andrew & Peters, Simon, 1994. "Symmetry, Regression Design, and Sampling Distributions," Econometric Theory, Cambridge University Press, vol. 10(01), pages 116-129, March. [Downloadable!]
  2. Windmeijer, Frank A.G., 1994. "The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models," Econometric Theory, Cambridge University Press, vol. 10(02), pages 442-443, June. [Downloadable!]

    1993

  1. Windmeijer, Frank A.G., 1993. "The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-313, April. [Downloadable!]

    1991

  1. Hillier, Grant H., 1991. "On multiple diagnostic procedures for the linear model," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January. [Downloadable!] (restricted)
  2. Hillier, Grant H. & King, Maxwell L., 1991. "Editors' introduction: 40 years of diagnostic testing," Journal of Econometrics, Elsevier, vol. 47(1), pages 1-4, January. [Downloadable!] (restricted)
  3. Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May. [Downloadable!] (restricted)
  4. Chesher, Andrew & Austin, Gerard, 1991. "The finite-sample distributions of heteroskedasticity robust Wald statistics," Journal of Econometrics, Elsevier, vol. 47(1), pages 153-173, January. [Downloadable!] (restricted)

    1990

  1. Hillier, Grant H, 1990. "On the Normalization of Structural Equations: Properties of Direct Estimators," Econometrica, Econometric Society, vol. 58(5), pages 1181-94, September. [Downloadable!] (restricted)

    1989

  1. Chesher, Andrew, 1989. "Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests," Econometrica, Econometric Society, vol. 57(4), pages 971-77, July. [Downloadable!] (restricted)

    1987

  1. Hillier, Grant H., 1987. "Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems," Econometric Theory, Cambridge University Press, vol. 3(01), pages 1-44, February. [Downloadable!]
  2. Chesher, Andrew & Jewitt, Ian, 1987. "The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 55(5), pages 1217-22, September. [Downloadable!] (restricted)
  3. Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 33-61. [Downloadable!] (restricted)

    1986

  1. Lee, Lung-Fei & Chesher, Andrew, 1986. "Specification testing when score test statistics are identically zero," Journal of Econometrics, Elsevier, vol. 31(2), pages 121-149, March. [Downloadable!] (restricted)

    1985

  1. Lancaster, Tony & Chesher, Andrew, 1985. "Residual analysis for censored duration data," Economics Letters, Elsevier, vol. 18(1), pages 35-38. [Downloadable!] (restricted)
  2. Chesher, Andrew, 1985. "Score tests for zero covariances in recursive linear models for grouped or censored data," Journal of Econometrics, Elsevier, vol. 28(3), pages 291-305, June. [Downloadable!] (restricted)

    1984

  1. Hillier, Grant H & Giles, David E A, 1984. "Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice," Australian Economic Papers, Blackwell Publishing, vol. 23(43), pages 179-96, December.
  2. Hillier, Grant H & Kinal, Terrence W & Srivastava, V K, 1984. "On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation," Econometrica, Econometric Society, vol. 52(1), pages 185-202, January. [Downloadable!] (restricted)
  3. Chesher, Andrew D, 1984. "Testing for Neglected Heterogeneity," Econometrica, Econometric Society, vol. 52(4), pages 865-72, July. [Downloadable!] (restricted)
  4. Chesher, Andrew, 1984. "Improving the Efficiency of Probit Estimators," The Review of Economics and Statistics, MIT Press, vol. 66(3), pages 523-27, August. [Downloadable!] (restricted)

    1983

  1. Chesher, Andrew & Lancaster, Tony, 1983. "The Estimation of Models of Labour Market Behavior," Review of Economic Studies, Blackwell Publishing, vol. 50(4), pages 609-24, October. [Downloadable!] (restricted)
  2. Lancaster, Tony & Chesher, Andrew, 1983. "An Econometric Analysis of Reservation Wages," Econometrica, Econometric Society, vol. 51(6), pages 1661-76, November. [Downloadable!] (restricted)
  3. Chesher, Andrew, 1983. "The information matrix test : Simplified calculation via a score test interpretation," Economics Letters, Elsevier, vol. 13(1), pages 45-48. [Downloadable!] (restricted)

    1981

  1. Lancaster, Tony & Chesher, Andrew, 1981. "Stock and flow sampling," Economics Letters, Elsevier, vol. 8(1), pages 63-65. [Downloadable!] (restricted)

    1979

  1. Chesher, Andrew, 1979. "Testing the Law of Proportionate Effect," Journal of Industrial Economics, Blackwell Publishing, vol. 27(4), pages 403-11, June. [Downloadable!] (restricted)
Did you know? About 1000 journals are listed on RePEc.

This page was last updated on 2010-1-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.