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Publications

by members of

Centre for Microdata Methods and Practice (CEMMAP)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Cristina Gualdani & Elena Pastorino & Áureo de Paula & Sergio Salgado, 2026, "Identifying Uncertainty, Learning about Productivity, and Human Capital Acquisition: A Reassessment of Labor Market Sorting and Firm Monopsony Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 34973, Mar.
  2. Myunghyun Song & Sokbae Lee & Serena Ng, 2026, "Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models," Papers, arXiv.org, number 2601.07059, Jan, revised Feb 2026.
  3. Yiqi Liu & Francesca Molinari & Amilcar Velez, 2026, "Identification and Inference for Algorithmic Frontiers with Selective Labels," Papers, arXiv.org, number 2606.14977, Jun.
  4. Jesse Hoekstra & Frank Windmeijer, 2026, "Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test," Papers, arXiv.org, number 2601.17843, Jan.
  5. Fatima Kasenally & Ruoxi Guan & Frank Windmeijer, 2026, "Two-Sample IV: Efficient Two-Step Estimation and Tests for Overidentification and Weak-Instruments," Papers, arXiv.org, number 2606.20240, Jun.

2025

  1. Orazio Attanasio & Ricardo Paes de Barros & Pedro Carneiro & David K. Evans & Lycia Lima & Pedro Olinto & Norbert Schady, 2025, "Public Childcare, Labor Market Outcomes of Caregivers, and Child Development: Experimental Evidence from Brazil," Working Papers, Center for Global Development, number 728, Sep.
  2. Weiguang Liu & 'Aureo de Paula & Elie Tamer, 2025, "Prediction Sets and Conformal Inference with Interval Outcomes," Papers, arXiv.org, number 2501.10117, Jan, revised Feb 2026.
  3. Áureo de Paula & Elie Tamer & Weiguang Liu, 2025, "Prediction sets and conformal inference with censored outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 04/25, Jan, DOI: 10.47004/wp.cem.2025.0425.
  4. Timothy J Halliday & Rachel Inafuku & Lester Lusher & Áureo de Paula, 2025, "Vog: using volcanic eruptions to estimate the impact of air pollution on student test scores," IFS Working Papers, Institute for Fiscal Studies, number W25/07, Feb.
  5. Yujung Hwang & Áureo de Paula & Fangzhu Yang, 2025, "The rise of online dating and heterogamous marriages," IFS Working Papers, Institute for Fiscal Studies, number W25/33, Sep.
  6. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen & Liyang Sun, 2025, "Policy Learning with Confidence," Papers, arXiv.org, number 2502.10653, Feb, revised Jan 2026.
  7. Sung Jae Jun & Sokbae Lee, 2025, "Bounding the Effect of Persuasion with Monotonicity Assumptions: Reassessing the Impact of TV Debates," Papers, arXiv.org, number 2503.06046, Mar, revised Feb 2026.
  8. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2025, "Leave No One Undermined: Policy Targeting with Regret Aversion," Papers, arXiv.org, number 2506.16430, Jun, revised Apr 2026.
  9. Joel L. Horowitz & Sokbae Lee, 2025, "Binary Classification with the Maximum Score Model and Linear Programming," Papers, arXiv.org, number 2507.19654, Jul, revised Aug 2026.
  10. Sung Jae Jun & Sokbae Lee, 2025, "Persuasion Effects in Regression Discontinuity Designs," Papers, arXiv.org, number 2509.26517, Sep.
  11. Xiaohong Chen & Min Seong Kim & Sokbae Lee & Myung Hwan Seo & Myunghyun Song, 2025, "SLIM: Stochastic Learning and Inference in Overidentified Models," Papers, arXiv.org, number 2510.20996, Oct, revised Oct 2025.
  12. Stuart Lane & Frank Windmeijer, 2025, "Overidentification testing with weak instruments and heteroskedasticity," Papers, arXiv.org, number 2509.21096, Sep.

2024

  1. Carneiro, Pedro & Salvanes, Kjell Gunnar & Tominey, Emma, 2024, "Insurance against Income Shocks, Parental Investments, and Child Development," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 10/2024, Jun.
  2. Carneiro, Pedro & Reis, Hugo & Toppeta, Alessandro, 2024, "Parental Investments and Socio-Economic Gradients in Learning across European Countries," IZA Discussion Papers, IZA Network @ LISER, number 16785, Feb.
  3. Lebedinski, Lara & Carneiro, Pedro & Urzua, Tamara Arnold & Perng, Julie & Boudet, Ana Maria Munoz & Sosa, Katia Herrera, 2024, "Experimental Impacts of a Virtual Parenting Program with Mothers and Fathers," IZA Discussion Papers, IZA Network @ LISER, number 17028, May.
  4. López Bóo, Florencia & de la Paz Ferro, Maria & Carneiro, Pedro, 2024, "Impacts of Integrating Early Childhood with Health Services: Experimental Evidence from the Cresça Com Seu Filho Home Visiting Program," IZA Discussion Papers, IZA Network @ LISER, number 17130, Jul.
  5. Blimpo, Moussa & Carneiro, Pedro & Jervis Ortiz, Pamela & Lahire, Nathalie & Pugatch, Todd, 2024, "Improving Parental Investments in Children: Experimental Evidence from The Gambia," IZA Discussion Papers, IZA Network @ LISER, number 17133, Jul.
  6. Agnes Norris Keiller & Aureo de Paula & John Van Reenen, 2024, "Production function estimation using subjective expectations data," Papers, arXiv.org, number 2407.07988, Jul, revised Jul 2026.
  7. Orazio Attanasio & Áureo de Paula & Alessandro Toppeta, 2024, "Intergenerational mobility in socio-emotional skills," IFS Working Papers, Institute for Fiscal Studies, number W24/26, Jun.
  8. Agnes Norris Keiller & Áureo de Paula & John Van Reenen, 2024, "Production function estimation using subjective expectations data," IFS Working Papers, Institute for Fiscal Studies, number WCWP15/24, Jul.
  9. Yongchan Kwon & Sokbae Lee & Guillaume A. Pouliot, 2024, "Group Shapley Value and Counterfactual Simulations in a Structural Model," Papers, arXiv.org, number 2410.06875, Oct.
  10. Sung Jae Jun & Sokbae Lee, 2024, "Learning the Effect of Persuasion via Difference-In-Differences," Papers, arXiv.org, number 2410.14871, Oct, revised Aug 2026.
  11. Sokbae Lee, 2024, "The ET Interview: Professor Joel L. Horowitz," Papers, arXiv.org, number 2411.00886, Oct.
  12. Hiroaki Kaido & Francesca Molinari, 2024, "Information Based Inference in Models with Set-Valued Predictions and Misspecification," Papers, arXiv.org, number 2401.11046, Jan, revised Feb 2026.
  13. Yiqi Liu & Francesca Molinari, 2024, "Inference for an Algorithmic Fairness-Accuracy Frontier," Papers, arXiv.org, number 2402.08879, Feb, revised Jun 2025.
  14. Douglas L. Miller & Francesca Molinari & Jorg Stoye, 2024, "Testing Sign Congruence Between Two Parameters," Papers, arXiv.org, number 2405.11759, May, revised Jul 2025.
  15. Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024, "Robust Analysis of Short Panels," Papers, arXiv.org, number 2401.06611, Jan.

2023

  1. Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady & Francesca Salvati, 2023, "The effect of classroom rank on learning throughout elementary school: experimental evidence from Ecuador," CeMMAP working papers, Institute for Fiscal Studies, number 19/23, Aug, DOI: 10.47004/wp.cem.2023.1923.
  2. Pedro Carneiro & Kjell Salvanes & Barton Willage & Alexander Willén, 2023, "Childhood Shocks Across Ages and Human Capital Formation," Working Papers, Human Capital and Economic Opportunity Working Group, number 2023-018, Aug.
  3. Samuel N. Cohen & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Arthur Turrell & Lingyi Yang, 2023, "Nowcasting using regression on signatures," Papers, arXiv.org, number 2305.10256, May, revised Dec 2025.
  4. Dennis Kristensen & Young Jun Lee & Antonio Mele, 2023, "Closed-form approximations of moments and densities of continuous-time Markov models," Papers, arXiv.org, number 2308.09009, Aug.
  5. Syngjoo Choi & Kyu Sup Hahn & Byung-Yeon Kim & Eungik Lee & Jungmin Lee & Sokbae Lee, 2023, "Implicit Bias against a Capitalistic Society Predicts Market Earnings," Papers, arXiv.org, number 2304.00651, Apr.
  6. Junlong Feng & Sokbae Lee, 2023, "Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds," Papers, arXiv.org, number 2304.01921, Apr, revised Nov 2024.
  7. Sungyoon Lee & Sokbae Lee, 2023, "Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors," Papers, arXiv.org, number 2305.12883, May, revised Jun 2024.
  8. Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023, "Individual Shrinkage for Random Effects," Papers, arXiv.org, number 2308.01596, Aug, revised May 2026.
  9. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023, "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers, arXiv.org, number 2308.13564, Aug, revised Oct 2023.
  10. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2023, "Treatment Choice, Mean Square Regret and Partial Identification," Papers, arXiv.org, number 2310.06242, Oct.
  11. Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023, "A Robust Method for Microforecasting and Estimation of Random Effects," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-26, Aug, DOI: 10.21033/wp-2023-26.
  12. Levon Barseghyan & Francesca Molinari, 2023, "Risk Preference Types, Limited Consideration, and Welfare," Papers, arXiv.org, number 2307.09411, Jul.
  13. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2023, "Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions," CeMMAP working papers, Institute for Fiscal Studies, number 20/23, Oct, DOI: 10.47004/wp.cem.2023.2023.
  14. Frank Windmeijer, 2023, "The Robust F-Statistic as a Test for Weak Instruments," Papers, arXiv.org, number 2309.01637, Sep, revised Jan 2025.

2022

  1. Omar Arias & Pedro Carneiro & Angela Duckworth & Lauren Eskreis-Winkler & Christian Krekel & Ana Maria Munoz Boudet & Violeta Petroska-Beska & Indhira Santos, 2022, "Can grit be taught? Lessons from a nationwide field experiment with middle-school students," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1878, Oct.
  2. Pedro Carneiro & Kjell G. Salvanes & Barton Willage & Alexander L.P. Willén, 2022, "The Timing of Parental Job Displacement, Child Development and Family Adjustment," CESifo Working Paper Series, CESifo, number 9998.
  3. Cruz Aguayo, Yyannu & Carneiro, Pedro & Intriago, Ruthy & Ponce, Juan & Schady, Norbert & Schodt, Sarah, 2022, "When Promising Interventions Fail: Personalized Coaching for Teachers in a Middle-Income Country," IZA Discussion Papers, IZA Network @ LISER, number 15021, Jan.
  4. Timothy Halliday & Rachel Inafuku & Lester Lusher & Aureo de Paula, 2022, "VOG: Using volcanic eruptions to estimate the impact of air pollution on student learning outcomes," POID Working Papers, Centre for Economic Performance, LSE, number 051, Dec.
  5. Timothy J. Halliday & Rachel Inafuku & Lester Lusher & Aureo de Paula, 2022, "VOG: Using Volcanic Eruptions to Estimate the Impact of Air Pollution on Student Learning Outcomes," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202203, Nov.
  6. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2022, "Treatment Choice with Nonlinear Regret," Papers, arXiv.org, number 2205.08586, May, revised Oct 2024.
  7. Sung Jae Jun & Sokbae Lee, 2022, "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers, arXiv.org, number 2205.14048, May, revised Apr 2023.
  8. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022, "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers, arXiv.org, number 2209.14502, Sep, revised Oct 2023.
  9. Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2022, "Statistical Uncertainty in the Ranking of Journals and Universities," NBER Working Papers, National Bureau of Economic Research, Inc, number 29768, Feb.
  10. Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022, "On the instrumental variable estimation with many weak and invalid instruments," Papers, arXiv.org, number 2207.03035, Jul, revised Dec 2023.
  11. Frank Windmeijer, 2022, "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers, arXiv.org, number 2208.01967, Aug.
  12. Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022, "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Papers, arXiv.org, number 2208.05278, Aug.
  13. Nicolas Apfel & Frank Windmeijer, 2022, "The Generalized Falsification Adaptive Set for Violations of the Exclusion Restriction and Exogeneity," Papers, arXiv.org, number 2212.04814, Dec, revised Jul 2026.

2021

  1. Lopez Boo, Florencia & Ferro Venegas, María de la Paz & Carneiro, Pedro, 2021, "¿Funciona integrar servicios de primera infancia con los servicios de salud?: Evidencia experimental del programa de visitas domiciliarias Cresça Com Seu Filho," IDB Publications (Working Papers), Inter-American Development Bank, number 11208, Apr, DOI: http://dx.doi.org/10.18235/0003230.
  2. Bo E. Honoré & Áureo de Paula, 2021, "Identification in simple binary outcome panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/21, Mar.
  3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021, "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers, arXiv.org, number 2106.03156, Jun, revised Oct 2021.
  4. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae Lee, 2021, "Cognitive Ability and Tournament Entry: Evidence from Three Korean Populations," Papers, arXiv.org, number 2108.08097, Aug, revised Aug 2026.
  5. Sokbae Lee & Martin Weidner, 2021, "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers, arXiv.org, number 2111.05243, Nov, revised May 2026.
  6. Joel L. Horowitz & Sokbae (Simon) Lee, 2021, "Inference in a class of optimization problems: Con?dence regions and ?nite sample bounds on errors in coverage probabilities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/21, Aug.
  7. Andrew Chesher & Dongwoo Kim & Adam Rosen, 2021, "IV methods for Tobit models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/21, Jun.
  8. Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2132, Nov.
  9. Dongwoo Kim & Daniel Wilhelm, 2021, "Powerful t-tests in the presence of nonclassical measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/21, Apr.
  10. Nicolas Van de Sijpe & Frank Windmeijer, 2021, "On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W09, Jul.

2020

  1. Alex Armand & Pedro Carneiro & Federico Tagliati & Yiming Xia, 2020, "Can subsidized employment tackle long-term unemployment? Experimental evidence from North Macedonia," Working Papers, Banco de España, number 2022, Jul.
  2. Pedro Carneiro & Lucy Kraftman & Giacomo Mason & Lucie Moore & Imran Rasul & Molly Scott, 2020, "The impacts of a multifaceted pre-natal intervention on human capital accumulation in early life," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP61/20, Dec.
  3. Aureo de Paula & Xun Tang, 2020, "Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types," Papers, arXiv.org, number 2012.00787, Dec.
  4. Grant Miller & Aureo de Paula & Christine Valente, 2020, "Subjective Expectations and Demand for Contraception," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 20/724, Jun.
  5. Orazio Attanasio & Aureo de Paula & Alessandro Toppeta, 2020, "The Persistence of Socio-Emotional Skills: Life Cycle and Intergenerational Evidence," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18384, Sep.
  6. de Paula, Aureo & Hansman, Christopher & Hong, Harrison & Singh, Vishal, 2020, "A Sticky-Price View of Hoarding," CEPR Discussion Papers, Centre for Economic Policy Research, number 14633, Apr.
  7. O'Connell, Martin & de Paula, Aureo & Smith, Kate, 2020, "Preparing for a pandemic: Spending dynamics and panic buying during the COVID-19 first wave," CEPR Discussion Papers, Centre for Economic Policy Research, number 15371, Oct.
  8. Áureo de Paula & Elie Tamer & Marcel-Cristian Voia, 2020, "The Econometrics of Networks," Post-Print, HAL, number hal-04926566, Oct, DOI: 10.1108/S0731-9053202042.
  9. Mogens Fosgerau & Dennis Kristensen, 2020, "Identification of a class of index models: A topological approach," Papers, arXiv.org, number 2004.07900, Apr.
  10. Sung Jae Jun & Sokbae Lee, 2020, "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers, arXiv.org, number 2004.08318, Apr, revised Oct 2023.
  11. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers, arXiv.org, number 2006.10555, Jun, revised Jul 2020.
  12. Le-Yu Chen & Sokbae Lee, 2020, "Sparse Quantile Regression," Papers, arXiv.org, number 2006.11201, Jun, revised Mar 2023.
  13. Sokbae Lee & Serena Ng, 2020, "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Papers, arXiv.org, number 2007.07781, Jul, revised Jun 2022.
  14. Sokbae Lee & Bernard Salani'e, 2020, "Treatment Effects with Targeting Instruments," Papers, arXiv.org, number 2007.10432, Jul, revised May 2026.
  15. Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song, 2020, "Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic," Papers, arXiv.org, number 2008.11140, Aug, revised Oct 2024.
  16. Salanié, Bernard & Lee, Sokbae, 2020, "Filtered and Unfiltered Treatment Effects with Targeting Instruments," CEPR Discussion Papers, Centre for Economic Policy Research, number 15092, Jul.
  17. Sung Jae Jun & Sokbae (Simon) Lee, 2020, "Causal inference in case-control studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/20, May.
  18. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2020, "Institutions, competitiveness and cognitive ability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/20, Jun.
  19. Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," Papers, arXiv.org, number 2004.06178, Apr.
  20. Francesca Molinari, 2020, "Microeconometrics with Partial Identification," Papers, arXiv.org, number 2004.11751, Apr.
  21. Jaimovich, Nir & Ferraro, Domenico & Molinari, Francesca & Young, Cristobal, 2020, "The Safety Net as a Springboard? A General Equilibrium based Policy Evaluation," CEPR Discussion Papers, Centre for Economic Policy Research, number 14786, May.
  22. Andrew Chesher & Adam Rosen, 2020, "Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/20, Jun.
  23. Andrew Chesher & Adam Rosen, 2020, "Structural modeling of simultaneous discrete choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP9/20, Feb.
  24. Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020, "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-16.
  25. Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2020, "An Adaptive Test of Stochastic Monotonicity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/20, May.
  26. Nicolas Van de Sijpe & Frank Windmeijer, 2020, "On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments," Working Papers, The University of Sheffield, Department of Economics, number 2020007, Aug.

2019

  1. Moussa P. Blimpo & Pedro Carneiro & Pamela Jervis & Todd Pugatch, 2019, "Improving Access and Quality in Early Childhood Development Programs: Experimental Evidence from The Gambia," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-023, Apr.
  2. Pedro Carneiro & Emanuela Galasso & Italo Lopez Garcia & Paula Bedregal & Miguel Cordero, 2019, "Parental Beliefs, Investments, and Child Development: Evidence from a Large-Scale Experiment," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-051, Aug.
  3. Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019, "The Informativeness of Estimation Moments," Papers, arXiv.org, number 1907.02101, Jul, revised Jan 2020.
  4. Aureo de Paula & Imran Rasul & Pedro Souza, 2019, "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," Papers, arXiv.org, number 1910.07452, Oct, revised Oct 2023.
  5. Aureo de Paula, 2019, "Econometric Models of Network Formation," Papers, arXiv.org, number 1910.07781, Oct, revised Jan 2020.
  6. Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2019, "Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/19, Jul.
  7. Dennis Kristensen & Young Jun Lee, 2019, "Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models," Papers, arXiv.org, number 1904.05209, Apr, revised Jul 2025.
  8. Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning, 2019, "Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods," Papers, arXiv.org, number 1904.05232, Apr, revised Feb 2020.
  9. Joel L. Horowitz & Sokbae Lee, 2019, "Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities," Papers, arXiv.org, number 1905.06491, May, revised Dec 2022.
  10. Sokbae Lee & Serena Ng, 2019, "An Econometric Perspective on Algorithmic Subsampling," Papers, arXiv.org, number 1907.01954, Jul, revised Apr 2020.
  11. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Papers, arXiv.org, number 1909.09824, Sep, revised May 2020.
  12. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2019, "A tale of two Koreas: property rights and fairness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP70/19, Dec.
  13. Levon Barseghyan & Francesca Molinari & Matthew Thirkettle, 2019, "Discrete Choice under Risk with Limited Consideration," Papers, arXiv.org, number 1902.06629, Feb, revised Jan 2021.
  14. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2019, "Heterogeneous Choice Sets and Preferences," Papers, arXiv.org, number 1907.02337, Jul, revised Feb 2021.
  15. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019, "Constraint Qualifications in Partial Identification," Papers, arXiv.org, number 1908.09103, Aug, revised Apr 2021.
  16. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019, "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers, Institute for Fiscal Studies, number 09/19, Feb, DOI: 10.1920/wp.cem.2019.0919.
  17. Francesca Molinari, 2019, "Econometrics with Partial Identification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/19, May.
  18. Pamela Giustinelli & Charles F. Manski & Francesca Molinari, 2019, "Precise or Imprecise Probabilities? Evidence from Survey Response on Late-onset Dementia," NBER Working Papers, National Bureau of Economic Research, Inc, number 26125, Jul.
  19. Arthur Lewbel & Lars Nesheim, 2019, "Sparse demand systems: corners and complements," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/19, Sep.
  20. Adam M. Rosen & Takuya Ura, 2019, "Finite Sample Inference for the Maximum Score Estimand," Papers, arXiv.org, number 1903.01511, Mar, revised May 2020.
  21. Andrew Chesher & Adam Rosen, 2019, "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/19, Aug.
  22. Eleni Aristodemou & Adam Rosen, 2019, "A discrete choice model for partially ordered alternatives," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/19, Nov.
  23. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019, "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP66/19, Nov.
  24. Young Jun Lee & Daniel Wilhelm, 2019, "Testing for the presence of measurement error in Stata," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/19, Sep.
  25. Frank Windmeijer, 2019, "Weak Instruments, First-Stage Heteroskedasticity and the Robust F-test," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 19/708, Feb.
  26. Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019, "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 19/715, Jun.
  27. Neil M. Davies & Matt Dickson & George Davey Smith & Frank Windmeijer & G.J. van den Berg, 2019, "The Causal Effects of Education on Adult Health, Mortality and Income: Evidence from Mendelian Randomization and the Raising of the School Leaving Age," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-029, Apr.
  28. Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao, 2019, "Binary Outcomes, OLS, 2SLS and IV Probit," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/19.

2018

  1. Salvanes, Kjell G & Carneiro, Pedro & Liu, Kai, 2018, "The Supply of Skill and Endogenous Technical Change: Evidence From a College Expansion Reform," CEPR Discussion Papers, Centre for Economic Policy Research, number 13045, Jul.
  2. Carneiro, Pedro & Cruz-Aguayo, Yyannu & Schady, Norbert, 2018, "Mothers, Teachers, Peers, and the Gender Gap in Early Math Achievement," IDB Publications (Working Papers), Inter-American Development Bank, number 9075, Apr, DOI: http://dx.doi.org/10.18235/0001284.
  3. Aureo de Paula & Imran Rasul & Pedro CL Souza, 2018, "Recovering social networks from panel data: Identification, simulations and an application," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16173, Mar.
  4. Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-20, Aug.
  5. Sokbae Lee & Bernard Salani'e, 2018, "Identifying Effects of Multivalued Treatments," Papers, arXiv.org, number 1805.00057, Apr.
  6. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Papers, arXiv.org, number 1810.11109, Oct, revised Sep 2020.
  7. Le-Yu Chen & Sokbae Lee, 2018, "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers, arXiv.org, number 1811.09540, Nov.
  8. Sung Jae Jun & Sokbae Lee, 2018, "Identifying the Effect of Persuasion," Papers, arXiv.org, number 1812.02276, Dec, revised Dec 2022.
  9. Syngjoo Choi & Booyuel Kim & Jungmin Lee & Sokbae Lee, 2018, "Property Rights and Fairness: A Tale of Two Koreas," Working Paper Series, Institute of Economic Research, Seoul National University, number no123, Jan.
  10. Pamela Giustinelli & Charles F. Manski & Francesca Molinari, 2018, "Tail and Center Rounding of Probabilistic Expectations in the Health and Retirement Study," NBER Working Papers, National Bureau of Economic Research, Inc, number 24559, Apr.
  11. Joel L. Horowitz & Lars Nesheim, 2018, "Using penalized likelihood to select parameters in a random coefficients multinomial logit model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/18, Apr.
  12. Daniel Wilhelm, 2018, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/18, Jul.
  13. Frank Windmeijer, 2018, "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 18/696, Mar.

2017

  1. Schady, Norbert & Carneiro, Pedro & Cruz-Aguayo, Yyannu, 2017, "Where the Girls Are Not: Households, Teachers, and the Gender Gap in Early Math Achievement," IDB Publications (Working Papers), Inter-American Development Bank, number 8272, Apr, DOI: http://dx.doi.org/10.18235/0000700.
  2. Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2017, "Identifying preferences in networks with bounded degree," CeMMAP working papers, Institute for Fiscal Studies, number 35/17, Aug, DOI: 10.1920/wp.cem.2017.3517.
  3. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2017, "Individual counterfactuals with multidimensional unobserved heterogeneity," CeMMAP working papers, Institute for Fiscal Studies, number 60/17, Dec, DOI: 10.1920/wp.cem.2017.6017.
  4. Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers, Institute for Fiscal Studies, number 52/17, Nov, DOI: 10.1920/wp.cem.2017.5217.
  5. Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh, 2017, "Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015," CeMMAP working papers, Institute for Fiscal Studies, number 55/17, Dec, DOI: 10.1920/wp.cem.2017.5517.
  6. Hiroaki Kaido & Francesca Molinari & Jorg Stoye & Matthew Thirkettle, 2017, "Calibrated Projection in MATLAB: Users' Manual," Papers, arXiv.org, number 1710.09707, Oct.
  7. Andrew Chesher & Adam Rosen, 2017, "Incomplete English auction models with heterogeneity," CeMMAP working papers, Institute for Fiscal Studies, number 27/17, May, DOI: 10.1920/wp.cem.2017.2717.
  8. Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim, 2017, "Nonparametric instrumental variable estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/17, Oct.
  9. Frank Windmeijer, 2017, "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 17/683, Jun, revised 13 Jun 2018.

2016

  1. Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016, "Optimal Data Collection for Randomized Control Trials," Papers, arXiv.org, number 1603.03675, Mar, revised Aug 2016.
  2. Ingvild Almås & Alex Armand & Orazio Attanasio & Pedro Carneiro, 2016, "Measuring and Changing Control: Women's Empowerment and Targeted Transfers," CeMMAP working papers, Institute for Fiscal Studies, number 08/16, Mar, DOI: 10.1920/wp.cem.2016.0816.
  3. M. Caridad Araujo & Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady, 2016, "Teacher Quality and Learning Outcomes in Kindergarten," CeMMAP working papers, Institute for Fiscal Studies, number 09/16, Mar, DOI: 10.1920/wp.ifs.2016.0916.
  4. Pedro Carneiro & Jishnu Das & Hugo Reis, 2016, "The value of private schools: evidence from Pakistan," CeMMAP working papers, Institute for Fiscal Studies, number 22/16, May, DOI: 10.1920/wp.ifs.2016.2216.
  5. Attanasio, Orazio & Armand, Alex & Carneiro, Pedro & Lechene, Valérie, 2016, "The Effect of Gender-Targeted Conditional Cash Transfers on Household Expenditures: Evidence from a Randomized Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 11465, Aug.
  6. Abramovsky, Laura & Attanasio, Orazio & Barron, Kai & Carneiro, Pedro & Stoye, George, 2016, "Challenges to promoting social inclusion of the extreme poor: evidence from a large-scale experiment in Colombia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123218, Apr.
  7. Amaro Da Costa Luz Carneiro,Pedro Manuel & Koussihouede,Oswald & Lahire,Nathalie & Meghir,Costas & Mommaerts,Corina, 2016, "School grants and education quality : experimental evidence from Senegal," Policy Research Working Paper Series, The World Bank, number 7624, Apr.
  8. Áureo de Paula, 2016, "Econometrics of network models," CeMMAP working papers, Institute for Fiscal Studies, number 06/16, Jan, DOI: 10.1920/wp.cem.2016.0616.
  9. Bo E. Honoré & Áureo de Paula, 2016, "A new model for interdependent durations with an application to joint retirement," CeMMAP working papers, Institute for Fiscal Studies, number 07/16, Feb, DOI: 10.1920/wp.cem.2016.0716.
  10. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
  11. Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016, "Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function," Papers, arXiv.org, number 1601.02801, Jan, revised Oct 2016.
  12. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016, "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers, arXiv.org, number 1603.00235, Mar, revised Dec 2016.
  13. Le-Yu Chen & Sokbae Lee, 2016, "Best Subset Binary Prediction," Papers, arXiv.org, number 1610.02738, Oct, revised May 2018.
  14. Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 29/16, Jul, DOI: 10.1920/wp.cem.2016.2916.
  15. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," Papers, arXiv.org, number 1601.00934, Jan, revised Jun 2019.
  16. Andrew Chesher & Adam Rosen, 2016, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Institute for Fiscal Studies, number 44/16, Aug, DOI: 10.1920/wp.cem.2016.4416.
  17. Kate Ho & Adam Rosen, 2016, "Partial identification in applied research: benefits and challenges," CeMMAP working papers, Institute for Fiscal Studies, number 45/16, Aug, DOI: 10.1920/wp.cem.2016.4516.
  18. Federico M Bandi & Valentina Corradi & Daniel Wilhelm, 2016, "Possibly Nonstationary Cross-Validation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/16, Mar.
  19. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016, "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/674, Jun, revised 08 Aug 2017.
  20. David Pacini & Frank Windmeijer, 2016, "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/676, Jun.
  21. Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.

2015

  1. Meghir, Costas & Mommaerts, Corina & Carneiro, Pedro & Koussihouede, Oswald & Lahire, Nathalie, 2015, "Decentralizing Education Resources: School Grants in Senegal," Center Discussion Papers, Yale University, Economic Growth Center, number 201691, Apr, DOI: 10.22004/ag.econ.201691.
  2. Pedro Carneiro & Rita Ginja, 2015, "Partial insurance and investments in children," CeMMAP working papers, Institute for Fiscal Studies, number 19/15, Apr, DOI: 10.1920/wp.cem.2015.1915.
  3. Pedro Carneiro & Sokbae (Simon) Lee & Hugo Reis, 2015, "Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930," CeMMAP working papers, Institute for Fiscal Studies, number 28/15, Jun, DOI: 10.1920/wp.cem.2015.2815.
  4. Pedro Carneiro & Italo Lopez Garcia & Kjell G. Salvanes & Emma Tominey, 2015, "Intergenerational mobility and the timing of parental income," CeMMAP working papers, Institute for Fiscal Studies, number 66/15, Oct, DOI: 10.1920/wp.cem.2015.6615.
  5. Áureo de Paula & Seth Richards-Shubik & Elie Tamer, 2015, "Identification of preferences in network formation games," CeMMAP working papers, Institute for Fiscal Studies, number 29/15, Jun, DOI: 10.1920/wp.cem.2015.2915.
  6. Antonio Merlo & Áureo de Paula, 2015, "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers, Institute for Fiscal Studies, number 50/15, Sep, DOI: 10.1920/wp.cem.2015.5015.
  7. Hong, Harrison G & de Paula, Aureo & Singh, Vishal, 2015, "Hoard Behavior During Commodity Bubbles," CEPR Discussion Papers, Centre for Economic Policy Research, number 10441, Feb.
  8. de Paula, Aureo & Halliday, Timothy J. & ,, 2015, "Vog: Using Volcanic Eruptions to Estimate the Health Costs of Particulates and SO2," CEPR Discussion Papers, Centre for Economic Policy Research, number 10543, Apr.
  9. Timothy Halliday & John Lynham & Ã ureo de Paula, 2015, "Vog: Using Volcanic Eruptions to Estimate the Health Costs of Particulates," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2017-1R, Apr, revised Feb 2017.
  10. Harrison Hong & Áureo de Paula & Vishal Singh, 2015, "Hoard Behavior and Commodity Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 20974, Feb.
  11. Jonathan Halket & Lars Nesheim & Florian Oswald, 2015, "The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality," CeMMAP working papers, Institute for Fiscal Studies, number 73/15, Dec, DOI: 10.1920/wp.cem.2015.7315.
  12. Jonathan Halket & Lars Nesheim & Florian Oswald, 2015, "The housing stock, housing prices, and user costs," Sciences Po Economics Publications (main), HAL, number hal-03393224, Dec.
  13. Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-11, Jan.
  14. Michael Creel & Dennis Kristensen, 2015, "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 950.15, Jan, revised 27 Feb 2015.
  15. Le-Yu Chen & Sokbae (Simon) Lee, 2015, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Institute for Fiscal Studies, number 26/15, Jun, DOI: 10.1920/wp.cem.2015.2615.
  16. Griffith, Rachel & Nesheim, Lars & O'Connell, Martin, 2015, "Income effects and the welfare consequences of tax in differentiated product oligopoly," CEPR Discussion Papers, Centre for Economic Policy Research, number 10670, Jun.
  17. Lars Nesheim & Florian Oswald & Jonathan Halket, 2015, "A Selection Model of Hedonic House Values and Rents," 2015 Meeting Papers, Society for Economic Dynamics, number 961.
  18. Andrew Chesher & Adam Rosen, 2015, "Counterfactual worlds," CeMMAP working papers, Institute for Fiscal Studies, number 22/15, Jun, DOI: 10.1920/wp.cem.2015.2215.
  19. Andrew Chesher & Adam Rosen, 2015, "Identification of the distribution of valuations in an incomplete model of English auctions," CeMMAP working papers, Institute for Fiscal Studies, number 30/15, Jun, DOI: 10.1920/wp.cem.2015.3015.
  20. Denis Chetverikov & Daniel Wilhelm, 2015, "Nonparametric instrumental variable estimation under monotonicity," Papers, arXiv.org, number 1507.05270, Jul.
  21. Daniel Wilhelm, 2015, "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/15, Jul.
  22. Eleanor Sanderson & Frank Windmeijer, 2015, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 31/15, Jun, DOI: 10.1920/wp.cem.2015.3115.
  23. David Pacini & Frank Windmeijer, 2015, "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/660, May.
  24. Fern Terris-Prestholt & Frank Windmeijer, 2015, "How To Sell A Condom? The Impact Of Demand Creation Tools On Male And Female Condom Sales In Resource Limited Settings," Working Papers, Canadian Centre for Health Economics, number 150017, Oct.
  25. Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015, "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63663, Jan.
  26. Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015, "More reliable inference for the dissimilarity index of segregation," Post-Print, HAL, number hal-01457316, Feb, DOI: 10.1111/ectj.12039.

2014

  1. Pedro Carneiro & Emanuela Galasso & Rita Ginja, 2014, "Tackling social exclusion: evidence from Chile," CeMMAP working papers, Institute for Fiscal Studies, number 24/14, May, DOI: 10.1920/wp.cem.2014.2414.
  2. Corno, Lucia & de Paula, Aureo, 2014, "Risky sexual behavior: biological markers and self-reported data," CEPR Discussion Papers, Centre for Economic Policy Research, number 10271, Nov.
  3. Michael Creel & Dennis Kristensen, 2014, "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-30, Aug.
  4. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014, "Testing for a general class of functional inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 09/14, Mar, DOI: 10.1920/wp.cem.2014.0914.
  5. Soonwoo Kwon & Jihong Lee & Sokbae (Simon) Lee, 2014, "International trends in technological progress: stylized facts from patent citations, 1980-2011," CeMMAP working papers, Institute for Fiscal Studies, number 16/14, Mar, DOI: 10.1920/wp.cem.2014.1614.
  6. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014, "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 17/14, Mar, DOI: 10.1920/wp.cem.2014.1714.
  7. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014, "Implementing intersection bounds in Stata," CeMMAP working papers, Institute for Fiscal Studies, number 25/14, May, DOI: 10.1920/wp.cem.2014.2514.
  8. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014, "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers, Institute for Fiscal Studies, number 26/14, May, DOI: 10.1920/wp.cem.2014.2614.
  9. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014, "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers, Institute for Fiscal Studies, number 27/14, May, DOI: 10.1920/wp.cem.2014.2714.
  10. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014, "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers, Institute for Fiscal Studies, number 39/14, Sep, DOI: 10.1920/wp.cem.2014.3914.
  11. Rachel Griffith & Sokbae (Simon) Lee & Bas Straathof, 2014, "Recombinant innovation and the boundaries of the firm," CeMMAP working papers, Institute for Fiscal Studies, number 40/14, Sep, DOI: 10.1920/wp.cem.2014.4014.
  12. Andrew Chesher & Adam Rosen, 2014, "Generalized instrumental variable models," CeMMAP working papers, Institute for Fiscal Studies, number 04/14, Jan, DOI: 10.1920/wp.cem.2014.0414.
  13. Susanne M. Schennach & Daniel Wilhelm, 2014, "A simple parametric model selection test," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/14, Mar.
  14. Daniel Wilhelm, 2014, "Optimal bandwidth selection for robust generalized method of moments estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/14, Mar.

2013

  1. Rita Almeida & Pedro Carneiro, Renata Narita, 2013, "Producing Higher Quality Jobs: Enforcement of Mandated Benefits across Brazilian Cities between 1996-2007," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2013_22, Nov.
  2. Bo E. Honoré & Áureo de Paula, 2013, "Interdependent durations in joint retirement," CeMMAP working papers, Institute for Fiscal Studies, number 05/13, Mar, DOI: 10.1920/wp.cem.2013.0513.
  3. Jonathan Halket & Santhanagopalan Vasudev, 2013, "Online Appendix to "Saving Up or Settling Down: Home Ownership over the Life Cycle," Online Appendices, Review of Economic Dynamics, number 12-89.
  4. Michael Creel & Dennis Kristensen, 2013, "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 931.13, Jun.
  5. Dennis Kristensen & Bernard Salanie, 2013, "Higher-order properties of approximate estimators," CeMMAP working papers, Institute for Fiscal Studies, number 45/13, Sep, DOI: 10.1920/wp.cem.2013.4513.
  6. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013, "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers, Institute for Fiscal Studies, number 14/13, Apr, DOI: 10.1920/wp.cem.2013.1413.
  7. Kyunghui Choi & Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2013, "Do institutions affect social preferences? Evidence from divided Korea," CeMMAP working papers, Institute for Fiscal Studies, number 35/13, Aug, DOI: 10.1920/wp.cem.2013.3513.
  8. Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Institute for Fiscal Studies, number 10/13, Mar, DOI: 10.1920/wp.cem.2013.1013.
  9. Andres Aradillas-Lopez & Adam Rosen, 2013, "Inference in ordered response games with complete information," CeMMAP working papers, Institute for Fiscal Studies, number 33/13, Jul, DOI: 10.1920/wp.cem.2013.3313.

2012

  1. Pedro Carneiro & Tewolde Ghebremeskel & Joseph Keating & Andrea Locatelli, 2012, "Do public health interventions crowd out private health investments? Malaria control policies in Eritrea," CeMMAP working papers, Institute for Fiscal Studies, number 12/12, May, DOI: 10.1920/wp.cem.2012.1212.
  2. Carneiro, Pedro & Ginja, Rita, 2012, "Long Term Impacts of Compensatory Preschool on Health and Behavior: Evidence from Head Start," CEPR Discussion Papers, Centre for Economic Policy Research, number 8803, Feb.
  3. Carlos Henrique L. Corseuil & Rita Almeida & Pedro Carneiro, 2012, "Inspeção do Trabalho e Evolução do Emprego Formal no Brasil," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1688, Jan.
  4. Áureo de Paula, 2012, "Econometric analysis of games with multiple equilibria," CeMMAP working papers, Institute for Fiscal Studies, number 29/12, Oct, DOI: 10.1920/wp.cem.2012.2912.
  5. Heejoon Han & Dennis Kristensen, 2012, "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-25, May.
  6. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012, "Inference for best linear approximations to set identified functions," CeMMAP working papers, Institute for Fiscal Studies, number 43/12, Dec, DOI: 10.1920/wp.cem.2012.4312.
  7. Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2012, "The Nature of Risk Preferences: Evidence from Insurance Choices," CESifo Working Paper Series, CESifo, number 3933.
  8. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012, "Semiparametric estimation of random coefficients in structural economic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/12, Apr.
  9. Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Institute for Fiscal Studies, number 21/12, Aug, DOI: 10.1920/wp.cem.2012.2112.
  10. Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 34/12, Oct, DOI: 10.1920/wp.cem.2012.3412.
  11. Sarah Smith & Frank Windmeijer & Edmund Wright, 2012, "Peer effects in charitable giving: Evidence from the (running) field," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 12/290, Jun.

2011

  1. Carneiro, Pedro & Umapathi, Nithin & Lokshin, Michael & Ridao-Cano, Cristobal, 2011, "Average and Marginal Returns to Upper Secondary Schooling in Indonesia," CEPR Discussion Papers, Centre for Economic Policy Research, number 8689, Dec.
  2. Rita Almeida & Pedro Carneiro, 2011, "Enforcement of labor regulation and informality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/11, Sep.
  3. Carneiro, Pedro & Loken, Katrine Vellesen & Salvanes, Kjell G., 2011, "A Flying Start? Maternity Leave Benefits and Long Run Outcomes of Children," IZA Discussion Papers, IZA Network @ LISER, number 5793, Jun.
  4. Locatelli, Andrea & Carneiro, Pedro & Gebremeskel, Tewolde & Keating, Joseph, 2011, "Behavioral Response to an Anti Malaria Spraying Campaign, with Evidence from Eritrea," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 53.
  5. Dennis Kristensen, 2011, "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-13, Apr.
  6. Michael Creel & Dennis Kristensen, 2011, "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 874.11, May.
  7. Richard Blundell & Dennis Kristensen & Rosa Matzkin, 2011, "Bounding quantile demand functions using revealed preference inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/11, Jun.
  8. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011, "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2011-01, Jan.
  9. Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 17/11, May, DOI: 10.1920/wp.cem.2011.1711.
  10. Jungmin Lee & Sokbae (Simon) Lee, 2011, "Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/11, Feb.
  11. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011, "Testing functional inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/11, Feb.
  12. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011, "An instrumental variable model of multiple discrete choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/11, Feb.
  13. Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 11/266, Aug.
  14. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2011, "Genetic Markers as Instrumental Variables," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 11/274, Oct.
  15. Samuel L Brilleman & Hugh Gravelle & Sandra Hollinghurst & Sarah Purdy & Chris Salisbury & Frank Windmeijer, 2011, "Keep it Simple? Predicting Primary Health Care Costs with Measures of Morbidity and Multimorbidity," Working Papers, Centre for Health Economics, University of York, number 072cherp, Dec.
  16. Guy E.J. Faulkner & Paul Grootendorst & Van Hai Nguyen & Tatiana Andreyeva & Kelly Arbour-Nicitopoulos & Chris Auld & Sean B. Cash & John Cawley & Peter Donnelly & Adam Drewnowski & Laurette Dubé & R, 2011, "Economic Instruments for Obesity Prevention: Results of a Scoping Review and Modified Delphi Survey," Monash Economics Working Papers, Monash University, Department of Economics, number 31-11, Dec.

2010

  1. Carneiro, Pedro, 2010, "Trends in Quality Adjusted Skill Premia in the US, 1960-2000," CEPR Discussion Papers, Centre for Economic Policy Research, number 8108, Nov.
  2. Salvanes, Kjell G & Carneiro, Pedro & Løken, Katrine, 2010, "A flying start? Long term consequences of maternal time investments in children during their first year of life," CEPR Discussion Papers, Centre for Economic Policy Research, number 8124, Nov.
  3. Pedro Carneiro & James Heckman & Edward Vytlacil, 2010, "Estimating marginal returns to education," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/10, Oct.
  4. Aureo de Paula & Xun Tang, 2010, "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-010, Apr.
  5. Aureo de Paula & Xun Tang, 2010, "Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-021, Apr, revised 30 Jun 2010.
  6. Antonio Merlo & Aureo de Paula, 2010, "Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-055, Dec, revised 13 Oct 2013.
  7. Grant Hillier & Federico Martellosio, 2010, "Spatial circular matrices, with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/10, Mar.
  8. Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-43, Aug.
  9. Shin Kanaya & Dennis Kristensen, 2010, "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-67, Jan.
  10. Dennis Kristensen & Anders Rahbek, 2010, "Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-68, Jan.
  11. Dennis Kristensen & Bernard Salanié, 2010, "Higher Order Improvements for Approximate Estimators," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2010-04, Apr.
  12. Sokbae Lee & Arthur Lewbel, 2010, "Nonparametric Identification of Accelerated Failure Time Competing Risks Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 755, Apr, revised 30 Jun 2011.
  13. Hidehiko Ichimura & Sokbae Lee, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print, HAL, number hal-00741628, Oct, DOI: 10.1016/j.jeconom.2010.05.005.
  14. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010, "Testing for threshold effects in regression models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/10, Dec.
  15. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2010, "Sharp identification regions in models with convex moment predictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/10, Sep.
  16. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2010, "Partial identification using random set theory," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/10, Dec.
  17. Rachel Griffith & Lars Nesheim & Martin O'Connell, 2010, "Sin taxes in differentiated product oligopoly: an application to the butter and margarine market," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/10, Dec.
  18. Syngjoo Choi & Lars Nesheim & Imran Rasul, 2010, "Reserve price effects in auctions: estimates from multiple RD designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/10, Oct.
  19. Rachel Griffith & Lars Nesheim, 2010, "Estimating households' willingness to pay," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/10, Aug.
  20. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2010, "Genetic Markers as Instrumental Variables:An Application to Child Fat Mass and Academic Achievement," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 10/229, Jan.
  21. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2010, "Child height, health and human capital: evidence using genetic markers," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 10/245, Sep.
  22. Maurice Bun & Frank Windmeijer, 2010, "A comparison of bias approximations for the 2SLS estimator," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/10, Apr.
  23. Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2010, "Is it different for zeros? Discriminating between models for non-negative data with many zeros," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/10, Jul.

2009

  1. 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/09, Jan.
  2. Pedro Carneiro & Sokbae (Simon) Lee, 2009, "Trends in quality-adjusted skill premia in the United States, 1960-2000," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/09, Jan.
  3. Pedro Carneiro & James Heckman & Edward Vytlacil, 2009, "Evaluating marginal policy changes and the average effect of treatment for individuals at the margin," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/09, Jul.
  4. Aureo de Paula & Jose A. Scheinkman, 2009, "Value Added Taxes, Chain Effects and Informality," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-030, Aug.
  5. Bo E. Honoré & Aureo de Paula, 2009, ""Interdependent Durations" Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-039, Nov, revised 01 Feb 2008.
  6. Aureo de Paula & Jose A. Scheinkman, 2009, "“Value Added Taxes, Chain Effects and Informality†, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-041, Aug, revised 09 Nov 2009.
  7. Aureo de Paula & Jose A. Scheinkman, 2009, "The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-044, Dec.
  8. Aureo de Paula & Jose A. Scheinkman, 2009, "The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-024, Nov, revised 26 Jul 2010.
  9. Petra Todd & Gil Shapira & Aureo de Paula, 2009, "How Beliefs about HIV Affect Risky Behaviors: Evidence from Malawi," 2009 Meeting Papers, Society for Economic Dynamics, number 532.
  10. Jonathan Halket, 2009, "Home Ownership, Savings and Mobility Over The Life Cycle," 2009 Meeting Papers, Society for Economic Dynamics, number 295.
  11. Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
  12. Dennis Kristensen & Antonio Mele, 2009, "Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-14, Apr.
  13. Dennis Kristensen, 2009, "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-41, Sep.
  14. Dennis Kristensen, 2009, "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-44, Sep.
  15. Michael Creel & Dennis Kristensen, 2009, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 792.09, Nov.
  16. Michael Creel & Dennis Kristensen, 2009, "SNM Guide," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 793.09, Nov.
  17. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 19/09, Jul, DOI: 10.1920/wp.cem.2009.1909.
  18. Sokbae Lee & Yoon-Jae Whang, 2009, "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1740, Nov.
  19. Joel L. Horowitz & Sokbae (Simon) Lee, 2009, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/09, Jul.
  20. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2009, "Sharp identification regions in models with convex predictions: games, individual choice, and incomplete data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/09, Oct.
  21. Laura Blow & Lars Nesheim, 2009, "Dynamic housing expenditures and household welfare," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/09, Jan.
  22. Laura Blow & Lars Nesheim, 2009, "A retail price index including the shadow price of owner occupied housing," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/09, Jan.
  23. Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers, IZA Network @ LISER, number 4329, Jul.
  24. Adam Rosen, 2009, "Set identification via quantile restrictions in short panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/09, Sep.
  25. Paul Clarke & Frank Windmeijer, 2009, "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/209, Jan.
  26. Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
  27. Paul Clarke & Frank Windmeijer, 2009, "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/217, Jun.

2008

  1. Almeida, Rita & Carneiro, Pedro, 2008, "Enforcement of labor regulation and firm size," The Social Policy and Labor Discussion Paper Series, The World Bank, number 43675, May.
  2. Almeida, Rita & Carneiro, Pedro, 2008, "Mandated benefits, employment, and inequality in a dual economy," The Social Policy and Labor Discussion Paper Series, The World Bank, number 45051, Aug.
  3. Bo Honore & Aureo de Paula, 2008, "Interdependent Durations," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-007, Feb.
  4. Aureo de Paula, 2008, "Conditional Moments and Independence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-010, Mar.
  5. Aureo de Paula & Gil Shapira & Petra Todd, 2008, "How Beliefs about HIV Status Affect Risky Behaviors: Evidence from Malawi," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-035, Oct.
  6. Aureo de Paula & Gil Shapira & Petra E. Todd, 2008, "How Beliefs about HIV Status Affect Risky Behaviors: Evidence from Malawi1, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-031, Oct, revised 01 Aug 2009.
  7. 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/08, Jun.
  8. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008, "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/08, Feb.
  9. Dennis Kristensen, 2008, "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-37, Jul.
  10. Dennis Kristensen & Yongseok Shin, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-58, Nov.
  11. Rachel Griffith & Sokbae Lee & John Van Reenen, 2008, "Is Distance Dying at Last?," CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE, number 240, Feb.
  12. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008, "Sharp identification regions in games," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/08, Jun.
  13. Rachel Griffith & Lars Nesheim, 2008, "Household willingness to pay for organic products," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/08, Jul.
  14. Aviv Nevo & Adam Rosen, 2008, "Identification with imperfect instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/08, Jun.
  15. 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, The Centre for Market and Public Organisation, University of Bristol, UK, number 08/197, May.
  16. 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, The Centre for Market and Public Organisation, University of Bristol, UK, number 08/205, Oct.

2007

  1. Pedro Carneiro & Claire Crawford & Alissa Goodman, 2007, "The Impact of Early Cognitive and Non-Cognitive Skills on Later Outcomes," CEE Discussion Papers, Centre for the Economics of Education, LSE, number 0092, Oct.
  2. Meghir, Costas & Carneiro, Pedro & Parey, Matthias, 2007, "Maternal Education, Home Environments and the Development of Children and Adolescents," CEPR Discussion Papers, Centre for Economic Policy Research, number 6505, Oct.
  3. Almeida, Rita K. & Carneiro, Pedro, 2007, "Inequality and Employment in a Dual Economy: Enforcement of Labor Regulation in Brazil," IZA Discussion Papers, IZA Network @ LISER, number 3094, Oct.
  4. Aureo de Paula & Jose A. Scheinkman, 2007, "The Informal Sector, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-035, Aug, revised 17 Oct 2007.
  5. Aureo de Paula & Jose A. Scheinkman, 2007, "The Informal Sector, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-018, Aug, revised 21 May 2008.
  6. Bo E. Honore & Aureo de Paula, 2007, "Interdependent Durations, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-044, Apr, revised 01 Nov 2008.
  7. Dennis Kristensen, 2007, "Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-01, May.
  8. Dennis Kristensen, 2007, "Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-02, May.
  9. Dennis Kristensen & Anders Rahbek, 2007, "Likelihood-Based Inference in Nonlinear Error-Correction Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-38, Nov.
  10. 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, Centre for Economic Performance, LSE, number dp0818, Aug.
  11. Sokbae Lee & Myunghwan Seo, 2007, "Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 516, Feb.
  12. Joel L. Horowitz & Sokbae (Simon) Lee, 2007, "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/07, Feb.
  13. Pierre-André Chiappori & Robert McCann & Lars Nesheim, 2007, "Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/07, Sep.
  14. Adam Rosen, 2007, "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/07, Feb.
  15. 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, The Centre for Market and Public Organisation, University of Bristol, UK, number 07/179, Nov.
  16. 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, School of Economics, University of Bristol, UK, number 07/595, Mar.

2006

  1. Pedro Carneiro & Claire Crawford & Alissa Goodman, 2006, "Which Skills Matter?," CEE Discussion Papers, Centre for the Economics of Education, LSE, number 0059, Jul.
  2. Almeida, Rita & Carneiro, Pedro, 2006, "Enforcement of Regulation, Informal Labour, Firm Size and Firm Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 5976, Dec.
  3. Rita Almeida & Pedro Carneiro, 2006, "Enforcement of regulation, informal labor and firm performance," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/06, Jan.
  4. Aureo de Paula & Jose A. Scheinkman, 2006, "The Informal Sector," Levine's Bibliography, UCLA Department of Economics, number 122247000000001030, Jan.
  5. Igan, Deniz & de Paula, Aureo & Pinheiro, Marcelo, 2006, "Liquidity and Dividend Policy," MPRA Paper, University Library of Munich, Germany, number 29409, revised 2010.
  6. Grant Hillier, 2006, "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/06, Oct.
  7. Grant Hillier, 2006, "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/06, Dec.
  8. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006, "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 504, Aug.
  9. Joel L. Horowitz & Sokbae (Simon) Lee, 2006, "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/06, Jun.
  10. Beresteanu, Arie & Molinari, Francesca, 2006, "Asymptotic Properties for a Class of Partially Identified Models," Working Papers, Duke University, Department of Economics, number 06-04.
  11. Lars Nesheim, 2006, "Hedonic price functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/06, Sep.
  12. 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, Society for Computational Economics, number 511, Jul.
  13. Adam Rosen, 2006, "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/06, Dec.
  14. Frank Windmeijer, 2006, "GMM for panel count data models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/591, Oct.

2005

  1. Pedro Carneiro & Sokbae (Simon) Lee, 2005, "Ability, sorting and wage inequality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/05, Nov.
  2. Rita Almeida & Pedro Carneiro, 2005, "The return to firm investment in human capital," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/05, Dec.
  3. Almeida, Rita & Carneiro, Pedro, 2005, "Enforcement of labor regulation, informal labor, and firm performance," Policy Research Working Paper Series, The World Bank, number 3756, Oct.
  4. Giovanni Forchini & Grant Hillier, 2005, "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/05, Apr.
  5. Sokbae (Simon) Lee & Ralf A. Wilke Wilke, 2005, "Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/05, Apr.
  6. Sokbae (Simon) Lee, 2005, "Identification of a competing risks model with unknown transformations of latent failure times," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/05, Nov.
  7. Molinari, Francesca & Peski, Marcin, 2005, "Generalization of a Result on "Regression, Short and Long"," Working Papers, Cornell University, Center for Analytic Economics, number 05-09, Mar.
  8. Molinari, Francesca, 2005, "Partial Identification of Probability Distributions with Misclassified Data," Working Papers, Cornell University, Center for Analytic Economics, number 05-10, Apr.
  9. Molinari, Francesca, 2005, "Missing Treatments," Working Papers, Cornell University, Center for Analytic Economics, number 05-11, May.
  10. Conley, Timothy G. & Molinari, Francesca, 2005, "Spatial Correlation Robust Inference with Errors in Location or Distance," Working Papers, Cornell University, Center for Analytic Economics, number 05-12, Feb.
  11. McFadden, Daniel L. & Bemmaor, Albert C. & Caro, Francis G. & Dominitz, Jeff & Jun, Byung-hill & Lewbel, Arthur & Matzkin, Rosa L. & Molinari, Francesca & Schwarz, Norbert & Willis, Robert J. & Winter, 2005, "Statistical analysis of choice experiments and surveys," Munich Reprints in Economics, University of Munich, Department of Economics, number 19251.
  12. James Heckman & Rosa Matzkin & Lars Nesheim, 2005, "Nonparametric estimation of nonadditive hedonic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/05, Mar.
  13. Stephen Bond & Céline Nauges & Frank Windmeijer, 2005, "Unit roots: identification and testing in micro panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/05, Jul.
  14. Whitney K. Newey & Frank Windmeijer, 2005, "GMM with many weak moment conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/05, Dec.
  15. Laura Blow & Andrew Leicester & Frank Windmeijer, 2005, "Parental income and children's smoking behaviour: evidence from the British Household Panel Survey," IFS Working Papers, Institute for Fiscal Studies, number W05/10, May.
  16. Audrey Laporte & Frank Windmeijer, 2005, "Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time," Working Papers, University of Toronto, Department of Economics, number laporte-04-01, Mar.

2004

  1. Carneiro, Pedro & Heckman, James & Masterov, Dimitriy, 2004, "Labor market discrimination and racial differences in premarket factors," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:3, Sep.
  2. James Heckman & Pedro Carneiro & Flavio Cunha, 2004, "The Technology of Skill Formation," 2004 Meeting Papers, Society for Economic Dynamics, number 681.
  3. Aureo de Paula, 2004, "Social Interactions in a Synchronization Game," Econometric Society 2004 Latin American Meetings, Econometric Society, number 277, Aug.
  4. Aureo de Paula, 2004, "Inference in a Synchronization Game with Social Interactions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-017, Oct, revised 01 May 2007.
  5. Aureo de Paula, 2004, "Inference in a Synchronization Game with Social Interactions, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-032, Oct, revised 25 Aug 2008.
  6. Grant Hillier & Federico Martellosio, 2004, "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/04, Dec.
  7. Grant Hillier & Giovanni Forchini, 2004, "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings, Econometric Society, number 357, Aug.
  8. Kristensen, Dennis, 2004, "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24738, Jun.
  9. Kristensen, Dennis, 2004, "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24739, Jun.
  10. Kristensen, Dennis, 2004, "A semiparametric single-factor model of the term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24741, Jun.
  11. Joel L. Horowitz & Sokbae (Simon) Lee, 2004, "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers, Institute for Fiscal Studies, number 07/04, Apr, DOI: 10.1920/wp.cem.2004.0704.
  12. Sokbae (Simon) Lee, 2004, "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers, Institute for Fiscal Studies, number 08/04, Oct, DOI: 10.1920/wp.cem.2004.0804.
  13. Barseghyan, Levon & Molinari, Francesca & Velde, Francois, 2004, "REgional," Working Papers, Cornell University, Center for Analytic Economics, number 04-06, May.
  14. Lars Nesheim, 2004, "Equilibrium Sorting of Heterogeneous Consumers Across Locations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 337, Aug.
  15. Eric de Laat & Rudy Douven & Esther Mot & F. Windmeijer, 2004, "Pharmaceutical promotion and GP prescription behaviour," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 30, Apr.
  16. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2004, "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," IFS Working Papers, Institute for Fiscal Studies, number W04/35, Dec.

2003

  1. 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, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:9, Jan.
  2. Carneiro, Pedro & Heckman, James J., 2003, "Human Capital Policy," IZA Discussion Papers, IZA Network @ LISER, number 821, Jul.
  3. 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, National Bureau of Economic Research, Inc, number 9546, Mar.
  4. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003, "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/03, Oct.
  5. Sokbae (Simon) Lee, 2003, "Estimating panel data duration models with censored data," CeMMAP working papers, Institute for Fiscal Studies, number 13/03, Sep, DOI: 10.1920/wp.cem.2003.1303.
  6. Ivar Ekeland & James J. Heckman & Lars P. Nesheim, 2003, "Identification and Estimation of Hedonic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 9910, Aug.
  7. James J. Heckman & Rosa Matzkin & Lars Nesheim, 2003, "Simulation and Estimation of Nonaddative Hedonic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 9895, Aug.
  8. James J. Heckman, 2003, "Simulation and Estimation of Hedonic Models," CESifo Working Paper Series, CESifo, number 1014.
  9. Vincenzo Atella & Michael Hobbs & Steve Ridout & Jeff Richardson & Iain Robertson & Marie Closon & Julian Perelman & Konrad Fassbender & Jack Tu & Grant Curry & Peter Austin & Louise Pilote & Mark J. , 2003, "The Relationship Between Health Policies, Medical Technology Trends and Outcomes," Post-Print, HAL, number halshs-01990752, May.

2002

  1. 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, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:2, Jan.
  2. Carneiro, Pedro & Heckman, James J., 2002, "The Evidence on Credit Constraints in Post-Secondary Schooling," IZA Discussion Papers, IZA Network @ LISER, number 518, Jun.
  3. Joel L. Horowitz & Sokbae (Simon) Lee, 2002, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers, Institute for Fiscal Studies, number 21/02, Apr, DOI: 10.1920/wp.cem.2002.2102.
  4. Lars Nesheim, 2002, "Equilibrium sorting of heterogeneous consumers across locations: theory and empirical implications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/02, Mar.
  5. Ivar Ekeland & James Heckman & Lars Nesheim, 2002, "Identifying hedonic models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/02, Jan.
  6. Rosa L. Matzkin & James Heckman & Lars Nesheim, 2002, "Nonparametric Estimation and Nonadditive Hedonic Models," Working Papers, Universidad de San Andres, Departamento de Economia, number 51, Jun, revised Jun 2002.
  7. Stephen Bond & Frank Windmeijer, 2002, "Finite sample inference for GMM estimators in linear panel data models," CeMMAP working papers, Institute for Fiscal Studies, number 04/02, May, DOI: 10.1920/wp.cem.2002.0402.
  8. 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, Institute for Fiscal Studies, number 14/02, Aug, DOI: 10.1920/wp.cem.2002.14.02.
  9. 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, International Conferences on Panel Data, number C5-4, Mar.

2001

  1. Stephen Bond & Frank Windmeijer, 2001, "Projection estimators for autoregressive panel data models," CeMMAP working papers, Institute for Fiscal Studies, number 06/01, Dec, DOI: 10.1920/wp.cem.2001.0601.
  2. Abigail Moreland & Mark Mcclellan & Daniel Kessler & Olga Saynina & Michael Hobbs & Steve Ridout & Jeff Richardson & Iain Robertson & Marie Closon & Julian Perelman & Konrad Fassbender & Jack Tu & Gra, 2001, "Technological Change Around The World: Evidence From Heart Attack Care," Post-Print, HAL, number halshs-01990623.
  3. Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001, "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers, Institute for Fiscal Studies, number W01/02, Feb.

2000

  1. Stephen Bond & Frank Windmeijer, 2000, "Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1395, Aug.
  2. Richard Blundell & Frank Windmeijer, 2000, "Identifying demand for health resources using waiting times information," IFS Working Papers, Institute for Fiscal Studies, number W00/03, Apr.
  3. Richard Blundell & Stephen Bond & Frank Windmeijer, 2000, "Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator," IFS Working Papers, Institute for Fiscal Studies, number W00/12, Jun.
  4. Frank Windmeijer, 2000, "A finite sample correction for the variance of linear two-step GMM estimators," IFS Working Papers, Institute for Fiscal Studies, number W00/19, Nov.
  5. Christian Dustmann & Frank Windmeijer, 2000, "Wages and the demand for health - a life cycle analysis," IFS Working Papers, Institute for Fiscal Studies, number W99/20, Jun.

1999

  1. Ilan Goldfajn & Áureo Nilo de Paula, 1999, "Uma nota sobre a composição ótima da dívida pública - reflexões para o caso brasileiro," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 411, Dec.
  2. Joao Santos Silva Santos Silva & Frank Windmeijer, 1999, "Two-part multiple spell models for health care demand," IFS Working Papers, Institute for Fiscal Studies, number W99/02, Feb.
  3. Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999, "Individual effects and dynamics in count data models," IFS Working Papers, Institute for Fiscal Studies, number W99/03, Jan.

1998

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

1997

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

1996

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

1995

  1. Windmeijer, Frank, 1995, "A Note on R2 in the Instrumental Variables Model," MPRA Paper, University Library of Munich, Germany, number 102511, Jan.

1993

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

1989

  1. Windmeijer, F, 1989, "The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293145, Nov, DOI: 10.22004/ag.econ.293145.

1987

  1. Grant H. Hillier, 1987, "Joint Distribution Theory for Some Statistics Based on LIML and TSLS," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 840, Jun.

1986

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

Journal articles

2026

  1. Rachel Inafuku & Timothy J. Halliday & Lester Lusher & Áureo de Paula, 2026, "Vog: Using Volcanic Eruptions to Estimate the Impact of Air Pollution on Student Test Scores," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 1, pages 113-140, February, DOI: 10.1111/obes.70001.
  2. Douglas L. Miller & Francesca Molinari & Jörg Stoye, 2026, "Testing Sign Congruence Between Two Parameters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 1, pages 3-11, January, DOI: 10.1002/jae.70014.

2025

  1. Miller, Grant & de Paula, Áureo & Valente, Christine, 2025, "Subjective expectations and demand for contraception," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105997.
  2. Attanasio, Orazio P. & de Paula, Áureo & Toppeta, Alessandro, 2025, "Intergenerational mobility in socio-emotional skills," Journal of Public Economics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jpubeco.2025.105423.
  3. Áureo de Paula & Imran Rasul & Pedro C L Souza, 2025, "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 4, pages 2691-2729.
  4. Feng, Junlong & Lee, Sokbae, 2025, "Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105927.
  5. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2025, "Fast inference for quantile regression with tens of millions of observations," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105673.
  6. Andrew Chesher & Adam M Rosen, 2025, "Extending the scope of instrumental variable methods," The Econometrics Journal, Royal Economic Society, volume 28, issue 1, pages 109-127.
  7. Adam M Rosen & Takuya Ura, 2025, "Finite Sample Inference for the Maximum Score Estimand," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 6, pages 4117-4151.
  8. Andrew Chesher & Adam M. Rosen & Zahra Siddique, 2025, "Estimating Endogenous Effects on Ordinal Outcomes," The Review of Economics and Statistics, MIT Press, volume 107, issue 6, pages 1667-1683, November, DOI: 10.1162/rest_a_01348.
  9. Windmeijer, Frank, 2025, "The robust F-statistic as a test for weak instruments," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2025.105951.

2024

  1. Pedro Carneiro & Emanuela Galasso & Italo Lopez Garcia & Paula Bedregal & Miguel Cordero, 2024, "Impacts of a Large-Scale Parenting Program: Experimental Evidence from Chile," Journal of Political Economy, University of Chicago Press, volume 132, issue 4, pages 1113-1161, DOI: 10.1086/727288.
  2. Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024, "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104948.
  3. Choi, Syngjoo & Hahn, Kyu Sup & Kim, Byung-Yeon & Lee, Eungik & Lee, Jungmin & Lee, Sokbae, 2024, "North Korean refugees’ implicit bias against South Korea predicts market earnings," Journal of Development Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.jdeveco.2024.103276.
  4. Sung Jae Jun & Sokbae Lee, 2024, "Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 998-1009, July, DOI: 10.1080/07350015.2023.2277164.
  5. Windmeijer, Frank, 2024, "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.03.007.

2023

  1. Pedro Carneiro & Kai Liu & Kjell G Salvanes, 2023, "The Supply of Skill and Endogenous Technical Change: Evidence from a College Expansion Reform," Journal of the European Economic Association, European Economic Association, volume 21, issue 1, pages 48-92.
  2. Gupta, Abhimanyu & Halket, Jonathan, 2023, "Household sorting in an ancient setting," Journal of Urban Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.jue.2023.103548.
  3. Chen, Le-Yu & Lee, Sokbae, 2023, "Sparse quantile regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2195-2217, DOI: 10.1016/j.jeconom.2023.02.014.
  4. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2023, "Treatment choice, mean square regret and partial identification," The Japanese Economic Review, Springer, volume 74, issue 4, pages 573-602, October, DOI: 10.1007/s42973-023-00144-3.
  5. Joel L. Horowitz & Sokbae Lee, 2023, "Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 927-938, July, DOI: 10.1080/07350015.2022.2093883.
  6. Sung Jae Jun & Sokbae Lee, 2023, "Identifying the Effect of Persuasion," Journal of Political Economy, University of Chicago Press, volume 131, issue 8, pages 2032-2058, DOI: 10.1086/724114.
  7. Levon Barseghyan & Francesca Molinari, 2023, "Risk Preference Types, Limited Consideration, and Welfare," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1011-1029, October, DOI: 10.1080/07350015.2023.2239949.
  8. Levon Barseghyan & Francesca Molinari, 2023, "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1046-1049, October, DOI: 10.1080/07350015.2023.2239870.
  9. Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023, "IV methods for Tobit models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1700-1724, DOI: 10.1016/j.jeconom.2023.01.010.
  10. Van de Sijpe, Nicolas & Windmeijer, Frank, 2023, "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 82-104, DOI: 10.1016/j.jeconom.2022.02.004.

2022

  1. Moussa P. Blimpo & Pedro Carneiro & Pamela Jervis & Todd Pugatch, 2022, "Improving Access and Quality in Early Childhood Development Programs: Experimental Evidence from the Gambia," Economic Development and Cultural Change, University of Chicago Press, volume 70, issue 4, pages 1479-1529, DOI: 10.1086/714013.
  2. Hyuk-Soo Kwon & Jihong Lee & Sokbae Lee & Ryungha Oh, 2022, "Knowledge spillovers and patent citations: trends in geographic localization, 1976–2015," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 31, issue 3, pages 123-147, April, DOI: 10.1080/10438599.2020.1787001.
  3. Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg, 2022, "Constraint Qualifications In Partial Identification," Econometric Theory, Cambridge University Press, volume 38, issue 3, pages 596-619, June.
  4. Giustinelli, Pamela & Manski, Charles F. & Molinari, Francesca, 2022, "Tail and center rounding of probabilistic expectations in the Health and Retirement Study," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 265-281, DOI: 10.1016/j.jeconom.2020.03.020.
  5. Pamela Giustinelli & Charles F Manski & Francesca Molinari, 2022, "Precise or Imprecise Probabilities? Evidence from Survey Response Related to Late-Onset Dementia," Journal of the European Economic Association, European Economic Association, volume 20, issue 1, pages 187-221.
  6. Aradillas-López, Andrés & Rosen, Adam M., 2022, "Inference in ordered response games with complete information," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 451-476, DOI: 10.1016/j.jeconom.2021.09.017.
  7. Eleni Aristodemou & Adam M. Rosen, 2022, "A discrete choice model for partially ordered alternatives," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 863-906, July, DOI: 10.3982/QE1497.
  8. Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm, 2022, "Statistical Uncertainty in the Ranking of Journals and Universities," AEA Papers and Proceedings, American Economic Association, volume 112, pages 630-634, May, DOI: 10.1257/pandp.20221064.
  9. Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao, 2022, "Binary outcomes, OLS, 2SLS and IV probit," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 8, pages 859-876, September, DOI: 10.1080/07474938.2022.2072321.

2021

  1. Pedro Carneiro & Lucy Kraftman & Giacomo Mason & Lucie Moore & Imran Rasul & Molly Scott, 2021, "The Impacts of a Multifaceted Prenatal Intervention on Human Capital Accumulation in Early Life," American Economic Review, American Economic Association, volume 111, issue 8, pages 2506-2549, August, DOI: 10.1257/aer.20191726.
  2. Pedro Carneiro & Italo López García & Kjell G. Salvanes & Emma Tominey, 2021, "Intergenerational Mobility and the Timing of Parental Income," Journal of Political Economy, University of Chicago Press, volume 129, issue 3, pages 757-788, DOI: 10.1086/712443.
  3. Bo E Honoré & Áureo de Paula, 2021, "Identification in simple binary outcome panel data models," The Econometrics Journal, Royal Economic Society, volume 24, issue 2, pages 78-93.
  4. Martin O'Connell & Áureo de Paula & Kate Smith, 2021, "Preparing for a pandemic: spending dynamics and panic buying during the COVID‐19 first wave," Fiscal Studies, John Wiley & Sons, volume 42, issue 2, pages 249-264, June, DOI: 10.1111/1475-5890.12271.
  5. Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
  6. Kristensen, Dennis & Mogensen, Patrick K. & Moon, Jong Myun & Schjerning, Bertel, 2021, "Solving dynamic discrete choice models using smoothing and sieve methods," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 328-360, DOI: 10.1016/j.jeconom.2020.02.007.
  7. Mogens Fosgerau & Dennis Kristensen, 2021, "Identification of a class of index models: A topological approach," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 121-133.
  8. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 158-180, DOI: 10.1016/j.jeconom.2020.08.008.
  9. Le-Yu Chen & Sokbae Lee, 2021, "Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 103-120.
  10. Levon Barseghyan & Francesca Molinari & Matthew Thirkettle, 2021, "Discrete Choice under Risk with Limited Consideration," American Economic Review, American Economic Association, volume 111, issue 6, pages 1972-2006, June, DOI: 10.1257/aer.20190253.
  11. Manski, Charles F. & Molinari, Francesca, 2021, "Estimating the COVID-19 infection rate: Anatomy of an inference problem," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 181-192, DOI: 10.1016/j.jeconom.2020.04.041.
  12. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2021, "Heterogeneous Choice Sets and Preferences," Econometrica, Econometric Society, volume 89, issue 5, pages 2015-2048, September, DOI: 10.3982/ECTA17448.
  13. Andrew Chesher & Adam M. Rosen, 2021, "Counterfactual Worlds," Annals of Economics and Statistics, GENES, issue 142, pages 311-335, DOI: https://doi.org/10.15609/annaeconst.
  14. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021, "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, volume 37, issue 3, pages 495-536, June.
  15. Frank Windmeijer & Xiaoran Liang & Fernando P. Hartwig & Jack Bowden, 2021, "The confidence interval method for selecting valid instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 83, issue 4, pages 752-776, September, DOI: 10.1111/rssb.12449.

2020

  1. Pedro Carneiro & Oswald Koussihouèdé & Nathalie Lahire & Costas Meghir & Corina Mommaerts, 2020, "School Grants and Education Quality: Experimental Evidence from Senegal," Economica, London School of Economics and Political Science, volume 87, issue 345, pages 28-51, January, DOI: 10.1111/ecca.12302.
  2. Carneiro, Pedro & Lee, Sokbae & Reis, Hugo, 2020, "Please call me John: Name choice and the assimilation of immigrants in the United States, 1900–1930," Labour Economics, Elsevier, volume 62, issue C, DOI: 10.1016/j.labeco.2019.101778.
  3. Alex Armand & Orazio Attanasio & Pedro Carneiro & Valérie Lechene, 2020, "The Effect of Gender-Targeted Conditional Cash Transfers on Household Expenditures: Evidence from a Randomized Experiment," The Economic Journal, Royal Economic Society, volume 130, issue 631, pages 1875-1897.
  4. Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020, "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, volume 23, issue 1, pages 1-31.
  5. Áureo de Paula, 2020, "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, volume 12, issue 1, pages 775-799, August, DOI: 10.1146/annurev-economics-093019-11.
  6. Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020, "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 7, pages 797-813, November, DOI: 10.1002/jae.2779.
  7. Jonathan Halket & Lars Nesheim & Florian Oswald, 2020, "The Housing Stock, Housing Prices, And User Costs: The Roles Of Location, Structure, And Unobserved Quality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 4, pages 1777-1814, November, DOI: 10.1111/iere.12475.
  8. Sokbae Lee & Serena Ng, 2020, "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, Annual Reviews, volume 12, issue 1, pages 45-80, August, DOI: 10.1146/annurev-economics-022720-11.
  9. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1949-1957, October, DOI: 10.1111/ecin.12919.
  10. Choi, Syngjoo & Kim, Byung-Yeon & Lee, Jungmin & Lee, Sokbae, 2020, "A tale of two Koreas: Property rights and fairness," Journal of Economic Behavior & Organization, Elsevier, volume 170, issue C, pages 112-130, DOI: 10.1016/j.jebo.2019.11.030.
  11. Levon Barseghyan & Francesca Molinari & Darcy Steeg Morris & Joshua C. Teitelbaum, 2020, "The Cost of Legal Restrictions on Experience Rating," Journal of Empirical Legal Studies, John Wiley & Sons, volume 17, issue 1, pages 38-70, March, DOI: 10.1111/jels.12242.
  12. Young Jun Lee & Daniel Wilhelm, 2020, "Testing for the presence of measurement error in Stata," Stata Journal, StataCorp LLC, volume 20, issue 2, pages 382-404, June, DOI: 10.1177/1536867X20931002.
  13. Ben Brumpton & Eleanor Sanderson & Karl Heilbron & Fernando Pires Hartwig & Sean Harrison & Gunnhild Åberge Vie & Yoonsu Cho & Laura D. Howe & Amanda Hughes & Dorret I. Boomsma & Alexandra Havdahl & J, 2020, "Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses," Nature Communications, Nature, volume 11, issue 1, pages 1-13, December, DOI: 10.1038/s41467-020-17117-4.

2019

  1. Pedro Carneiro & Emanuela Galasso & Rita Ginja, 2019, "Tackling Social Exclusion: Evidence from Chile," The Economic Journal, Royal Economic Society, volume 129, issue 617, pages 172-208.
  2. Lucia Corno & Áureo de Paula, 2019, "Risky Sexual Behaviours: Biological Markers and Self‐reported Data," Economica, London School of Economics and Political Science, volume 86, issue 342, pages 229-261, April, DOI: 10.1111/ecca.12286.
  3. Timothy J Halliday & John Lynham & Áureo de Paula, 2019, "Vog: Using Volcanic Eruptions to Estimate the Health Costs of Particulates," The Economic Journal, Royal Economic Society, volume 129, issue 620, pages 1782-1816.
  4. Chen, Le-Yu & Lee, Sokbae, 2019, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 482-497, DOI: 10.1016/j.jeconom.2018.12.024.
  5. Hiroaki Kaido & Francesca Molinari & Jörg Stoye, 2019, "Confidence Intervals for Projections of Partially Identified Parameters," Econometrica, Econometric Society, volume 87, issue 4, pages 1397-1432, July, DOI: 10.3982/ECTA14075.
  6. Frank Windmeijer, 2019, "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, volume 22, issue 1, pages 1-9.
  7. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019, "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 527, pages 1339-1350, July, DOI: 10.1080/01621459.2018.1498346.
  8. Arnold Polanski & Evarist Stoja & Frank Windmeijer, 2019, "Telling tales from the tails: High‐dimensional tail interdependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 779-794, August, DOI: 10.1002/jae.2708.

2018

  1. Ana Abras & Rita K. Almeida & Pedro Carneiro & Carlos Henrique L. Corseuil, 2018, "Enforcement of labor regulations and job flows: evidence from Brazilian cities," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 8, issue 1, pages 1-19, December, DOI: 10.1186/s40176-018-0129-3.
  2. Ingvild Almås & Alex Armand & Orazio Attanasio & Pedro Carneiro, 2018, "Measuring and Changing Control: Women's Empowerment and Targeted Transfers," Economic Journal, Royal Economic Society, volume 128, issue 612, pages 609-639, July, DOI: 10.1111/ecoj.12517.
  3. à ureo de Paula & Seth Richards†Shubik & Elie Tamer, 2018, "Identifying Preferences in Networks With Bounded Degree," Econometrica, Econometric Society, volume 86, issue 1, pages 263-288, January, DOI: 10.3982/ECTA13564.
  4. Bo E. Honoré & Áureo de Paula, 2018, "A new model for interdependent durations," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1299-1333, November, DOI: 10.3982/QE439.
  5. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018, "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1018-1064, October.
  6. Chen, Le-Yu & Lee, Sokbae, 2018, "Best subset binary prediction," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 39-56, DOI: 10.1016/j.jeconom.2018.05.001.
  7. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 523, pages 1184-1194, July, DOI: 10.1080/01621459.2017.1319840.
  8. Sokbae Lee & Bernard Salanié, 2018, "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, volume 86, issue 6, pages 1939-1963, November, DOI: 10.3982/ECTA14269.
  9. Le‐Yu Chen & Sokbae Lee, 2018, "Exact computation of GMM estimators for instrumental variable quantile regression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 4, pages 553-567, June, DOI: 10.1002/jae.2619.
  10. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018, "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 617-642, July, DOI: 10.3982/QE545.
  11. Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2018, "Estimating Risk Preferences in the Field," Journal of Economic Literature, American Economic Association, volume 56, issue 2, pages 501-564, June.
  12. Rachel Griffith & Lars Nesheim & Martin O'Connell, 2018, "Income effects and the welfare consequences of tax in differentiated product oligopoly," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 305-341, March, DOI: 10.3982/QE583.
  13. Denis Chetverikov & Dongwoo Kim & Daniel Wilhelm, 2018, "Nonparametric instrumental-variable estimation," Stata Journal, StataCorp LLC, volume 18, issue 4, pages 937-950, December.
  14. Christopher L. Skeels & Frank Windmeijer, 2018, "On the Stock–Yogo Tables," Econometrics, MDPI, volume 6, issue 4, pages 1-23, November.
  15. Neil M. Davies & Matt Dickson & George Davey Smith & Gerard J. van den Berg & Frank Windmeijer, 2018, "The causal effects of education on health outcomes in the UK Biobank," Nature Human Behaviour, Nature, volume 2, issue 2, pages 117-125, February, DOI: 10.1038/s41562-017-0279-y.

2017

  1. Armand, Alex & Carneiro, Pedro & Locatelli, Andrea & Mihreteab, Selam & Keating, Joseph, 2017, "Do public health interventions crowd out private health investments? Malaria control policies in Eritrea," Labour Economics, Elsevier, volume 45, issue C, pages 107-115, DOI: 10.1016/j.labeco.2016.11.003.
  2. Pedro Carneiro & Michael Lokshin & Nithin Umapathi, 2017, "Average and Marginal Returns to Upper Secondary Schooling in Indonesia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 16-36, January.
  3. Antonio Merlo & Áureo de Paula, 2017, "Identification and Estimation of Preference Distributions When Voters Are Ideological," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 3, pages 1238-1263.
  4. Jaap H. Abbring & Áureo Paula, 2017, "Special Issue on Econometrics of Networks: Editorial," Econometrics Journal, Royal Economic Society, volume 20, issue 3, pages 1-1, October.
  5. Kristensen, Dennis & Salanié, Bernard, 2017, "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 189-208, DOI: 10.1016/j.jeconom.2016.10.008.
  6. Horowitz, Joel L. & Lee, Sokbae, 2017, "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, volume 201, issue 1, pages 108-126, DOI: 10.1016/j.jeconom.2017.06.019.
  7. Griffith, Rachel & Lee, Sokbae & Straathof, Bas, 2017, "Recombinant innovation and the boundaries of the firm," International Journal of Industrial Organization, Elsevier, volume 50, issue C, pages 34-56, DOI: 10.1016/j.ijindorg.2016.10.005.
  8. Kim, Byung-Yeon & Choi, Syngjoo & Lee, Jungmin & Lee, Sokbae & Choi, Kyunghui, 2017, "Do Institutions Affect Social Preferences? Evidence from Divided Korea," Journal of Comparative Economics, Elsevier, volume 45, issue 4, pages 865-888, DOI: 10.1016/j.jce.2016.08.004.
  9. Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2017, "Testing for a Debt‐Threshold Effect on Output Growth," Fiscal Studies, Institute for Fiscal Studies, volume 38, issue , pages 701-717, December.
  10. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017, "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 518, pages 883-883, April, DOI: 10.1080/01621459.2016.1273114.
  11. Soonwoo Kwon & Jihong Lee & Sokbae Lee, 2017, "International Trends in Technological Progress: Evidence from Patent Citations, 1980–2011," Economic Journal, Royal Economic Society, volume 127, issue 605, pages 50-70, October, DOI: 10.1111/ecoj.12314.
  12. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017, "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 7, pages 1207-1225, November, DOI: 10.1002/jae.2574.
  13. Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna, 2017, "Semiparametric Estimation Of Random Coefficients In Structural Economic Models," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1265-1305, December.
  14. Andrew Chesher & Adam M. Rosen, 2017, "Generalized Instrumental Variable Models," Econometrica, Econometric Society, volume 85, issue , pages 959-989, May.
  15. Susanne M. Schennach & Daniel Wilhelm, 2017, "A Simple Parametric Model Selection Test," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 520, pages 1663-1674, October, DOI: 10.1080/01621459.2016.1224716.
  16. Denis Chetverikov & Daniel Wilhelm, 2017, "Nonparametric Instrumental Variable Estimation Under Monotonicity," Econometrica, Econometric Society, volume 85, issue , pages 1303-1320, July.

2016

  1. Laura Abramovsky & Orazio Attanasio & Kai Barron & Pedro Carneiro & George Stoye, 2016, "Challenges to Promoting Social Inclusion of the Extreme Poor: Evidence from a Large-Scale Experiment in Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 89-141.
  2. M. Caridad Araujo & Pedro Carneiro & Yyannú Cruz-Aguayo & Norbert Schady, 2016, "Teacher Quality and Learning Outcomes in Kindergarten," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 131, issue 3, pages 1415-1453.
  3. Pedro Carneiro & Rita Ginja, 2016, "Partial Insurance and Investments in Children," Economic Journal, Royal Economic Society, volume 126, issue 596, pages 66-95, October, DOI: 10.1111/ecoj.12421.
  4. Kanaya, Shin & Kristensen, Dennis, 2016, "Estimation Of Stochastic Volatility Models By Nonparametric Filtering," Econometric Theory, Cambridge University Press, volume 32, issue 4, pages 861-916, August.
  5. Creel, Michael & Kristensen, Dennis, 2016, "On selection of statistics for approximate Bayesian computing (or the method of simulated moments)," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 99-114, DOI: 10.1016/j.csda.2015.05.005.
  6. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 640-663, DOI: 10.1016/j.jempfin.2016.02.007.
  7. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016, "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 1, pages 193-210, January.
  8. Levon Barseghyan & Francesca Molinari & Joshua C. Teitelbaum, 2016, "Inference under stability of risk preferences," Quantitative Economics, Econometric Society, volume 7, issue 2, pages 367-409, July.
  9. Syngjoo Choi & Lars Nesheim & Imran Rasul, 2016, "Reserve Price Effects In Auctions: Estimates From Multiple Regression-Discontinuity Designs," Economic Inquiry, Western Economic Association International, volume 54, issue 1, pages 294-314, January.
  10. Pacini, David & Windmeijer, Frank, 2016, "Robust inference for the Two-Sample 2SLS estimator," Economics Letters, Elsevier, volume 146, issue C, pages 50-54, DOI: 10.1016/j.econlet.2016.06.033.
  11. Sanderson, Eleanor & Windmeijer, Frank, 2016, "A weak instrument F-test in linear IV models with multiple endogenous variables," Journal of Econometrics, Elsevier, volume 190, issue 2, pages 212-221, DOI: 10.1016/j.jeconom.2015.06.004.
  12. von Hinke, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2016, "Genetic markers as instrumental variables," Journal of Health Economics, Elsevier, volume 45, issue C, pages 131-148, DOI: 10.1016/j.jhealeco.2015.10.007.
  13. Terris-Prestholt, Fern & Windmeijer, Frank, 2016, "How to sell a condom? The impact of demand creation tools on male and female condom sales in resource limited settings," Journal of Health Economics, Elsevier, volume 48, issue C, pages 107-120, DOI: 10.1016/j.jhealeco.2016.04.001.

2015

  1. Pedro Carneiro & Katrine V. Løken & Kjell G. Salvanes, 2015, "A Flying Start? Maternity Leave Benefits and Long-Run Outcomes of Children," Journal of Political Economy, University of Chicago Press, volume 123, issue 2, pages 365-412, DOI: 10.1086/679627.
  2. Halket, Jonathan & Pignatti Morano di Custoza, Matteo, 2015, "Homeownership and the scarcity of rentals," Journal of Monetary Economics, Elsevier, volume 76, issue C, pages 107-123, DOI: 10.1016/j.jmoneco.2015.08.003.
  3. Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis, 2015, "Nonparametric identification and estimation of transformation models," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 22-39, DOI: 10.1016/j.jeconom.2015.01.001.
  4. Creel, Michael & Kristensen, Dennis, 2015, "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 85-108, DOI: 10.1016/j.jempfin.2015.01.002.
  5. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015, "Implementing intersection bounds in Stata," Stata Journal, StataCorp LLC, volume 15, issue 1, pages 21-44, March.
  6. Minsu Chang & Sokbae Lee & Yoon‐Jae Whang, 2015, "Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements," Econometrics Journal, Royal Economic Society, volume 18, issue 3, pages 307-346, October.
  7. Wilhelm, Daniel, 2015, "Optimal Bandwidth Selection For Robust Generalized Method Of Moments Estimation," Econometric Theory, Cambridge University Press, volume 31, issue 5, pages 1054-1077, October.
  8. Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015, "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 29-46, January, DOI: 10.1515/jem-2013-0005.
  9. Sarah Smith & Frank Windmeijer & Edmund Wright, 2015, "Peer Effects in Charitable Giving: Evidence from the (Running) Field," Economic Journal, Royal Economic Society, volume 125, issue 585, pages 1053-1071, June.
  10. Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015, "More reliable inference for the dissimilarity index of segregation," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 40-66, February.

2014

  1. Pedro Carneiro & Rita Ginja, 2014, "Long-Term Impacts of Compensatory Preschool on Health and Behavior: Evidence from Head Start," American Economic Journal: Economic Policy, American Economic Association, volume 6, issue 4, pages 135-173, November.
  2. Áureo De Paula & Gil Shapira & Petra E. Todd, 2014, "How Beliefs About Hiv Status Affect Risky Behaviors: Evidence From Malawi," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 6, pages 944-964, September.
  3. Jonathan Halket & Santhanagopalan Vasudev, 2014, "Saving Up or Settling Down: Home Ownership over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 345-366, April, DOI: 10.1016/j.red.2013.06.002.
  4. Michael Amior & Jonathan Halket, 2014, "Do households use home‐ownership to insure themselves? Evidence across U.S. cities," Quantitative Economics, Econometric Society, volume 5, issue 3, pages 631-674, November.
  5. Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa, 2014, "Bounding quantile demand functions using revealed preference inequalities," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 112-127, DOI: 10.1016/j.jeconom.2014.01.005.
  6. Heejoon Han & Dennis Kristensen, 2014, "Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 416-429, July, DOI: 10.1080/07350015.2014.897954.
  7. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014, "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, volume 82, issue 2, pages 785-809, March.
  8. Xiaohong Chen & Sokbae Lee & Oliver Linton & Elie Tamer, 2014, "Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-1, June.
  9. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014, "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 271-300, October.
  10. Ilya Molchanov & Francesca Molinari, 2014, "Applications of Random Set Theory in Econometrics," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 229-251, August.
  11. Andrew Chesher & Adam M. Rosen, 2014, "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-19, June.
  12. Brilleman, Samuel L. & Gravelle, Hugh & Hollinghurst, Sandra & Purdy, Sarah & Salisbury, Chris & Windmeijer, Frank, 2014, "Keep it simple? Predicting primary health care costs with clinical morbidity measures," Journal of Health Economics, Elsevier, volume 35, issue C, pages 109-122, DOI: 10.1016/j.jhealeco.2014.02.005.

2013

  1. Pedro Carneiro & Costas Meghir & Matthias Parey, 2013, "Maternal Education, Home Environments, And The Development Of Children And Adolescents," Journal of the European Economic Association, European Economic Association, volume 11, issue , pages 123-160, January, DOI: j.1542-4774.2012.01096.x.
  2. Áureo de Paula, 2013, "Econometric Analysis of Games with Multiple Equilibria," Annual Review of Economics, Annual Reviews, volume 5, issue 1, pages 107-131, May.
  3. Richard Blundell & Dennis Kristensen & Rosa L. Matzkin, 2013, "Control Functions and Simultaneous Equations Methods," American Economic Review, American Economic Association, volume 103, issue 3, pages 563-569, May, DOI: 10.1257/aer.103.3.563.
  4. Kristensen, Dennis & Rahbek, Anders, 2013, "Testing And Inference In Nonlinear Cointegrating Vector Error Correction Models," Econometric Theory, Cambridge University Press, volume 29, issue 6, pages 1238-1288, December.
  5. Lee, Sokbae & Lewbel, Arthur, 2013, "Nonparametric Identification Of Accelerated Failure Time Competing Risks Models," Econometric Theory, Cambridge University Press, volume 29, issue 5, pages 905-919, October.
  6. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013, "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, volume 81, issue 2, pages 667-737, March, DOI: ECTA8718.
  7. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013, "Testing functional inequalities," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 14-32, DOI: 10.1016/j.jeconom.2012.08.006.
  8. Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2013, "Distinguishing Probability Weighting from Risk Misperceptions in Field Data," American Economic Review, American Economic Association, volume 103, issue 3, pages 580-585, May, DOI: 10.1257/aer.103.3.580.
  9. Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2013, "The Nature of Risk Preferences: Evidence from Insurance Choices," American Economic Review, American Economic Association, volume 103, issue 6, pages 2499-2529, October.
  10. Griffith, Rachel & Nesheim, Lars, 2013, "Hedonic methods for baskets of goods," Economics Letters, Elsevier, volume 120, issue 2, pages 284-287, DOI: 10.1016/j.econlet.2013.04.040.
  11. Andrew Chesher & Adam M. Rosen, 2013, "What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?," American Economic Review, American Economic Association, volume 103, issue 3, pages 557-562, May, DOI: 10.1257/aer.103.3.557.
  12. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013, "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, volume 4, issue 2, pages 157-196, July, DOI: QE240.
  13. von Hinke Kessler Scholder, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2013, "Child height, health and human capital: Evidence using genetic markers," European Economic Review, Elsevier, volume 57, issue C, pages 1-22, DOI: 10.1016/j.euroecorev.2012.09.009.

2012

  1. Rita Almeida & Pedro Carneiro, 2012, "Enforcement of Labor Regulation and Informality," American Economic Journal: Applied Economics, American Economic Association, volume 4, issue 3, pages 64-89, July.
  2. Áureo de Paula & Xun Tang, 2012, "Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information," Econometrica, Econometric Society, volume 80, issue 1, pages 143-172, January, DOI: ECTA9216.
  3. Kristensen, Dennis & Shin, Yongseok, 2012, "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 76-94, DOI: 10.1016/j.jeconom.2011.09.042.
  4. Ang, Andrew & Kristensen, Dennis, 2012, "Testing conditional factor models," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 132-156, DOI: 10.1016/j.jfineco.2012.04.008.
  5. Dennis Kristensen, 2012, "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 420-461, October, DOI: j.1368-423X.2012.00378.x.
  6. Michael Creel & Dennis Kristensen, 2012, "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 490-515, October, DOI: j.1368-423X.2012.00387.x.
  7. Horowitz, Joel L. & Lee, Sokbae, 2012, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2011.12.001.
  8. Jungmin Lee & Sokbae Lee, 2012, "Does it Matter WHO Responded to the Survey? Trends in the U.S. Gender Earnings Gap Revisited," ILR Review, Cornell University, ILR School, volume 65, issue 1, pages 148-160, January, DOI: 10.1177/001979391206500108.
  9. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012, "Partial identification using random set theory," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 17-32, DOI: 10.1016/j.jeconom.2011.06.003.
  10. Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2012, "Modelling the Demand for Housing over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 1, pages 1-18, January.
  11. Rosen, Adam M., 2012, "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 127-137, DOI: 10.1016/j.jeconom.2011.06.011.
  12. Aviv Nevo & Adam M. Rosen, 2012, "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 659-671, August.
  13. von Hinke Kessler Scholder, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2012, "The effect of fat mass on educational attainment: Examining the sensitivity to different identification strategies," Economics & Human Biology, Elsevier, volume 10, issue 4, pages 405-418, DOI: 10.1016/j.ehb.2012.04.015.
  14. Paul S. Clarke & Frank Windmeijer, 2012, "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 500, pages 1638-1652, December, DOI: 10.1080/01621459.2012.734171.

2011

  1. Pedro Carneiro & Sokbae Lee, 2011, "Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000," American Economic Review, American Economic Association, volume 101, issue 6, pages 2309-2349, October.
  2. Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2011, "Estimating Marginal Returns to Education," American Economic Review, American Economic Association, volume 101, issue 6, pages 2754-2781, October.
  3. Áureo De Paula & José A. Scheinkman, 2011, "The Informal Sector: An Equilibrium Model And Some Empirical Evidence From Brazil," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue , pages 8-26, May.
  4. Kristensen, Dennis, 2011, "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 382-403, October.
  5. Kristensen, Dennis & Mele, Antonio, 2011, "Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 390-415, DOI: 10.1016/j.jfineco.2011.05.007.
  6. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011, "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, volume 106, issue 493, pages 220-231.
  7. Rachel Griffith & Sokbae Lee & John Van Reenen, 2011, "Is distance dying at last? Falling home bias in fixed‐effects models of patent citations," Quantitative Economics, Econometric Society, volume 2, issue 2, pages 211-249, July.
  8. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2011, "Sharp Identification Regions in Models With Convex Moment Predictions," Econometrica, Econometric Society, volume 79, issue 6, pages 1785-1821, November, DOI: ECTA8680.
  9. Bun, Maurice J.G. & Windmeijer, Frank, 2011, "A comparison of bias approximations for the two-stage least squares (2SLS) estimator," Economics Letters, Elsevier, volume 113, issue 1, pages 76-79, October.
  10. Gregg, Paul & Grout, Paul A. & Ratcliffe, Anita & Smith, Sarah & Windmeijer, Frank, 2011, "How important is pro-social behaviour in the delivery of public services?," Journal of Public Economics, Elsevier, volume 95, issue 7-8, pages 758-766, August.
  11. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2011, "Mendelian randomization: the use of genes in instrumental variable analyses," Health Economics, John Wiley & Sons, Ltd., volume 20, issue 8, pages 893-896, August, DOI: 10.1002/hec.1746.

2010

  1. Pedro Carneiro & James J. Heckman & Edward Vytlacil, 2010, "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," Econometrica, Econometric Society, volume 78, issue 1, pages 377-394, January.
  2. Áureo de Paula & Jose A. Scheinkman, 2010, "Value-Added Taxes, Chain Effects, and Informality," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 4, pages 195-221, October.
  3. Bo E. Honor & Áureo De Paula, 2010, "Interdependent Durations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 3, pages 1138-1163.
  4. Kristensen, Dennis, 2010, "Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 60-93, February.
  5. Kristensen, Dennis, 2010, "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 239-259, June.
  6. Kristensen, Dennis & Rahbek, Anders, 2010, "Likelihood-based inference for cointegration with nonlinear error-correction," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 78-94, September.
  7. Ichimura, Hidehiko & Lee, Sokbae, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 252-266, December.
  8. Molinari, Francesca, 2010, "Missing Treatments," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 82-95.
  9. Manski, Charles F. & Molinari, Francesca, 2010, "Rounding Probabilistic Expectations in Surveys," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 2, pages 219-231.
  10. Pierre-André Chiappori & Robert McCann & Lars Nesheim, 2010, "Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 317-354, February, DOI: 10.1007/s00199-009-0455-z.
  11. James J. Heckman & Rosa L. Matzkin & Lars Nesheim, 2010, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," Econometrica, Econometric Society, volume 78, issue 5, pages 1569-1591, September.
  12. Maurice J. G. Bun & Frank Windmeijer, 2010, "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, volume 13, issue 1, pages 95-126, February.
  13. Propper, Carol & Sutton, Matt & Whitnall, Carolyn & Windmeijer, Frank, 2010, "Incentives and targets in hospital care: Evidence from a natural experiment," Journal of Public Economics, Elsevier, volume 94, issue 3-4, pages 318-335, April.

2009

  1. 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, volume 149, issue 2, pages 191-208, April.
  2. Almeida, Rita & Carneiro, Pedro, 2009, "Enforcement of labor regulation and firm size," Journal of Comparative Economics, Elsevier, volume 37, issue 1, pages 28-46, March.
  3. Almeida, Rita & Carneiro, Pedro, 2009, "The return to firm investments in human capital," Labour Economics, Elsevier, volume 16, issue 1, pages 97-106, January.
  4. de Paula, Áureo, 2009, "Inference in a synchronization game with social interactions," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 56-71, January.
  5. Hillier, Grant, 2009, "On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 305-335, April.
  6. Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009, "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 211-242, February.
  7. Hillier, Grant, 2009, "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, volume 25, issue 4, pages 915-957, August.
  8. Dennis Kristensen, 2009, "On stationarity and ergodicity of the bilinear model with applications to GARCH models," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 1, pages 125-144, January, DOI: 10.1111/j.1467-9892.2008.00603.x.
  9. Kristensen Dennis & Rahbek Anders, 2009, "Asymptotics of the QMLE for Non-Linear ARCH Models," Journal of Time Series Econometrics, De Gruyter, volume 1, issue 1, pages 1-38, April, DOI: 10.2202/1941-1928.1001.
  10. Kristensen, Dennis, 2009, "Uniform Convergence Rates Of Kernel Estimators With Heterogeneous Dependent Data," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1433-1445, October.
  11. Dennis Kristensen, 2009, "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
  12. 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, volume 27, issue 2, pages 193-205.
  13. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009, "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, volume 77, issue 2, pages 585-602, March.
  14. 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, volume 152, issue 2, pages 141-152, October.
  15. Whitney K. Newey & Frank Windmeijer, 2009, "Generalized Method of Moments With Many Weak Moment Conditions," Econometrica, Econometric Society, volume 77, issue 3, pages 687-719, May.

2008

  1. Pedro Carneiro, 2008, "Equality of opportunity and educational achievement in Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 7, issue 1, pages 17-41, April, DOI: 10.1007/s10258-007-0023-z.
  2. de Paula, Aureo, 2008, "Conditional Moments and Independence," The American Statistician, American Statistical Association, volume 62, pages 219-221, August.
  3. Kristensen, Dennis, 2008, "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 392-408, June.
  4. Lee, Sokbae, 2008, "Estimating Panel Data Duration Models With Censored Data," Econometric Theory, Cambridge University Press, volume 24, issue 5, pages 1254-1276, October.
  5. 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, volume 144, issue 2, pages 492-499, June.
  6. Arie Beresteanu & Francesca Molinari, 2008, "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, volume 76, issue 4, pages 763-814, July.
  7. Molinari, Francesca, 2008, "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 81-117, May.
  8. Rosen, Adam M., 2008, "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 107-117, September.
  9. Propper Carol & Sutton Matt & Whitnall Carolyn & Windmeijer Frank, 2008, "Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 2, pages 1-27, January, DOI: 10.2202/1935-1682.1863.

2007

  1. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2007, "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, Econometric Society, volume 75, issue 6, pages 1613-1669, November.
  2. Joel L. Horowitz & Sokbae Lee, 2007, "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, volume 75, issue 4, pages 1191-1208, July.
  3. Lee, Sokbae, 2007, "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1131-1158, December.
  4. Conley, Timothy G. & Molinari, Francesca, 2007, "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, volume 140, issue 1, pages 76-96, September.

2006

  1. Hillier, Grant, 2006, "Yet More On The Exact Properties Of Iv Estimators," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 913-931, October.
  2. Hillier, Grant & Martellosio, Federico, 2006, "Spatial design matrices and associated quadratic forms: structure and properties," Journal of Multivariate Analysis, Elsevier, volume 97, issue 1, pages 1-18, January.
  3. Kristensen, Dennis & Linton, Oliver, 2006, "A Closed-Form Estimator For The Garch(1,1) Model," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 323-337, April.
  4. Sokbae Lee, 2006, "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, volume 93, issue 4, pages 996-1002, December.
  5. Molinari, Francesca & Peski, Marcin, 2006, "Generalization Of A Result On “Regressions, Short And Long”," Econometric Theory, Cambridge University Press, volume 22, issue 1, pages 159-163, February.
  6. Frank Windmeijer & Eric de Laat & Rudy Douven & Esther Mot, 2006, "Pharmaceutical promotion and GP prescription behaviour," Health Economics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 5-18, January, DOI: 10.1002/hec.1007.

2005

  1. Carneiro, Pedro & Heckman, James J & Masterov, Dimitriy V, 2005, "Labor Market Discrimination and Racial Differences in Premarket Factors," Journal of Law and Economics, University of Chicago Press, volume 48, issue 1, pages 1-39, April, DOI: 10.1086/426878.
  2. Kristensen, Dennis & Rahbek, Anders, 2005, "ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 946-961, October.
  3. Horowitz, Joel L. & Lee, Sokbae, 2005, "Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1238-1249, December.
  4. 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, volume 16, issue 3, pages 183-196, December, DOI: 10.1007/s11002-005-5884-2.
  5. Laporte, Audrey & Windmeijer, Frank, 2005, "Estimation of panel data models with binary indicators when treatment effects are not constant over time," Economics Letters, Elsevier, volume 88, issue 3, pages 389-396, September.
  6. Windmeijer, Frank, 2005, "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 25-51, May.
  7. Stephen Bond & Frank Windmeijer, 2005, "Reliable Inference For Gmm Estimators? Finite Sample Properties Of Alternative Test Procedures In Linear Panel Data Models," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 1, pages 1-37, DOI: 10.1081/ETC-200049126.
  8. 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., volume 14, issue 9, pages 971-985, September, DOI: 10.1002/hec.1043.

2004

  1. Kristensen, Dennis & Linton, Oliver, 2004, "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution," Econometric Theory, Cambridge University Press, volume 20, issue 5, pages 990-993, October.
  2. Andrew Jeffrey, 2004, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 2, pages 251-289.
  3. Horowitz, Joel L. & Lee, Sokbae, 2004, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, volume 119, issue 1, pages 155-198, March.
  4. Ivar Ekeland & James J. Heckman & Lars Nesheim, 2004, "Identification and Estimation of Hedonic Models," Journal of Political Economy, University of Chicago Press, volume 112, issue S1, pages 60-109, February.

2003

  1. 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, volume 44, issue 2, pages 361-422, May.
  2. Pedro Carneiro, 2003, "Evaluating Education Policies when the Rate of Return Varies Across Individuals," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 121, pages 516-529.
  3. Forchini, Giovanni & Hillier, Grant, 2003, "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 707-743, October.
  4. Kristensen, Dennis & Linton, Oliver, 2003, "03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 879-880, October.
  5. Lee, Sokbae, 2003, "Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model," Econometric Theory, Cambridge University Press, volume 19, issue 1, pages 1-31, February.
  6. 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., volume 12, issue 12, pages 985-1004, December, DOI: 10.1002/hec.830.

2002

  1. Pedro Carneiro & James J. Heckman, 2002, "The Evidence on Credit Constraints in Post--secondary Schooling," Economic Journal, Royal Economic Society, volume 112, issue 482, pages 705-734, October.
  2. Ivar Ekeland & James J. Heckman & Lars Nesheim, 2002, "Identifying Hedonic Models," American Economic Review, American Economic Association, volume 92, issue 2, pages 304-309, May.
  3. Stephen Bond & Frank Windmeijer, 2002, "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 457-479, June.
  4. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002, "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, volume 108, issue 1, pages 113-131, May.
  5. João M. C. Santos Silva & Frank Windmeijer, 2002, "Microeconometrics: Editors’ introduction," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 1, issue 2, pages 89-90, August, DOI: 10.1007/s10258-002-0011-2.

2001

  1. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001, "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, volume 73, issue 3, pages 379-388, December.
  2. Santos Silva, Joao M. C. & Windmeijer, Frank, 2001, "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, volume 104, issue 1, pages 67-89, August.

2000

  1. Windmeijer, Frank, 2000, "Moment conditions for fixed effects count data models with endogenous regressors," Economics Letters, Elsevier, volume 68, issue 1, pages 21-24, July.
  2. Richard Blundell & Frank Windmeijer, 2000, "Identifying demand for health resources using waiting times information," Health Economics, John Wiley & Sons, Ltd., volume 9, issue 6, pages 465-474, September, DOI: 10.1002/1099-1050(200009)9:6<465::A.

1999

  1. Grant Hillier & Mark Armstrong, 1999, "The Density of the Maximum Likelihood Estimator," Econometrica, Econometric Society, volume 67, issue 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," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.

1997

  1. 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, volume 77, issue 2, pages 329-342, April.
  2. 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., volume 12, issue 3, pages 281-294, May-June.
  3. Richard Blundell & Frank Windmeijer, 1997, "Cluster effects and simultaneity in multilevel models," Health Economics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 439-443, July, DOI: 10.1002/(SICI)1099-1050(199707)6:4<.

1996

  1. 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, volume 14, issue 2, pages 209-220, April.

1994

  1. F.A.G. Windmeijer, 1994, "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 48, issue 3, pages 271-283, November.

1991

  1. Hillier, Grant H., 1991, "On multiple diagnostic procedures for the linear model," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 47-66, January.
  2. Hillier, Grant H. & King, Maxwell L., 1991, "Editors' introduction: 40 years of diagnostic testing," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 1-4, January.
  3. H. Neudecker & F.A.G. Windmeijer, 1991, "R2 in Seemingly Unrelated Regression Equations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 45, issue 4, pages 405-411, December, DOI: 10.1111/j.1467-9574.1991.tb01319.x.

1990

  1. Hillier, Grant H, 1990, "On the Normalization of Structural Equations: Properties of Direct Estimators," Econometrica, Econometric Society, volume 58, issue 5, pages 1181-1194, September.
  2. F.A.G. Windmeijer, 1990, "The asymptotic distribution of the sum of weighted squared residuals in binary choice models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 44, issue 2, pages 69-78, June, DOI: 10.1111/j.1467-9574.1990.tb01527.x.

1987

  1. Hillier, Grant H., 1987, "Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems," Econometric Theory, Cambridge University Press, volume 3, issue 1, pages 1-44, February.

1986

  1. Hillier, G. H. & Satchell, S. E., 1986, "Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model," Econometric Theory, Cambridge University Press, volume 2, issue 1, pages 66-74, April.

1985

  1. Hillier, Grant H., 1985, "On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation," Econometric Theory, Cambridge University Press, volume 1, issue 1, pages 53-72, April.

1984

  1. Hillier, Grant H & Giles, David E A, 1984, "Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice," Australian Economic Papers, Wiley Blackwell, volume 23, issue 43, pages 179-196, 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, volume 52, issue 1, pages 185-202, January.

Books

2018

  1. Molchanov,Ilya & Molinari,Francesca, 2018, "Random Sets in Econometrics," Cambridge Books, Cambridge University Press, number 9781107121201.

Chapters

2020

  1. Áureo de Paula, 2020, "Trade Networks and the Strength of Strong Ties," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Networks", DOI: 10.1108/S0731-905320200000042009.
  2. Molinari, Francesca, 2020, "Microeconometrics with partial identification," Handbook of Econometrics, Elsevier, chapter 0, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin, "Handbook of Econometrics", DOI: 10.1016/bs.hoe.2020.05.002.
  3. Chesher, Andrew & Rosen, Adam M., 2020, "Generalized instrumental variable models, methods, and applications," Handbook of Econometrics, Elsevier, chapter 0, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin, "Handbook of Econometrics", DOI: 10.1016/bs.hoe.2019.11.001.

2013

  1. Rachel Griffith & Lars Nesheim, 2013, "Defining antitrust markets," Chapters, Edward Elgar Publishing, chapter 7, in: Manfred Neumann & Jürgen Weigand, "The International Handbook of Competition – Second Edition".

2010

  1. Francesca Molinari, 2010, "econometric issues in the presence of multiple equilibria," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.

Software components

2021

  1. Sung Jae Jun & Sokbae Lee, 2021, "PERSUASIO: Stata module to estimate the effect of persuasion and conduct inference," Statistical Software Components, Boston College Department of Economics, number S458902, revised 24 Nov 2022.

2020

  1. Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee, 2020, "DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method," Statistical Software Components, Boston College Department of Economics, number S458751, revised .
  2. Mark E Schaffer & Frank Windmeijer, 2020, "UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation," Statistical Software Components, Boston College Department of Economics, number S458805, revised 29 Sep 2020.

2019

  1. Denis Chetverikov & Dongwoo Kim & Daniel Wilhelm, 2019, "NPIV: Stata module to perform Nonparametric instrumental-variable regression on a scalar endogenous regressor," Statistical Software Components, Boston College Department of Economics, number S458626, revised .

2015

  1. J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2015, "HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros," Statistical Software Components, Boston College Department of Economics, number S457963, revised .

2013

  1. Jonathan Halket & Santhanagopalan Vasudev, 2013, "Code and data files for "Saving Up or Settling Down: Home Ownership over the Life Cycle"," Computer Codes, Review of Economic Dynamics, number 12-89, revised .
  2. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2013, "CLRBOUND: Stata module to perform estimation and inference on intersection bounds," Statistical Software Components, Boston College Department of Economics, number S457674, revised 18 Oct 2014.

2011

  1. Orazio Attanasio & Renata Bottazzi & Hamish Low & Lars Nesheim & Matthew Wakefield, 2011, "Code and data files for "Modelling the Demand for Housing over the Lifecycle"," Computer Codes, Review of Economic Dynamics, number 10-53, revised .

2007

  1. Frank Kleibergen & Mark E Schaffer & Frank Windmeijer, 2007, "RANKTEST: Stata module to test the rank of a matrix," Statistical Software Components, Boston College Department of Economics, number S456865, revised 29 Sep 2020.

1999

  1. Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer & Frank Windmeijer, 1999, "OVERID: Stata module to conduct postestimation tests of overidentification," Statistical Software Components, Boston College Department of Economics, number S396902, revised 29 Sep 2020.

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