Printed from https://ideas.repec.org/s/ifs/cemmap3.html
Content
2015
- CWP06/15 Classification of nonparametric regression functions in heterogeneous panels
by Michael Vogt & Oliver Linton - CWP05/15 A lava attack on the recovery of sums of dense and sparse signals
by Victor Chernozhukov & Christian Hansen & Yuan Liao - CWP04/15 Monge-Kantorovich depth, quantiles, ranks and signs
by Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry - CWP03/15 Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics
by Yingyao Hu - CWP02/15 Post-selection and post-regularization inference in linear models with many controls and instruments
by Victor Chernozhukov & Christian Hansen & Martin Spindler - CWP01/15 Bounds on treatment effects on transitions
by Johan Vikström & Geert Ridder & Martin Weidner
2014
- CWP54/14 Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Whitney K. Newey - CWP53/14 Valid post-selection inference in high-dimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - CWP52/14 Testing many moment inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP51/14 Uniform post selection inference for LAD regression and other Z-estimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - CWP50/14 Inference in high dimensional panel models with an application to gun control
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur - CWP49/14 Central limit theorems and bootstrap in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP48/14 Vector quantile regression
by Guillaume Carlier & Victor Chernozhukov & Alfred Galichon - CWP47/14 Dynamic linear panel regression models with interactive fixed effects
by Hyungsik Roger Moon & Martin Weidner - CWP46/14 Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
by Xiaohong Chen & Timothy M. Christensen - CWP45/14 Inference about Non-Identi?ed SVARs
by Raffaella Giacomini & Toru Kitagawa - CWP44/14 The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments
by Charles F. Manski & Aleksey Tetenov - CWP43/14 Unobserved heterogeneity in income dynamics: an empirical Bayes perspective
by Jiaying Gu & Roger Koenker - CWP42/14 Individual Heterogeneity and Average Welfare
by Jerry Hausman & Whitney K. Newey - CWP41/14 Economic theory and forecasting: lessons from the literature
by Raffaella Giacomini - CWP40/14 Recombinant innovation and the boundaries of the firm
by Rachel Griffith & Sokbae (Simon) Lee & Bas Straathof - CWP39/14 A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin - CWP38/14 Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
by Xiaohong Chen & Demian Pouzo - CWP37/14 Nonparametric identification of positive eigenfunctions
by Timothy M. Christensen - CWP36/14 Inference in Ordered Response Games with Complete Information
by Andres Aradillas-Lopez & Adam Rosen - CWP35/14 Linear regression for panel with unknown number of factors as interactive fixed effects
by Hyungsik Roger Moon & Martin Weidner - CWP34/14 A Test for Instrument Validity
by Toru Kitagawa - CWP33/14 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - CWP32/14 Individual and time effects in nonlinear panel models with large N, T
by Ivan Fernandez-Val & Martin Weidner - CWP31/14 Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables
by Markus Frölich & Martin Huber - CWP30/14 Bayesian exploratory factor analysis
by Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek - CWP29/14 Multivariate variance ratio statistics
by Seok Young Hong & Oliver Linton & Hui Jun Zhang - CWP28/14 Asymptotic efficiency of semiparametric two-step GMM
by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn - CWP27/14 Maximum score estimation with nonparametrically generated regressors
by Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung - CWP26/14 The lasso for high-dimensional regression with a possible change-point
by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin - CWP25/14 Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen - CWP24/14 Tackling social exclusion: evidence from Chile
by Pedro Carneiro & Emanuela Galasso & Rita Ginja - CWP23/14 Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - CWP22/14 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - CWP21/14 Individual heterogeneity, nonlinear budget sets, and taxable income
by Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey - CWP20/14 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner - CWP19/14 Specification tests for partially identified models defined by moment inequalities
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - CWP18/14 Nonparametric spectral-based estimation of latent structures
by Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin - CWP17/14 The identification power of smoothness assumptions in models with counterfactual outcomes
by Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee - CWP16/14 International trends in technological progress: stylized facts from patent citations, 1980-2011
by Soonwoo Kwon & Jihong Lee & Sokbae (Simon) Lee - CWP15/14 Optimal bandwidth selection for robust generalized method of moments estimation
by Daniel Wilhelm - CWP14/14 Grade retention and unobserved heterogeneity
by Robert Gary-Bobo & Marion Gousse & Jean-Marc Robin - CWP13/14 Labor market reforms and unemployment dynamics
by Fabrice Murtin & Jean-Marc Robin - CWP12/14 Tenure, experience, human capital and wages: a tractable equilibrium search model of wage dynamics
by Jesper Bagger & Francois Fontaine & Jean-Marc Robin - CWP11/14 Nonparametric estimation of finite measures
by Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin - CWP10/14 A simple parametric model selection test
by Susanne M. Schennach & Daniel Wilhelm - CWP09/14 Testing for a general class of functional inequalities
by Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang - CWP08/14 Interdependent durations in joint retirement
by Bo E. Honoré & Áureo de Paula - CWP07/14 Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?
by James Brugler & Oliver Linton - CWP06/14 The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
by Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang - CWP05/14 Inference for functions of partially identified parameters in moment inequality models
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi - CWP04/14 Generalized instrumental variable models
by Andrew Chesher & Adam Rosen - CWP03/14 Asymptotically efficient estimation of weighted average derivatives with an interval censored variable
by Hiroaki Kaido - CWP02/14 Instrumental variables estimation of a generalized correlated random coefficients model
by Matthew Masten & Alexander Torgovitsky - CWP01/14 Random coefficients on endogenous variables in simultaneous equations models
by Matthew Masten
2013
- CWP77/13 Program evaluation with high-dimensional data
by Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - CWP76/13 Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP75/13 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP74/13 Uniform post selection inference for LAD regression and other z-estimation problems
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - CWP73/13 On the asymptotic theory for least squares series: pointwise and uniform results
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP71/13 Comparison and anti-concentration bounds for maxima of Gaussian random vectors
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP70/13 Robust inference in high-dimensional approximately sparse quantile regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - CWP69/13 Anti-concentration and honest, adaptive confidence bands
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP68/13 Posterior inference in curved exponential families under increasing dimensions
by Alexandre Belloni & Victor Chernozhukov - CWP67/13 Honest confidence regions for a regression parameter in logistic regression with a large number of controls
by Alexandre Belloni & Victor Chernozhukov & Ying Wei - CWP66/13 Nonparametric identification in panels using quantiles
by Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey - CWP65/13 Testing Many Moment Inequalities
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP64/13 Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
by Arun Advani & Tymon Sloczynski - CWP63/13 Dynamic linear panel regression models with interactive fixed effects
by Hyungsik Roger Moon & Martin Weidner - CWP62/13 Pivotal estimation via square-root lasso in nonparametric regression
by Alexandre Belloni & Victor Chernozhukov & Lie Wang - CWP61/13 Covariate selection and model averaging in semiparametric estimation of treatment effects
by Toru Kitagawa & Chris Muris - CWP60/13 Individual and time effects in nonlinear panel models with large N, T
by Ivan Fernandez-Val & Martin Weidner - CWP59/13 High dimensional methods and inference on structural and treatment effects
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - CWP58/13 A weak instrument F-test in linear IV models with multiple endogenous variables
by Eleanor Sanderson & Frank Windmeijer - CWP57/13 Program evaluation with high-dimensional data
by Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen - CWP56/13 Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
by Xiaohong Chen & Timothy M. Christensen - CWP55/13 Set inferences and sensitivity analysis in semiparametric conditionally identified models
by Juan Carlos Escanciano & Lin Zhu - CWP54/13 Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction
by Richard Blundell & Joel L. Horowitz & Matthias Parey - CWP53/13 A bootstrap test for instrument validity in heterogeneous treatment effect models
by Toru Kitagawa - CWP52/13 Anchoring the yield curve using survey expectations
by Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa - CWP51/13 Identification and estimation of preference distributions when voters are ideological
by Antonio Merlo & Áureo de Paula - CWP50/13 Generalized method of moments with latent variables
by Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa - CWP49/13 Linear regression for panel with unknown number of factors as interactive fixed effects
by Hyungsik Roger Moon & Martin Weidner - CWP48/13 On the identification of structural linear functionals
by Juan Carlos Escanciano & Wei Li - CWP47/13 Extremum sieve estimation in k-out-of-n systems
by Tatiana V. Komarova - CWP46/13 Convolution without independence
by Susanne M. Schennach - CWP45/13 Higher-order properties of approximate estimators
by Dennis Kristensen & Bernard Salanie - CWP44/13 Properties of the maximum likelihood estimator in spatial autoregressive models
by Grant Hillier & Federico Martellosio - CWP43/13 Generalized instrumental variable models
by Andrew Chesher & Adam Rosen - CWP42/13 The effect of fragmentation in trading on market quality in the UK equity market
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - CWP41/13 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Heather Battey & Oliver Linton - CWP40/13 Nonlinear difference-in-differences in repeated cross sections with continuous treatments
by Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki - CWP39/13 Outcome conditioned treatment effects
by Stefan Hoderlein & Yuya Sasaki - CWP38/13 Implementing intersection bounds in Stata
by Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen - CWP37/13 Ill-posed inverse problems in economics
by Joel L. Horowitz - CWP36/13 Nonparametric analysis of random utility models: testing
by Yuichi Kitamura & Jorg Stoye - CWP35/13 Do institutions affect social preferences? Evidence from divided Korea
by Kyunghui Choi & Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee - CWP34/13 Individual heterogeneity and average welfare
by Jerry Hausman & Whitney K. Newey - CWP33/13 Inference in ordered response games with complete information
by Andres Aradillas-Lopez & Adam Rosen - CWP32/13 Entropic Latent Variable Integration via Simulation
by Susanne M. Schennach - CWP31/13 Identification and shape restrictions in nonparametric instrumental variables estimation
by Joachim Freyberger & Joel L. Horowitz - CWP30/13 Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
by Joel L. Horowitz - CWP29/13 A simple bootstrap method for constructing nonparametric confidence bands for functions
by Peter Hall & Joel L. Horowitz - CWP28/13 A nonparametric test of a strong leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - CWP27/13 Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design
by Yoichi Arai & Hidehiko Ichimura - CWP26/13 Inference on treatment effects after selection amongst high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - CWP25/13 Quantile models with endogeneity
by Victor Chernozhukov & Christian Hansen - CWP24/13 Uniform post selection inference for LAD regression models
by Alexandre Belloni & Victor Chernozhukov & Kengo Kato - CWP23/13 Calculating confidence intervals for continuous and discontinuous functions of parameters
by Tiemen M. Woutersen & John Ham - CWP22/13 Regressions with Berkson errors in covariates - a nonparametric approach
by Susanne M. Schennach - CWP21/13 The relationship between DSGE and VAR models
by Raffaella Giacomini - CWP20/13 Bond returns and market expectations
by Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini - CWP19/13 Likelihood inference in some finite mixture models
by Xiaohong Chen & Maria Ponomareva & Elie Tamer - CWP18/13 Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
by Heejoon Han & Dennis Kristensen - CWP17/13 Inference on counterfactual distributions
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - CWP16/13 Non-parametric transformation regression with non-stationary data
by Oliver Linton & Qiying Wang - CWP15/13 Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
by Heather Battey & Oliver Linton - CWP14/13 Maximum score estimation of preference parameters for a binary choice model under uncertainty
by Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung - CWP13/13 Long memory via networking
by Susanne M. Schennach - CWP12/13 Random coefficients in static games of complete information
by Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido - CWP11/13 Let's get LADE: robust estimation of semiparametric multiplicative volatility models
by Bonsoo Koo & Oliver Linton - CWP10/13 What do instrumental variable models deliver with discrete dependent variables?
by Andrew Chesher & Adam Rosen - CWP09/13 Testing for homogeneity in mixture models
by Jiaying Gu & Roger Koenker & Stanislav Volgushev - CWP08/13 Wages and informality in developing countries
by Costas Meghir & Renata Narita & Jean-Marc Robin - CWP07/13 Assortative matching and search with labor supply and home production
by Nicolas Jacquemet & Jean-Marc Robin - CWP06/13 Career progression, economic downturns and skills
by Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin - CWP05/13 Interdependent durations in joint retirement
by Bo E. Honoré & Áureo de Paula - CWP04/13 Identification of discrete choice models for bundles and binary games
by Jeremy Fox & Natalia Lazzati - CWP03/13 Estimating demand for differentiated products with error in market shares
by Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi - CWP02/13 A semiparametric model for heterogeneous panel data with fixed effects
by Lena Boneva (Körber) & Oliver Linton & Michael Vogt - CWP01/13 Specification tests for partially identified models defined by moment inequalities
by Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi
2012
- CWP46/12 Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel - CWP45/12 Central limit theorems and multiplier bootstrap when p is much larger than n
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP44/12 Gaussian approximation of suprema of empirical processes
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato - CWP43/12 Inference for best linear approximations to set identified functions
by Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf - CWP42/12 Identification and estimation in a correlated random coefficients binary response model
by Stefan Hoderlein & Robert Sherman - CWP41/12 Measurement error in nonlinear models - a review
by Susanne M. Schennach - CWP40/12 Nonparametric identification and semiparametric estimation of classical measurement error models without side information
by Susanne M. Schennach & Yingyao Hu - CWP39/12 A triangular treatment effect model with random coefficients in the selection equation
by Eric Gautier & Stefan Hoderlein - CWP38/12 Identification in auctions with selective entry
by Matthew Gentry & Tong Li - CWP37/12 Local identification of nonparametric and semiparametric models
by Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey - CWP36/12 Adaptive test of conditional moment inequalities
by Denis Chetverikov - CWP35/12 Testing regression monotonicity in econometric models
by Denis Chetverikov - CWP34/12 An instrumental variable random coefficients model for binary outcomes
by Andrew Chesher & Adam Rosen - CWP33/12 Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen - CWP32/12 An estimation of economic models with recursive preferences
by Xiaohong Chen & Jack Favilukis & Sydney Ludvigson - CWP31/12 Asymptotic efficiency of semiparametric two-step GMM
by Xiaohong Chen & Jinyong Hahn - CWP30/12 Exogeneity in semiparametric moment condition models
by Paulo Parente & Richard Smith - CWP29/12 Econometric analysis of games with multiple equilibria
by Áureo de Paula - CWP28/12 A flexible semiparametric model for time series
by Degui Li & Oliver Linton & Zudi Lu - CWP27/12 Testing for the stochastic dominance efficiency of a given portfolio
by Oliver Linton & Yoon-Jae Whang - CWP26/12 Averaging of moment condition estimators
by Xiaohong Chen & David Jacho-Chávez & Oliver Linton - CWP25/12 Efficient estimation of conditional risk measures in a semiparametric GARCH model
by Oliver Linton & Dajing Shang & Yang Yan - CWP24/12 A nonparametric test of the leverage hypothesis
by Oliver Linton & Yoon-Jae Whang & Yu-Min Yen - CWP23/12 Nonparametric estimation of a periodic sequence in the presence of a smooth trend
by Oliver Linton & Michael Vogt - CWP22/12 Nonparametric regression for locally stationary time series
by Michael Vogt - CWP21/12 Simultaneous equations for discrete outcomes: coherence, completeness, and identification
by Andrew Chesher & Adam Rosen - CWP20/12 Nonparametric additive models
by Joel L. Horowitz - CWP19/12 Asymptotic theory for differentiated products demand models with many markets
by Joachim Freyberger - CWP18/12 On the testability of identification in some nonparametric models with endogeneity
by Ivan A. Canay & Andres Santos & Azeem M. Shaikh - CWP17/12 Penalized estimation of high-dimensional models under a generalized sparsity condition
by Joel L. Horowitz & Jian Huang - CWP16/12 Testing multiple inequality hypotheses: a smoothed indicator approach
by Le-Yu Chen & Jerzy Szroeter - CWP15/12 Identification and shape restrictions in nonparametric instrumental variables estimation
by Joachim Freyberger & Joel L. Horowitz - CWP14/12 A simple bootstrap method for constructing nonparametric confidence bands for functions
by Peter Hall & Joel L. Horowitz - CWP13/12 Model comparisons in unstable environments
by Raffaella Giacomini & Barbara Rossi - CWP12/12 Do public health interventions crowd out private health investments? Malaria control policies in Eritrea
by Pedro Carneiro & Tewolde Ghebremeskel & Joseph Keating & Andrea Locatelli - CWP11/12 A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
by Raffaella Giacomini & Dimitris N. Politis & Halbert White - CWP10/12 Inference on treatment effects after selection amongst high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - CWP09/12 Semiparametric estimation of random coefficients in structural economic models
by Stefan Hoderlein & Lars Nesheim & Anna Simoni - CWP08/12 Estimation of random coefficients logit demand models with interactive fixed effects
by Hyungsik Roger Moon & Matthew Shum & Martin Weidner - CWP07/12 Identification of income-leisure preferences and evaluation of income tax policy
by Charles F. Manski - CWP06/12 Sieve inference on semi-nonparametric time series models
by Xiaohong Chen & . . & Yixiao Sun - CWP05/12 Inference on counterfactual distributions
by Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly - CWP04/12 Inference on sets in finance
by Victor Chernozhukov & Emre Kocatulum & Konrad Menzel - CWP03/12 Aggregation without the aggravation? Nonparametric analysis of the representative consumer
by Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen - CWP02/12 The age-period cohort problem: set identification and point identification
by Martin Browning & Ian Crawford & Marike Knoef - CWP01/12 Long term impacts of compensatory preschool on health and behavior: evidence from Head Start
by Pedro Carneiro & Rita Ginja
2011
- CWP42/11 Estimation of treatment effects with high-dimensional controls
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - CWP41/11 Inference for high-dimensional sparse econometric models
by Alexandre Belloni & Victor Chernozhukov & Christian Hansen - CWP40/11 Inference for extremal conditional quantile models, with an application to market and birthweight risks
by Victor Chernozhukov & Ivan Fernandez-Val - CWP39/11 An instrumental variable model of multiple discrete choice
by Andrew Chesher & Adam Rosen & Konrad Smolinski - CWP38/11 Identification, data combination and the risk of disclosure
by Tatiana V. Komarova & Denis Nekipelov & Evgeny Yakovlev - CWP37/11 Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by Nayoung Lee & Hyungsik Roger Moon & Martin Weidner - CWP36/11 Average and marginal returns to upper secondary schooling in Indonesia
by Pedro Carneiro & Michael Lokshin & Cristobal Ridao-Cano & Nithin Umapathi - CWP35/11 Estimating production functions with robustness against errors in the proxy variables
by Guofang Huang & Yingyao Hu - CWP34/11 Intersection bounds: estimation and inference
by Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen - CWP33/11 Global Bahadur representation for nonparametric censored regression quantiles and its applications
by Efang Kong & Oliver Linton & Yingcun Xia - CWP32/11 Empirical analysis of countervailing power in business-to-business bargaining
by Walter Beckert - CWP31/11 Semiparametric structural models of binary response: shape restrictions and partial identification
by Andrew Chesher - CWP30/11 Semiparametric selection models with binary outcomes
by Roger Klein & Chan Shen & Francis Vella - CWP29/11 Enforcement of labor regulation and informality
by Rita Almeida & Pedro Carneiro - CWP28/11 Estimating structural mean models with multiple instrumental variables using the generalised method of moments
by Paul S. Clarke & Tom M. Palmer & Frank Windmeijer - CWP27/11 Child mental health and educational attainment: multiple observers and the measurement error problem
by David Johnston & Carol Propper & Stephen Pudney & Michael Shields