The Centre for Microdata Methods and Practice

Lead Research Organisation: Institute for Fiscal Studies
Department Name: IFS Research Team

Abstract

Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.
 
Description Two highlights of our research progress are the following:

1. Wage dynamics
Centre staff extended existing equilibrium job-search models by allowing for human capital accumulation, employer heterogeneity and individual-level shocks. Human capital accumulation is found to be the most important source of wage growth in early phases of workers' careers, but is soon surpassed by search-induced wage growth. Conventional measures of the returns to tenure hide substantial heterogeneity between workers both within and across firms. This research was accepted for publication in the American Economic Review in August 2013 and is forthcoming. Three related working papers were completed (CWP12/14, CWP13/14 and CWP 14/14). [This work contributes to our research strands Dynamics and Complexity and Networks, Interactions and Equilibrium.]

2. Extending the scope of instrumental variable models
Centre staff made major progress extending the scope of application of weakly restrictive instrumental variable (IV) models. Previously, IV models were applied only in cases with continuous outcomes and low-dimensional heterogeneity. Using new tools from random set theory, we have developed precise characterisations of the identifying power of IV models in a much broader range of cases. Cases covered include models with discrete or continuous outcomes (expenditures, durations, etc.) and models with high-dimensional heterogeneity such as random coefficient and stochastic factor models. This work promises to enable researchers to produce more robust estimates of important economic magnitudes using plausible models in which parameter estimates lie in a set that may contain more than one value. Three papers were published (in Quantitative Economics, Econometric Theory and American Economic Review: Papers and Proceedings), one is forthcoming (Econometrics Journal) and we published one working paper (CWP04/14). [This work contributes to our research strand Identification.]
Exploitation Route The Centre has established itself as an international hub for research and dissemination of best practice of microdata methods. CeMMAP output in 2013/14 included 22 refereed journal articles and 87 working papers in the CeMMAP series. In addition, CeMMAP staff presented 27 conference papers and 192 seminar papers and the Centre hosted 29 seminars, 11 conferences and 3 masterclasses. Amongst the highlights were the following:

1. Econometrics of strategic interactions and games
In June 2013, the Centre staged a two-day masterclass taught by CeMMAP International Fellow Elie Tamer (Northwestern University) on the 'Econometrics of Models with Strategic Interaction' followed by a two-day conference 'Recent Contributions to Inference in Game Theoretic Models'. Both events laid out frontier questions and lines of research that seek to address what can be learned from data that are produced from environments where people make simultaneous decisions. The masterclass, attended by 47 academics from the UK and 16 from overseas, provided an overview of the econometric questions that arise in these settings. The masterclass was tied to a major conference with 79 participants. The conference, co-organised with Northwestern University's Department of Economics, brought together econometricians, applied economists and economic theorists from around the world.

2. Demand estimation and modelling
On 12-14 December 2013, Centre staff co-organised an international conference at Boston College in the US. Twenty-five international academics presented papers discussing new results, new methods, and open questions. Papers at the conference evaluated the impact of government health campaigns on behaviour, considered the importance of peer effects in demand analysis, examined how consumers make choices about insurance and studied demand for residential broadband and gasoline. Researchers also presented new methods to identify and estimate demand parameters in non-linear settings and in settings in which heterogeneity in consumers is important.
Sectors Education,Financial Services, and Management Consultancy,Government, Democracy and Justice

URL http://www.cemmap.ac.uk/
 
Description The Centre's research on methods and practice is of direct use to academics and practitioners using microdata. In particular, the Centre published research on the econometrics of the financial sector, the econometrics of demand and the economics of early childhood development. In addition, public, private and international attendees participated in all our events. During 2013/14, CeMMAP provided 13 training courses. Attendees included 213 academic users, 37 people from the public and private sectors and 35 international attendees. Our 3 masterclasses were attended by 118 academic users, 1 public sector user and 22 international researchers. At our 11 conferences and workshops, delegates included 523 academic users and 128 public and private sector participants. Here are two examples of particular interest: 1. Economics of inequality and human development On 3 September 2013, the Centre co-sponsored a lecture at the British Academy given by Nobel laureate (and CeMMAP International Fellow), James Heckman. The lecture on 'The Economics of Inequality and Human Development', aimed at a general audience, highlighted the policy implications of recent research on early childhood development, discussing both what has been learned and what is not yet known. The lecture was attended by 56 people from government, 20 from the private sector and 43 academics. 2. Longitudinal data methods, macroeconometrics and forecasting The Centre staged three events focused on producing impact in this area, as follows: a) On 25-26 April 2013, the Centre co-sponsored (with UCL and the Bank of England) a conference on the 'Frontiers of Macroeconometrics'. This event focused on new research in macroeconometrics, forecasting and macro-finance. The conference featured work by both academics and researchers at the Bank of England and involved policymakers from the Bank as discussants. It was attended by 70 delegates including 20 attendees from the public sector. b) 'Housing: Microdata, Macro Problems' was held on 23-24 May 2013. This conference, with 11 participants from government, presented research on a host of housing policy issues, including stamp duty, mortgage markets, house price volatility, renting versus owning, and mobility. c) 'Judgement and Combination in Forecasting and Policy Models' was held on 20-21 March 2014. Building on the April 2013 conference as well as on ongoing work by Centre staff, this event presented new developments in forecasting methods from the perspectives of both academic and public sector researchers from the US, the UK and Europe. The conference featured papers presented by academics and discussed by policymakers as well as papers presented by policymakers and discussed by academics. 20 researchers from the public sector and 50 from the academic sector participated. All three events were specifically organised to produce a two-way flow of ideas between academic researchers and policymakers.
First Year Of Impact 2007
Sector Education,Financial Services, and Management Consultancy,Government, Democracy and Justice
Impact Types Economic,Policy & public services

 
Description The impact of alternative modalities of conditional cash transfers in Macedonio
Geographic Reach Asia 
Policy Influence Type Participation in a national consultation
Impact Dissemination of research to staff at the Ministry of Labor and Social Protection, who settled on the final design of the program based on the conclusions of our report.
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/Read/dca87033-ab29-4f7d-9379-dd450f2dee...
 
Description The impact of child care attendance on child development and home resources
Geographic Reach South America 
Policy Influence Type Participation in a national consultation
Impact Dissemination of research to the secretary of education of Rio de Janeiro, who administers the day care centers which were the object of our study
 
Description The impact of child care attendance on child development and home resources
Geographic Reach Multiple continents/international 
Policy Influence Type Participation in a national consultation
Impact Dissemination of research to World Bank Staff woking on education across the world
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/a81b9e7d-4344-48f6-a8e6-4f4c758adf...
 
Description • I sit on the Advisory Committee at DEFRA dealing with the conduct and interpretation of the Food and Expenditure Survey.
Geographic Reach National 
Policy Influence Type Participation in a advisory committee
 
Description • I sit on the Scientific Advisory Committee of Understanding Society.
Geographic Reach National 
Policy Influence Type Participation in a advisory committee
Impact • I sit on the Scientific Advisory Committee of Understanding Society.
 
Description InterMetrix
Amount £1,028,780 (GBP)
Funding ID Stg 338187 
Organisation European Commission 
Sector Public
Country European Union (EU)
Start  
 
Description InterMetrix
Amount £1,028,780 (GBP)
Funding ID Stg 338187 
Organisation European Commission 
Sector Public
Country European Union (EU)
Start  
 
Description Joint Retirement in Europe
Amount £10,000 (GBP)
Organisation Netspar Foundation 
Sector Charity/Non Profit
Country Netherlands
Start  
 
Description Joint Retirement in Europe
Amount £10,000 (GBP)
Organisation Netspar Foundation 
Sector Charity/Non Profit
Country Netherlands
Start  
 
Description Advisory Committee at DEFRA dealing with the conduct and interpretation of the Food and Expenditure Survey. 
Organisation Department For Environment, Food And Rural Affairs (DEFRA)
Country United Kingdom 
Sector Public 
PI Contribution I sit on the Advisory Committee at DEFRA dealing with the conduct and interpretation of the Food and Expenditure Survey.
Collaborator Contribution I sit on the Advisory Committee at DEFRA dealing with the conduct and interpretation of the Food and Expenditure Survey.
Impact I sit on the Advisory Committee at DEFRA dealing with the conduct and interpretation of the Food and Expenditure Survey.
Start Year 2017
 
Description Are students conforming or competing in the classroom? 
Organisation Bocconi University
Country Italy 
Sector Academic/University 
PI Contribution Are students conforming or competing in the classroom?
Start Year 2014
 
Description Estimation of demand for Local Bus Service 
Organisation European Commission
Department Directorate General of Competition
Country Belgium 
Sector Public 
PI Contribution working with Jozsef Molnar at DG Competition on estimation of demand for bus travel
Start Year 2010
 
Description Scientific Advisory Committee of Understanding Society 
Organisation Understanding Society
Country United Kingdom 
Sector Private 
PI Contribution I sit on the Scientific Advisory Committee of Understanding Society
Collaborator Contribution I sit on the Scientific Advisory Committee of Understanding Society
Impact I sit on the Scientific Advisory Committee of Understanding Society
Start Year 2017
 
Description • Hodge Jones Allen LLP, Solicitors 
Organisation Hodge Jones & Allen Solicitors
Country United Kingdom 
Sector Private 
PI Contribution • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Collaborator Contribution • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Impact • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Start Year 2016
 
Title 3. Stata code for "Testing for the presence of Measurement Error", 
Description This project provides STATA commands for testing for the presence of measurement error. Authors : Young Jun Lee and Daniel Wilhelm This project provides the STATA command dgmtest which implements the test for significance by Delgado and Manteiga (2001) and can be used to test for the presence of measurement error as described in Wilhelm (2017) 
Type Of Technology Software 
Year Produced 2017 
Impact Wilhelm (2017) shows that, under certain conditions, the null hypothesis H0 is equivalent to the null hypothesis of no measurement error in X. Most importantly, Z has to be an excluded variable for the outcome equation of Y. If we have additively linear control variables, we appy the test in Delgado and Manteiga (2001) after replacing Y with (Y - ahat * XL) where ahat is the Robinson (1988)'s estimator. 
URL https://github.com/danielwilhelm/STATA-ME-test
 
Title LOGITFE 
Description Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects 
Type Of Technology Software 
Year Produced 2016 
Open Source License? Yes  
Impact Logitfe fits a logit fixed-effects estimator that can include individual and/or time effects, and account for both the bias arising from the inclusion of individual fixed-effects and/or the bias arising from the inclusion of time fixed-effects. logitfe with the nocorrection option does not correct for the incidental parameter bias problem (Neyman and Scott, 1948). logitfe with the analytical option removes an analytical estimate of the bias from the logit fixed-effects estimator using the expressions derived in Fernandez-Val and Weidner (2013). There are five versions of this correction: set the trimming parameter to estimate spectral expectations to zero, one, two, three or four. logitfe with the jackknife option removes a jackknife estimate of the bias from the fixed effects estimator. This method is based on the delete-one panel jackknife of Hahn and Newey (2004) and split panel jackknife of Dhaene and Jochmans (2010) as described in Fernandez-Val and Weidner (2013). logitfe displays estimates of Index Coefficients and Average Partial Effects . The software is available for anyone to download and use, as yet we haven't tracked usage so far. 
URL http://econpapers.repec.org/software/bocbocode/S458278.htm
 
Title PROBITFE 
Description Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel probit models with individual and time effects. 
Type Of Technology Software 
Year Produced 2016 
Open Source License? Yes  
Impact Probitfe fits a probit fixed-effects estimator that can include individual and/or time effects, and account for both the bias arising from the inclusion of individual fixed-effects and/or the bias arising from the inclusion of time fixed-effects. probitfe with the nocorrection option does not correct for the incidental parameter bias problem (Neyman and Scott, 1948). probitfe with the analytical option removes an analytical estimate of the bias from the probit fixed-effects estimator using the expressions derived in Fernandez-Val and Weidner (2013). There are five versions of this correction: set the trimming parameter to estimate spectral expectations to zero, one, two, three or four. probitfe with the jackknife option removes a jackknife estimate of the bias from the fixed effects estimator. This method is based on the delete-one panel jackknife of Hahn and Newey (2004) and split panel jackknife of Dhaene and Jochmans (2010) as described in Fernandez-Val and Weidner (2013). probitfe displays estimates of Index Coefficients and Average Partial Effects. The software is available for anyone to download and use, as yet we haven't tracked usage so far. 
URL http://econpapers.repec.org/software/bocbocode/S458279.htm
 
Title R-GMM-bandwidth 
Description Optimal bandwidth selection for robust generalized method of moments estimation 
Type Of Technology Software 
Year Produced 2016 
Open Source License? Yes  
Impact The R function bwWilhelm computes the optimal bandwidth for HAC-robust GMM estimation as proposed in Wilhelm (2015). The arguments the function requires are identical to those of existing bandwidth selection methods such as the function bwAndrews in the sandwich package, except that the data matrix x (here the moment function evaluated at the data) must be an object of class gmm. The software is available for anyone to download and use, as yet we haven't tracked usage so far. 
URL https://github.com/danielwilhelm/R-GMM-bandwidth
 
Title STATA-NPIV 
Description Optimal data collection in randomized experiments 
Type Of Technology Software 
Year Produced 2016 
Open Source License? Yes  
Impact This project provides a Stata command npivreg for nonparametric estimation of instrumental variable (NPIV) models with or without monotonicity restrictions. The software is available for anyone to download and use, as yet we haven't tracked usage so far. 
URL https://github.com/danielwilhelm/STATA-NPIV
 
Description Econometric Estimation of Frontier Functions and economic Efficiency - cemmap training course 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap training course
Year(s) Of Engagement Activity 2013
 
Description Introductory Microeconometrics - cemmap training course: 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact cemmap training course

no information
Year(s) Of Engagement Activity 2014
URL http://www.cemmap.ac.uk/event/id/902
 
Description Panel/Longitudinal Data Analysis - cemmap training course 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap training course

no information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/97df2373-e993-4b32-bbf3-a585c47ab0...
 
Description Seminar: Estimating the effect of a mis-measured, endogenous, binary treatment 25/10/2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Other audiences
Results and Impact A cemmap seminar with Francis DiTraglia (University of Pennsylvania) on "Estimating the Effect of a Mis-measured, Endogenous, Binary Treatment". 25/10/2016.
Year(s) Of Engagement Activity 2016
 
Description Statistical Graphics - cemmap training course 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact cemmap training course

no information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/800
 
Description Stats in Paris - School and Conference on Networks - Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013,2014
URL http://www.ifs.org.uk/events/929
 
Description "(Ce)2 Workshop" - cemmap Workshop (Warsaw, Poland) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact (Ce)2 Workshop - Organiser: Michal Myck, Centre for Economic Analysis (CenEA)

The 2015 edition of the (Ce)2 workshop in microeconomic theory and applications is being organised by CenEA Poland, with support from cemmap, and is taking place in Warsaw on 1 - 2 July 2015.

There is no conference fee but participants are expected to cover their own travel and accommodation costs.

For further information please visit the website: http://www.cenea.org.pl/en/Ce2-workshop/Network-Partners/WIEM-Conference/ce2workshop/menu-id-60.html

Any enquiries, please email: admin@cenea.org.pl
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1131
 
Description "A Distributional Framework for Matched Employer Employee Data" - cemmap Seminar, (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact A Distributional Framework for Matched Employer Employee Data - Speaker: Stephane Bonhomme, University of Chicago
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1129
 
Description "A Simple Parametric Model Selection Test" - Seminar Presentation (Ankara, Turkey) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Model selection among two parametric models based on their likelihood is difficult because (i) the distribution of the corresponding likelihood ratio statistic depends on how the two models relate to each other (whether they are nested, misspecified etc) and (ii) when models are 'close' to each other, existing tests do not control size (over-reject the null when it is true). We propose a very simple model selection test that always has a chi-squared limiting distribution regardless of how the models relate to each other and uniformly controls size so that it is well-behaved even when the two models are 'close'. We apply the methodology to choose among Keynesian and new classical macroeconomic models.
Year(s) Of Engagement Activity 2015
URL http://www.ucl.ac.uk/~uctpdwi/papers/cwp101414.pdf
 
Description "A Specification Test in Fuzzy Regression Discontinuity Design" - Conference Presentation (Louvan-la-Neuve, Belgium) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact A Specification Test in Fuzzy Regression Discontinuity Design
Year(s) Of Engagement Activity 2016
 
Description "A Specification Test in Fuzzy Regression Discontinuity Design" - Seminar Presentation (Cambridge, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact A Specification Test in Fuzzy Regression Discontinuity Design
Year(s) Of Engagement Activity 2016
 
Description "Adaptive Inference in Asset Pricing Factor Models" - Conference Presentation (Barcelona, Spain) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Adaptive Inference in Asset Pricing Factor Models
Year(s) Of Engagement Activity 2015
 
Description "An Improved Bootstrap Test of Density Ratio Ordering" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact An Improved Bootstrap Test of Density Ratio Ordering - Speaker: Brendan Beare, University of California, San Diego
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1120
 
Description "Applied Nonparametric Econometrics" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Applied Nonparametric Econometrics - Tutor: Jeffrey Racine, McMaster

In this masterclass, we shall study a unified framework for nonparametric and semiparametric kernel-based analysis.

We focus on kernel-based methods capable of handling the mix of categorical (nominal and ordinal) and continuous datatypes one typically encounters in the course of applied data analysis.

We shall use R for data analysis. The np package for R (http://cran.r-project.org/web/packages/np) will be used for the nonparametric and semiparametric analysis, and is available directly from the Comprehensive R Archive Network (http://cran.r-project.org). You will need to install R (http://www.r-project.org/), RStudio (http://www.rstudio.com/), and TeX (http://miktex.org/) for windows, (http://tug.org/mactex/) for Mac OS X on your laptops prior to attending the masterclass.

Material will be taken mainly from Li, Q. and J. S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press, ISBN: 0691121613 (768 Pages).

Additional material and handouts for this masterclass can be found using this website: http://socserv.mcmaster.ca/racinej/CEMMAP/Home.html
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1041
 
Description "Averaging Point - and Set-identified Models" - Conference Presentation (Brighton, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Averaging Point- and Set-identified Models
Year(s) Of Engagement Activity 2016
URL https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=RESConf2016&paper_id=530
 
Description "Bayesian Indirect Inference and the ABC of GMM" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Bayesian Indirect Inference and the ABC of GMM - Speaker: Han Hong, Stanford

In this paper we propose and study local linear and polynomial based estimators for implementing ABC style computation of indirect inference and GMM estimators. This method makes use of nonparametric regression in the computation of GMM and Indirect Inference models. We provide formal conditions under which frequentist inference is asymptotically valid and demonstrate the validity of the estimated posterior quantiles for confidence interval construction. We also show that in this setting, local linear kernel regression methods have theoretical advantages over local constant kernel methods that are also reflected in finite sample simulation results. Our results also apply to both exactly and over identified models. These estimators do not need to rely on numerical optimization or Markov Chain Monte Carlo simulations. They provide an effective complement to the classical M-estimators and to MCMC methods, and can be applied to both likelihood based models and method of moment based models.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1201
 
Description "Big Data Big Methods" - cemmap Workshop (Cambridge, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Big Data Big Methods - Organiser: Oliver Linton, University of Cambridge

For further information on this conference and to register your interest, please see the website below:

http://www.inet.econ.cam.ac.uk/our-events/big-data-big-methods-sept-29-30
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1170
 
Description "CCP and the Estimation of Nonseparable Dynamic Models" - Conference Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact CCP and the Estimation of Nonseparable Dynamic Models
Year(s) Of Engagement Activity 2015
URL http://www.ucl.ac.uk/~uctpand/hotzmiller-2015-11-21.pdf
 
Description "Characterizations of Identified Sets Delivered by Structural Econometric Models" - Seminar Presentation (Massachusetts, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Characterizations of Identified Sets Delivered by Structural Econometric Models
Year(s) Of Engagement Activity 2016
 
Description "Conditional Inference with a Functional Nuisance Parameter" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Conditional Inference with a Functional Nuisance Parameter - Speaker: Isaiah Andrews, Harvard University
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1119
 
Description "Coverage Accuracy in Bias-Corrected Nonparametric and Linear Semiparametric Inference" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Coverage Accuracy in Bias-Corrected Nonparametric and Linear Semiparametric Inference - Speaker: Max Farrell,The University of Chicago Booth School of Business
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1126
 
Description "Dependent Factor Models" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Dependent Factor Models - Speaker: Dan Ben-Moshe, The Hebrew University of Jerusalem
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1122
 
Description "Diffusion Copulas: Identification and Inference" - Conference Presentation (Paris, France) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Diffusion Copulas: Identification and Inference
Year(s) Of Engagement Activity 2015
 
Description "Diffusion Copulas: Identification and inference" - Conference Presentation (Rio de Janeiro, Brazil) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Diffusion Copulas: Identification and inference
Year(s) Of Engagement Activity 2015
 
Description "Discrete Choice Demand Estimation" - cemmap Course (Manchester, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Discrete Choice Demand Estimation - Tutor: Lars Nesheim, cemmap and UCL

This two day course will study applications of discrete choice models to demand estimation in industrial organization.

This two-day course will cover topics related to the estimation of discrete choice demand models. The course will use Stata to estimate these models and will focus on 1-2 applications in industrial organization. The course will cover modeling issues (specification), data issues (aggregate vs. micro data), data cleaning, imputation, estimation, random coefficients, and dealing with endogeneity. The course will also cover estimation of demand elasticities, marginal costs and some issues around merger simulation.

The course will cover the following topics:

Discrete choice demand models

Logit and nested logit
Mixed logit
Endogeneity


Demand elasticities and merger analysis

Data

Data problems
Microeconomic data vs. aggregate data
Single market vs multiple market


Applications (using Stata)

Estimation of demand for local bus service
Estimation of demand for airline travel
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1173
 
Description "Discrete choice modelling" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Discrete choice modelling - Tutor - William Greene NYU, Stern Business School

This three day course will study the specification, estimation, and application of discrete choice models. We will examine theoretical background and practical application of up to date and frontier techniques in the analysis of microeconometric models for discrete data. Actual studies will be presented. Participants will also apply the techniques using prepared data and hands on applications.

The overall nature of the course will be an introduction to discrete choice modeling, with a focus on how to fit, interpret, and use models. Theoretical background will include econometric underpinnings of the models and foundations for various computations, but will not include any derivation, proofs, or establishment of, e.g., asymptotic properties of estimators. The proposed is meant to provide practitioners with the econometric instruction needed to use, understand, and interpret some fairly advanced, yet widely used nonlinear techniques.

William H. Greene is Professor of Economics and Entertainment and Media Faculty Fellow, Department of Economics, Stern School of Business, New York University. More information about Professor Greene can be found on his webpage.

The course will include the following topics:

Econometric Methodology: Estimation, inference and prediction with econometric models; Continuous and discrete choice models; Basics of discrete choice modeling; Binary choice modeling; Models for multinomial choice.
Model Specification: Random utility models; Utility function specification; Multinomial logit; Nested logit models; Heteroscedastic extreme value; Mixed logit; Finite mixture (latent class); Multinomial probit.
Estimation:Maximum likelihood estimation; Simulation based estimation; Markov-Chain Monte Carlo estimation techniques; Bayesian and classical estimation procedures; Two step estimation.
Inference: Estimation procedures; Hypothesis testing; Fit measures and test statistics; Specification testing - the IIA assumption
Data Issues: Individual and aggregate data: Ordered and unordered choice data; Weighting and choice based sampling; Stated preference and revealed preference data; Merging SP and RP data sets; Heterogeneity; Heteroscedasticity; Panel data; Scaling; Ranks;
Analysis: Prediction and simulation; Analysis of market scenarios; Specification analysis; Marginal effects and elasticities; Measuring fit in a discrete choice model.


Applications: NLOGIT Software: Examples and case studies from transport, economics, marketing, telecommunications; Hands on applications.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1048
 
Description "Dynamic Programming - Theory, Computation and Empirical Applications" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Dynamic Programming - Theory, Computation and Empirical Applications - Tutors: Fedor Iskhakov, University of New South Wales; John Rust, Georgetown University; Bertel Schjerning, University of Copenhagen

The purpose of the course is to provide participants with an understanding of dynamic programming (DP) models and their empirical application. The DP framework has been extensively used in economics to model sequential decision-making over time and under uncertainty. Prominent examples include saving/consumption decisions, retirement behavior, investment, labor supply/demand, housing decisions, and vehicle replacement decisions. The course will first review the theoretical concepts and computational approaches, and then focus on modern empirical applications covering both discrete and continuous decision problems, large scale problems and dynamic games.

The course will cover a range of solution and estimation methods for single agent problems such as value function iterations, policy iterations, method of endogenous gridpoints (EGM), mathematical programming with equilibrium constraints (MPEC), nested fixed point algorithm (NFXP), CCP-estimator, nested pseudo likelihood, as well as their extensions for stochastic games, including the recursive lexicographical search (RLS) method for solving dynamic games with multiple equilibria. The participants will get hands on experience with solving and estimating relatively simple models using provided MATLAB code.

Pre-requisites: Some basic knowledge of dynamic programming model and some programming experience (ideally in MATLAB).

To get the full benefit of the course through hands on experience with solving and estimating relatively simple DP models, participants are encouraged to bring their own laptops with MATLAB installed. Computers will not be provided.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1213
 
Description "Econometric Estimation of Frontier Functions and Economic Efficiency" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Econometric Estimation of Frontier Functions and Economic Efficiency - Tutor: William Greene, NYU, Stern Business School

This course will present the methodology of econometric estimation of economic efficiency. We will examine the stochastic frontier model as an econometric extension of the classical microeconomic theory of production and cost at the individual producer level. Basic models for production, cost and 'distance' will be examined. We will examine major extensions of the models to provide scope for cross firm heterogeneity (such as heteroscedasticity) as well as unobserved heterogeneity captured by the stochastic specification of the model. The second day of the course will turn to more advanced applications, such as Bayesian and classical methods of estimation and, especially, panel data models. In addition to the examination of theoretical and econometric methods, we will study several applications from the recent literature.

The course will include lectures that develop the relevant theory and extensive practical, laboratory applications. Emphasis in the laboratory sessions will be on estimation of stochastic frontier models and using them to compute measures of economic efficiency. Course participants will apply the techniques on their own computers using the LIMDEP computer program and several 'real' data sets that have been used in applications already in the literature.

Prior knowledge is assumed to include a course in microeconomics, calculus at the level assumed in the first year of a Ph.D. program in economics and a course in econometrics at the beginning Ph.D. level out of a textbook such as Greene, W., Econometric Analysis, 7th edition. Familiarity with LIMDEP will be helpful, but is not necessary.

Students in this course will obtain background in both the theory and methods of estimation for stochastic frontier modeling. This course will provide a gateway to the professional literature as well as practical application of the methods at the level of the contemporary research in the field.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1049
 
Description "Econometrics of Network Models - (Part II)" - Conference Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Econometrics of Network Models - (Part II)
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp521515.pdf
 
Description "Econometrics of Network Models - Part 1" - Conference Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Econometrics of Network Models - Part 1
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp521515.pdf
 
Description "Econometrics of Network Models" - Conference Presentation (Montreal, Canada) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Econometrics of Network Models
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp521515.pdf
 
Description "Economic and Econometric Applications of Big Data" - cemmap Workshop (Cambridge, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Economic and Econometric Applications of Big Data - Organisers: Victor Chernozhukov, MIT; Andrew Chesher, University College London; Oliver Linton, University of Cambridge; Lars Nesheim, cemmap and UCL

This conference will focus on applications using big data or big data tools in any field or on research focusing on interesting economic questions that arise from considering the rapid changes in data availability, computational technology, software, and econometric methods.

For further information about this event and to book your place, please visit the below website:
http://www.inet.econ.cam.ac.uk/our-events/Big-Data-Conference
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1101
 
Description "Efficient Size Correct Subset Inference in Linear Instrumental Variables Regression" - cemmap Seminar 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Efficient Size Correct Subset Inference in Linear Instrumental Variables Regression - Speaker: Frank Kleibergen, University of Amsterdam
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1232
 
Description "Empirical Models of Differentiated Products" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Empirical Models of Differentiated Products - Tutor: Steven Berry, Yale

This masterclass considers the identification and estimation of models of market equilibrium with differentiated products, including applications to various policy-relevant markets.

Most real-world markets feature differentiated products, in reputation and service quality if not in explicit product characteristics. Examples include private markets for physically differentiated goods (automobiles) and markets for various media products (newspapers), as well as for partially privatized and highly regulated goods (such as education in many countries).

In the course, we consider how data can reveal demand and cost parameters, including recent results on formal identification. We go on to discuss theoretical, practical and computational aspects of estimation.

While many of the models condition on the set of products being offered, we also consider models with endogenous products characteristics, such as location, type and quality of the product. Empirical applications feature policy relevant markets like health, media and education, as well as classic applications to antitrust analysis.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1040
 
Description "Empirical Models of Differentiated Products" - cemmpa Workshop (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Empirical Models of Differentiated Products - Organisers: Rachel Griffith, IFS & Manchester; Lars Nesheim, cemmap & UCL

This conference will bring together researchers working on empirical methods for studying the behaviour of consumers and firms in differentiated product markets.

The conference is co-sponsored by: the European Research Council (ERC) through grant number ERC-2009-AdG 249529.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1060
 
Description "Empirical Process Theory Tools for Statistics" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Empirical Process Theory Tools for Statistics - Tutor: Jon Wellner, University of Washington

This course will cover some of the basics of empirical process theory and the application of the theory to problems in statistics. The focus will be on some of the basic convergence theory and methods together with inequalities for dealing with minimum contrast and maximum likelihood estimators in nonparametric and semiparametric models.

Outline

Day 1

Introduction, history, selected examples
Some basic inequalities
Glivenko-Cantelli theorems and rst applications

Day 2

Donsker theorems and some inequalities
Peeling methods and rates of convergence
Some useful preservations theorems

Some References

1. Van der Vaart, A. W. and Wellner, J. A. (1996). Weak Convergence and Empirical Processes. Springer, New York.

2. Dudley, R. M. (1999). Uniform Central Limit Theorems. Cambridge University Press, Cambridge.

3. Van de Geer, S. (2000). Applications of Empirical Process Theory. Cambridge University Press, Cambridge.

4. de la Pena, V. H., and Gin e, E. (1999). Decoupling: From Dependence to Independence. Springer, New York.

5. Wellner, J. A. (2003 - 2005). Empirical Processes: Theory and Applications.

Notes available on-line at: http://www.stat.washington.edu/jaw/RESEARCH/TALKS/talks.html

This is event is jointly organised by the Cambridge-INET Institute.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1139
 
Description "Errors in the Dependent Variable of Quantile Regression Models" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Errors in the Dependent Variable of Quantile Regression Models - Speaker: Jerry Hausman, MIT
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1123
 
Description "Estimation of a Semiparametric Multiplicative GARCH-X Model" - Conference Presentation (London, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Estimation of a Semiparametric Multiplicative GARCH-X Model
Year(s) Of Engagement Activity 2015
 
Description "Estimation of a Semiparametric Multiplicative GARCH-X Model" - Conference Presentation (Oxford, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Estimation of a Semiparametric Multiplicative GARCH-X Model
Year(s) Of Engagement Activity 2015
 
Description "Fixed Effects Treatment of Panel Data" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Fixed Effects Treatment of Panel Data - Tutor: Bo Honoré, Princeton

This course reviews fixed effects approaches to estimation of nonlinear panel data models.

In the course, we consider both static and dynamic panel data versions of standard nonlinear models such as qualitative response models, multiplicative models, models with selection, and duration models. The importance of the panel aspect is that it allows us to investigate models with error terms that have an unrestricted individual-specific effect. The main question that will be addressed is whether it is possible to identify and estimate the "structural" parameters of these models when the number of time-periods is much smaller than the number of cross sectional units. We will consider both parametric and semiparametric versions of the models; if time permits, we will also discuss the corresponding nonparametric models.

We will emphasize practical aspects of the available methods, and the course will be taught at a level of rigor appropriate for well-trained graduate students interested in empirical microeconomics.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1042
 
Description "Frontiers of Theoretical Econometrics" - cemmap Workshop (Konstanz, Germany) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Frontiers of Theoretical Econometrics - Speakers: Winfried Pohlmeier University of Konstanz and Amy Finkelstein

This Frontiers of Theoretical Econometrics conference is in celebration of Don Andrews' 60th birthday. There will be a welcome reception in the evening of July 31st and sightseeing in the afternoon of August 2nd - please download the programme above for further information.

The deadline to register for paper submission and hotel booking is May 15th, 2015. From the paper submissions, the conference committee will choose 16 papers for presentations and others for the poster session.

We have secured a DFG grant and will subsidize travel/accommodation costs of each paper presenter. The actual amount will vary with the location of the speaker, but will be at least 1250Euro for speakers from the US.

Welcome reception, lunches, conference dinner, and sightseeing are covered for all participants.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1117
 
Description "GHH Econometrics Conference" - cemmap Workshop (Amsterdam, Netherlands) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact GHH Econometrics Conference

A special conference in May 2015 to honour Grant Hillier's contributions to econometrics entitled GHH-Econometrics Conference. It was organised by his former Monash and Cambridge PhD student Kees Jan van Garderen in Amsterdam.

It was organised and financed by the University of Amsterdam with financial support from the University of Southampton.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1283
 
Description "High-Dimensional Sparse Econometric Models" - cemmap Masterclass (Paris, France) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact High-Dimensional Sparse Econometric Models - Tutor: Victor Chernozhukov, MIT

The Department of Economics is hosting a joint Sciences Po/cemmap Masterclass by Victor Chernozhukov (MIT) on High-dimensional sparse econometric models.

The Class will consist of two sessions:

1) May 12, 2015, 14h-16h, 28 rue des Saints Pères, room H402;

2) May 13, 2015, 14h-16h, 28 rue des Saints Pères, room H402.

The content of the course can be accessed from

http://www.nber.org/econometrics_minicourse_2013/

Core papers can be downloaded from

1) https://www.aeaweb.org/articles.php?doi=10.1257/jep.28.2.29
2) http://restud.oxfordjournals.org/content/81/2/608.full.pdf+html
3) http://biomet.oxfordjournals.org/content/102/1/77
4) https://projecteuclid.org/euclid.aos/1387313390

This class is open to everyone and participation is free of charge.

http://econ.sciences-po.fr/sciences-pocemmap-masterclass-victor-chernozhukov-mit
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1151
 
Description "Hoard Behaviour During Commodity Bubbles" - Conference Presentation (Montevideo, Uruguay) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Hoard Behaviour During Commodity Bubbles
Year(s) Of Engagement Activity 2015
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2528080
 
Description "Hoard Behaviour During Commodity Bubbles" - Conference Presentation (San Francisco, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Hoard Behaviour During Commodity Bubbles
Year(s) Of Engagement Activity 2016
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2528080
 
Description "IV Models with Set-Valued Residuals" - Seminar Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact IV models with Set-Valued Residuals
Year(s) Of Engagement Activity 2015
 
Description "IV models with Set-Valued Residuals" - Seminar Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact IV models with Set-Valued Residuals
Year(s) Of Engagement Activity 2015
 
Description "Identification - and Singularity - Robust Inference for Moment Condition Models" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Identification - and Singularity - Robust Inference for Moment Condition Models - Speaker: Amy Finkelstein
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1145
 
Description "Identification and Estimation of Discrete Choice Models with Endogeneity" - Conference Presentation (Jerusalem, Israel) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification and Estimation of Discrete Choice Models with Endogeneity
Year(s) Of Engagement Activity 2015
 
Description "Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error" - Conference Presentation (Lugano, Switzerland) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp341515.pdf
 
Description "Identification in an Incomplete Model of English Auctions" - Seminar Presentation (Berlin, Germany) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification in an Incomplete Model of English Auctions

In this paper (joint with Andrew Chesher) we study identification in auction models that relax the standard equilibrium assumptions in favour of less restrictive - and perhaps more credible assumptions - about bidder behaviour. We apply results from our paper on generalized instrumental variable models to derive the sharp identified set of bidder valuation distributions in a model previously studied by Haile and Tamer (2003, Journal of Political Economy). We show that the identified set so obtained refines the bounds previously derived, which can have implications for objects of economic interest, such as a seller's optimal reserve price. In continuing work we are studying further bidder information structures in the underlying auction, in order to allow for bidder valuations to be correlated (affiliated, or conditionally independent) rather than independent, for example by admitting unobservable auction-specific heterogeneity.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification in an Incomplete Model of English Auctions" - Seminar Presentation (North Carolina, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification in an Incomplete Model of English Auctions

In this paper (joint with Andrew Chesher) we study identification in auction models that relax the standard equilibrium assumptions in favour of less restrictive - and perhaps more credible assumptions - about bidder behaviour. We apply results from our paper on generalized instrumental variable models to derive the sharp identified set of bidder valuation distributions in a model previously studied by Haile and Tamer (2003, Journal of Political Economy). We show that the identified set so obtained refines the bounds previously derived, which can have implications for objects of economic interest, such as a seller's optimal reserve price. In continuing work we are studying further bidder information structures in the underlying auction, in order to allow for bidder valuations to be correlated (affiliated, or conditionally independent) rather than independent, for example by admitting unobservable auction-specific heterogeneity.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of Preferences in Network Formation Games" - Conference Presentation (Cambridge, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Identification of Preferences in Network Formation Games
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp291515.pdf
 
Description "Identification of Preferences in Network Formation Games" - Conference Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of Preferences in Network Formation Games
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp291515.pdf
 
Description "Identification of Preferences in Network Formation Games" - Conference Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of Preferences in Network Formation Games
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp291515.pdf
 
Description "Identification of Preferences in Network Formation Games" - Conference Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of Preferences in Network Formation Games
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp291515.pdf
 
Description "Identification of Preferences in Network Formation Games" - Seminar Presentation (Warwick, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Identification of Preferences in Network Formation Games
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp291515.pdf
 
Description "Identification of Simultaneous Equations Models: The Case of Covariance Restrictions" - Seminar Presentation (Toulouse, France) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of Simultaneous Equations Models: The Case of Covariance Restrictions
Year(s) Of Engagement Activity 2015
 
Description "Identification of Valuation Distributions using English Auction Data" - Seminar Presentation (Massachusetts, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of Valuation Distributions using English Auction Data
Year(s) Of Engagement Activity 2016
 
Description "Identification of an Incomplete Model of English Auctions" - Seminar Presentation (New York, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of an Incomplete Model of English Auctions

In this paper (joint with Andrew Chesher) we study identification in auction models that relax the standard equilibrium assumptions in favour of less restrictive - and perhaps more credible assumptions - about bidder behaviour. We apply results from our paper on generalized instrumental variable models to derive the sharp identified set of bidder valuation distributions in a model previously studied by Haile and Tamer (2003, Journal of Political Economy). We show that the identified set so obtained refines the bounds previously derived, which can have implications for objects of economic interest, such as a seller's optimal reserve price. In continuing work we are studying further bidder information structures in the underlying auction, in order to allow for bidder valuations to be correlated (affiliated, or conditionally independent) rather than independent, for example by admitting unobservable auction-specific heterogeneity.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Conference Presentation (Montreal, Canada) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Berlin, Germany) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Paris, France) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions" - Seminar Presentation (Texas, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the Distribution of an Incomplete Model of English Auctions" - Conference Presentation (Seoul, South Korea) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identification of the Distribution of an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identification of the distribution of valuations in an incomplete model of English auctions 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Identification of the Distribution of Valuations in an Incomplete Model of English Auctions
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp301515.pdf
 
Description "Identifying and Estimating Social Connections from Outcome Data" - Conference Presentation (New York, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identifying and Estimating Social Connections from Outcome Data
Year(s) Of Engagement Activity 2015
 
Description "Identifying and Estimating Social connections from Outcome Data" - Conference Presentation (San Francisco, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Identifying and Estimating Social connections from Outcome Data
Year(s) Of Engagement Activity 2016
 
Description "Incomplete Models in Econometric Practice" - Seminar Presentation (Munich, Germany) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Incomplete Models in Econometric Practice
Year(s) Of Engagement Activity 2016
 
Description "Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects" - Seminar Presentation (Lund, Sweden) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects
Year(s) Of Engagement Activity 2015
URL https://www.cemfi.es/ftp/pdf/papers/Seminar/Instrumental%20Variable%20Quantile%20Regressions%20in%20...
 
Description "Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects" - Seminar Presentation (Madrid, Spain) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects
Year(s) Of Engagement Activity 2015
URL https://www.cemfi.es/ftp/pdf/papers/Seminar/Instrumental%20Variable%20Quantile%20Regressions%20in%20...
 
Description "Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects" - Seminar Presentation (Massachusetts, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Instrumental Variable Quantile Regressions in Large Panels with Fixed Effects
Year(s) Of Engagement Activity 2015
URL https://www.cemfi.es/ftp/pdf/papers/Seminar/Instrumental%20Variable%20Quantile%20Regressions%20in%20...
 
Description "Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects - Speaker: Gautam Tripathi, University of Luxembourg
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1128
 
Description "Interest Rate Uncertainty and Economic Fluctuations" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Interest Rate Uncertainty and Economic Fluctuations - Speaker: Cynthia Wu, University of Chicago - Booth School of Business
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1202
 
Description "Introduction to Impact Assessment" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Introduction to Impact Assessment - Tutor: Thomas Crossley, Institute for Fiscal Studies, University of Essex

Joint with CPP at IFS.

The course will introduce the various quantitative methods that can be used to estimate the causal impact of a policy intervention. The aim is to give participants an understanding of the suitability of these empirical methods given the nature of the policy under consideration and the available data.

Participants who are involved in designing policy experiments, managing projects undertaking evaluation, or need to make decisions based on the estimated impact of policies will find this course particularly useful.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1061
 
Description "Introductory Microeconometrics" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Introductory Microeconometrics - Tutor: Alan Duncan, Curtin Business School

This course is designed to provide a practical introduction to the most common microeconometric techniques currently in use in applied economic analysis. Many of these methods move beyond the standard tools of econometric analysis, perhaps in order to exploit the richness or structure of large sources of data, or to compensate for some partial observability of economic data, or to build complexities in economic decision-making into an empirical study.

The course may be taken over two or three days. Those without a background in basic econometrics are recommended to take an optional refresher day (covering standard regression methods). Those with a background in basic econometric analysis can take Day 2 and 3 as a two-day unit.

Some emphasis is placed on the link between economic theory and econometric estimation, and the course deals explicitly with interpretation and critical appraisal of econometric estimates.

There will be a strong emphasis on applied work, exploiting the availability of computer techniques for model solution. Instruction in the use of computer software (STATA) will be given as the course proceeds.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1051
 
Description "Is a Normal Copula the Right Copula?" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Is a Normal Copula the Right Copula? - Speaker: Dante Amengual, Madrid, Spain
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1194
 
Description "Joint Retirement in Europe" - Conference Presentation (San Francisco, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Joint Retirement in Europe
Year(s) Of Engagement Activity 2016
 
Description "Large Portfolio Risks and Choices" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Large Portfolio Risks and Choices - Tutor: Jianqing Fan, Princeton

The lectures in this masterclass will cover some important aspects of portfolio allocation and risk assessment from a large pool of financial assets (e.g. stocks).

It will cover large volatility matrix estimation, assessing risks of large portfolios, portfolio selection and tracking, portfolio optimization under gross exposure constraints, among others.

Econometrics for high-frequency data will also be introduced to enhance the time locality and sample size.

This is event is jointly organised by the Cambridge-INET Institute.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1165
 
Description "Locally Robust Semiparametic Estimation" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Locally Robust Semiparametic Estimation - Speaker: Whitney Newey MIT
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1244
 
Description "Low Frequency Effects of Macroeconomic News on Government Bond Yields" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Low Frequency Effects of Macroeconomic News on Government Bond Yields - Speaker: Michele Modugno, Board of Governors of the Federal Reserve System
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1196
 
Description "Microsimulation" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Microsimulation - Tutor: Alan Duncan, Curtin Business School

What are the likely employment effects of the new tax credit policies? How might road user charges alter patterns of transport use? Can a change in the provision of pensions affect the decision to retire? How much do policy reforms cost? To what extent are initial costs reduced through policy-induced changes in behaviour? These are the sorts of questions that microsimulation methods are designed to address.

This course reviews the main techniques of microsimulation, using examples from the government report, Adding it Up to illustrate methods and possible developments.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1050
 
Description "Model Equivalence Tests for Overidentifying Restrictions" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Model Equivalence Tests for Overidentifying Restrictions - Speaker: Pascal Lavergne, Toulouse School of Economics
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1124
 
Description "Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)" - Seminar Presentation (Bern, Switzerland) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)
Year(s) Of Engagement Activity 2015
URL http://ftp://ftp.econ.au.dk/creates/rp/15/rp15_11.pdf
 
Description "Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)" - Seminar Presentation (Durham, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)
Year(s) Of Engagement Activity 2015
URL http://ftp://ftp.econ.au.dk/creates/rp/15/rp15_11.pdf
 
Description "Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)" - Seminar Presentation (Helsinki, Finland) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)
Year(s) Of Engagement Activity 2015
URL http://ftp://ftp.econ.au.dk/creates/rp/15/rp15_11.pdf
 
Description "Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)" - Seminar Presentation (Hull, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Modeling Corporate Defaults: Poisson Autoregressions with Exogenous Covariates (PARX)
Year(s) Of Engagement Activity 2015
URL http://ftp://ftp.econ.au.dk/creates/rp/15/rp15_11.pdf
 
Description "Models, Inattention and Expectation Updates" - Conference Presentation (Essex, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" - Conference Presentation (Essex, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" - Conference Presentation (Paris, France) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" - Conference Presentation (Rotterdam, Netherlands) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" - Seminar Presentation (Ankara, Turkey) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" - Seminar Presentation (London, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Policymakers/politicians
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Models, Inattention and Expectation Updates" Seminar Presentation (Berlin, Germany) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Models, Inattention and Expectation Updates
Year(s) Of Engagement Activity 2015
URL http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-02-Paper.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Conference Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Conference Presentation (Montreal, Canada) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (Ann Arbor, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (Baltimore, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (Bristol, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (Chicago, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (Evanston, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "Nonparametric instrumental Variable Estimation under Monotonicity" - Seminar Presentation (London, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Nonparametric Instrumental Variable models are shown to become well-posed at and near the boundary of monotonicity constraints. In consequence, nonparametric instrumental variable estimators converge at much faster rates near the boundary compared to far away from the boundary. We demonstrate that these boundary effects are strong and, therefore, imposing monotonicity on the estimator significantly improves finite sample performance.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp391515.pdf
 
Description "On the Maximum and Minimum Response to an Impulse in SVARs" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact On the Maximum and Minimum Response to an Impulse in SVARs - Speaker: Jose Luis Montiel Olea, New York University
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1121
 
Description "Panel Data Analysis with Heterogeneous Dynamics" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Panel Data Analysis with Heterogeneous Dynamics - Speaker: Ryo Okui Kyoto University

This seminar is based on a paper 'Panel Data Analysis with Heterogeneous Dynamics' by Ryo Okui and Takahide Yanagi.

Paper Abstract

This paper proposes the analysis of panel data whose dynamic structure is heteroge- neous across individuals. Our proposed method is easy to implement without assuming any specific model for the dynamics. We first compute the sample mean, autocovariances, and autocorrelations for each individual and then estimate the parameter of interest based on the empirical distributions of the estimated mean, autocovariances, and autocorrelations. We first illustrate the usefulness of our proposed procedures by applying earning dynamics and productivity dynamics and find that both dynamics exhibit lots of heterogeneity.

The asymptotic properties of the proposed estimators are then investigated using double asymptotics under which both the cross-sectional sample size and the length of the time series tend to infinity. We prove the functional central limit theorem for the proposed distribution estimator. If the parameter of interest can be written as the expectation of a smooth function of the individual mean and/or autocovariances, the bias can be reduced by the split-panel jackknife bias-correction. We also develop an inference procedure based on the cross-sectional bootstrap. The results of Monte Carlo simulations show that our asymptotic results are informative regarding the finite-sample properties.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1199
 
Description "Panel Data Methods" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Panel Data Methods - Tutor: Jeffrey Wooldridge, MSU

This course in panel data econometrics, presented from a microeconometrics perspective, will cover linear panel data models with unobserved heterogeneity, including discussions of the strengths and weakness of the various estimation methods.

Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias.

The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the practical work. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the neccessary programmes.

Participants should have good working knowledge of ordinary least squares and two stage least squares in a cross-sectional environment, at the level of the "Introductory Microeconometrics" training course.

The course will be presented at a level below my book Econometric Analysis of Cross Section and Panel Data, second edition. MIT Press, 2010. Some of the material can be found in the Imbens/Wooldridge cemmap lecture notes here:

http://www.cemmap.ac.uk/uploads/cemmap/forms/Imbens_Wooldridge_notes.pdf
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1057
 
Description "Panel Data Methods" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Panel Data Methods - Tutor: Jeffrey Wooldridge, MSU

This course in panel data econometrics, presented from a microeconometrics perspective, will cover linear panel data models with unobserved heterogeneity, including discussions of the strengths and weakness of the various estimation methods.

Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias.

The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the practical work. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the neccessary programmes.

Participants should have good working knowledge of ordinary least squares and two stage least squares in a cross-sectional environment, at the level of the "Introductory Microeconometrics" training course.

The course will be presented at a level below my book Econometric Analysis of Cross Section and Panel Data, second edition. MIT Press, 2010. Some of the material can be found in the Imbens/Wooldridge cemmap lecture notes here:

http://www.cemmap.ac.uk/uploads/cemmap/forms/Imbens_Wooldridge_notes.pdf
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1056
 
Description "Panel/Longitudinal Data Analysis" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Panel/Longitudinal Data Analysis - Tutor: Frank Windmeijer, University of Bristol

The panel/longitudinal data analysis course covers most of the traditional panel data estimation techniques for micro panels in which the number of individuals (or firms etc.) is large, but the number of time periods is quite small. It focuses on the treatment of unobserved individual specific heterogeneity and discusses the difference between random and fixed effects model specifications.

Attention is given to the estimation of models with explanatory variables that are not strictly exogenous. This means that there can be feedback from the process to be explained to the explanatory variables (for example outputs and inputs in a production function, the effect of previous cigarette consumption on current consumption), or simultaneous determination. In these cases models in first differences can be estimated with instrumental variables estimation techniques, better know as the Arellano-Bond GMM DIF estimation method. Moment conditions for the model in levels will also be considered, resulting in the Blundell-Bond SYS GMM estimator.

The course is a mixture of lectures and applied sessions. Course participants will apply the various techniques using real data on their computers. The software application used is Stata, and no prior knowledge of it is assumed. Participants should have a basic knowledge of econometrics, to a similar level to that taught in the Introductory Microeconometrics course.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1172
 
Description "Partial Identification in Applied Research: Benefits and Challenges" - Conference Presentation (Montreal, Canada) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Partial Identification in Applied Research: Benefits and Challenges
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/uploads/cemmap/wps/cwp641515.pdf
 
Description "Policy Evaluation Methods (Joint with PEPA)" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Policy Evaluation Methods (Joint with PEPA) - Tutor: Barbara Sianesi Institute for Fiscal Studies

How can one evaluate whether a government labour market programme such as the New Deal, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the empirical methods to solve it: randomised social experiments, naive non-experimental estimator, natural experiments or instrumental variables, regression discontinuity design, econometric selection (or control function) models, regression analysis, matching methods, before-after and difference-in-differences methods.

For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. There will be plenty of discussion of the relative strengths and weaknesses of each approach, drawing from example applications in the literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (e.g. Stata) to implement the different evaluation methods to real data.


Level of knowledge required:


This is a course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required.
The practical part of the course will make use of Stata; although the exercises will be guided, basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).


Please note that this is an intermediate-level course.

While offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, the course does rely on notation and there is a certain degree of formalisation (at the level of this paper), so please consider that PEPA also holds a much less formal introductory course aimed at those who design, commission or manage evaluation work. An Introduction to Impact Evaluation is scheduled once a year. For further information about this course please contact the PEPA Administrator.

Background reading

No preparatory reading is required as the course does not assume previous knowledge of evaluation methods and issues.

The following references are offered as examples covering evaluation issues and methods at very different levels of formalisation:

Ravallion, M. (1999), "The Mystery of the Vanishing Benefits: Ms. Speedy Analyst's Introduction to Evaluation", World Bank Policy Research Working Paper No. 2153. This papers offers a very gentle introduction to evaluation.

Blundell, R., Dearden, L. and Sianesi, B. (2005), "Evaluating the Effect of Education: Models, Methods and Results from the National Child Development Survey", Journal of the Royal Statistical Society, Series A, 168, 473-512. This paper covers some of the evaluation methods that will be discussed in detail during the course, and does so at the same level of formalisation that will be used in the technical part of the course.

A very thorough yet accessible book with a clear emphasis on causal effects is Angrist, J.D. and Pischke, J.S. (2009), Mostly Harmless Econometrics, Princeton University Press.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1053
 
Description "Policy Evaluation Methods" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Policy Evaluation Methods - Tutor: Barbara Sianesi, Institute for Fiscal Studies

How can one evaluate whether a government labour market programme such as the Work Programme, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the main empirical methods to solve it: randomised social experiments, naive non-experimental estimator, natural experiments or instrumental variables, regression discontinuity design, econometric selection (or control function) models, regression analysis, matching methods, before-after and difference-in-differences methods.

For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. The relative strengths and weaknesses of each approach are discussed in detail, drawing from example applications in the economics literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (we use Stata in the course) to implement the different evaluation methods to real data.
Level of knowledge required:

This is an intermediate-level course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required. Note also that the course does rely onnotation and there is a certain degree of formalisation (at the level of this paper).

The practical part of the course will make use of Stata; although the exercises will be guided,basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).

In considering this course, please note that while offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, there is also a certain degree of formalisation, so this course might not be the most suitable to those purely interested in commissioning or managing evaluation work.

Note also that while participants have often come from a range of backgrounds and have reported enjoying the course, the examples and discussions come from a mostly (labour) economics perspective.

Background reading

No preparatory reading is required as the course does not assume prior knowledge of evaluation methods and issues.

Past participants have however suggested emphasising the importance of reading the following paper to get acquainted with the notation and concepts, while others have recommended that it be set as required reading at the end of the first day (a copy will be included in the course pack for reference). This paper in fact covers some of the evaluation methods that will be discussed in detail during the course, and does so at the same level of formalisation that will be used in the technical part of the course. It may thus be worthwhile to scan it in advance of the course to get an idea of the issues, notation and material more generally:

Blundell, R., Dearden, L. and Sianesi, B. (2005), "Evaluating the Effect of Education: Models, Methods and Results from the National Child Development Survey", Journal of the Royal Statistical Society, Series A, 168, 473-512. IFS Working Paper.


Alternatively, a gentle introduction to evaluation issues and methods is offered by Ravallion, M. (1999), "The Mystery of the Vanishing Benefits: Ms. Speedy Analyst's Introduction to Evaluation", World Bank Policy Research Working Paper No. 2153
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1055
 
Description "Policy Evaluation Methods" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Policy Evaluation Methods - Tutor: Barbara Sianesi, Institute for Fiscal Studies

How can one evaluate whether a government labour market programme such as the Work Programme, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the main empirical methods to solve it: randomised social experiments, naive non-experimental estimator, natural experiments or instrumental variables, regression discontinuity design, econometric selection (or control function) models, regression analysis, matching methods, before-after and difference-in-differences methods.

For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. The relative strengths and weaknesses of each approach are discussed in detail, drawing from example applications in the economics literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (we use Stata in the course) to implement the different evaluation methods to real data.


Level of knowledge required:

This is an intermediate-level course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required. Note also that the course does rely on notation and there is a certain degree of formalisation (at the level of this paper).

The practical part of the course will make use of Stata; although the exercises will be guided,basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).

In considering this course, please note that while offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, there is also a certain degree of formalisation, so this course might not be the most suitable to those purely interested in commissioning or managing evaluation work.

Note also that while participants have often come from a range of backgrounds and have reported enjoying the course, the examples and discussions come from a mostly (labour) economics perspective.

Background reading

No preparatory reading is required as the course does not assume prior knowledge of evaluation methods and issues.

Past participants have however suggested emphasising the importance of reading the following paper to get acquainted with the notation and concepts, while others have recommended that it be set as required reading at the end of the first day (a copy will be included in the course pack for reference). This paper in fact covers some of the evaluation methods that will be discussed in detail during the course, and does so at the same level of formalisation that will be used in the technical part of the course. It may thus be worthwhile to scan it in advance of the course to get an idea of the issues, notation and material more generally:

Blundell, R., Dearden, L. and Sianesi, B. (2005), "Evaluating the Effect of Education: Models, Methods and Results from the National Child Development Survey", Journal of the Royal Statistical Society, Series A, 168, 473-512. IFS Working Paper.


Alternatively, a gentle introduction to evaluation issues and methods is offered by Ravallion, M. (1999), "The Mystery of the Vanishing Benefits: Ms. Speedy Analyst's Introduction to Evaluation", World Bank Policy Research Working Paper No. 2153
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1174
 
Description "Policy Evaluation Methods" - cemmap Course (Manchester, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Policy Evaluation Methods - Tutor: Barbara Sianesi, Institute for Fiscal Studies

How can one evaluate whether a government labour market programme such as the Work Programme, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the main empirical methods to solve it: randomised social experiments, naive non-experimental estimator, natural experiments or instrumental variables, regression discontinuity design, econometric selection (or control function) models, regression analysis, matching methods, before-after and difference-in-differences methods.

For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. The relative strengths and weaknesses of each approach are discussed in detail, drawing from example applications in the economics literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (we use Stata in the course) to implement the different evaluation methods to real data.
Level of knowledge required:

This is an intermediate-level course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required. Note also that the course does rely onnotation and there is a certain degree of formalisation (at the level of this paper).

The practical part of the course will make use of Stata; although the exercises will be guided,basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).

In considering this course, please note that while offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, there is also a certain degree of formalisation, so this course might not be the most suitable to those purely interested in commissioning or managing evaluation work.

Note also that while participants have often come from a range of backgrounds and have reported enjoying the course, the examples and discussions come from a mostly (labour) economics perspective.

Background reading

No preparatory reading is required as the course does not assume prior knowledge of evaluation methods and issues.

Past participants have however suggested emphasising the importance of reading the following paper to get acquainted with the notation and concepts, while others have recommended that it be set as required reading at the end of the first day (a copy will be included in the course pack for reference). This paper in fact covers some of the evaluation methods that will be discussed in detail during the course, and does so at the same level of formalisation that will be used in the technical part of the course. It may thus be worthwhile to scan it in advance of the course to get an idea of the issues, notation and material more generally:

Blundell, R., Dearden, L. and Sianesi, B. (2005), "Evaluating the Effect of Education: Models, Methods and Results from the National Child Development Survey", Journal of the Royal Statistical Society, Series A, 168, 473-512. IFS Working Paper.


Alternatively, a gentle introduction to evaluation issues and methods is offered by Ravallion, M. (1999), "The Mystery of the Vanishing Benefits: Ms. Speedy Analyst's Introduction to Evaluation", World Bank Policy Research Working Paper No. 2153
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1171
 
Description "Policy Evaluation Methods" - cemmap Course (Southampton, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Policy Evaluation Methods

This is a joint NCRM/cemmap training course.

This course will cover the main evaluation methods to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes or policies, to the returns to education, or the impact of smoking on health. The course will include a mixture of lectures and computer workshops in which participants will apply the different methods to real data using Stata software.

The course covers:

The evaluation problem
Randomised social experiments
Naive non-experimental estimator
Natural experiments/instrumental variables
Regression methods
Matching methods
Longitudinal methods (before-after and difference-in-differences)


Each approach will be presented in intuitive terms before formally showing identification of the parameter of interest. The relative strengths and weaknesses of each approach will be extensively discussed, drawing from example applications in the literature. Each method will then be implemented in practical Stata sessions.

By the end of the course participants will:

be able to frame a variety of microeconometric problems into the evaluation framework, being aware of the concomitant methodological issues;
be discerning users of econometric output, able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
be able to access the more advanced evaluation literature to further deepen knowledge on their own;
be able to choose an appropriate evaluation strategy to estimate causal effects in different contexts; and
be able to use the Stata statistical packages to implement the different evaluation methods to real data.


The course is aimed at researchers and practitioners interested in gaining an understanding and working knowledge of evaluation methods. Participants may be PhD students or academic researchers in the social and health sciences or may work in government, the voluntary or the private sector. While the tutor comes from an economics background and will draw examples from that discipline, the tools the course focuses on are of general applicability.

Participants are expected to have a good working knowledge of basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models.

The practical part of the course will make use of Stata; although the exercises will be guided, basic familiarity with this software is strongly recommended (** I can provide basic pdf).

Please note that this is an intermediate-level course. While most emphasis will be devoted on imparting a practical understanding and a working knowledge of the different methods, the course does rely on notation and contains a certain degree of formalisation.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1157
 
Description "Poor (Wo)man's Bootstrap" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Poor (Wo)man's Bootstrap - Speaker: Bo Honoré, Princeton
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1198
 
Description "Public Policy in an Uncertain World" - cemmap Masterclass (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Public Policy in an Uncertain World - Tutor: Charles F. Manski, Northwestern University

This event is joint with PEPA. Please note that Charity and Government delegates will be eligible for the Academic rate.

This masterclass will discuss Manski's book Public Policy in an Uncertain World: Analysis and Decisions (Harvard University Press, 2013) and technical articles that form the foundation for the book. In the book, Manski describes the practice of policy analysis and the inferential problems that researchers confront. He argues that credible analysis typically yields interval rather than point predictions of policy outcomes. He examines how governments might reasonably make policy decisions when they only have partial knowledge of policy outcomes.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1087
 
Description "Recovering Ex Ante Returns and Preferences for Occupations Using Subjective Expectations Data" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Recovering Ex Ante Returns and Preferences for Occupations Using Subjective Expectations Data - Speaker: Arnaud Maurel, Duke
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1191
 
Description "Robust Confidence Regions for Incomplete Models" - cemmap Seminar 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Robust Confidence Regions for Incomplete Models - Speaker: Hiroaki Kaido, Boston University
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1195
 
Description "Robust Inference about Partially Identified SVARs" - Conference Presentation (Madrid, Spain) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Robust Inference about Partially Identified SVARs
Year(s) Of Engagement Activity 2015
URL http://www.homepages.ucl.ac.uk/~uctptk0/Research/RobBayesVAR_v28_RG.pdf
 
Description "Robust Inference about Partially Identified SVARs" - Conference Presentation (Montreal, Canada) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Robust Inference about Partially Identified SVARs
Year(s) Of Engagement Activity 2015
URL http://www.homepages.ucl.ac.uk/~uctptk0/Research/RobBayesVAR_v28_RG.pdf
 
Description "Seoul National University Workshop on Advances in Microeconometrics" - cemmap Workshop (Seoul, South Korea) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Seoul National University Workshop on Advances in Microeconometrics - Tutor: Sokbae Lee, Seoul National University and Yoon-Jae Whang, Seoul National University

This conference is supported by: cemmap, Hong Kong University of Science and Technology, Seoul National University, University of Tokyo and the British Academy*

Please download the programme above but note that this is a draft and changes may be made. Register above or by emailing snucemmapworkshop15@gmail.com

*An International Partnership and Mobility Scheme grant from the British Academy provides support for a research network connecting cemmap, Hong Kong University of Science and Technology, Seoul National University and University of Tokyo, 2015-2018.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1059
 
Description "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities - Speaker: Xu Cheng, University of Pennsylvania
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1125
 
Description "Simple Bounds for Complex Processes" - Conference Presentation (Rome, Italy) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Simple Bounds for Complex Processes
Year(s) Of Engagement Activity 2015
 
Description "Simple Bounds for Complex Processes" - Seminar Presentation (New York, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Simple Bounds for Complex Processes
Year(s) Of Engagement Activity 2016
 
Description "Statistical Graphics" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Statistical Graphics - Tutor: Stephen Jenkins LSE

What are statistical graphics, and how do they differ from presentation graphics and 'infovis' (information visualisation)? What constitutes a good or bad graph and what is the process for graph construction? How can I create a graph that looks like this?

The aim of the course is to provide an introduction to methods for effective visualisation of quantitative data for scientific research purposes, and to illustrate the methods using a mixture of show-and-tell and hands-on exercises by course participants.

The software used is Stata.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1052
 
Description "Sufficient Forecasting Using Deep Principal Learning" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Sufficient Forecasting Using Deep Principal Learning - Speaker: Jianqing Fan, Princeton
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1189
 
Description "Survival Analysis: Modelling Time-to-Event Data" - cemmap Course (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Survival Analysis: Modelling Time-to-Event Data - Tutor: Stephen Jenkins LSE

This course is an introduction to survival analysis, also known as 'event history analysis'. These are the statistical methods used to analyse data on spell lengths of time in a state, e.g. how long a marriage lasts, or the duration of a spell of unemployment. For simplicity, the course focuses on models for a single spell per observation unit, but the course also indicates how analysis is extended to address the issues arising when there are multiple spells per unit or multiple destinations ('competing risks').

The course comprises lectures and hands-on applications of the methods using the software Stata.

The aim of the course is to communicate skills necessary to understand and assess the applications of survival analysis reported in the literature; and to provide skills which could be applied to analyse a variety of research and policy problems e.g. in dissertation research.

Stephen P. Jenkins is Professor of Economic and Social Policy at the LSE since January 2011. Before that he was Professor of Economics at ISER, University of Essex. He has taught survival analysis to masters and summer school students for many years. Stephen uses survival analysis in his research and has written a number of widely-used specialist survival analysis modules for use in Stata. His survival analysis pages can be found on the ISER website.
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1054
 
Description "Teacher Quality and Learning Outcomes in Kindergarten" - Seminar/Conference Presentation (Amsterdam, Netherlands) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Teacher Quality and Learning Outcomes in Kindergarten
Year(s) Of Engagement Activity 2016
URL http://www.riseprogramme.org/sites/www.riseprogramme.org/files/21_Schady.pdf
 
Description "Teacher Quality and Learning Outcomes in Kindergarten" - Seminar/Conference Presentation (Connecticut, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Teacher Quality and Learning Outcomes in Kindergarten
Year(s) Of Engagement Activity 2015
URL http://www.riseprogramme.org/sites/www.riseprogramme.org/files/21_Schady.pdf
 
Description "Teacher Quality and Learning Outcomes in Kindergarten" - Seminar/Conference Presentation (London, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Teacher Quality and Learning Outcomes in Kindergarten
Year(s) Of Engagement Activity 2015
URL http://www.riseprogramme.org/sites/www.riseprogramme.org/files/21_Schady.pdf
 
Description "Teacher Quality and Learning Outcomes in Kindergarten" - Seminar/Conference Presentation (Manchester, UK 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Teacher Quality and Learning Outcomes in Kindergarten
Year(s) Of Engagement Activity 2016
URL http://www.riseprogramme.org/sites/www.riseprogramme.org/files/21_Schady.pdf
 
Description "Teacher Quality and Learning Outcomes in Kindergarten" - Seminar/Conference Presentation (Wisconsin, USA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Teacher Quality and Learning Outcomes in Kindergarten
Year(s) Of Engagement Activity 2015
URL http://www.riseprogramme.org/sites/www.riseprogramme.org/files/21_Schady.pdf
 
Description "Testing Index Sufficiency with a Predicted Index" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Testing Index Sufficiency with a Predicted Index - Speaker: Andreas Dzemski, University of Gothenburg, Sweden
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1193
 
Description "The Identifiability of Production Functions" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact The Identifiability of Production Functions - Speaker: Paul Schrimpf, The University of British Columbia
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1118
 
Description "Three-stage Semi-parametric Inference: Control Variables and Differentiability" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Three-stage Semi-parametric Inference: Control Variables and Differentiability - Speaker: Geert Ridder, University of Southern California
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1200
 
Description "Uniform Post-Selection Inference for LAD Regression and Other Z-Estimation Problems" - cemmap Seminar (London, UK) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Uniform Post-Selection Inference for LAD Regression and Other Z-Estimation Problems - Speaker: Victor Chernozhukov, MIT
Year(s) Of Engagement Activity 2015
URL http://www.cemmap.ac.uk/event/id/1250
 
Description "VOG: Using Volcanic Eruptions to Estimate the Health Costs of Particulates" - Conference Presentation (Brighton, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact VOG: Using Volcanic Eruptions to Estimate the Health Costs of Particulates
Year(s) Of Engagement Activity 2016
URL http://ftp.iza.org/dp9398.pdf
 
Description "Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice" - Conference Presentation (London, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp101515.pdf
 
Description "Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice" - Conference Presentation (Madrid, Spain) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
Year(s) Of Engagement Activity 2016
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp101515.pdf
 
Description "Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice" - Conference Presentation (Seoul, South Korea) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp101515.pdf
 
Description "Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice" - Conference Presentation (Tokyo, Japan) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
Year(s) Of Engagement Activity 2016
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp101515.pdf
 
Description "Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice" - Conference Presentation (Vienna, Austria) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
Year(s) Of Engagement Activity 2015
URL http://www.ifs.org.uk/uploads/cemmap/wps/cwp101515.pdf
 
Description "Yet More on the Scope of Application of IV Models" - Conference Presentation (Southampton, UK) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Yet More on the Scope of Application of IV Models
Year(s) Of Engagement Activity 2015
 
Description (Ce)2 Workshop - CALL FOR PAPERS 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact The (Ce)2 workshop is a joint initiative of the Centre for Economic Analysis (CenEA, Poland) and the Centre for Microdata Methods and Practice (cemmap, UK). The third edition of the workshop will take place in Warsaw on 27-28 June 2016.

The workshop aims at covering topics in microeconomic theory and microeconomic applications and will particularly welcome studies in the following fields:

?Microeconomic applications

Early childhood interventions
?Cognitive and non-cognitive skills
?Design of efficient education and health policies
Education, health and employment


Microeconomic theory

?Incentives and mechanism design
?Collective decisions and networks
?Information and communication ?
Nexus between experiments and theory
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1263
 
Description (Ce)2 workshop in microeconomic theory and applications 9-10 July 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This workshop (Jointly by CenEA and cemmap) aims at covering topics in microeconomic theory and microeconomic applications and will particularly welcome studies in the following fields:

Microeconomic applications:
•Education, welfare and labour market policies
•Early intervention studies and long-run consequences
•Structural models of education and labour market
•Microeconomic studies based on natural experiments

Microeconomic theory:
•Incentives and mechanism design
•Collective decisions and networks
•Information and communication
•Nexus between experiments and theory
Year(s) Of Engagement Activity 2014
 
Description 10th International Conference on Computational and Financial Econometrics 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description 12th Tinbergen Institute Conference on Inference Issues in Econometrics 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description 13th Meeting of the Society for Social Choice and Welfare, Lund Sweden 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description 21st Century IV, Expanding the Scope of Instrumental Variable Models 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description 21st Century IV, Medellin, Colombia 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences

Keynote address at the joint LACEA and Latin America Meetings of the Econometric Society on 12 November 2016.
Year(s) Of Engagement Activity 2016
 
Description 5th European Confernece on Networks, UCL 25-26 May 2017. 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact The Department of Economics at University College London (UCL) will host the 5th European Conference on Networks. This conference aims to bring together economic researchers on networks in economics and related topics. The conference will be held at UCL, 25-26 May 2017. The program committee invites applied, econometrics and theoretical work on the topic. Public and private sectors.
Year(s) Of Engagement Activity 2017
 
Description A Simple Parametric Model Selection Test 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact A Simple Parametric Model Selection Test
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/b2536c4c-d6dc-4b71-89ca-e32ad8427e...
 
Description A bootstrap Test for Instrument Validity in Heterogeneous Treatment Effect Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Cemmap mini-conference
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/2fc54b10-bf32-4a6a-8028-162be5ca6e...
 
Description A diagnostic criterion for approximate factor structure - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Olivier Scaillet (University of Geneva). He will be presenting paper 'A diagnostic criterion for approximate factor structure' written with Patrick Gagliardinia and Elisa Ossola.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1206
 
Description A partial identification subnetwork approach to discrete games in large networks: an application to quantifying peer effects - 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Tong Li (Vanderbilt). Is is based on the paper "A partial identification subnetwork approach to discrete games in large networks: an application to quantifying peer effects" written with Li Zhao.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1309
 
Description A selection Model of hedonic rents and prices, University of Durham, UK 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audiences
Durham Real Estate Workshop. June 9th
Year(s) Of Engagement Activity 2017
 
Description Academia Sinica, Taipei, Taiwan on 2nd August 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Advances in Econometrics at Shanghai Jiao Tong University 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
I co-organised the conference Advances in Econometrics, Shanghai Jiao Tong University, Shanghai, China, June 7-8 2017, sponsored by a British Academy International Partnership and Mobility grant.
Year(s) Of Engagement Activity 2017
 
Description Advances in Microeconometrics, Kyoto Japan 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
At the CEMMAP conference on 16 August 2016 Daniel Wilhelm presented 'Advances in microeconometrics" in Kyoto, Japan
Year(s) Of Engagement Activity 2017
 
Description Advances in microeconometrics - 2016 Doshisha University Kyoto 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This conference is organised by Andrew Chesher (UCL), Hidehiko Ichimura (U Tokyo) and Sokbae Lee (Seoul National University).

Local Organiser: Tadashi Yagi (Doshisha University)
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1163
 
Description Alternative tests for correct specification of conditional predictive densities - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Barbara Rossi (UPF). It is based on the paper 'Alternative tests for correct specification of conditional predictive densities' written with Tatevik Sekhposyan.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1256
 
Description American Real Estate and Urban Economics Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/3c63894f-f9d5-40ba-a655-9775c12dfb...
 
Description Anchoring the yield curve using survey expectations 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact Anchoring the yield curve using survey expectations
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/f7d4e1e4-f4ba-49c5-b94d-39998bfaf7...
 
Description Applications of Generized Instrumental Variable (GIV) models for treatment effect and simultaneous ordered response models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Prospectus Seminar
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/5d60f1b6-9c22-4a6f-97a7-0bcd6aede2...
 
Description Applied Econometrics II: Microeconometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Course at Yale University in the 2013 speing semester (Jan-Apr 2013)

No information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0001/outputs/read/201dca4a-4e8b-4a61-b92d-2837ecbbe2...
 
Description Applied Microeconomics conference 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Approximation of continuous-time transition densities 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Seminar at Uni Lugano
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/59da7856-e440-4665-9bd9-19671d33e9...
 
Description Asian Meeting of Econometrics Society, Kyoto Japan 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Asymptotics in GARCH-X models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact seminar at Uni Nottingham
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/c1e18e05-d2b9-4ed4-94b6-3a3246ee04...
 
Description Bargaining with optimism: A structural analysis of medical malpractice litigation 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Xun Tang (Rice). It is based on the paper 'Bargaining with optimism: A structural analysis of medical malpractice litigation'.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1203
 
Description Bayesian Indirect Inference and the ABC of GMM, Humboldt University Germany 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
7 June, Humboldt University
Year(s) Of Engagement Activity 2017
 
Description Bootstrap Methods for (Econometric) Time Series 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact workshop at Uni Copenhagen
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/1857c65f-3d0c-4ec2-905d-c27fc0c4c4...
 
Description Boston College, Boston, USA (29 Apr) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description Boston College, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Boston University, Boston USA (28 Apr) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description Boston University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Bristol Econometrics Studying Group 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Acadameic Audience
Year(s) Of Engagement Activity 2016
 
Description Brown U, Providence, USA(19 Apr) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Brown University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description CReAM Workshop on Labor Economics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2017
 
Description Ca' Foscari University of Venice, Italy 26th Oct 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Cambridge-INET/Cemmap econometric methods symposium 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Programme Co-Chairs:

Oliver B. Linton (University of Cambridge)
Richard J. Smith (University of Cambridge)

Confirmed speakers:

Susan Athey (Stanford University)
Quentin Berthet (University of Cambridge)
Guido Imbens (Stanford University)
Sokbae Lee (Seoul National University)
Andres Santos (U.C. San Diego)
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1305
 
Description Causality and machine learning - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact In these lectures we will discuss methods for causal inference, with particular attention to recent contributions from the machine learning literature. We will start with a general overview of the statistical literature on causality from the potential outcome perspective. We will review the analysis of randomised experiments, studies with unconfounded treatment assignment, instrumental variables and other methods for selection on unobservables.

Second we will review some of the machine learning literature on prediction methods. The focus in this literature is typically on methods that `work', more than on deriving asymptotic (large sample) results of the type that are common in the econometrics and mathematical statistics literature. There is also less emphasis on confidence intervals and standard errors. On the other hand there is a heavy emphasis on out-of-sample comparisons, in particular cross-validation. Here we discuss some of the most prominent methods. These include regularised regression, where least squares parameter estimates are shrunk towards zero, with the most popular method LASSO.

We also look at regression trees and their extensions, including random forests. In the third part of the course we discuss where these two literatures meet, looking at machine methods for causal inference. This includes estimation of average treatment effects in data rich settings with many covariates and selection on observables, as well as looking at heterogenous treatment effects in settings with experimental and non-experimental data.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1302
 
Description Cemmap conference on Advances in Microeconometrics 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Cemmap conference on Advances in Microeconometrics, Kyoto, Japan 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

Cemmap conference on Advances in Microeconometrics
Year(s) Of Engagement Activity 2016
 
Description Cemmap conference on Regression Discontinuity Designs 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Cemmap, UCL and Bank of England conference: Frontiers of Macroeconometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact cemmap conference in partnership

No Information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/871
 
Description Central European University, Hungary 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Community system strenghtening for Malaria control at the World Bank 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This presentation was delivered to an Academic Audience at the World Bank, Washington DC, USA in February 2017.
Presented at : Washington, DC USA
Presented at : The IFS
Year(s) Of Engagement Activity 2017
 
Description Computational Finance and Econometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/64ec9a78-7a42-4ac0-ba65-8640706775...
 
Description Conference - Advances in microeconomics 23-24 May 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Conference supported by: HKUST Department of Economics, HKUST Institute for Advanced Studies, the Center for Micro-econometric Research, University of Tokyo and cemmap. Public and private sectors.
Year(s) Of Engagement Activity 2014
 
Description Conference - Estimation of complementarities in matching and networks 5-6 October 2012 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Estimation of complementarities in matching and networks. Public and private sectors.
Year(s) Of Engagement Activity 2012
 
Description Conference - Frontiers of macroeconomics and macroeconometrics 2 December 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Frontiers of macroeconomics and macroeconometrics. Academic and public sector/
Year(s) Of Engagement Activity 2014
 
Description Conference - GCER-CEMMAP Conference in Applied Microeconomics 11-12 May 2017 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact GCER-CEMMAP Confernece in Applied Microeconomics. Public and private sectors.
Year(s) Of Engagement Activity 2017
 
Description Conference - Housing: microdata, macro problems. 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact A host of issues continue to limit understanding of the role housing markets play in the dynamics of financial markets and the wider macro economy. Mortgage and bankruptcy constraints, individual tenure and portfolio choices, potential frictions in the labour, housing and mortgage markets remain promising avenues for theoretical and empirical research and debate. Arguments about policies often hinge on particular modelling assumptions. Which assumptions are of first-order importance? Microdata or theoretical models that shed light on these issues are sought. Public and private sectors.
Year(s) Of Engagement Activity 2017
 
Description Conference - Microdata methods and practice: a cemmap celebration 14-16 November 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap was founded in 2000 with a grant from the Leverhulme Trust. In 2007, cemmap became a national Research Centre of the Economic and Social Research Council of the UK (ESRC). In 2011, the ESRC approved a further five years of funding, covering 2012-17. Academic, public sector, private sector.
Year(s) Of Engagement Activity 2014
 
Description Conference - Public policy in an uncertain world 27 March 2013 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact In his new book Public Policy in an Uncertain World, Professor Charles Manski argues that society should face up to the uncertainties that attend policy formation. He observes that the current practice of policy analysis hides uncertainty, as researchers use untenable assumptions to make exact predictions of policy outcomes. Manski recommends performance of more credible policy analysis that explicitly express the limits to knowledge, and he considers how policy makers can reasonably make decisions in an uncertain world. Public and private sectors.
Year(s) Of Engagement Activity 2013
 
Description Conference - Understanding financial markets: research, practice and policy - 30 April 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact A presentation organised by the British Academy, the Cambridge-INET Institute and cemmap. Academic, public sector, private sector.
Year(s) Of Engagement Activity 2014
 
Description Conference at Aarhus University, Denmark 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2017
 
Description Conference at Yale University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference at Yale University, USA
Academic audience
Year(s) Of Engagement Activity 2017
 
Description Conference on Intergenerational Transmission, Madrid Spain 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Conference on Stochastic Dominance and Related Themes 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference on Stochastic Dominance and Related Themes

no information
Year(s) Of Engagement Activity 2013
URL https://sites.google.com/site/sdcoferencecam/
 
Description Conference presentation: Counterfactual Worlds 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference held in the North American Meeting of the Econometric Society in Philadelphia, presented by Adam Rosen, "Counterfactual Worlds" on Saturday 18 June 2016.
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/publication/id/7767
 
Description Conference: 21st Century IV 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Keynote address at the joint LACEA and Latin America meetings of the econometric society
Year(s) Of Engagement Activity 2016
 
Description Conference: Advances in microeconometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

This conference followed the 2016 Asia Meeting of the Econometric Society which took place at Doshisha University, Kyoto, Japan, from 15 to 16 August 2016
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1163
 
Description Conference: Berkeley/CeMMAP Conference on Networks 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact From the 3 to 4 November 2017, at the,"Berkeley/CeMMAP Conference on Networks", University of California, Berkeley, presenting "Fixed-effect regressions on network data". Joint work in progress with Koen Jochmans and Martin Weidner.
Year(s) Of Engagement Activity 2017
 
Description Conference: Conference on networks 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

The goal of this conference was to assemble a small group of leading, methodologically-oriented, researchers on networks. The conference will bring together academic and industry researchers in econometrics and statistics
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1280
 
Description Conference: Econometric Society Conference on the Economics of Networks 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

The Econometric Society along with Universidad EAFIT welcomed the 'Conference on the Economics of Networks', which was held at Universidad EAFIT campus prior to the LACEA - LAMES 2016 Annual Meetings.
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1315
 
Description Conference: Econometric Society European Meeting 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Conference: Econometric Study Group Annual Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

The Econometric Study Group Annual Conference was held at Clifton Hill House, University of Bristol.

CONTRIBUTED PAPERS FOR PRESENTATION AT THE CONFERENCE WERE INVITED.

Contributions were welcomed in any area of econometrics: theoretical, applied or computational. If you would like to present a paper please email a pdf version to econometricstudygroup@gmail.com

The invited speakers were: Jaap Abbring (Tilburg University), Bryan Graham (University of California, Berkeley) and Barbara Rossi (Universitat Pompeu Fabra).
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1308
 
Description Conference: Econometrics for public policy, methods and applications 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

One of the ultimate goals of economics is to inform a better policy based on empirical evidence. This one-day conference features the issue of empirical policy design from a wide range of perspectives including econometrics, economic theory, and empirical economics.

The keynote speaker of the conference is Charles Manski (Northwestern), and the confirmed speakers include Debopam Bhattacharya (Cambridge), Caterina Calsamiglia (CEMFI), Sylvain Chassang (Princeton), Jesse Gregory (Wisconsin-Madison), Guido Imbens (Stanford Graduate School of Business) and Sokbae 'Simon' Lee (Institute for Fiscal Studies).
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1230
 
Description Conference: Fixed-effect regressions on network data - MIT/Harvard Joint Econometrics Seminar, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Koen Jochmans and Martin Weidner jointly presented the seminar 'Fixed-effect regressions on network data at:
• University of Calafornia, Los Angeles - 15 March 2016
• MIT/Harvard Joint Econometrics, USA on 15 September 2016
• University of Mannheim, Germany on 15 November 2016
Year(s) Of Engagement Activity 2016
 
Description Conference: Housing: Microdata, macro problems 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

A host of issues continue to limit understanding of the role housing markets play in the dynamics of financial markets, labour markets, and the wider macro economy. Mortgage and bankruptcy constraints, individual tenure and portfolio choices, potential frictions in the labour, housing and mortgage markets remain promising avenues for theoretical and empirical research and debate. Arguments about policies often hinge on particular modelling assumptions. Which assumptions are of first-order importance? Microdata or theoretical models that shed light on these issues are sought.

The conference featured 13 papers that tackled housing issues from a variety of angles. Examples of issues considered are:

Mortgage and bankruptcy constraints in equilibrium
Role of individuals' beliefs and expectations about income and house prices
Interactions between housing and labour market choices
Tenure choice: Why does anyone buy a house?
Housing supply
Contracting frictions in housing and mortgage markets
Search and matching in housing markets
The effects of recent and not-so recent housing/mortgage policies
International comparisons
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1186
 
Description Conference: Identification of the distribution of valuations in an incomplete model of English auctions 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Asia meetings of the econometric society, Doshisha university, Kyoto, Japan, August 11th 2016. (120)
Year(s) Of Engagement Activity 2016
URL http://www.ifs.org.uk/publications/7827
 
Description Conference: Seventeenth CEPR/JIE Conference on Applied Industrial Organisation 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Audience: Academics and Policymakers

Conference details:

The Applied IO conference series seeks to contribute to the understanding of the breadth of topics analysed within the field of Industrial Organization, including demand, productivity, competition in the short- and long-run, innovation, investment, and auctions, to develop empirical protocols and tests of economic models, to promote the exchange and the dissemination of results at the forefront of research, and finally, to evaluate current competition and regulation policies. It will cover the state of the art in both applied and empirical Industrial Organization.

Keynote speeches this year were be given by:

Bruno Jullien, Toulouse School of Economics and CEPR
Jan De Loecker, Princeton University
Katholieke Universiteit Leuven, NBER and CEPR
Year(s) Of Engagement Activity 2016
URL http://www.cemmap.ac.uk/event/id/1185
 
Description Conference: Spillovers in social programme participation: evidence from Chile 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This conference was delivered by: Pedro Carneiro, Barbara Flores, Emanuela Galasso and Rita Ginja in 2016.11: LAMES (Invited Session)
Year(s) Of Engagement Activity 2016,2017
 
Description Congestion in matching markets: a field experiment 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Thierry Magnac (Toulouse School of Economics). It is based on the paper 'Congestion in matching markets: a field experiment' written with Yinghua He.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1205
 
Description Constrained conditional moment restriction models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Andres Santos (UC San Diego). It is based on paper 'Constrained conditional moment restriction models' written with Victor Chernozhukov and Whitney Newey.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1207
 
Description Construction of structural functions in conditional independence models. 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact EEA-ESEM Gothenburg meeting
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/11cc426a-0f75-4511-8677-cb79d41ae4...
 
Description Counterfactual Worlds 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Econometric Society Winter Meeting
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/0fbb49a2-cb05-4bb9-821d-002c8f0ce1...
 
Description Counterfactual Worlds, Philadelphia, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Adam Rosen delivered the presentation, "Counterfactual Worlds", at the North American Meeting of the Econometric Society in Philadelphia, USA on Saturday, 18 June 2016.
Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description Covariate Selection and Model Averaging in Semiparametric Estimation of Treatment Effects 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Covariate Selection and Model Averaging in Semiparametric Estimation of Treatment Effects
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/932fcc2f-93e1-4d7f-8d28-9fb702750f...
 
Description Cowles Conference on Econometrics, Yale University, presenting "Panel Quantile Effects via Distribution Regression" 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Cowles Conference on Econometrics, Yale University, presenting "Panel Quantile Effects via Distribution Regression" (joint work in progress with Victor Chernozhukov and Iván Fernández-Val)
Year(s) Of Engagement Activity 2017
 
Description Cowles Foundation Annual Summer Conferences, New Haven USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Demand Estimation and Modelling - Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013,2014
URL http://www.ifs.org.uk/events/927
 
Description Demand analysis using strategic reports: An application to a school choice mechanism - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Paulo Somaini (Stanford). It is based on the paper 'Demand analysis using strategic reports: An application to a school choice mechanism' written with Nikhil Agarwal.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1257
 
Description Discrete Choice Modelling - cemmap training course 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap training course

no information
Year(s) Of Engagement Activity 2014
URL http://www.cemmap.ac.uk/event/id/906
 
Description Dissemination/Communication: How can we accelerate sustainable sanitation coverage in Africa's most populous country? 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Poster presentation at the WASH 2016 Conference - Pathways to universal and sustained water, sanitation and hygiene ---> Presented by IFS implementing partners at WaterAid
Year(s) Of Engagement Activity 2016
 
Description Dissemination/Communication: Improving targeting and outcomes of CLTS in Nigeria 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Poster presentation at the WASH 2016 Conference - Pathways to universal and sustained water, sanitation and hygiene ---> Presented by IFS implementing partners at WaterAid
Year(s) Of Engagement Activity 2016
 
Description Dissemination/Communication: Institute for Fiscal Studies - healthcare projects 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Presentation delivered to the:
• Health and social care information centre to motivate economists using health data and to present examples of policy-relevant IFS work that makes use of these data
Year(s) Of Engagement Activity 2016
 
Description Dissemination/Communication: Using public policy to improve diet 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Presentations given at the Scottish Government Strategy Unit Seminar Series.
Year(s) Of Engagement Activity 2016
URL https://www.ifs.org.uk/publications/8277
 
Description Dissemination/Communication: What happens when employers are obliged to nudge? Automatic enrolment and pension saving in the UK 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Presentations held at:
• IFS Retirement Savings Consortium
• Launch event at Association of British Insurers
Year(s) Of Engagement Activity 2016
URL https://www.ifs.org.uk/publications/8733
 
Description Dual Regression 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Workshop on semi-parametric econometrics
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/bf264b6d-7d81-4ac9-8f78-7688c15dbe...
 
Description Duke U, Durham, USA (21 Apr) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Duke University , USA  
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Duke University, South Carolina, presenting "Fixed-effect regressions on network data" 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Duke University, South Carolina, presenting "Fixed-effect regressions on network data" (joint work with Koen Jochmans)
Year(s) Of Engagement Activity 2017
 
Description Dynamic impacts of classroom quality 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

The presentation was delivered at the: University of Porto, Portugal in September 2016 Bocconi University, Milan, Italy October 2016 University of Virginia, Charlottesville, USA in November 2016

Presented at : Virginia, Charlottesville, USA
Presented at : Milan, Italy
Publisher : IFS
Presented at : Porto, Portugal
Year(s) Of Engagement Activity 2016
 
Description Early Years Conference - Evaluating the Impacts of a Large Scale Parenting Program in Chile 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Early Years Conference, IFS, June 2016: Evaluating the Impacts of a Large Scale Parenting Program in Chile
Year(s) Of Engagement Activity 2016
 
Description Econometric Analysis of a Network Formation Game 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Recent Advances in Set Identification: Theory and Applications" Conference (Toulouse)

no information
Year(s) Of Engagement Activity 2013
URL http://www.tse-fr.eu/index.php?option=com_wrapper&Itemid=545&lang=en
 
Description Econometric Analysis of a Network Formation Game 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Stats in Paris
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/89772302-2bfa-4cb6-a22a-168b5c8714...
 
Description Econometric Study Group Annual Conference presenting "Panel Quantile Effects via Distribution Regression - University of Bristol, UK 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact 14-16 July 2016, Econometric Study Group Annual Conference, University of Bristol, UK, presenting "Panel Quantile Effects via Distribution Regression" (joined work in progress with Victor Chernozhukov and Iván Fernández-Val), approx. 40 people
Year(s) Of Engagement Activity 2016
 
Description Econometric and Quantitative Methods for Competition Analysis 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Three day course at the Chilean National Economic Prosecutor (FNE)

no information
Year(s) Of Engagement Activity 2012
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0001/outputs/read/424cabde-09e4-4ab9-9467-8197541352...
 
Description Econometrics and Models of Strategic Interactions at Vanderbilt University, USA 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
I co-organised the conference Econometrics and Models of Strategic Interactions, 21-22 April 2017 at Vanderbilt University with support from Vanderbilt University.
Year(s) Of Engagement Activity 2017
 
Description Econometrics for public policy, methods and applications - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact One of the ultimate goals of economics is to inform a better policy based on empirical evidence. This one-day conference features the issue of empirical policy design from a wide range of perspectives including econometrics, economic theory, and empirical economics.

The keynote speaker of the conference is Charles Manski (Northwestern), and the confirmed speakers include Debopam Bhattacharya (Cambridge), Caterina Calsamiglia (CEMFI), Sylvain Chassang (Princeton), Jesse Gregory (Wisconsin-Madison), Guido Imbens (Stanford Graduate School of Business) and Sokbae 'Simon' Lee (Institute for Fiscal Studies).


This event is sponsored by cemmap and ERC (grant no. 646917-ROMIA).

This event is free of charge. Please fill in the booking form to request a place.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1230
 
Description Econometrics for public policy, methods and applications - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact One of the ultimate goals of economics is to inform a better policy based on empirical evidence. This one-day conference features the issue of empirical policy design from a wide range of perspectives including econometrics, economic theory, and empirical economics.

The keynote speaker of the conference is Charles Manski (Northwestern), and the confirmed speakers include Debopam Bhattacharya (Cambridge), Caterina Calsamiglia (CEMFI), Sylvain Chassang (Princeton), Jesse Gregory (Wisconsin-Madison), Guido Imbens (Stanford Graduate School of Business) and Sokbae 'Simon' Lee (Institute for Fiscal Studies).

This event is sponsored by cemmap and ERC (grant no. 646917-ROMIA).

This event is free of charge. Please fill in the booking form to request a place.
Year(s) Of Engagement Activity 2016
URL https://www.ifs.org.uk/events/1230
 
Description Econometrics of Earnings Dynamics and Distributions 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Workshop

March 2012?

https://www.ifs.org.uk/events/772

no information
Year(s) Of Engagement Activity 2012
URL http://events.ucl.ac.uk/event/event:ncy-gzs4wjja-f4090t/the-econometrics-of-earnings-dynamics-and-di...
 
Description Econometrics of Models with Strategic Interaction - 2013 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap masterclass

The course will provide a preview of the econometrics questions that arise when analyzing models with multiple decision makers interacting simultaneously. This simultaneous causality creates challenges to standard approaches to identification and estimation. We first, in a simple bivariate binary game, underscore how observed data can be linked to response functions, and how assumptions about what agents know, their beliefs and how they play impact the kinds of learning that one can do with these data. Given the identification results, we will then provide approaches to statistical estimation of such models and the challenges that come up in building confidence regions. We consider complete and incomplete information games and also observational and experimental data. We will also provide empirical illustrations where practical and computational issues are studied.



http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/72eba896-881a-4451-9dda-1103c2d27482

cemmap masterclass
Year(s) Of Engagement Activity 2013
URL https://www.cemmap.ac.uk/event/id/773
 
Description Education and inequality, University of Porto, Portugal 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Efficient Estimation in Semiparametric Models With an Application to High-Dimensional Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap masterclass

no information
Year(s) Of Engagement Activity 2014
URL http://www.cemmap.ac.uk/event/id/1011
 
Description Equality of opportunity in education, Lisbon Portugal 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Estimation and Inference for Set-identified Parameters Using Posterior Lower Probabilities 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Applied Statistics Workshop
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/4c376cc5-dd4f-4337-b892-e7bca184d3...
 
Description Estimation in the fixed effects ordered logit model - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Chris Muris (Simon Fraser). It is based on paper 'Estimation in the fixed effects ordered logit model' which can be found here.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1274
 
Description European Seminar on Bayesian Econometrics 2016 in Venice, Italy 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Evaluating the impacts of a large scale parenting program in Chile 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

Evaluating the impacts of a large scale parenting program in Chile
Year(s) Of Engagement Activity 2016,2017
 
Description Event: Household wealth data and public policy 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact The conference involved considerations of the link between household wealth and both long-run and short-run policy questions.
Year(s) Of Engagement Activity 2016
URL http://www.ifs.org.uk/events/1107
 
Description FERM keynote speaker 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Keynote speaker at the Guangzhou 2016 Symposium on Financial Engineering and Risk Management. Audience: Academics
Year(s) Of Engagement Activity 2016
URL http://www.lingnan.sysu.edu.cn/Item/10559.html
 
Description Federal Reserve Housing, Urban, Labor and Macro Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/eb21e255-8525-4ca0-9977-023d708dfc...
 
Description Financial Econometrics Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Conference at Toulouse School of Economics
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/2b309eff-18c9-46ba-9e22-c380affce7...
 
Description Financial Econometrics workshop 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact workshop in Natal, Brazil
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/018e7674-eabd-4b81-8821-ec4bef0f82...
 
Description Fixed-effect regressions on network data 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

This paper was presented on: • 15 March 2016: University of California, Los Angeles, USA • 15 September 2016 at the MIT/Harvard Joint Econometrics Seminar, USA • 15 November 2016 at the University of Mannheim, Germany This paper studies inference on fixed effects in a linear regression model estimated from network data and is joint work with Koen Jochmans.


Publisher : The IFS
Presented at : California, Los Angeles, USA
Presented at : Cambridge, Massachusetts, USA
Presented at : Mannheim, Germany
Year(s) Of Engagement Activity 2016
 
Description Fixed-effect regressions on network data - Boston College, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact 12 September 2016: Boston College, USA, presenting "Fixed-effect regressions on network data" (joined work with Koen Jochmans), approx. 12 people
Year(s) Of Engagement Activity 2016
 
Description Fixed-effect regressions on network data, Boston USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

This seminar presentation was presented on 12 September 2016 the Boston College, USA by Martin Weidner.
Year(s) Of Engagement Activity 2016
 
Description Forecasting with Judgement 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Barcelona GSE summer forum
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/6896a10a-287a-40a1-a899-bc2a3bb584...
 
Description Forecasting with judgment 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Forecasting with judgment
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/e5ebffad-5f05-4b68-b296-0b893c6456...
 
Description Frontiers of Macroeconometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact 2-day event organised by Raffaella & Matthew Price

no information
Year(s) Of Engagement Activity 2013
URL http://www.ucl.ac.uk/economics/non-seminar/frontiers
 
Description Frontiers of Macroeconometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Conference at UCL
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/b1f32d98-1c7c-4904-9f99-06002f745e...
 
Description Fruit - a presentation delivered to Boston College, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description Generalized Instrumental Variable Models 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Generalized Instrumental Variable Models 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Generalized Instrumental Variable Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Invited lecture at the Conference on the Mathematical Statistics of Partially Identified Objects
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/830212ae-8d80-41fd-b866-96d408772c...
 
Description Generalized Instrumental Variable Models 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Generalized Instrumental Variable Models 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Generalized Instrumental Variable Models: Applications 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Department Seminar
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/e1f3f847-ebeb-4394-9f6a-0f0f8ea5d5...
 
Description Generalized Instrumental Variables 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Generalized Instrumental Variables
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/bc8a053f-fc4e-4318-8929-e040307e00...
 
Description Generalized instrumental variable models, New Jersery USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences

An incomplete model of English auctions with symmetric independent private values, similar to the one studied in Haile and Tamer (2003), is shown to fall in the class of Generalized Instrumental Variable Models introduced in Chesher and Rosen (2014). A characterization of the sharp identified set for the distribution of valuations is thereby obtained and shown to refine the bounds available until now.
Year(s) Of Engagement Activity 2017
 
Description Generalized method of moments with latent variables 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Generalized method of moments with latent variables
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/ad142729-923f-4140-8f51-41f07d0296...
 
Description High Dimensional Data - CEMMAP conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact CEMMAP conference on high dimensional data

no information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/f0401333-b1b1-4625-b650-c775b5ae3c...
 
Description High-dimensional econometric models - Conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/903
 
Description Higher Education: Heterogeneity, Selection and Advantage 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Details findings from research analysing whether there are heterogeneous returns to higher education owing to either observable or unobservable characteristics
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/f7d0aa6f-28c1-4e97-bd09-53446afb8f...
 
Description Hitotsubashi University Econometrics seminar 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Hitotsubashi University Labor/IO seminar 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiencees
Year(s) Of Engagement Activity 2017
 
Description Homeownership and the Scarcity of Rentals 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Seminar
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/d611e11e-9d22-47f0-84c5-aba6d06ce2...
 
Description House Values, Rental Price and User Costs 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact presentation of results of analysis of the English Housing Survey comparing house values and rents
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/b45cc30e-8fb4-40de-abdc-b9752be8d9...
 
Description Housing, Bank of England London 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact On the 4 and 5 May 2016 at a conference at the Bank of England, London, UK, Lars Nesheim delivered the presentation "Housing".
Year(s) Of Engagement Activity 2016
 
Description Housing: Microdata, Macro Problems 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Conference

no information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/816
 
Description Housing: Microdata, Macro Problems - Cemmap workshop 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact cemmap workshop

no information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/816
 
Description Housing: Microdata, macro problems - Bank Of England 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact A host of issues continue to limit understanding of the role housing markets play in the dynamics of financial markets, labour markets, and the wider macro economy. Mortgage and bankruptcy constraints, individual tenure and portfolio choices, potential frictions in the labour, housing and mortgage markets remain promising avenues for theoretical and empirical research and debate. Arguments about policies often hinge on particular modelling assumptions. Which assumptions are of first-order importance? Microdata or theoretical models that shed light on these issues are sought.

The conference featured 13 papers that tackled housing issues from a variety of angles. Examples of issues considered are:

Mortgage and bankruptcy constraints in equilibrium
Role of individuals' beliefs and expectations about income and house prices
Interactions between housing and labour market choices
Tenure choice: Why does anyone buy a house?
Housing supply
Contracting frictions in housing and mortgage markets
Search and matching in housing markets
The effects of recent and not-so recent housing/mortgage policies
International comparisons
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1186
 
Description Housing: Microdata, macro problems - Bank of England 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact A host of issues continue to limit understanding of the role housing markets play in the dynamics of financial markets, labour markets, and the wider macro economy. Mortgage and bankruptcy constraints, individual tenure and portfolio choices, potential frictions in the labour, housing and mortgage markets remain promising avenues for theoretical and empirical research and debate. Arguments about policies often hinge on particular modelling assumptions. Which assumptions are of first-order importance? Microdata or theoretical models that shed light on these issues are sought.

The conference featured 13 papers that tackled housing issues from a variety of angles. Examples of issues considered are:

Mortgage and bankruptcy constraints in equilibrium
Role of individuals' beliefs and expectations about income and house prices
Interactions between housing and labour market choices
Tenure choice: Why does anyone buy a house?
Housing supply
Contracting frictions in housing and mortgage markets
Search and matching in housing markets
The effects of recent and not-so recent housing/mortgage policies
International comparisons
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1186
 
Description Humboldt-Copenhagen Conference on Financial Econometrics, 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact Conference in Berlin
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/f08f1396-1591-4658-b98f-19117f4464...
 
Description IAAE 2017 Annual Conference, Sapporo, Japan, presenting "Fixed-effect regressions on network data" 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
IAAE 2017 Annual Conference, Sapporo, Japan, presenting "Fixed-effect regressions on network data" (joint work with Koen Jochmans)
Year(s) Of Engagement Activity 2017
 
Description IAAE 3rd Conference, Milan, Italy 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/44e8d4b8-cac7-4803-a70f-98be740617...
 
Description Identification and Estimation of Voter Preferences 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Royal Holloway University of London
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/42b52686-3d91-4b8d-b971-dfc6ba290b...
 
Description Identification and Estimation of Voter Preferences 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Cambridge University

Section not completed
Year(s) Of Engagement Activity 2013
 
Description Identification in Multidimensional hedonic Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact a theoretical analysis of identificiation in multi-dimensional hedonic models
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/4e11a0f5-6d8c-4a27-8c4d-4a6e07899c...
 
Description Identification of multidimensional hedonic models, Munich, Germany 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Identification of the Distribution of Valuations in an Incomplete Model of English Auctions - Dashisha University, Kyoto, Japan (Conference) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact July 11 2016, Asia Meeting of the Econometric Society, Dashisha University, Kyoto, Japan. "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions".
Year(s) Of Engagement Activity 2016
 
Description Identification of the distribution of valuations in an incomplete model of English auctions, Kyoto, Japan 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

Presented on 11 August 2016 at the Asia meetings of the Econometric society, Doshisha University, Kyoto, Japan - An incomplete model of English auctions with symmetric independent private values, similar to the one studied in Haile and Tamer (2003), is shown to fall in the class of Generalized Instrumental Variable Models introduced in Chesher and Rosen (2014). A characterization of the sharp identified set for the distribution of valuations is thereby obtained and shown to refine the bounds available until now.
Year(s) Of Engagement Activity 2016
 
Description Identification of valuation distributions in English auctions at the University of Cambridge 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audiences

Presented at the University of Cambridge, Econometrics Seminar by Professor Andrew Chesher on 8 February 2017
Year(s) Of Engagement Activity 2017
 
Description Identification of valuation distributions in English auctions, Cambridge, UK 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identified sets for finite dimensional parameters in semiparametric IV models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Policymakers/politicians
Results and Impact Conference on Nonparametric and Semiparametric Methods, University of Cambridge
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/dee37a83-3fc5-4790-8ef4-7d9fa91668...
 
Description Identifying and Estimating Social Connections from Outcome Data 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data IAAE (Keynote) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2016
 
Description Identifying and Estimating Social Connections from Outcome Data at Carnegie Mellon University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data at John Hopkins University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data at University of Bonn, Germany 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data at University of Colorado, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data presented at Insper (Brazil) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Identifying and Estimating Social Connections from Outcome Data, Chicago USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Identifying and Estimating Social Connections from Outcome Data, Medellin Colombia 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Identifying effects of multivalued treatments - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Sokbae Lee (Seoul National University) on the paper 'Identifying effects of multivalued treatments' found here that was written with Bernard Salanie.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1271
 
Description Identifying preferences in networks with bounded degree 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Presented to an Academic Audience
Presented at : Amsterdam, Netherlands
Presented at : Charlottesville, Virginia, USA
Presented at : Cambridge, Massachusetts, USA
Presented at : Paris, France
Presented at : New York, USA
Presented at : Pennsylvania, PA, USA
Presented at : Surrey, UK
Presented at : Gronigen, Netherlands
Publisher : Institute for Fiscal Studies
Year(s) Of Engagement Activity 2017
 
Description Incidental Parameter Bias in Panel Quantile Regressions 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Presentation at Econometric Study Group Annual Conference, Bristol
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/876c4eda-4025-40d0-b919-302fd1a338...
 
Description Incomplete Auction Models with Heterogeneity at the CeMMAP/Vanderbilt conference on econometrics at Vanderbilt 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
at the CeMMAP/Vanderbilt conference on econometrics and models of strategic interactions on April 22nd held at Vanderbilt.
Year(s) Of Engagement Activity 2017
 
Description Incomplete Auction Models with Heterogeneity at the University of Hong Kong 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
at the Asian Meeting of the Econometric Society at the Chinese University of Hong Kong on June 4.
Year(s) Of Engagement Activity 2017
 
Description Incomplete Auction Models with Heterogeneity, Columbia University USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Columbia University, April 20
Year(s) Of Engagement Activity 2017
 
Description Incomplete Auction Models with Heterogeneity, Johns Hopkins University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Johns Hopkins University, April 27
Year(s) Of Engagement Activity 2017
 
Description Incomplete Auction Models with Heterogeneity, University of Michigan USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
University of Michigan, April 13
Year(s) Of Engagement Activity 2017
 
Description Incomplete Auction Models with Heterogeneity, University of Virginia, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience

On 21 March 2016 Adam Rosen presented "Incomplete auction models with heterogeneity" at the University of Virginia.
Year(s) Of Engagement Activity 2016
 
Description Incomplete English Auction Models with Heterogeneity at Shanghai Jiao Tong University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
at the Advances in Econometrics Conference on June 7
Year(s) Of Engagement Activity 2017
 
Description Incomplete Models - Queens University Belfast Management School Research Seminar. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact April 22 2016, Queens University Belfast Management School Research Seminar. "Incomplete Models"
Year(s) Of Engagement Activity 2016
 
Description Incomplete Models, Belfast Ireland 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Academic Audience

"Incomplete Models" presented by Professor Andrew Chesher on 22 April 2016 at the Queens University Belfast.
Year(s) Of Engagement Activity 2016
 
Description Indirect likelihood inference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Seminar at Pontifical Catholic Uni of Rio de Janeiro
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/7fc406c8-8224-4a4a-93db-e6be241029...
 
Description Individual Counterfactuals with Multidimensional Unobserved Heterogeneity, Columbia University USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
27 April, Columbia University
Year(s) Of Engagement Activity 2017
 
Description Individual Counterfactuals with Multidimensional Unobserved Heterogeneity, NYU, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
25 April, New York University
Year(s) Of Engagement Activity 2017
 
Description Individual Counterfactuals with Multidimensional Unobserved Heterogeneity, Princeton University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
2 May, Princeton University
Year(s) Of Engagement Activity 2017
 
Description Individual and Time Effects in Nonlinear Panel Data Models with Large N,T 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Presentation at North American Summer Meeting of the Econometric Society, Los Angeles
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/9e925b85-3a74-4d6b-a757-3f0e128cff...
 
Description Industrial organisation: empirical analysis of auctions and nonlinear pricing 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap masterclass

no information
Year(s) Of Engagement Activity 2013
URL http://www.cemmap.ac.uk/event/id/900
 
Description Instrumental variable estimation with first stage heterogeneity 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This seminar will be delivered by Jiaying Gu (Toronto). It is based on paper 'Instrumental variable estimation with first stage heterogeneity' which is a joint work with Alberto Abadie and Shu Shen.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1246
 
Description Interactive Fixed Effects in the BLP Random Coefficients Demand Model 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Seminar at Southampton University
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/719eb478-cb38-4d68-96d5-1ae79a4178...
 
Description Interdependent Durations 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Europeean Meetings of the Econometric Society

no information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/5d06b2d2-dbb7-4d6c-9750-879bd822f4...
 
Description Interdepent Durations in Joint Retirement 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact 12th Conference on Research on Economic Theory & Econometrics (CRETE 2013)
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/f5feff45-ae0e-4c3e-9f27-11bf50a32a...
 
Description Interdepent Durations in Joint Retirement 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Upsalla

Seminar/workshop
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/98d53c38-7651-413d-8a60-e080a40185...
 
Description Interdepent Durations in Joint Retirement 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Universidade do Minho

Section not completed
Year(s) Of Engagement Activity 2013
 
Description Intergenerational Mobility and the timing of parental income 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Intergenerational Mobility and the timing of parental income
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/db8bd755-225f-4ab2-b39e-33717e3186...
 
Description Intergenerational Mobility and the timing of parental income 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Intergenerational Mobility and the timing of parental income
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/de60aea9-e82b-49b9-a1f9-152078ccb9...
 
Description Intersection Bounds, Robust Bayes, Updating Ambiguous Belief 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Hitotsubashi University Theory Seminar
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/d767b0de-88d0-4457-93ca-0461595837...
 
Description Introduction to impact assessment - University of Essex 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact The course will introduce the various quantitative methods that can be used to estimate the causal impact of a policy intervention. The aim is to give participants an understanding of the suitability of these empirical methods given the nature of the policy under consideration and the available data.

Participants who are involved in designing policy experiments, managing projects undertaking evaluation, or need to make decisions based on the estimated impact of policies will find this course particularly useful.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1179
 
Description Johns Hopkins University, Baltimore, USA (27 Apr) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Johns Hopkins University, USA 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Judgement and Combination in Forecasting and Policy Models - cemmap workshop 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact cemmap workshop

no information
Year(s) Of Engagement Activity 2014
URL http://www.cemmap.ac.uk/event/id/999
 
Description Kyoto University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audiences
Year(s) Of Engagement Activity 2017
 
Description Labour Market Reforms and Unemployment Dynamics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Keynote lecture at 12th conference on Research on Econometrics
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/1aec27d6-f48f-4996-8bde-1366828954...
 
Description Large Scale Sparse Demand for Fruits and Vegetables 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact presents a new method to model demand when consumers choose a small number of goods from a very large choice set
Year(s) Of Engagement Activity 2013
 
Description Large Scale Sparse Demand for Fruits and Vegetables 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact presents a new method to model demand when consumers choose a small number of goods from a very large choice set
Year(s) Of Engagement Activity 2013
 
Description Lecture: Quantitative data for public policy research 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Presentation delivered at the:
• Parliamentary Researchers, Houses of Parliament
Year(s) Of Engagement Activity 2016
 
Description Lecture: Does Starbucks pay enough tax? 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact RES annual lecture
Year(s) Of Engagement Activity 2016
URL http://www.ifs.org.uk/publications/8096
 
Description Likelihood and Simplicity 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Likelihood and Simplicity
Year(s) Of Engagement Activity 2014
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/Read/9eba4bd9-5278-4c67-8526-1e2c7c9644...
 
Description Limited Information Econometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Limited Information Econometrics
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/461850ca-8af6-442e-8f37-10eb9a65e9...
 
Description Limited Information Inference in SV models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other academic audiences (collaborators, peers etc.)
Results and Impact Seminar at Lancaster Uni
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/49ec102d-16a4-4fde-8255-1fcf827f23...
 
Description Location, structure and unobserved quality, Barcelona Spain 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Academic Audience
Year(s) Of Engagement Activity 2016
 
Description Machine Learning for Treatment Effects and Structural Equation Models - IFS 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact The course will provide a practical introduction to modern high-dimensional function fitting methods - a.k.a. machine learning (ML) methods - for efficient estimation and inference on the treatment effects and structural parameters in empirical economic models. Every participant will use R to immediately internalize and use the techniques in their own academic and industry work. All lectures, except the introductory one, will be accompanied by the R-code that can be used to reproduce the empirical examples in the lectures during the lectures. Thus, there will be no gap between theory and practice.
Year(s) Of Engagement Activity 2016
URL https://www.cemmap.ac.uk/event/id/1166
 
Description Mannheim Workshop in Quantitative Economics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Conference

No Information
Year(s) Of Engagement Activity 2013
URL http://www.esrc.ac.uk/my-esrc/grants/RES-589-28-0002/outputs/read/d8d022fa-6208-45eb-8cb0-2ea49438ce...
 
Description Masterclass - Applications of random set methods in econometrics 19-20 June 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This masterclass aims to introduce the main ideas from the theory of random sets and to emphasize their econometric applications. On the mathematical side, it will cover the distributions of random sets, selections and expectations, and related concepts from the theory of multivalued functions. These concepts will be then illustrated on examples of econometric models, mostly concerning the partial identification setting. Academic.
Year(s) Of Engagement Activity 2014
 
Description Masterclass - Econometrics of cross section and panel data 23-25 June 2014 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact On 23 to 25 June, Guido Imbens and Jeffrey Wooldridge will deliver a joint cemmap/PEPA masterclass. This short course on microeconometrics will focus on methods that have proven to be useful in empirical research, including, among other topics, treatment effects, panel data, instrumental variables, and sampling issues. The course is aimed at empirical researchers, focusing on practical issues of implementation. Public and private sectors.
Year(s) Of Engagement Activity 2014
 
Description Masterclass - Econometrics of models with strategic interaction 5-6 June 2013 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact The course will provide a preview of the econometrics questions that arise when analyzing models with multiple decision makers interacting simultaneously. This simultaneous causality creates challenges to standard approaches to identification and estimation. We first, in a simple bivariate binary game, underscore how observed data can be linked to response functions, and how assumptions about what agents know, their beliefs and how they play impact the kinds of learning that one can do with these data. Given the identification results, we will then provide approaches to statistical estimation of such models and the challenges that come up in building confidence regions. We consider complete and incomplete information games and also observational and experimental data. We will also provide empirical illustrations where practical and computational issues are studied. Academic and public sector.
Year(s) Of Engagement Activity 2013
 
Description Masterclass - Incorporating more realistic psychology into economic analysis 22-23 June 2017 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Reflecting the advent of "behavioral economics," as well as the accumulation of evidence about some of the systematic shortcomings of traditional economics, this masterclass provides an introduction to some of the ways that insights from psychology can be translated into formal economic analysis. The emphasis is on how economists - as well as policy makers and others applying economic theory - might incorporate these insights to answer important economic questions using the rigorous techniques of traditional economics. Academics, public sector, private sector, charity, overseas.
Year(s) Of Engagement Activity 2017
 
Description Masterclass - Industrial organisation: empirical analysis of auctions and nonlinear pricing 17-18 Oct 2013 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact Incomplete information between a firm and consumers or a seller and buyers is a key concept to understand economic relationships and markets. Over the past fifteen years, empirical research has applied these models to analyze auction, insurance and pricing data. Professor Perrigne and Professor Vuong have been major contributors to this area through the development of new econometric methods. They will give lectures on empirical auctions and nonlinear pricing on Thursday and Friday October 17th and 18th. The lectures will cover econometric tools and empirical applications for a deep understanding of market mechanisms. Academic
Year(s) Of Engagement Activity 2013
 
Description Masterclass - Measurement error: Models, identification and inference 10-11 Oct 2012 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact This class will review approaches aimed at eliminating biases due to the presence of measurement error in covariates. Special emphasis will be given to consistent methods that circumvent distributional assumptions and the need for validation data. Both classical and nonclassical measurement error models will be considered. We will discuss a recent approach to latent variable problems, including measurement error. The class will conclude with examples of the use of measurement error techniques in related fields, such as panel data, auctions and factor models.
Year(s) Of Engagement Activity 2012
 
Description Masterclass - The macroeconomics of uncertainty shocks: evidence, models and methods 14-15 March 2016 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach