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ROMIA SIGNED

Research on Microeconometrics: Identification, Inference, and Applications

Total Cost €

0

EC-Contrib. €

0

Partnership

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Project "ROMIA" data sheet

The following table provides information about the project.

Coordinator
Institute for Fiscal Studies 

Organization address
address: Ridgmount Street 7
city: London
postcode: WC1E 7AE
website: www.ifs.org.uk

contact info
title: n.a.
name: n.a.
surname: n.a.
function: n.a.
email: n.a.
telephone: n.a.
fax: n.a.

 Coordinator Country United Kingdom [UK]
 Total cost 1˙292˙297 €
 EC max contribution 1˙292˙297 € (100%)
 Programme 1. H2020-EU.1.1. (EXCELLENT SCIENCE - European Research Council (ERC))
 Code Call ERC-2014-CoG
 Funding Scheme ERC-COG
 Starting year 2016
 Duration (year-month-day) from 2016-01-01   to  2020-12-31

 Partnership

Take a look of project's partnership.

# participants  country  role  EC contrib. [€] 
1    Institute for Fiscal Studies UK (London) coordinator 1˙292˙297.00

Map

 Project objective

This research project is motivated from three observations regarding recent trends in empirical economics using micro-level data. First, researchers are increasingly aware of the trade-off between credibility and the strength of the assumptions maintained, eloquently termed as the law of decreasing credibility by Charles F. Manski. This trend has led to recent intensive research in partial identification. Second, applied empirical research is increasingly based on data collected for study by individual researchers, quite often through laboratory or field experiments. Third, high-dimensional data are more readily available than ever before, and have received growing attention in economics. In view of these observations, there is a call for research to improve standard econometric practice by facing identification problems upfront, by providing econometrically sound guidelines for data collection, and by making use of the increasing availability of high-dimensional data without sacrificing the credibility of econometric methods. This research project aims to contribute to advances in microeconometrics by considering the issues of identification, data collection, and high-dimensional data carefully. The proposed research builds on semiparametric and nonparametric approaches to increase the credibility of proposed econometric methods. In particular, the proposed research will: (1) develop identification results of practical value and characterize optimal data collection for applied researchers; (2) make advances in estimation, inference, and testing in a variety of microeconometric models; (3) produce credible evidence in applied microeconometric research; (4) develop computer software that implements newly available microeconometric techniques.

 Publications

year authors and title journal last update
List of publications.
2017 Joel L. Horowitz, Sokbae Lee
Nonparametric estimation and inference under shape restrictions
published pages: , ISSN: 0304-4076, DOI: 10.1016/j.jeconom.2017.06.019
Journal of Econometrics accepted and to be published, t 2019-05-31
2016 Susanne M. Schennach and Daniel Wilhelm
Working paper: A simple parametric model selection test (CWP30/16)
published pages: , ISSN: , DOI: 10.1920/wp.cem.2016.3016
cemmap working papers 2019-05-31
2018 Fernández-Val, Iván; Weidner, Martin
Fixed Effect Estimation of Large T Panel Data Models
published pages: , ISSN: , DOI:
2019-05-31
2017 Pedro Carneiro , Sokbae Lee and Daniel Wilhelm
Working Paper: Optimal data collection for randomized control trials (CWP15/17)
published pages: , ISSN: , DOI: 10.1920/wp.cem.2017.4517
cemmap working papers 2019-05-31
2018 Hyungsik Roger Moon, Matthew Shum, Martin Weidner
Estimation of random coefficients logit demand models with interactive fixed effects
published pages: , ISSN: 0304-4076, DOI: 10.1016/j.jeconom.2018.06.016
Journal of Econometrics 2019-05-31
2017 Cruz-Gonzalez, M.; Fernández-Val, I.; Weidner, M.
Bias corrections for probit and logit models with two-way fixed effects
published pages: , ISSN: , DOI:
The Stata Journal , 17 (3) pp. 517-545. (2017) 2019-05-31
2017 Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
published pages: 1-47, ISSN: 0266-4666, DOI: 10.1017/S0266466617000329
Econometric Theory 2019-05-31
2017 Rachel Griffith, Sokbae Lee, Bas Straathof
Recombinant innovation and the boundaries of the firm
published pages: 34-56, ISSN: 0167-7187, DOI: 10.1016/j.ijindorg.2016.10.005
International Journal of Industrial Organization 50 2019-05-31
2017 Denis Chetverikov and Daniel Wilhelm
Working paper: Nonparametric instrumental variable estimation under monotonicity (CWP 14/17)
published pages: , ISSN: , DOI: 10.1920/wp.cem.2017.1417
cemmap working papers 2019-05-31
2017 Denis Chetverikov, Daniel Wilhelm
Nonparametric Instrumental Variable Estimation Under Monotonicity
published pages: 1303-1320, ISSN: 0012-9682, DOI: 10.3982/ECTA13639
Econometrica 85/4 2019-05-31
2018 Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin
Network and Panel Quantile Effects Via Distribution Regression
published pages: , ISSN: , DOI:
2019-05-31
2018 Le-Yu Chen, Sokbae Lee
Best subset binary prediction
published pages: 39-56, ISSN: 0304-4076, DOI: 10.1016/j.jeconom.2018.05.001
Journal of Econometrics 206/1 2019-05-31
2018 Le-Yu Chen, Sokbae Lee
Exact computation of GMM estimators for instrumental variable quantile regression models
published pages: 553-567, ISSN: 0883-7252, DOI: 10.1002/jae.2619
Journal of Applied Econometrics 33/4 2019-05-31
2017 Koen Jochmans and Martin Weidner
Working paper: Fixed-effect regressions on network data (CWP32/16 and CWP26/17)
published pages: , ISSN: , DOI: 10.1920/wp.cem.2017.2617
cemmap working papers 2019-05-31
2018 Jochmans, Koen; Weidner, Martin
Inference on a Distribution from Noisy Draws
published pages: , ISSN: , DOI:
2019-05-31
2018 Johan Vikström, Geert Ridder, Martin Weidner
Bounds on treatment effects on transitions
published pages: 448-469, ISSN: 0304-4076, DOI: 10.1016/j.jeconom.2017.11.012
Journal of Econometrics 205/2 2019-05-31
2018 Wooyoung Kim, Koohyun Kwon, Soonwoo Kwon, Sokbae Lee
The identification power of smoothness assumptions in models with counterfactual outcomes
published pages: 617-642, ISSN: 1759-7323, DOI: 10.3982/QE545
Quantitative Economics 9/2 2019-05-31
2017 SOKBAE LEE, HYUNMIN PARK, MYUNG HWAN SEO, YOUNGKI SHIN
Testing for a Debt-threshold Effect on Output Growth
published pages: , ISSN: 0143-5671, DOI: 10.1111/1475-5890.12134
Fiscal Studies article is forthcoming, four is 2019-05-31
2016 Federico M Bandi , Valentina Corradi and Daniel Wilhelm
Working paper: Possibly Nonstationary Cross-Validation (CWP11/16)
published pages: , ISSN: , DOI: 10.1920/wp.cem.2016.1116
cemmap working papers 2019-05-31
2018 Lee, Sokbae; Salanié, Bernard
Identifying Effects of Multivalued Treatments
published pages: , ISSN: , DOI:
2019-05-31
2018 Hyungsik Roger Moon, Martin Weidner
Nuclear Norm Regularized Estimation of Panel Regression Models
published pages: , ISSN: , DOI:
Cornell University Working Paper 25 October 2018 2019-03-12
2018 Le-Yu Chen, Sokbae Lee
High Dimensional Classification through â„“0-Penalized Empirical Risk Minimization
published pages: , ISSN: , DOI:
Cornell University Working Paper 23 November 2018 2019-03-12
2018 Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
Factor-Driven Two-Regime Regression
published pages: , ISSN: , DOI:
Cornell University Working Paper 6 December 2018 2019-03-12
2018 Sung Jae Jun and Sokbae Lee
Identifying the effect of persuasion
published pages: , ISSN: , DOI: 10.1920/wp.cem.2018.1918
CEMMAP Working Paper Series CWP19/18 2019-03-12
2017 Hyuk-Soo Kwon, Jihong Lee, Sokbae Lee, Ryungha Oh
Knowledge spillovers and patentcitations: trends in geographiclocalization, 1976-2015
published pages: , ISSN: , DOI: 10.1920/wp.cem.2017.5517
CEMMAP Working Paper Series CWP55/17 2019-03-12

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