Working Papers

These are some of the recent working papers by members of the Center for Econometrics.


  1. Bounding the Difference between True and Nominal Rejection Probabilities in Tests of Hypotheses about Instrumental Variables Models
    Joel L. Horowitz


  1. Bootstrap Methods in Econometrics (revised)
    Joel L. Horowitz
  2. Testing Exogeneity in Nonparametric Instrumental Variables Models Identified by Conditional Quantile Restrictions
    Jia-Young Michael Fu, Joel L. Horowitz, and Matthias Parey
  3. Permutation Tests for Equality of Distributions of Functional Data
    Federico A. Bugni and Joel L. Horowitz
  4. Estimation of a Heterogeneous Demand Function with Berkson Errors (revised)
    Richard Blundell, Joel L. Horowitz, and Matthias Parey
  5. Using Penalized Likelihood to Select Parameters in a Random Coefficients Multinomial Logit Model
    Joel L. Horowitz and Lars Nesheim



  1. The Wild Bootstrap with a “Small” Number of “Large” Clusters,
    Ivan A. Canay,  Andres Santos, and Azeem M. Shaikh
  2. Tail and Center Rounding of Probabilistic Expectations in the Health and Retirement Study,
    Pamela Giustinelli, Charles F. Manski, and Francesca Molinari
  3. Minimax-Regret Sample Design in Anticipation of Missing Data, With Application to Panel Data,
    Jeff Dominitz and Charles F. Manski
  4. Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design,
    Federico Bugni and Ivan A. Canay
  5. Non-Asymptotic Inference in Instrumental Variables Estimation,
    Joel Horowitz
  6. Bootstrap Methods in Econometrics,
    Joel Horowitz
  7. Estimation of a Nonseparable Heterogeneous Demand Function with Shape Restrictions and Berkson Errors,
    Richard Blundell, Joel Horowitz, and Matthias Parey


  1. Inference under Covariate Adaptive Randomization with Multiple Treatments
    Federico A. Bugni, Ivan A. Canay,  and Azeem M. Shaikh
  2. A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for              Conditional Quantile Functions,
    Joel L. Horowitz, and Anand Kirshamurthy
  3. Permutation Tests for Equality of Distributions of Functional Data,
    Federico Bugni and Joel Horowitz
  4. Non-asymptotic inference in instrumental variables estimation,
    Joel Horowitz


  1. Nonparametric estimation and inference under shape restrictions,
    Joel L. Horowitz and Sokbae Lee
    CeMMAP wo6rking paper CWP29/1
  2. Bias-corrected confidence intervals in a class of linear inverse problems,
    Jean-Pierre Florens, Joel L. Horowitz, and Ingrid Van Keilegom
    CeMMAP working paper CWP19/16
  3. Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions,
    Jia-Young Fu, Joel L. Horowitz, and Matthias Parey
    CeMMAP working paper CWP68/15
  4. Practical and Theoretical Advances in Inference for Partially Identified Models,
    Ivan A. Canay and Azeem Shaikh
    CeMMAP working paper CWP05/16


  1. Clinical Trial Design enabling e-optimal treatment rules
    Charles F. Manski and Aleksey Tetenov
    CeMMAP working paper 60/15
  2. Variable Selection and Estimation in High Dimensional Models,
    Joel L. Horowitz,
    CeMMAP working paper 35/15
  3. Inference under Covariate Adaptive Randomization,
    Federico Bugni, Ivan A. Canay, and Azeem Shaikh
    CeMMAP working paper CWP45/15
  4. Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design,
    Ivan A. Canay and Vishal Kamat
    CeMMAP working paper CWP27/15
  5. Partial Identification by Extending Subdistributions,
    Alex Torgovitsky
    Working paper
  6. Partial Identification of State Dependence,
    Alex Torgovitsky
    Working paper


  1. The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments,
    Charles F. Manski and Aleksey Tetenov
    Working Paper
  2. Randomization Tests Under an Approximate Symmetry Assumption,
    Joe P. Romano, Ivan A. Canay and Azeem M. Shaikh.
    Working Paper
  3. Communicating Uncertainty in Official Economic Statistics,
    Charles F. Manski.
    Working Paper.
  4. Inference for functions of partially identified parameters in moment inequality models,
    Federico Bugni, Ivan A. Canay and Xiaoxia Shi.
    CeMMAP working paper CWP05/14,
  5. Instrumental variables estimation of a generalized correlated random coefficients model,
    Matthew Masten and Alex Torgovitsky.
    CeMMAP working paper CWP02/14.
  6. Ill-Posed inverse problems in Economics,
    Joel L. Horowitz.


  1. Default Bayesian Inference in a Class of Partially Identified Models,
    Brendan Kline and  Elie Tamer.
    Working Paper.
  2. Using Elicited Choice Probabilities in Hypothetical Elections to Study Decisions to Vote,
    Adeline Delavande and Charles F. Manski.
    Working Paper.
  3. Useful Variation in Clinical Practice under Uncertainty: Diversification and Learning
    Charles F. Manski.
    Working Paper
  4. Sensitivity Analysis In Semiparametric Likelihood Models
    Xiaohong Chen, Elie Tamer, and Alex Torgovitsky.
    Cowles Foundation Discussion Paper N. 1836
  5. Specification Tests in Partially Identified Models defined by Moment Inequalities,
    Federico Bugni, Ivan A. Canay and Xiaoxia Shi.
    CeMMAP working paper CWP01/13.
  6. Identification and Shape Restrictions in Nonparametric Instrumental Variables Estimation
    Joachim Freyberger and Joel L. Horowitz.
    CeMMAP working paper CWP31/13.
  7. Nonparametric estimation of a heterogeneous demand function under the Slutsky inequality restriction,
    Richard Blundell, Joel L. Horowitz, and Matthias Parey.
    CeMMAP working paper CWP54/13.
  8. A Simple Bootstrap Method for Constructing Confidence Bands for Functions,
    Peter Hall and Joel L. Horowitz.
    Working paper.
  9. Identification of Nonseparable Models with General Instruments
    Alex Torgovitsky.
    Working Paper.