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Article
Microdata Methods and Practice RTN
Funded by: European Commission
Date started: 01 April 2005
The Network aims to keep European researchers contributing at the expanding methodological frontier of this subject and to facilitate the take up of these methods by applied researchers in Europe.

The objectives of the network are as follows.

  • To provide a European focus for, and engage in the development of, microdata research methods.
  • To conduct best practice quantitative social science research based on microdata resources and methods.
  • To stimulate development of microdata resources, survey development and design.
  • To stimulate development of skills in microdata methods and practice and appreciation of their strengths and weaknesses amongst academic researchers and users in the public and private sectors.
  • To provide a research environment in which researchers and users interact while addressing research and policy questions.
Related publications
Publications by type

27 March 2007
cemmap Working Papers
Article
The weak instrument problem of the system GMM estimator in dynamic panel data models
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels.
06 March 2007
cemmap Working Papers
Article
Endogeneity and discrete outcomes
This paper studies models for discrete outcomes which permit explanatory variables to be endogenous.
16 January 2007
External publications
Article
Matching estimators for the effect of a treatment on survival times
We perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance.
09 November 2006
External publications
Article
Inequality in individual mortality and economic conditions earlier in life
We analyze the effect of being born in a recession on the mortality rate later in life in conjunction with social class.
02 November 2006
cemmap Working Papers
Article
Statistical treatment choice: an application to active labour market programmes
Choosing among a number of available treatments the most suitable for a given subject is an issue of everyday concern. A physician has to choose an appropriate drug treatment or medical treatment for a given patient, based on a number of observed covariates <i> X </i>?and prior experience.
12 October 2006
External publications
Article
Heterogeneity in dynamic discrete choice models
We consider dynamic discrete choice models with heterogeneity in both the levels parameter and the state dependence parameter.
11 October 2006
cemmap Working Papers
Article
GMM for panel count data models
This paper gives an account of the recent literature on estimating models for panel count data.
09 August 2006
External publications
Article
Testing for stochastic monotonicity
We propose a test of the hypothesis of stochastic monotonicity.
06 December 2005
cemmap Working Papers
Article
GMM with many weak moment conditions
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.
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Orazio Attanasio
Michaël Bégorre Bret
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Melanie Lührmann
Sokbae 'Simon' Lee
Costas Meghir
João Montalvão Machado
Lars Nesheim
Nicolas Roys
Frank Windmeijer