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Econometric methods
Our approach is to combine new ideas in economic theory with cutting-edge microeconometric methods.

By using data to analyse the characteristics and behaviour of people and firms at a disaggregated level, we can develop a richer understanding of the impact of policy and its social and economic environment than is possible simply from looking at aggregate measures.

To help achieve this, our research agenda encompasses investigation of microeconometric methods, policy evaluation methodology and modelling of individual, household and firm behaviour, as well as analysis of particular policy issues and key ingredients for effective policy development.

The Centre for Microdata Methods and Practice (cemmap) at IFS provides a focus for development, understanding and application of the statistical and econometric tools used to identify and estimate models of behaviour.

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Year: 489 publications
01 July 2010
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.
01 July 2010
Victor Chernozhukov, Fernandez-Val, Ivan and Alfred Galichon
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile.
01 July 2010
We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference parameters in hedonic economies with both additive and nonadditive marginal utility and marginal product functions.
01 July 2010
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory variables and innovations suspected to be non-normal.
01 July 2010
Victor Chernozhukov and Fernandez-Val, Ivan
This paper gives identification and estimation results for marginal effects in nonlinear panel models.
04 June 2010
This talk was given on 4 June 2010 at the Journal of Applied Econometrics Workshop at Cambridge University.
02 June 2010
Wang, Qihua, Oliver Linton and Hardle, Wolfgang
We develop inference tools in a semiparametric partially linear regression model with missing response data.
24 May 2010
This paper proposes a new class of HAC covariance matrix estimators.
21 May 2010
Xiaohong Chen, Wu, Wei Biao and Yi, Yanping
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models.
19 May 2010
This Mathematica notebook accompanies the paper, 'Sharp identified sets for discrete variable IV models'.
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Browse publications & research

Impact on Society
We provided evidence to the Browne Review of higher education funding about the impact of a number of higher education finance reforms.
We run a policy evaluation methods course that has trained practitioners inside and outside government how to conduct an evaluation and interpret the results.