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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 May 1997
W97/14
This paper applies revealed preference theory to the nonparametric statistical analysis of consumer demand.
01 January 1997
W97/21
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function.
06 September 1996
W96/19
Arthur Lewbel
Both direct utility function and Frisch cost function representations of demand system rank are derived.
06 September 1996
W96/20
The Hicks-Leontief composite commodity theorem permits aggregation of sets of goods that have identical price movements into composite groups of goods, each of which can be treated like a single good for demand analysis.
16 August 1996
W96/15
Frank Windmeijer and Joao Santos Silva
The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors.
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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.