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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: 500 publications
16 August 1996
Frank Windmeijer and Joao Santos Silva
The generalized method of moments (GMM) estimation technique is discussed for count data models with endogenous regressors.
01 January 1995
Richard Blundell and Robin, J M
This paper develops a new separability concept - latent separability.
01 January 1995
Richard Blundell and Steve Bond
In this paper we consider estimation of the autoregressive error components model.
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Impact on Society
We run a policy evaluation methods course that has trained practitioners inside and outside government how to conduct an evaluation and interpret the results.
We provided evidence to the Browne Review of higher education funding about the impact of a number of higher education finance reforms.