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Daniel Wilhelm

Daniel Wilhelm

Research Fellow

Daniel Wilhelm joined UCL and cemmap in summer 2012 after finishing his PhD at the University of Chicago. His research interests range broadly in econometric theory and applied econometrics.

Academic outputs

Cemmap Working Paper CWP51/18
In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm ...
Cemmap Working Paper CWP45/18
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are ...

Reports and comment