Daniel Wilhelm

Events

1. Munich Econometrics Seminar
   • Mondays, 11:00 - 12:00
   • full schedule and info on timing and location
2. Econometrics Reading Group
   • Mondays, 11:00 - 12:00, when there is no Munich Econometrics Seminar
   • more info
3. Munich Econometrics Workshop 2024
   • 18-19 July 2024
   • Münchner Künstlerhaus
   • more info
4. LMU-Todai Workshop
   • 9-10 September 2024
   • LMU Munich

Affiliations

At LMU, I am the head of the Statistics and Econometrics Group in the Department of Statistics and professor (by courtesy) in the Department of Economics. In addition, I am

• Research Staff at the Centre for Microdata Methods and Practice (CeMMAP)
• Research Fellow at the Institute for Fiscal Studies (IFS)
• Research Fellow at the Centre for Research and Analysis of Migration (CReAM)
• Research Affiliate at the James M. and Cathleen D. Stone Centre on Wealth Concentration, Inequality and the Economy

Working Papers

1. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
   • R&R at Review of Economic Studies
   • cemmap working paper CWP34/15
   • pdf
2. Possibly Nonstationary Cross-Validation
   • R&R at Journal of Econometrics
   • with F. B. Bandi and V. Corradi
   • cemmap working paper CWP11/16
   • pdf
3. Testing for the Presence of Measurement Error
   • R&R at Review of Economic Studies
   • cemmap working paper CWP48/19
   • pdf
   • R code
   • Stata code
4. Inference for Rank-Rank Regressions
   • with D. Chetverikov
   • pdf
   • R package
5. csranks: An R Package for Estimation and Inference Involving Ranks
   • with D. Chetverikov, M. Mogstad, P. Morgen, J. Romano, and A. Shaikh
   • pdf
   • R package

Publications

1. Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
   • 2024, Journal of Econometrics
   • accepted
   • with S. Bazylik, M. Mogstad, J. Romano, and A. Shaikh
   • pdf
   • R package
   • BFI Finding (non-technical summary)
2. Powerful t-Tests in the Presence of Nonclassical Measurement Error
   • 2024, Econometric Reviews, 43:6, p. 345-378
   • with D. Kim
   • journal article
   • cemmap working paper
3. Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievements across Countries
   • 2024, Review of Economic Studies, 91(1), p. 476-518
   • with M. Mogstad, J. Romano, and A. Shaikh
   • journal article
   • cemmap working paper
   • NBER Working Paper
   • R package
   • replication package
   • Stone Centre non-technical summary
   • BFI Research Brief (non-technical summary)
   • Selected applications: 2022 PISA Report by the OECD
   • World Happiness Report 2023
4. Comment on "Invidious Comparisons: Ranking and Selection as Compound Decisions"
   • 2023, Econometrica, 91, p. 53-60
   • with M. Mogstad, J. Romano, and A. Shaikh
   • journal article
   • working paper
5. Statistical Uncertainty in the Ranking of Journals and Universities
   • 2022, AEA Papers and Proceedings, 112, p. 630-634
   • with M. Mogstad, J. Romano, and A. Shaikh
   • journal article
   • cemmap working paper
   • NBER Working Paper
   • R package
   • Code Ocean replication capsule
6. An Adaptive Test of Stochastic Monotonicity
   • 2021, Econometric Theory, 37, p. 495-536
   • with D. Chetverikov and D. Kim
   • journal article
   • cemmap working paper
   • R code
7. Testing for the Presence of Measurement Error in Stata
   • 2020, Stata Journal, 20(2), p. 382–404
   • with Y. J. Lee
   • journal article
   • cemmap working paper
   • Stata code
8. Optimal Data Collection for Randomized Control Trials
   • 2020, Econometrics Journal, 23, p. 1-31
   • with P. Carneiro and S. Lee
   • journal article
   • cemmap working paper
   • supplement
   • replication files
9. Nonparametric Instrumental Variable Estimation
   • 2018, Stata Journal, 18(4), p. 937–950
   • with D. Chetverikov and D. Kim
   • journal article
   • cemmap working paper
   • STATA code
10. A Simple Parametric Model Selection Test
    • 2017, Journal of the American Statistical Association, 112(520), p. 1663-1674
    • with S. M. Schennach
    • journal article
    • cemmap working paper
    • supplement
11. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • 2017, Econometrica, 85(4), p. 1303-1320
    • with D. Chetverikov
    • journal article
    • cemmap working paper
    • supplement
    • replication files
    • STATA code
12. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • 2015, Econometric Theory, 31(5), p. 1054-1077
    • journal article
    • cemmap working paper
    • R code
    • also implemented in the R package gmm