Daniel Wilhelm

Professor of Statistics and Econometrics
Department of Statistics @ LMU Munich

Professor (by courtesy)
Department of Economics @ LMU Munich

Curriculum Vitae

Events

  1. Munich Econometrics Seminar
  2. Econometrics Reading Group
    • Mondays, 11:00 - 12:00, when there is no Munich Econometrics Seminar
    • more info
  3. LMU-NYU Workshop on Advances in Policy Analysis: Methods and Applications
    • 8-9 December 2025
    • LMU Munich
  4. cemmap masterclass by Richard Blundell (UCL)
  5. Munich Econometrics Workshop 2026

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

Funding

I gratefully acknowledge funding by the European Research Council through the ERC Starting Grant MEImpact and the ERC Consolidator Grant SEMANI.

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
  4. Inference for Rank-Rank Regressions
  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
  6. A Powerful Bootstrap Test of Independence in High Dimensions

Publications

  1. Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
    • 2025, Journal of Econometrics
    • 250:106010
    • with S. Bazylik, M. Mogstad, J. Romano, and A. Shaikh
  2. Powerful t-Tests in the Presence of Nonclassical Measurement Error
    • 2024, Econometric Reviews, 43:6, p. 345-378
    • with D. Kim
  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
  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
  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
  6. An Adaptive Test of Stochastic Monotonicity
    • 2021, Econometric Theory, 37, p. 495-536
    • with D. Chetverikov and D. Kim
  7. Testing for the Presence of Measurement Error in Stata
    • 2020, Stata Journal, 20(2), p. 382–404
    • with Y. J. Lee
  8. Optimal Data Collection for Randomized Control Trials
    • 2020, Econometrics Journal, 23, p. 1-31
    • with P. Carneiro and S. Lee
  9. Nonparametric Instrumental Variable Estimation
    • 2018, Stata Journal, 18(4), p. 937–950
    • with D. Chetverikov and D. Kim
  10. A Simple Parametric Model Selection Test
    • 2017, Journal of the American Statistical Association, 112(520), p. 1663-1674
    • with S. M. Schennach
  11. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • 2017, Econometrica, 85(4), p. 1303-1320
    • with D. Chetverikov
  12. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • 2015, Econometric Theory, 31(5), p. 1054-1077
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