About this collection

Cambridge Working Papers in Economics (CWPE) is a new series of papers from the Faculty of Economics and the Department of Applied Economics. It supersedes the DAE Working Paper series.

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Please note the Working Papers often represent early stages in the presentation of research findings, and should not be quoted without permission.

Recent Submissions

  • Limited Cognitive Ability and Selective Information Processing 

    Leung, B. T. K. (Faculty of Economics, 2018-12-06)
    This paper studies the information processing behavior of a decision maker (DM) who can only process a subset of all the information he receives: before taking an action, the DM receives sequentially a number of signals ...
  • Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 

    Linton, O.; Xiao, Z. (Faculty of Economics, 2019-01-15)
    We study the efficient estimation of nonparametric regression in the presence of heteroskedasticity. We focus our analysis on local polynomial estimation of nonparametric regressions with conditional heteroskedasticity in ...
  • Quantilograms under Strong Dependence 

    Lee, L.; Linton, O.; Whang, Y-J. (Faculty of Economics, 2019-03-21)
    We develop the limit theory of the quantilogram and cross-quantilogram under long memory. We establish the sub-root-n central limit theorems for quantilograms that depend on nuisance parameters. We propose a moving block ...
  • A Unified Framework for Efficient Estimation of General Treatment Models 

    Ai, C.; Linton, O.; Motegi, K.; Zhang, Z. (Faculty of Economics, 2019-03-25)
    This paper presents a weighted optimization framework that unifies the binary, multivalued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general ...

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