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.


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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