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welcome
The Centre for Microdata Methods and Practice (cemmap) is an ESRC Research Centre. Through research, teaching and national and international networks, cemmap provides a focus for development, understanding and application of methods for modelling individual behaviour, the influences on it and the impact of policy interventions.
Cemmap works with the ESRC National Centre for Research Methods (NCRM) to develop research tools and training for social science practitioners.
upcoming events
28 May 2008
Workshop
Continuous-time financial econometrics (a cemmap workshop)
29-30 May 2008
Masterclass
Yacine Ait-Sahalia
The econometrics of high-frequency financial data
 
news
Master class 29 - 30 May 2008: The econometrics of high-frequency financial data (Yacine Ait-Sahalia, Princeton)
This class will cover recent developments in the analysis of high frequency financial data. Further information.
Cemmap measurement session at ESRC Research Methods Festival 2008 and at IFS, London
The first session will take place on 2 July 2008. Further information. A follow up in depth session will be held in London on 3 July. Further information.

recent working papers
Estimation of nonparametric conditional moment models with possibly nonsmooth moments
April 2008
Jörg Stoye
More on confidence intervals for partially identified parameters
 

upcoming visitors
11 - 16 May 08
26 - 30 May 08
27 - 30 May 08
24 Jun 08 - 16 Jul 08
 

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