NBER Papers in JEL Code C0: Mathematical and Quantitative Methods - General

2022
w29708	Fan Yang Yi Qian Hui Xie	Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach
w29635	Francis X. Diebold Minchul Shin Boyuan Zhang	On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
2021
w29549	Deniz Dutz Ingrid Huitfeldt Santiago Lacouture Magne Mogstad Alexander Torgovitsky Winnie van Dijk	Selection in Surveys
w29378	Andrew Caplin	Economic Data Engineering
w29312	Mariagiovanna Baccara SangMok Lee Leeat Yariv	Task Allocation and On-the-job Training
w29291	Victor Aguirregabiria Allan Collard-Wexler Stephen P. Ryan	Dynamic Games in Empirical Industrial Organization
w29267	Jens Ludwig Sendhil Mullainathan	Fragile Algorithms and Fallible Decision-Makers: Lessons from the Justice System
w29257	Amit Gandhi Aviv Nevo	Empirical Models of Demand and Supply in Differentiated Products Industries
w29242	Susan Athey Peter J. Bickel Aiyou Chen Guido Imbens Michael Pollmann	Semiparametric Estimation of Treatment Effects in Randomized Experiments
w29124	David S. Lee Justin McCrary Marcelo J. Moreira Jack R. Porter	Valid t-ratio Inference for IV
w28981	Mahdi Ebrahimi Kahou Jesús Fernández-Villaverde Jesse Perla Arnav Sood	Exploiting Symmetry in High-Dimensional Dynamic Programming
w28801	Yi Qian Hui Xie	Simplifying Bias Correction for Selective Sampling: A Unified Distribution-Free Approach to Handling Endogenously Selected Samples
w28760	Andrew Atkeson	Behavior and the Dynamics of Epidemics
w28698	Sebastian Galiani Juan Pantano	Structural Models: Inception and Frontier
w28436	Minji Bang Wayne Gao Andrew Postlewaite Holger Sieg	Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates
w28434	Andrew Atkeson	A Parsimonious Behavioral SEIR Model of the 2020 COVID Epidemic in the United States and the United Kingdom
w28364	Dmitry Arkhangelsky Guido W. Imbens	Double-Robust Identification for Causal Panel Data Models
2020
w28273	Shane Lubold Arun G. Chandrasekhar Tyler H. McCormick	Identifying the Latent Space Geometry of Network Models through Analysis of Curvature
w28204	Xavier Gabaix Ralph S. J. Koijen	Granular Instrumental Variables
w28045	Esther Rolf Jonathan Proctor Tamma Carleton Ian Bolliger Vaishaal Shankar Miyabi Ishihara Benjamin Recht Solomon Hsiang	A Generalizable and Accessible Approach to Machine Learning with Global Satellite Imagery
w27962	Bryan S. Graham	Sparse Network Asymptotics for Logistic Regression
w27738	Ganesh Karapakula James J. Heckman	Using a Satisficing Model of Experimenter Decision-Making to Guide Finite-Sample Inference for Compromised Experiments
w27733	Qian Chen Christoffer Koch Padma Sharma Gary Richardson	Payments Crises and Consequences
w27719	Andrew Atkeson Karen Kopecky Tao Zha	Four Stylized Facts about COVID-19
w27609	Clément de Chaisemartin Jaime Ramirez-Cuellar	At What Level Should One Cluster Standard Errors in Paired Experiments, and in Stratified Experiments with Small Strata?
w27600	Angus Deaton	Randomization in the Tropics Revisited: a Theme and Eleven Variations
w27546	Magne Mogstad Alexander Torgovitsky Christopher R. Walters	Policy Evaluation with Multiple Instrumental Variables
w27535	John A. List	Non est Disputandum de Generalizability? A Glimpse into The External Validity Trial
w27410	Jacob Boudoukh Ronen Israel Matthew P. Richardson	Biases in Long-Horizon Predictive Regressions
w27349	Sarah Moshary Bradley T. Shapiro Jihong Song	How and When to Use the Political Cycle to Identify Advertising Effects
w27335	Andrew Atkeson Karen Kopecky Tao Zha	Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model
w27231	Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song	The term structure of CIP violations
w27176	Andrew W. Lo Kien Wei Siah Chi Heem Wong	Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs
w27121	Robert S. Pindyck	COVID-19 and the Welfare Effects of Reducing Contagion
w27028	Ali Hortaçsu Jiarui Liu Timothy Schwieg	Estimating the Fraction of Unreported Infections in Epidemics with a Known Epicenter: an Application to COVID-19
w26883	Magne Mogstad Joseph P. Romano Azeem Shaikh Daniel Wilhelm	Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries
w26867	Andrew Atkeson	What Will Be the Economic Impact of COVID-19 in the US? Rough Estimates of Disease Scenarios
w26761	Myrto Kalouptsidi Yuichi Kitamura Lucas Lima Eduardo A. Souza-Rodrigues	Partial Identification and Inference for Dynamic Models and Counterfactuals
w26715	Janet Currie Henrik Kleven Esmée Zwiers	Technology and Big Data Are Changing Economics: Mining Text to Track Methods
w26625	Rodrigo Adão Martin Beraja Nitya Pandalai-Nayar	Technological Transitions with Skill Heterogeneity Across Generations
w26624	Maxwell Kellogg Magne Mogstad Guillaume Pouliot Alexander Torgovitsky	Combining Matching and Synthetic Control to Trade off Biases from Extrapolation and Interpolation
2019
w26463	Susan Athey Raj Chetty Guido W. Imbens Hyunseung Kang	The Surrogate Index: Combining Short-Term Proxies to Estimate Long-Term Treatment Effects More Rapidly and Precisely
w26104	Guido Imbens	Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics
w26016	Matthew Backus Sida Peng	On Testing Continuity and the Detection of Failures
w25888	James J. Heckman Ganesh Karapakula	The Perry Preschoolers at Late Midlife: A Study in Design-Specific Inference
w25691	Magne Mogstad Alexander Torgovitsky Christopher R. Walters	The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables
w25675	Susan Athey Mohsen Bayati Guido Imbens Zhaonan Qu	Ensemble Methods for Causal Effects in Panel Data Settings
w25673	Geert Bekaert Eric C. Engstrom Nancy R. Xu	The Time Variation in Risk Appetite and Uncertainty
w25626	Raj Chetty John N. Friedman	A Practical Method to Reduce Privacy Loss when Disclosing Statistics Based on Small Samples
w25532	Dmitry Arkhangelsky Susan Athey David A. Hirshberg Guido W. Imbens Stefan Wager	Synthetic Difference In Differences
w25481	Guanhao Feng Stefano Giglio Dacheng Xiu	Taming the Factor Zoo: A Test of New Factors
2018
w25132	Susan Athey Mohsen Bayati Nikolay Doudchenko Guido Imbens Khashayar Khosravi	Matrix Completion Methods for Causal Panel Data Models
w24963	Susan Athey Guido W. Imbens	Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption
w24833	Guido Imbens Konrad Menzel	A Causal Bootstrap
w24616	Brigham R. Frandsen Lars J. Lefgren	Partial Identification of the Distribution of Treatment Effects with an Application to the Knowledge Is Power Program (KIPP)
w24601	Casey B. Mulligan	Quantifier Elimination for Deduction in Econometrics
w24477	Patrick M. Kline Christopher R. Walters	On Heckits, LATE, and Numerical Equivalence
w24403	Alberto Abadie	Statistical Non-Significance in Empirical Economics
w24301	Matt Taddy	The Technological Elements of Artificial Intelligence
2017
w23755	Mark D. Flood Dror Y. Kenett Robin L. Lumsdaine Jonathan K. Simon	The Complexity of Bank Holding Companies: A Topological Approach
w23564	Victor Chernozhukov Denis Chetverikov Mert Demirer Esther Duflo Christian Hansen Whitney Newey James Robins	Double/Debiased Machine Learning for Treatment and Structural Parameters
w23494	SeHyoun Ahn Greg Kaplan Benjamin Moll Thomas Winberry Christian Wolf	When Inequality Matters for Macro and Macro Matters for Inequality
w23225	Sydney C. Ludvigson Sai Ma Serena Ng	Shock Restricted Structural Vector-Autoregressions
w23180	Jon Kleinberg Himabindu Lakkaraju Jure Leskovec Jens Ludwig Sendhil Mullainathan	Human Decisions and Machine Predictions
w23140	Mert Demirer Francis X. Diebold Laura Liu Kamil Yılmaz	Estimating Global Bank Network Connectedness
2016
w22791	Nikolay Doudchenko Guido W. Imbens	Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis
w22000	Lars P. Hansen Thomas J. Sargent	Sets of Models and Prices of Uncertainty
2015
w21596	Lorenzo Almada Ian M. McCarthy Rusty Tchernis	What Can We Learn About the Effects of Food Stamps on Obesity in the Presence of Misreporting?
w21491	Torben G. Andersen Nicola Fusari Viktor Todorov	The Pricing of Short-Term market Risk: Evidence from Weekly Options
w21313	Susan Athey Dean Eckles Guido W. Imbens	Exact P-values for Network Interference
w21125	Patrick Bajari Victor Chernozhukov Han Hong Denis Nekipelov	Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
w20978	Christopher A. Hennessy Ilya A. Strebulaev	Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
2014
w20592	Campbell R. Harvey Yan Liu Heqing Zhu	. . . and the Cross-Section of Expected Returns
w20405	Andrew Gelman Guido Imbens	Why High-order Polynomials Should not be Used in Regression Discontinuity Designs
w20376	Anirban Basu	Welfare Implications of Learning Through Solicitation versus Diversification in Health Care
w20325	Alberto Abadie Susan Athey Guido W. Imbens Jeffrey M. Wooldridge	Finite Population Causal Standard Errors
w20276	Arun G. Chandrasekhar Matthew O. Jackson	Tractable and Consistent Random Graph Models
w20263	S. Borağan Aruoba Jesús Fernández-Villaverde	A Comparison of Programming Languages in Economics
w19983	Guido Imbens	Instrumental Variables: An Econometrician's Perspective
w19784	Patrick M. Kline	A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
2013
w19742	Alberto Abadie Matthew M. Chingos Martin R. West	Endogenous Stratification in Randomized Experiments
w19614	Andrew Gelman Guido Imbens	Why ask Why? Forward Causal Inference and Reverse Causal Questions
w19221	David K. Levine Salvatore Modica	Conflict, Evolution, Hegemony, and the Power of the State
w19054	Emily Oster	Unobservable Selection and Coefficient Stability: Theory and Validation
w18833	Debopam Bhattacharya Pascaline Dupas Shin Kanaya	Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
2012
w18607	Howard Kunreuther Geoffrey Heal Myles Allen Ottmar Edenhofer Christopher B. Field Gary Yohe	Risk Management and Climate Change
w18478	Guido W. Imbens Michal Kolesar	Robust Standard Errors in Small Samples: Some Practical Advice
w18391	Francis X. Diebold	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
w18323	Bennett T. McCallum	A Continuity Refinement for Rational Expectations Solutions
w18181	John H. Cochrane	Continuous-Time Linear Models
2011
w17698	Jerry A. Hausman Christopher J. Palmer	Heteroskedasticity-Robust Inference in Finite Samples
w17557	Jeremy T. Fox Amit Gandhi	Identifying Demand with Multidimensional Unobservables: A Random Functions Approach
w17519	Michal Kolesár Raj Chetty John N. Friedman Edward L. Glaeser Guido W. Imbens	Identification and Inference with Many Invalid Instruments
w17442	Alberto Abadie Guido W. Imbens Fanyin Zheng	Robust Inference for Misspecified Models Conditional on Covariates
w17280	Darrell Duffie Yeneng Sun	The Exact Law of Large Numbers for Independent Random Matching
w17039	Lance Lochner Enrico Moretti	Estimating and Testing Models with Many Treatment Levels and Limited Instruments
w16928	Bryan S. Graham Cristine Campos de Xavier Pinto Daniel Egel	Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)
w16678	Randall Morck Bernard Yeung	Economics, History, and Causation
2010
w16618	Jesús Fernández-Villaverde Juan Rubio-Ramírez	Macroeconomics and Volatility: Data, Models, and Estimation
w16566	Joshua Angrist Ivan Fernandez-Val	ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
w16511	Aviv Nevo	Empirical Models of Consumer Behavior
w16270	Hui Xie Yi Qian Leming Qu	A Semiparametric Approach for Analyzing Nonignorable Missing Data
w16127	Patrick M. Kline Andres Santos	A Score Based Approach to Wild Bootstrap Inference
w16039	Nicholas A. Christakis James H. Fowler Guido W. Imbens Karthik Kalyanaraman	An Empirical Model for Strategic Network Formation
w15965	Kenneth L. Judd Lilia Maliar Serguei Maliar	A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
w15891	Angus S. Deaton	Understanding the mechanisms of economic development
w15760	Thomas Barrios Rebecca Diamond Guido W. Imbens Michal Kolesar	Clustering, Spatial Correlations and Randomization Inference
w15724	Patrick Bajari Jane Cooley Kyoo il Kim Christopher Timmins	A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution
w15716	Patrick Kline Andres Santos	Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure
2009
w15210	Patrick Bajari Jeremy T. Fox Kyoo il Kim Stephen P. Ryan	A Simple Nonparametric Estimator for the Distribution of Random Coefficients
w14991	Jean-Pierre H. Dubé Jeremy T. Fox Che-Lin Su	Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation
w14719	Dennis W. Carlton	Why We Need to Measure the Effect of Merger Policy and How to Do It
w14710	Roger E.A. Farmer Tao Zha Daniel F. Waggoner	Understanding Markov-Switching Rational Expectations Models
2008
w14447	Debopam Bhattacharya Pascaline Dupas	Inferring Welfare Maximizing Treatment Assignment under Budget Constraints
w14353	Christopher F. Chabris David Laibson Carrie L. Morris Jonathon P. Schuldt Dmitry Taubinsky	Measuring intertemporal preferences using response times
w14349	S. Boragan Aruoba Francis X. Diebold Chiara Scotti	Real-Time Measurement of Business Conditions
w14251	Guido M. Imbens Jeffrey M. Wooldridge	Recent Developments in the Econometrics of Program Evaluation
w14243	Lars Peter Hansen	Modeling the Long Run: Valuation in Dynamic Stochastic Economies
w14117	Ariel Pakes	Theory and Empirical Work on Imperfectly Competitive Markets
w14086	Anirban Basu Daniel Polsky Willard G. Manning	Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures
2007
w13588	Francis X. Diebold Canlin Li Vivian Z. Yue	Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
w13108	Ravi Bansal Robert Dittmar Dana Kiku	Cointegration and Consumption Risks in Asset Returns
w13027	Alan B. Krueger David A. Schkade	The Reliability of Subjective Well-Being Measures
2006
w12690	Fabrizio Cipollini Robert F. Engle Giampiero M. Gallo	Vector Multiplicative Error Models: Representation and Inference
t0331	Fabrizio Cipollini Robert F. Engle Giampiero M. Gallo	Vector Multiplicative Error Models: Representation and Inference
w12647	Lawrence J. Christiano Joshua M. Davis	Two Flaws In Business Cycle Accounting
t0330	Richard K. Crump V. Joseph Hotz Guido W. Imbens Oscar A. Mitnik	Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
2005
w11864	Jaime Casassus Pierre Collin-Dufresne Bryan R. Routledge	Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology
w11258	Federico Echenique Roland G. Fryer Jr.	On the Measurement of Segregation
2003
t0292	Nelson C. Mark Masao Ogaki Donggyu Sul	Dynamic Seemingly Unrelated Cointegrating Regression
2000
t0266	Lawrence J. Christiano Richard M. Todd	The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?
w7488	Torben G. Andersen Tim Bollerslev Francis X. Diebold Paul Labys	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
1996
w5481	Francis X. Diebold Abdelhak S. Senhadji	Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again

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