NBER Papers in JEL Code C1: Mathematical and Quantitative Methods - Econometric and Statistical Methods and Methodology: General

2022
w29953	Xavier D'Haultfoeuille Christophe Gaillac Arnaud Maurel	Partially Linear Models under Data Combination
w29908	Kilian Huber	Estimating General Equilibrium Spillovers of Large-Scale Shocks
w29843	Michael L. Anderson Jeremy Magruder	Highly Powered Analysis Plans
w29787	James J. Heckman Rodrigo Pinto	Causality and Econometrics
w29768	Magne Mogstad Joseph P. Romano Azeem Shaikh Daniel Wilhelm	Statistical Uncertainty in the Ranking of Journals and Universities
w29756	Frederico Finan Demian Pouzo	Reinforcing RCTs with Multiple Priors while Learning about External Validity
w29708	Fan Yang Yi Qian Hui Xie	Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach
w29702	Adam McCloskey Pascal Michaillat	Incentive-Compatible Critical Values
w29656	Zi Yang Kang Shoshana Vasserman	Robust Bounds for Welfare Analysis
2021
w29616	B. Douglas Bernheim Daniel Björkegren Jeffrey Naecker Michael Pollmann	Causal Inference from Hypothetical Evaluations
w29550	Joakim A. Weill Matthieu Stigler Olivier Deschenes Michael R. Springborn	Researchers' Degrees-of-Flexibility and the Credibility of Difference-in-Differences Estimates: Evidence From the Pandemic Policy Evaluations
w29549	Deniz Dutz Ingrid Huitfeldt Santiago Lacouture Magne Mogstad Alexander Torgovitsky Winnie van Dijk	Selection in Surveys
w29535	Frank Schorfheide Dongho Song	Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
w29530	Ali Hortaçsu Olivia R. Natan Hayden Parsley Timothy Schwieg Kevin R. Williams	Incorporating Search and Sales Information in Demand Estimation
w29519	Sergei Bazylik Magne Mogstad Joseph P. Romano Azeem Shaikh Daniel Wilhelm	Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
w29508	Ali Hortaçsu Olivia R. Natan Hayden Parsley Timothy Schwieg Kevin R. Williams	Organizational Structure and Pricing: Evidence from a Large U.S. Airline
w29459	Julie Buhl-Wiggers Jason T. Kerwin Juan S. Muñoz-Morales Jeffrey A. Smith Rebecca Thornton	Some Children Left Behind: Variation in the Effects of an Educational Intervention
w29409	Brendan Kline Ariel Pakes Elie Tamer	Moment Inequalities and Partial Identification in Industrial Organization
w29242	Susan Athey Peter J. Bickel Aiyou Chen Guido Imbens Michael Pollmann	Semiparametric Estimation of Treatment Effects in Randomized Experiments
w29142	David Hao Zhang Paul S. Willen	Do Lenders Still Discriminate? A Robust Approach for Assessing Differences in Menus
w29124	David S. Lee Justin McCrary Marcelo J. Moreira Jack R. Porter	Valid t-ratio Inference for IV
w29112	Fernando E. Alvarez Katarína Borovičková Robert Shimer	Consistent Evidence on Duration Dependence of Price Changes
w29060	Serena Ng	Modeling Macroeconomic Variations after Covid-19
w29053	Patrick M. Kline Evan K. Rose Christopher R. Walters	Systemic Discrimination Among Large U.S. Employers
w29025	Ariel Pakes Jack R. Porter Mark Shepard Sophie Calder-Wang	Unobserved Heterogeneity, State Dependence, and Health Plan Choices
w28994	Nan Li Chris Papageorgiou Tong Xu Tao Zha	The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization
w28917	Sabrina L. Di Addario Patrick M. Kline Raffaele Saggio Mikkel Sølvsten	It Ain't Where You're From, It's Where You're At: Hiring Origins, Firm Heterogeneity, and Wages.
w28853	Minsu Chang Xiaohong Chen Frank Schorfheide	Heterogeneity and Aggregate Fluctuations
w28801	Yi Qian Hui Xie	Simplifying Bias Correction for Selective Sampling: A Unified Distribution-Free Approach to Handling Endogenously Selected Samples
w28735	Yingfei Mu Edward A. Rubin Eric Zou	What's Missing in Environmental (Self-)Monitoring: Evidence from Strategic Shutdowns of Pollution Monitors
w28726	Abhijit Banerjee Arun G. Chandrasekhar Suresh Dalpath Esther Duflo John Floretta Matthew O. Jackson Harini Kannan Francine N. Loza Anirudh Sankar Anna Schrimpf Maheshwor Shrestha	Selecting the Most Effective Nudge: Evidence from a Large-Scale Experiment on Immunization
w28617	Jonas E. Arias Jesús Fernández-Villaverde Juan Rubio Ramírez Minchul Shin	The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes
w28571	S. Borağan Aruoba Marko Mlikota Frank Schorfheide Sergio Villalvazo	SVARs With Occasionally-Binding Constraints
w28548	Bryan S. Graham Fengshi Niu James L. Powell	Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression
w28432	Theis Ingerslev Jensen Bryan T. Kelly Lasse Heje Pedersen	Is There A Replication Crisis In Finance?
w28364	Dmitry Arkhangelsky Guido W. Imbens	Double-Robust Identification for Causal Panel Data Models
w28327	Shakeeb Khan Arnaud Maurel Yichong Zhang	Informational Content of Factor Structures in Simultaneous Binary Response Models
2020
w28310	Ori Heffetz Daniel Reeves	Measuring Unemployment in Crisis: Effects of COVID-19 on Potential Biases in the CPS
w28273	Shane Lubold Arun G. Chandrasekhar Tyler H. McCormick	Identifying the Latent Space Geometry of Network Models through Analysis of Curvature
w28241	Joshua Angrist Peter Hull Parag A. Pathak Christopher R. Walters	Simple and Credible Value-Added Estimation Using Centralized School Assignment
w28165	Fernando V. Ferreira Maisy Wong	Estimating Preferences for Neighborhood Amenities Under Imperfect Information
w28120	Cornelia Ilin Sébastien E. Annan-Phan Xiao Hui Tai Shikhar Mehra Solomon M. Hsiang Joshua E. Blumenstock	Public Mobility Data Enables COVID-19 Forecasting and Management at Local and Global Scales
w28081	Rodrigo Adão Costas Arkolakis Sharat Ganapati	Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models
w27895	John Mullahy	Discovering Treatment Effectiveness via Median Treatment Effects--Applications to COVID-19 Clinical Trials
w27882	Donald A. Berry Scott Berry Peter Hale Leah Isakov Andrew W. Lo Kien Wei Siah Chi Heem Wong	A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates
w27820	Cosmin L. Ilut Rosen Valchev	Economic Agents as Imperfect Problem Solvers
w27797	Steven J. Haider Melvin Stephens Jr.	Correcting for Misclassified Binary Regressors Using Instrumental Variables
w27771	Michele Lenza Giorgio E. Primiceri	How to Estimate a VAR after March 2020
w27763	Kaiji Chen Haoyu Gao Patrick C. Higgins Daniel F. Waggoner Tao Zha	Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data
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
w27715	Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana	Estimating DSGE Models: Recent Advances and Future Challenges
w27704	Steven T. Berry Philip A. Haile	Nonparametric Identification of Differentiated Products Demand Using Micro Data
w27685	Xiaoxue Sherry Gao Glenn W. Harrison Rusty Tchernis	Behavioral Welfare Economics and Risk Preferences: A Bayesian Approach
w27684	Bradley Shapiro Günter J. Hitsch Anna Tuchman	Generalizable and Robust TV Advertising Effects
w27546	Magne Mogstad Alexander Torgovitsky Christopher R. Walters	Policy Evaluation with Multiple Instrumental Variables
w27543	Bryan S. Graham Geert Ridder Petra M. Thiemann Gema Zamarro	Teacher-to-Classroom Assignment and Student Achievement
w27528	Karl M. Aspelund Michael C. Droste James H. Stock Christopher D. Walker	Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland
w27410	Jacob Boudoukh Ronen Israel Matthew P. Richardson	Biases in Long-Horizon Predictive Regressions
w27388	Bryan T. Kelly Semyon Malamud Lasse H. Pedersen	Principal Portfolios
w27335	Andrew Atkeson Karen Kopecky Tao Zha	Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model
w27248	Laura Liu Hyungsik Roger Moon Frank Schorfheide	Panel Forecasts of Country-Level Covid-19 Infections
w27226	Charles F. Manski	Bounding the Predictive Values of COVID-19 Antibody Tests
w27176	Andrew W. Lo Kien Wei Siah Chi Heem Wong	Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs
w27175	Shomesh Chaudhuri Andrew W. Lo Danying Xiao Qingyang Xu	Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics during Epidemic Outbreaks
w27094	Michael Gilraine Jiaying Gu Robert McMillan	A New Method for Estimating Teacher Value-Added
w27029	Beth Ann Griffin Megan S. Schuler Elizabeth A. Stuart Stephen Patrick Elizabeth McNeer Rosanna Smart David Powell Bradley Stein Terry Schell Rosalie Liccardo Pacula	Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality
w27023	Charles F. Manski Francesca Molinari	Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem
w27014	Christiane Baumeister James D. Hamilton	Advances in Structural Vector Autoregressions with Imperfect Identifying Information
w27001	Christiane Baumeister Dimitris Korobilis Thomas K. Lee	Energy Markets and Global Economic Conditions
w26965	Andrew Atkeson	How Deadly Is COVID-19? Understanding The Difficulties With Estimation Of Its Fatality Rate
w26935	Gianluca Benigno Andrew Foerster Christopher Otrok Alessandro Rebucci	Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach
w26861	Patrick M. Kline Christopher R. Walters	Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination
w26826	Michael D. Cai Marco Del Negro Edward P. Herbst Ethan Matlin Reca Sarfati Frank Schorfheide	Online Estimation of DSGE Models
w26824	Isaiah Andrews Jesse M. Shapiro	A Model of Scientific Communication
w26801	Luigi Butera Philip J. Grossman Daniel Houser John A. List Marie-Claire Villeval	A New Mechanism to Alleviate the Crises of Confidence in Science-With An Application to the Public Goods Game
w26798	Jongrim Ha M. Ayhan Kose Christopher Otrok Eswar S. Prasad	Global Macro-Financial Cycles and Spillovers
w26761	Myrto Kalouptsidi Yuichi Kitamura Lucas Lima Eduardo A. Souza-Rodrigues	Partial Identification and Inference for Dynamic Models and Counterfactuals
w26672	David Romer	In Praise of Confidence Intervals
w26631	Isaiah Andrews Matthew Gentzkow Jesse M. Shapiro	Transparency in Structural Research
2019
w26596	Charles F. Manski	Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald
w26586	Ian Martin Stefan Nagel	Market Efficiency in the Age of Big Data
w26577	Bryan S. Graham	Network Data
w26569	Laura Liu Hyungsik Roger Moon Frank Schorfheide	Forecasting with a Panel Tobit Model
w26566	Susan Athey Guido W. Imbens Jonas Metzger Evan M. Munro	Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations
w26562	Karthik Muralidharan Mauricio Romero Kaspar Wüthrich	Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments
w26560	Josh Davis Cristian Fuenzalida Alan M. Taylor	The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r*
w26517	Bryan T. Kelly Asaf Manela Alan Moreira	Text Selection
w26493	Alexander M. Chinco Andreas Neuhierl Michael Weber	Estimating The Anomaly Base Rate
w26482	Marie-Pierre de Bellefon Pierre-Philippe Combes Gilles Duranton Laurent Gobillon Clément Gorin	Delineating Urban Areas Using Building Density
w26444	Allan Drazen Anna Dreber Almenberg Erkut Y. Ozbay Erik Snowberg	A Journal-Based Replication of "Being Chosen to Lead"
w26429	Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song	Benchmark Interest Rates When the Government is Risky
w26424	Victor Chernozhukov Jerry A. Hausman Whitney K. Newey	Demand Analysis with Many Prices
w26422	Hao Bo Sebastian Galiani	Assessing External Validity
w26398	H. Spencer Banzhaf Yaqin Liu Martin Smith Frank Asche	Non-Parametric Tests of the Tragedy of the Commons
w26374	Isaiah Andrews Jonathan Roth Ariel Pakes	Inference for Linear Conditional Moment Inequalities
w26340	Antoine Arnoud Fatih Guvenen Tatjana Kleineberg	Benchmarking Global Optimizers
w26244	Patrick Kline Raffaele Saggio Mikkel Sølvsten	Leave-out Estimation of Variance Components
w26223	Tiziano Arduini Alberto Bisin Onur Özgür Eleonora Patacchini	Dynamic Social Interactions and Health Risk Behavior
w26222	Daniel Hedblom Brent R. Hickman John A. List	Toward an Understanding of Corporate Social Responsibility: Theory and Field Experimental Evidence
w26080	Katherine Baicker Theodore Svoronos	Testing the Validity of the Single Interrupted Time Series Design
w26066	Kibrom A. Abay Leah Bevis Christopher B. Barrett	Measurement Error Mechanisms Matter: Agricultural Intensification with Farmer Misperceptions and Misreporting
w25995	Jennie Bai Turan G. Bali Quan Wen	Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence
w25926	Lourenço S. Paz James E. West	Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods
w25827	Pietro Tebaldi Alexander Torgovitsky Hanbin Yang	Nonparametric Estimates of Demand in the California Health Insurance Exchange
w25819	Jerry A. Hausman Haoyang Liu Ye Luo Christopher Palmer	Errors in the Dependent Variable of Quantile Regression Models
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
w25671	Amanda E. Kowalski	Counting Defiers
w25670	Amanda E. Kowalski	A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial
w25657	Sarah Tahamont Zubin Jelveh Aaron Chalfin Shi Yan Benjamin Hansen	Administrative Data Linking and Statistical Power Problems in Randomized Experiments
w25593	Arun G. Chandrasekhar Victor Chernozhukov Francesca Molinari Paul Schrimpf	Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
w25574	David S. Lee Pauline Leung Christopher J. O'Leary Zhuan Pei Simon Quach	Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance
w25519	John B. Donaldson Rajnish Mehra	Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
w25504	Charles F. Manski	Meta-Analysis for Medical Decisions
w25481	Guanhao Feng Stefano Giglio Dacheng Xiu	Taming the Factor Zoo: A Test of New Factors
w25456	Isaiah Andrews Toru Kitagawa Adam McCloskey	Inference on Winners
2018
w25386	Francesco Bianchi Howard Kung Mikhail Tirskikh	The Origins and Effects of Macroeconomic Uncertainty
w25307	John Mullahy	Treatment Effects with Multiple Outcomes
w25274	Xavier D'Haultfoeuille Christophe Gaillac Arnaud Maurel	Rationalizing Rational Expectations? Tests and Deviations
w25234	Bryan S. Graham Cristine Campos de Xavier Pinto	Semiparametrically Efficient Estimation of the Average Linear Regression Function
w25232	James Andreoni Christina Gravert Michael A. Kuhn Silvia Saccardo Yang Yang	Arbitrage Or Narrow Bracketing? On Using Money to Measure Intertemporal Preferences
w25225	Emily Oster	Behavioral Feedback: Do Individual Choices Influence Scientific Results?
w25224	Andrew Caplin Dániel Csaba John Leahy Oded Nov	Rational Inattention, Competitive Supply, and Psychometrics
w25217	Isaiah Andrews Matthew Gentzkow Jesse M. Shapiro	On the Informativeness of Descriptive Statistics for Structural Estimates
w25167	Mohit Agrawal Joseph G. Altonji Richard K. Mansfield	Quantifying Family, School, and Location Effects in the Presence of Complementarities and Sorting
w25139	Jacob Goldin Daniel Reck	Revealed Preference Analysis with Framing Effects
w25134	Myrto Kalouptsidi Paul T. Scott Eduardo Souza-Rodrigues	Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models
w25102	Laura Liu Hyungsik Roger Moon Frank Schorfheide	Forecasting with Dynamic Panel Data Models
w25058	Christopher Snyder Ran Zhuo	Sniff Tests as a Screen in the Publication Process: Throwing out the Wheat with the Chaff
w25049	Amanda E. Kowalski	Behavior within a Clinical Trial and Implications for Mammography Guidelines
w25018	Andrew Goodman-Bacon	Difference-in-Differences with Variation in Treatment Timing
w24997	Kirill Borusyak Peter Hull Xavier Jaravel	Quasi-Experimental Shift-Share Research Designs
w24944	Rodrigo Adão Michal Kolesár Eduardo Morales	Shift-Share Designs: Theory and Inference
w24858	Martin Lettau Markus Pelger	Factors that Fit the Time Series and Cross-Section of Stock Returns
w24857	Ariella Kahn-Lang Kevin Lang	The Promise and Pitfalls of Differences-in-Differences: Reflections on '16 and Pregnant' and Other Applications
w24837	Bradley Larsen Anthony Lee Zhang	A Mechanism Design Approach to Identification and Estimation
w24814	Dmitry Arkhangelsky Guido Imbens	The Role of the Propensity Score in Fixed Effect Models
w24797	Stefano DellaVigna	Structural Behavioral Economics
w24786	Wallace P. Mullin Christopher M. Snyder	Revealed Growth: A Method for Bounding the Elasticity of Demand with an Application to Assessing the Antitrust Remedy in the Du Pont Decision
w24698	Dominic Coey Bradley Larsen Kane Sweeney Caio Waisman	The Simple Empirics of Optimal Online Auctions
w24678	Victor Chernozhukov Mert Demirer Esther Duflo Iván Fernández-Val	Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
w24647	Amanda E. Kowalski	Reconciling Seemingly Contradictory Results from the Oregon Health Insurance Experiment and the Massachusetts Health Reform
w24618	Martin Lettau Markus Pelger	Estimating Latent Asset-Pricing Factors
w24597	Christiane Baumeister James D. Hamilton	Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
w24506	Patrick Augustin Mikhail Chernov Dongho Song	Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
w24408	Paul Goldsmith-Pinkham Isaac Sorkin Henry Swift	Bartik Instruments: What, When, Why, and How
w24403	Alberto Abadie	Statistical Non-Significance in Empirical Economics
w24324	Ran Abramitzky Roy Mill Santiago Pérez	Linking Individuals Across Historical Sources: a Fully Automated Approach
w24301	Matt Taddy	The Technological Elements of Artificial Intelligence
w24299	Charles F. Mason	Analyzing the Risk of Transporting Crude Oil by Rail
2017
w24136	Sören Blomquist Whitney Newey Anil Kumar Che-Yuan Liang	On Bunching and Identification of the Taxable Income Elasticity
w24017	Parag A. Pathak Peng Shi	How Well Do Structural Demand Models Work? Counterfactual Predictions in School Choice
w23917	Ian Dew-Becker Charles G. Nathanson	Directed Attention and Nonparametric Learning
w23908	Fiona Burlig Christopher Knittel David Rapson Mar Reguant Catherine Wolfram	Machine Learning from Schools about Energy Efficiency
w23826	Isaiah Andrews Emily Oster	A Simple Approximation for Evaluating External Validity Bias
w23814	Francis J. DiTraglia Camilo García-Jimeno	Mis-classified, Binary, Endogenous Regressors: Identification and Inference
w23775	Jean-Pierre Dubé Sanjog Misra	Personalized Pricing and Consumer Welfare
w23698	Joshua Angrist Pierre Azoulay Glenn Ellison Ryan Hill Susan Feng Lu	Inside Job or Deep Impact? Using Extramural Citations to Assess Economic Scholarship
w23629	Erik Heitfield Gary Richardson Shirley Wang	Contagion During the Initial Banking Panic of the Great Depression
w23602	Catherine Hausman David S. Rapson	Regression Discontinuity in Time: Considerations for Empirical Applications
w23569	Joachim Freyberger Bradley J. Larsen	Identification in Ascending Auctions, with an Application to Digital Rights Management
w23544	Michael L. Anderson Jeremy Magruder	Split-Sample Strategies for Avoiding False Discoveries
w23521	Francesco Bianchi Giovanni Nicolò	A Generalized Approach to Indeterminacy in Linear Rational Expectations Models
w23497	James J. Heckman Rodrigo Pinto	Unordered Monotonicity
w23480	Michael D. Bauer James D. Hamilton	Robust Bond Risk Premia
w23448	Edward Herbst Frank Schorfheide	Tempered Particle Filtering
w23298	Isaiah Andrews Maximilian Kasy	Identification of and Correction for Publication Bias
w23276	Matthew Gentzkow Bryan T. Kelly Matt Taddy	Text as Data
w23227	Joachim Freyberger Andreas Neuhierl Michael Weber	Dissecting Characteristics Nonparametrically
2016
w22989	Garret S. Christensen Edward Miguel	Transparency, Reproducibility, and the Credibility of Economics Research
w22976	Sam Asher Denis Nekipelov Paul Novosad Stephen P. Ryan	Classification Trees for Heterogeneous Moment-Based Models
w22958	Cosmin L. Ilut Hikaru Saijo	Learning, Confidence, and Business Cycles
w22950	Steven F. Lehrer R. Vincent Pohl Kyungchul Song	Targeting Policies: Multiple Testing and Distributional Treatment Effects
w22933	William D. Nordhaus	Projections and Uncertainties About Climate Change in an Era of Minimal Climate Policies
w22892	François Gerard Miikka Rokkanen Christoph Rothe	Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable
w22791	Nikolay Doudchenko Guido W. Imbens	Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis
w22662	Eric M. Leeper Bing Li	Surplus-Debt Regressions
w22650	Kaiji Chen Patrick Higgins Daniel F. Waggoner and Tao Zha	Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China
w22643	Charles F. Manski	Credible Ecological Inference for Personalized Medicine: Formalizing Clinical Judgment
w22621	Francis DiTraglia Camilo García-Jimeno	A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
w22595	Angus Deaton Nancy Cartwright	Understanding and Misunderstanding Randomized Controlled Trials
w22490	Cosmin L. Ilut Rosen Valchev Nicolas Vincent	Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty
w22422	Edward C. Prescott	RBC Methodology and the Development of Aggregate Economic Theory
w22416	Rhys Bidder Ian Dew-Becker	Long-Run Risk is the Worst-Case Scenario
w22401	Ş. Pelin Akyol James Key Kala Krishna	Hit or Miss? Test Taking Behavior in Multiple Choice Exams
w22364	Jaroslav Borovička Lars Peter Hansen	Term Structure of Uncertainty in the Macroeconomy
w22363	Amanda E. Kowalski	Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments
w22333	Ori Heffetz Daniel B. Reeves	Difficulty to Reach Respondents and Nonresponse Bias: Evidence from Large Government Surveys
w22308	Kai Yeung Anirban Basu Ryan N. Hansen Sean D. Sullivan	Price Elasticities of Pharmaceuticals in a Value-Based-Formulary Setting
w22225	Anmol Bhandari Jaroslav Borovička Paul Ho	Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data
w22186	Bryan S. Graham	Homophily and Transitivity in Dynamic Network Formation
w22183	Drew D. Creal Jing Cynthia Wu	Bond Risk Premia in Consumption-based Models
w22123	W. Bentley MacLeod	Viewpoint: The Human Capital Approach to Inference
w22098	Bryan S. Graham Guido W. Imbens Geert Ridder	Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching
w22000	Lars P. Hansen Thomas J. Sargent	Sets of Models and Prices of Uncertainty
w21961	Raj Chetty John N. Friedman Jonah Rockoff	Using Lagged Outcomes to Evaluate Bias in Value-Added Models
w21893	Ariel Pakes Jack Porter	Moment Inequalities for Multinomial Choice with Fixed Effects
w21875	John A. List Azeem M. Shaikh Yang Xu	Multiple Hypothesis Testing in Experimental Economics
w21862	Jesús Fernández-Villaverde Juan F. Rubio Ramírez Frank Schorfheide	Solution and Estimation Methods for DSGE Models
w21842	Marcel Fafchamps Julien Labonne	Using Split Samples to Improve Inference about Causal Effects
2015
w21778	Edward L. Glaeser Scott Duke Kominers Michael Luca Nikhil Naik	Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life
w21564	Ulrich K. Müller Mark W. Watson	Low-Frequency Econometrics
w21499	Vahid Montazerhodjat Andrew W. Lo	Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
w21491	Torben G. Andersen Nicola Fusari Viktor Todorov	The Pricing of Short-Term market Risk: Evidence from Weekly Options
w21486	Òscar Jordà Moritz Schularick Alan M. Taylor	Leveraged Bubbles
w21459	Rajeev Dehejia Cristian Pop-Eleches Cyrus Samii	From Local to Global: External Validity in a Fertility Natural Experiment
w21454	Gabriella Conti James J. Heckman Rodrigo Pinto	The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors
w21433	Eric M. Leeper Nora Traum Todd B. Walker	Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis
w21391	Damon Jones	The Economics of Exclusion Restrictions in IV Models
w21365	Miles Kimball Ryan Nunn Dan Silverman	Accounting for Adaptation in the Economics of Happiness
w21313	Susan Athey Dean Eckles Guido W. Imbens	Exact P-values for Network Interference
w21273	Marina Azzimonti	Partisan Conflict and Private Investment
w21228	Nicola Fuchs-Schuendeln Tarek Alexander Hassan	Natural Experiments in Macroeconomics
w21212	Thibault Fally	Structural Gravity and Fixed Effects
w21125	Patrick Bajari Victor Chernozhukov Han Hong Denis Nekipelov	Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
w20955	Patrick Bajari Denis Nekipelov Stephen P. Ryan Miaoyu Yang	Demand Estimation with Machine Learning and Model Combination
w20838	Patrick Kline Melissa Tartari	Bounding the Labor Supply Responses to a Randomized Welfare Experiment: A Revealed Preference Approach
2014
w20773	Marinho Bertanha Guido W. Imbens	External Validity in Fuzzy Regression Discontinuity Designs
w20771	Òscar Jordà Moritz HP. Schularick Alan M. Taylor	Betting the House
w20741	Christiane Baumeister James D. Hamilton	Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
w20725	Francesco Bianchi Howard Kung Gonzalo Morales	Growth, Slowdowns, and Recoveries
w20673	Isaiah Andrews Matthew Gentzkow Jesse M. Shapiro	Measuring the Sensitivity of Parameter Estimates to Estimation Moments
w20622	Phillipp Eisenhauer James J. Heckman Stefano Mosso	Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
w20566	Francesco Bianchi Leonardo Melosi	Constrained Discretion and Central Bank Transparency
w20523	Dominic Coey Bradley Larsen Kane Sweeney	The Bidder Exclusion Effect
w20501	Òscar Jordà Moritz Schularick Alan M. Taylor	The Great Mortgaging: Housing Finance, Crises, and Business Cycles
w20472	John M. Abowd Francis Kramarz Sébastien Pérez-Duarte Ian M. Schmutte	Sorting Between and Within Industries: A Testable Model of Assortative Matching
w20444	Elliott Fan Jin-Tan Liu Yen-Chien Chen	Is the 'Quarter of Birth' Endogenous? Evidence From One Million Siblings in Taiwan
w20405	Andrew Gelman Guido Imbens	Why High-order Polynomials Should not be Used in Regression Discontinuity Designs
w20362	Anita Castledine Klaus Moeltner Michael Price Shawn Stoddard	Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions
w20342	Charles E. Gibbons Juan Carlos Suárez Serrato Michael B. Urbancic	Broken or Fixed Effects?
w20325	Alberto Abadie Susan Athey Guido W. Imbens Jeffrey M. Wooldridge	Finite Population Causal Standard Errors
w20303	Frank Schorfheide Dongho Song Amir Yaron	Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
w20194	Francesco Bianchi Cosmin Ilut	Monetary/Fiscal Policy Mix and Agents' Beliefs
w20130	Christian Baker Jeremy Bejarano Richard W. Evans Kenneth L. Judd Kerk L. Phillips	A Big Data Approach to Optimal Sales Taxation
w20115	Drew D. Creal Jing Cynthia Wu	Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
w20068	Lance Lochner Youngki Shin	Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks
w19959	Guido Imbens	Matching Methods in Practice: Three Examples
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w19792	Xu Cheng Zhipeng Liao Frank Schorfheide	Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
2013
w19774	Joshua Angrist	The Perils of Peer Effects
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w19693	S. Borağan Aruoba Luigi Bocola Frank Schorfheide	Assessing DSGE Model Nonlinearities
w19663	Verónica Frisancho Kala Krishna Sergey Lychagin Cemile Yavas	Better Luck Next Time: Learning Through Retaking
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w19486	Michael J. Dickstein Eduardo Morales	Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach
w19460	Turan G. Bali Nusret Cakici Robert F. Whitelaw	Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
w19457	Roger E.A. Farmer Vadim Khramov Giovanni Nicolò	Solving and Estimating Indeterminate DSGE Models
w19453	James J. Heckman Rodrigo Pinto	Causal Analysis after Haavelmo
w19450	Charles Courtemanche Samir Soneji Rusty Tchernis	Modeling Area-Level Health Rankings
w19435	Hanming Fang Xun Tang	Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry
w19316	Orla Doyle Colm Harmon James J. Heckman Caitriona Logue Seong Moon	Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes
w19243	Timothy N. Bond Kevin Lang	The Black-White Education-Scaled Test-Score Gap in Grades K-7
w19152	Edward P. Herbst Frank Schorfheide	Sequential Monte Carlo Sampling for DSGE Models
w19035	Liran Einav Jonathan D. Levin	The Data Revolution and Economic Analysis
w18983	Martin M. Andreasen Jesús Fernández-Villaverde Juan Rubio-Ramírez	The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
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w18832	Jerome Adda Christian Dustmann Costas Meghir Jean-Marc Robin	Career Progression, Economic Downturns, and Skills
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2012
w18564	David Card David Lee Zhuan Pei Andrea Weber	Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
w18467	Domenico Giannone Michele Lenza Giorgio E. Primiceri	Prior Selection for Vector Autoregressions
w18449	Peter Arcidiacono Patrick Bayer Jason R. Blevins Paul B. Ellickson	Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition
w18399	Jesus Fernandez-Villaverde Pablo A. Guerrón-Quintana Juan Rubio-Ramírez	Estimating Dynamic Equilibrium Models with Stochastic Volatility
w18393	Jean-Pierre H. Dube Günter J. Hitsch Pranav Jindal	The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption
w18320	Tom Vogl	Race and the Politics of Close Elections
w18292	Michael Roach Wesley M. Cohen	Lens or Prism? Patent Citations as a Measure of Knowledge Flows from Public Research
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w18231	Robert F. Stambaugh Jianfeng Yu Yu Yuan	The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
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w18084	Torben G. Andersen Tim Bollerslev Peter F. Christoffersen Francis X. Diebold	Financial Risk Measurement for Financial Risk Management
w17960	Timothy N. Bond Kevin Lang	The Evolution of the Black-White Test Score Gap in Grades K-3: The Fragility of Results
w17890	Peter Arcidiacono Patrick Bayer Federico A. Bugni Jonathan James	Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
w17882	Arthur Korteweg Morten Sorensen	Estimating Loan-to-Value and Foreclosure Behavior
w17772	James D. Hamilton Jing Cynthia Wu	Identification and Estimation of Gaussian Affine Term Structure Models
w17755	Charles F. Manski	Identification of Preferences and Evaluation of Income Tax Policy
2011
w17698	Jerry A. Hausman Christopher J. Palmer	Heteroskedasticity-Robust Inference in Finite Samples
w17621	Òscar Jordà Moritz HP. Schularick Alan M. Taylor	When Credit Bites Back: Leverage, Business Cycles, and Crises
w17561	Andrew Ang Dennis Kristensen	Testing Conditional Factor Models
w17477	Lars Lefgren Brennan Platt Joseph Price	Sticking with What (Barely) Worked
w17444	Eric M. Leeper Nora Traum Todd B. Walker	Clearing Up the Fiscal Multiplier Morass
w17408	Alan I. Barreca Jason M. Lindo Glen R. Waddell	Heaping-Induced Bias in Regression-Discontinuity Designs
w17334	Jessica A. Wachter Missaka Warusawitharana	What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
w17317	Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Keith Kuester Juan Rubio-Ramírez	Fiscal Volatility Shocks and Economic Activity
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w17253	Stephen P. Ryan Catherine Tucker	Heterogeneity and the Dynamics of Technology Adoption
w17150	Òscar Jordà Alan M. Taylor	Performance Evaluation of Zero Net-Investment Strategies
w17140	Hyungsik Roger Moon Frank Schorfheide Eleonora Granziera Mihye Lee	Inference for VARs Identified with Sign Restrictions
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w16997	Victor Chernozhukov Iván Fernández-Val Amanda E. Kowalski	Quantile Regression with Censoring and Endogeneity
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)
w16900	Anirban Basu	Economics of Individualization in Comparative Effectiveness Research and a Basis for a Patient-Centered Health Care
w16793	Patrick M. Kline Andres Santos	Higher Order Properties of the Wild Bootstrap Under Misspecification
w16725	Jon Faust Simon Gilchrist Jonathan H. Wright Egon Zakrajsek	Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
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w16679	Kyoo il Kim Amil Petrin	A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables
2010
w16567	Òscar Jordà Moritz Schularick Alan M. Taylor	Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
w16566	Joshua Angrist Ivan Fernandez-Val	ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
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w16438	Hanming Fang Yang Wang	Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions
w16401	Yongsung Chang Sun-Bin Kim Frank Schorfheide	Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
w16255	Jessica Wachter	Asset Allocation
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w16127	Patrick M. Kline Andres Santos	A Score Based Approach to Wild Bootstrap Inference
w16073	Nikolai Roussanov	Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
w16045	Nicole Fortin Thomas Lemieux Sergio Firpo	Decomposition Methods in Economics
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w16003	Costas Meghir Steven G. Rivkin	Econometric Methods for Research in Education
w15929	Jesús Fernández-Villaverde Pablo A. Guerrón-Quintana Juan Rubio-Ramírez	Reading the Recent Monetary History of the U.S., 1959-2007
w15928	Jesús Fernández-Villaverde Pablo Guerrón-Quintana Juan F. Rubio-Ramírez	Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
w15850	Yacine Aït-Sahalia Julio Cacho-Diaz Roger J.A. Laeven	Modeling Financial Contagion Using Mutually Exciting Jump Processes
w15808	Yacine Aït-Sahalia Jean Jacod	Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
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w15716	Patrick Kline Andres Santos	Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure
w15675	Russell Cooper John C. Haltiwanger Jonathan L. Willis	Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application
2009
w15570	Alejandro Justiniano Giorgio E. Primiceri Andrea Tambalotti	Investment Shocks and Business Cycles
w15533	Torben G. Andersen Dobrislav Dobrev Ernst Schaumburg	Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
w15375	José-Víctor Ríos-Rull Frank Schorfheide Cristina Fuentes-Albero Maxym Kryshko Raül Santaeulàlia-Llopis	Methods versus Substance: Measuring the Effects of Technology Shocks on Hours
w15318	Yong Chen Wayne Ferson Helen Peters	Measuring the Timing Ability and Performance of Bond Mutual Funds
w15301	Alberto Abadie Guido W. Imbens	Matching on the Estimated Propensity Score
w15226	James J. Heckman Rosa L. Matzkin Lars Nesheim	Nonparametric Identification and Estimation of Nonadditive Hedonic Models
w15211	Pedro Carneiro James J. Heckman Edward J. Vytlacil	Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin
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w15179	James J. Heckman Petra E. Todd	A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
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w15147	Jeremy T. Fox Amit Gandhi	Identifying Heterogeneity in Economic Choice Models
w15122	Partha Deb William T. Gallo Padmaja Ayyagari Jason M. Fletcher Jody L. Sindelar	Job Loss: Eat, drink and try to be merry?
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w15025	Roger Farmer Carine Nourry Alain Venditti	Debt, Deficits and Finite Horizons: The Stochastic Case
w14995	Jeffrey E. Harris Sandra G. Sosa-Rubi	Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable
w14934	Patrick Bajari Jeremy Fox Kyoo il Kim Stephen P. Ryan	The Random Coefficients Logit Model Is Identified
w14896	Guido W. Imbens	Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)
w14882	Hyungsik Roger Moon Frank Schorfheide	Bayesian and Frequentist Inference in Partially Identified Models
w14872	Frank Schorfheide Keith Sill Maxym Kryshko	DSGE Model-Based Forecasting of Non-modelled Variables
w14860	Bryan S. Graham Guido W. Imbens Geert Ridder	Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
w14776	Marc-Andreas Muendler Sascha O. Becker	Margins of Multinational Labor Substitution
w14756	Alberto Abadie Guido Imbens	A Martingale Representation for Matching Estimators
w14726	Guido Imbens Karthik Kalyanaraman	Optimal Bandwidth Choice for the Regression Discontinuity Estimator
w14723	David S. Lee Thomas Lemieux	Regression Discontinuity Designs in Economics
w14710	Roger E.A. Farmer Tao Zha Daniel F. Waggoner	Understanding Markov-Switching Rational Expectations Models
w14677	Jesús Fernández-Villaverde	The Econometrics of DSGE Models
w14666	Jesse Rothstein	Student sorting and bias in value added estimation: Selection on observables and unobservables
2008
w14573	Kasey Buckles Daniel M. Hungerman	Season of Birth and Later Outcomes: Old Questions, New Answers
w14469	Bryan S. Graham James Powell	Identification and Estimation of 'Irregular' Correlated Random Coefficient Models
w14447	Debopam Bhattacharya Pascaline Dupas	Inferring Welfare Maximizing Treatment Assignment under Budget Constraints
w14414	Liran Einav Amy Finkelstein Mark R. Cullen	Estimating Welfare in Insurance Markets Using Variation in Prices
w14399	Raj Chetty	Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods
w14382	Jeremy T. Fox	Estimating Matching Games with Transfers
w14376	Bryan S. Graham	Efficiency bounds for missing data models with semiparametric restrictions
w14292	M. Ayhan Kose Christopher Otrok Eswar S. Prasad	Global Business Cycles: Convergence or Decoupling?
w14367	Bridget Terry Long Michal Kurlaender	Do Community Colleges provide a Viable Pathway to a Baccalaureate Degree?
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w14161	Joseph G. Altonji Hidehiko Ichimura Taisuke Otsu	Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
w14080	Christopher R. Knittel Konstantinos Metaxoglou	Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings
w13999	Pedro Dal Bó Andrew Foster Louis Putterman	Institutions and Behavior: Experimental Evidence on the Effects of Democracy
w13981	Bryan S. Graham Cristine Campos de Xavier Pinto Daniel Egel	Inverse Probability Tilting for Moment Condition Models with Missing Data
w13949	Patrick Bayer Shakeeb Khan Christopher Timmins	Nonparametric Identification and Estimation in a Generalized Roy Model
w13905	Raj Arunachalam Trevon Logan	Is There Dowry Inflation in South Asia?
w13788	Matthew Cary Aparna Das Benjamin Edelman Ioannis Giotis Kurtis Heimerl Anna R. Karlin Claire Mathieu Michael Schwarz	On Best-Response Bidding in GSP Auctions
w13787	Marcelo Moreira	A Maximum Likelihood Method for the Incidental Parameter Problem
w13749	Timothy Cogley Giorgio E. Primiceri Thomas J. Sargent	Inflation-Gap Persistence in the U.S.
w13741	Marco Del Negro Frank Schorfheide	Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
2007
t0344	A. Colin Cameron Jonah B. Gelbach Douglas L. Miller	Bootstrap-Based Improvements for Inference with Clustered Errors
t0343	Jay Bhattacharya William B. Vogt	Do Instrumental Variables Belong in Propensity Scores?
w13401	Bernard Dumas Alexander Kurshev Raman Uppal	Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
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t0341	Howard Kunreuther Gabriel Silvasi Eric T. Bradlow Dylan Small	Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
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w13228	Liran Einav Amy Finkelstein Paul Schrimpf	The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market
w13166	Jesús Fernández-Villaverde Juan F. Rubio-Ramírez	How Structural Are Structural Parameters?
w13165	Jessica A. Wachter Missaka Warusawitharana	Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
w13134	Kenneth D. West Ka-fu Wong Stanislav Anatolyev	Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
t0338	Kenneth D. West Ka-fu Wong Stanislav Anatolyev	Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
w13108	Ravi Bansal Robert Dittmar Dana Kiku	Cointegration and Consumption Risks in Asset Returns
w13039	Guido Imbens Thomas Lemieux	Regression Discontinuity Designs: A Guide to Practice
t0337	Guido Imbens Thomas Lemieux	Regression Discontinuity Designs: A Guide to Practice
w12963	Torben G. Andersen Tim Bollerslev Dobrislav Dobrev	No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
w12962	Torben G. Andersen Luca Benzoni	Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models
w12948	Lars Peter Hansen	Beliefs, Doubts and Learning: Valuing Economic Risk
w12922	Arianna Degan Antonio Merlo	Do Voters Vote Sincerely?
t0334	Justin McCrary	Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
2006
w12772	Jean Boivin Marc Giannoni	DSGE Models in a Data-Rich Environment
t0332	Jean Boivin Marc Giannoni	DSGE Models in a Data-Rich Environment
w12648	Daron Acemoglu Victor Chernozhukov Muhamet Yildiz	Learning and Disagreement in an Uncertain World
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
t0327	A. Colin Cameron Jonah B. Gelbach Douglas L. Miller	Robust Inference with Multi-way Clustering
w12445	Patrick Bajari Han Hong Ahmed Khwaja	Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis
w12425	Patrick Bajari Jeremy T. Fox Stephen Ryan	Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation
w12422	Kyoji Fukao Keiko Ito Hyeog Ug Kwon Miho Takizawa	Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data
w12353	Lawrence J. Christiano Martin Eichenbaum Robert Vigfusson	Assessing Structural VARs
t0325	Alberto Abadie Guido W. Imbens	On the Failure of the Bootstrap for Matching Estimators
t0324	Richard K. Crump V. Joseph Hotz Guido W. Imbens Oscar A. Mitnik	Nonparametric Tests for Treatment Effect Heterogeneity
t0323	James H. Stock Mark W. Watson	Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
w12166	Gadi Barlevy H.N. Nagaraja	Identification of Search Models with Initial Condition Problems
w12098	Wayne E. Ferson Andrew F. Siegel	Testing Portfolio Efficiency with Conditioning Information
t0322	David S. Lee David Card	Regression Discontinuity Inference with Specification Error
t0321	Jesus Fernandez-Villaverde Juan F. Rubio-Ramirez	Estimating Macroeconomic Models: A Likelihood Approach
t0320	Patrick Bajari Han Hong	Semiparametric Estimation of a Dynamic Game of Incomplete Information
w12013	Patrick Bajari Han Hong John Krainer Denis Nekipelov	Estimating Static Models of Strategic Interaction
w11939	V. Joseph Hotz Guido W. Imbens Jacob A. Klerman	Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program
2005
w11824	Andrew Ang Joseph Chen Yuhang Xing	Downside Risk
w11775	Torben G. Andersen Tim Bollerslev Francis X. Diebold	Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
w11758	Bruce N. Lehmann	The Role of Beliefs in Inference for Rational Expectations Models
w11721	David S. Lee	Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
t0319	Lan Zhang Per A. Mykland Yacine Ait-Sahalia	Edgeworth Expansions for Realized Volatility and Related Estimators
t0315	Jesus Fernandez-Villaverde Juan Rubio Manuel Santos	Convergence Properties of the Likelihood of Computed Dynamic Models
w11671	Patrick Bajari Jeremy T. Fox	Measuring the Efficiency of an FCC Spectrum Auction
w11656	Marcela Eslava John Haltiwanger Adriana Kugler Maurice Kugler	Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants
w11628	David H. Autor Lawrence F. Katz Melissa S. Kearney	Rising Wage Inequality: The Role of Composition and Prices
w11523	Andrew T. Levin Alexei Onatski John C. Williams Noah Williams	Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models
w11517	Elena Tchernykh William H. Branson	Regime-Switching Behavior of the Term Structure of Forward Markets
w11487	Junsoo Lee John A. List Mark Strazicich	Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
t0308	Jesus Fernandez-Villaverde Juan Rubio-Ramirez Thomas J. Sargent	A, B, C's (and D)'s for Understanding VARs
t0307	Azeem Shaikh Edward Vytlacil	Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
w11280	Mitchell A. Petersen	Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
t0306	James J. Heckman Edward Vytlacil	Structural Equations, Treatment Effects and Econometric Policy Evaluation
w11263	Jay Bhattacharya Azeem Shaikh Edward Vytlacil	Treatment Effect Bounds: An Application to Swan-Ganz Catheterization
w11259	James J. Heckman Edward Vytlacil	Structural Equations, Treatment Effects and Econometric Policy Evaluation
w11188	Torben G. Andersen Tim Bollerslev Peter F. Christoffersen Francis X. Diebold	Volatility Forecasting
w11187	Ann M. Lawson Brian C. Moyer Sumiye Okubo Mark A. Planting	Integrating Industry and National Economic Accounts: First Steps and Future Improvements
2004
w10975	Joshua D. Angrist Guido M. Kuersteiner	Semiparametric Causality Tests Using the Policy Propensity Score
t0303	Michael Jansson Marcelo J. Moreira	Optimal Inference in Regression Models with Nearly Integrated Regressors
t0302	Marcelo J. Moreira Jack R. Porter Gustavo A. Suarez	Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
w10823	Malcolm P. Baker Ryan Taliaferro Jeffrey Wurgler	Pseudo Market Timing and Predictive Regressions
w10803	Christopher Avery Mark Glickman Caroline Hoxby Andrew Metrick	A Revealed Preference Ranking of U.S. Colleges and Universities
t0301	Patrick Bajari Han Hong Stephen Ryan	Identification and Estimation of Discrete Games of Complete Information
w10786	Ricardo J. Caballero Stavros Panageas	Contingent Reserves Management: An Applied Framework
t0300	Laurent E. Calvet Adlai J. Fisher Samuel B. Thompson	Volatility Comovement: A Multifrequency Approach
t0299	Donald W.K. Andrews Marcelo Moreira James H. Stock	Optimal Invariant Similar Tests for Instrumental Variables Regression
t0298	Nelson C. Mark Donggyu Sul	The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
w10477	Thomas Hertel David Hummels Maros Ivanic Roman Keeney	How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements?
w10428	Joshua Angrist Victor Chernozhukov Ivan Fernandez-Val	Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
w10303	Johannes Van Biesebroeck	Robustness of Productivity Estimates
2003
w10154	Ariel Pakes	Common Sense and Simplicity in Empirical Industrial Organization
w10121	Marianne Bitler Jonah Gelbach Hilary Hoynes	What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments
w10117	Robert F. Engle Giampiero M. Gallo	A Multiple Indicators Model for Volatility Using Intra-Daily Data
t0294	Guido W. Imbens	Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review
w10025	William A. Brock Steven N. Durlauf Kenneth D. West	Policy Evaluation in Uncertain Economic Environments
w9980	C. Lanier Benkard Patrick Bajari	Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's
w9881	Karsten Hansen James J. Heckman Kathleen J. Mullen	The Effect of Schooling and Ability on Achievement Test Scores
w9819	Lawrence J. Christiano Martin Eichenbaum Robert Vigfusson	What Happens After a Technology Shock?
w9778	Ricardo J. Caballero Stavros Panageas	Hedging Sudden Stops and Precautionary Contractions
w9673	David S. Bates	Maximum Likelihood Estimation of Latent Affine Processes
2002
t0287	Nelson C. Mark Donggyu Sul	Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
t0283	Alberto Abadie Guido W. Imbens	Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
t0279	Torben G. Andersen Tim Bollerslev Francis X. Diebold	Parametric and Nonparametric Volatility Measurement
t0278	George Hall John Rust	Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
w9052	Andrew B. Bernard Stephen Redding Peter K. Schott Helen Simpson	Factor Price Equalization in the UK?
t0277	David S. Lee	Trimming for Bounds on Treatment Effects with Missing Outcomes
w8944	Yacine Ait-Sahalia Jefferson Duarte	Nonparametric Option Pricing under Shape Restrictions
w8841	Marianne Bertrand Esther Duflo Sendhil Mullainathan	How Much Should We Trust Differences-in-Differences Estimates?
2001
w8682	Ravi Jagannathan Andrew Kaplin Steve Guoqiang Sun	An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices
w8666	Jay Shanken Ane Tamayo	Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
w8643	Andrew Ang Joseph Chen Yuhang Xing	Downside Risk and the Momentum Effect
w8602	Peter Arcidiacono Holger Sieg Frank Sloan	Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking
w8497	John Geweke Gautam Gowrisankaran Robert J. Town	Bayesian Inference for Hospital Quality in a Selection Model
t0273	Daniel A. Ackerberg	A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
t0272	Patrick Bajari C. Lanier Benkard	Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach
w8207	Andrew Ang Geert Bekaert	Stock Return Predictability: Is it There?
w8160	Torben G. Andersen Tim Bollerslev Francis X. Diebold Paul Labys	Modeling and Forecasting Realized Volatility
2000
w8041	William A. Brock Steven N.Durlauf	Growth Economics and Reality
t0264	Francis X. Diebold Atsushi Inoue	Long Memory and Regime Switching
t0263	Charles F. Manski	Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations
w7950	James J. Heckman Justin L. Tobias Edward Vytlacil	Simple Estimators for Treatment Parameters in a Latent Variable Framework with an Application to Estimating the Returns to Schooling
t0261	Alberto Abadie	Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable
t0260	Alberto Abadie	Semiparametric Estimation of Instrumental Variable Models for Causal Effects
w7852	Nina Pavcnik	Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants
w7844	Rajeev Dehejia	Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs
w7831	Joseph G. Altonji Todd E. Elder Christopher R. Taber	Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools
t0258	William Brock Steven N. Durlauf	Interactions-Based Models
t0257	Dean R. Hyslop Guido W. Imbens	Bias from Classical and Other Forms of Measurement Error
t0255	Wouter J. den Haan Andrew T. Levin	Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
w7699	Jonathan Lewellen Jay Shanken	Estimation Risk, Market Efficiency, and the Predictability of Returns
1999
w7439	Julio J. Rotemberg	A Heuristic Method for Extracting Smooth Trends from Economic Time Series
w7341	Robert F. Engle Simone Manganelli	CAViaR: Conditional Value at Risk by Quantile Regression
w7333	James L. Heckman	Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective
w7257	Lawrence J. Christiano Terry J. Fitzgerald	The Band Pass Filter
w7235	Thomas J. Kane Cecilia Elena Rouse Douglas Staiger	Estimating Returns to Schooling When Schooling is Misreported
w7131	Jinyong Hahn Petra Todd Wilbert Van der Klaauw	Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
t0241	Joshua D. Angrist Jinyong Hahn	When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects
t0240	Robert F. Stambaugh	Predictive Regressions
w7056	Andrew Ang Geert Bekaert	International Asset Allocation with Time-Varying Correlations
w6954	Rajeev Dehejia	Program Evaluation as a Decision Problem
w6944	Steven D. Levitt Jack Porter	Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics
w6928	Francis X. Diebold Lutz Kilian	Unit Root Tests Are Useful for Selecting Forecasting Models
w6927	Daniel S. Hamermesh	The Art of Labormetrics
1998
w6829	Rajeev H. Dehejia Sadek Wahba	Propensity Score Matching Methods for Non-experimental Causal Studies
w6759	Soren Blomquist Matias Eklof Whitney Newey	Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991
t0234	Glenn Ellison Sara Fisher Ellison	A Simple Framework for Nonparametric Specification Testing
w6699	James Heckman Hidehiko Ichimura Jeffrey Smith Petra Todd	Characterizing Selection Bias Using Experimental Data
w6666	Torben G. Anderson Tim Bollerslev Ashish Das	Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment
w6586	Rajeev H. Dehejia Sadek Wahba	Causal Effects in Non-Experimental Studies: Re-Evaluating the Evaluation of Training Programs
w6533	Jason G. Cummins	Taxation and the Sources of Growth: Estimates from United States Multinational Corporations
t0229	Alberto Abadie Joshua D. Angrist Guido W. Imbens	Instrumental Variables Estimation of Quantile Treatment Effects
t0222	Yacine Ait-Sahalia	Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
1997
w6228	Francis X. Diebold Anthony S. Tay Kenneth F. Wallis	Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
t0214	John M. Abowd Bruno Crepon Francis Kramarz	Moment Estimation with Attrition
1996
t0206	Yin-Wong Cheung Menzie D. Chinn	Further Investigation of the Uncertain Unit Root in GNP
w5793	Michael F. Bryan Stephen G. Cecchetti	Inflation and the Distribution of Price Changes
t0198	James H. Stock Jonathan Wright	Asymptotics for GMM Estimators with Weak Instruments
w5631	David Neumark William Wascher	Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias?
t0197	Wouter J. Den Haan Andrew T. Levin	A Practitioner's Guide to Robust Covariance Matrix Estimation
t0123	Gilbert E. Metcalf	Specification Testing in Panel Data With Instrumental Variables
t0196	Matthew D. Shapiro David W. Wilcox	Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI
t0195	Wouter J. Den Haan Andrew Levin	Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
t0194	Francis X. Diebold Til Schuermann	Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
w5479	Yacine Ait-Sahalia	Dynamic Equilibrium and Volatility in Financial Asset Markets
1995
w5314	David Genesove Wallace P. Mullin	Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914
t0185	James J. Heckman	Instrumental Variables: A Cautionary Tale
t0184	James J. Heckman	Randomization as an Instrumental Variable
w5093	John DiNardo Nicole M. Fortin Thomas Lemieux	Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach
t0177	Lawrence J. Christiano Wouter J. Den Haan	Small Sample Properties of GMM for Business Cycle Analysis
t0176	Kenneth D. West David W. Wilcox	A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
t0174	Francis X. Diebold Lee E. Ohanian Jeremy Berkowitz	Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
t0173	Francis X. Diebold Jose A. Lopez	Measuring Volatility Dynamics
t0144	Kenneth D. West Whitney K. Newey	Automatic Lag Selection in Covariance Matrix Estimation
1994
t0171	Michael T. K. Horvath Mark W. Watson	Testing for Cointegration When Some of the Contributing Vectors are Known
t0170	Bruce D. Meyer	Natural and Quasi- Experiments in Economics
t0169	Francis X. Diebold Roberto S. Mariano	Comparing Predictive Accuracy
t0159	Andrew B. Bernard Steven N. Durlauf	Interpreting Tests of the Convergence Hypothesis
t0155	Craig Burnside Martin Eichenbaum	Small Sample Properties of Generalized Method of Moments Based Wald Tests
1993
t0141	Lars Peter Hansen Jose Alexandre Scheinkman	Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
t0140	Robert F. Stambaugh	Estimating Conditional Expectations when Volatility Fluctuates
1992
t0126	J. Joseph Beaulieu Jeffrey A. Miron	Seasonal Unit Roots in Aggregate U.S. Data

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