NBER Papers in JEL Code C2: Mathematical and Quantitative Methods - Single Equation Models • Single Variables
| 2022 | ||
| w29953 |
Christophe Gaillac Arnaud Maurel |
Partially Linear Models under Data Combination |
| w29908 |
|
Estimating General Equilibrium Spillovers of Large-Scale Shocks |
| w29879 |
|
Trading-off Bias and Variance in Stratified Experiments and in Staggered Adoption Designs, Under a Boundedness Condition on the Magnitude of the Treatment Effect |
| w29873 |
Xavier D'Haultfoeuille |
Difference-in-Differences Estimators of Intertemporal Treatment Effects |
| w29737 |
John M. Abowd Christopher R. Bollinger Michael D. Carr Charles M. Hokayem Kevin L. McKinney Emily E. Wiemers Sisi Zhang James P. Ziliak |
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data |
| w29734 |
Xavier D'Haultfoeuille |
Two-way Fixed Effects and Differences-in-Differences Estimators with Several Treatments |
| w29709 |
John Bonney Magne Mogstad Alexander Torgovitsky |
When is TSLS Actually LATE? |
| w29691 |
Xavier D'Haultfoeuille |
Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey |
| w29658 |
Gerard A. Pfann |
The Variability and Volatility of Sleep: An ARCHetypal Behavior |
| 2021 | ||
| w29563 |
Dongwoo Kim Shih En Lu Hitoshi Shigeoka |
COVID-19 Vaccination Mandates and Vaccine Uptake |
| w29550 |
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 |
| w29459 |
Jason T. Kerwin Juan S. Muñoz-Morales Jeffrey A. Smith Rebecca Thornton |
Some Children Left Behind: Variation in the Effects of an Educational Intervention |
| w29417 |
Michal Kolesár |
One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV |
| w29361 |
Andrew Leigh |
"Beauty Too Rich for Use"*: Billionaires' Assets and Attractiveness |
| w29276 |
Brent R. Hickman |
The Returns to College(s): Relative Value-Added and Match Effects in Higher Education |
| w29170 |
Christian Hansen Jorge Pérez Pérez Jesse M. Shapiro |
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design |
| w29141 |
Meilin Ma H. Holly Wang |
Exploring Spatial Price Relationships: The Case of African Swine Fever in China |
| w29124 |
Justin McCrary Marcelo J. Moreira Jack R. Porter |
Valid t-ratio Inference for IV |
| w28886 |
Avi Feller Jesse Rothstein |
Synthetic Controls with Staggered Adoption |
| w28885 |
Avi Feller Jesse Rothstein |
The Augmented Synthetic Control Method |
| w28855 |
Lawrence M. Kahn Nikolai Boboshko Matthew L. Comey |
The Impact of Selection into the Labor Force on the Gender Wage Gap |
| w28571 |
Marko Mlikota Frank Schorfheide Sergio Villalvazo |
SVARs With Occasionally-Binding Constraints |
| w28503 |
|
What Marginal Outcome Tests Can Tell Us About Racially Biased Decision-Making |
| w28431 |
Wan-Ying Chang Bruce A. Weinberg |
Man Versus Machine? Self-Reports Versus Algorithmic Measurement of Publications |
| w28425 |
Thorsten Drautzburg Robert P. Inman Nicholas Zarra |
Partisanship and Fiscal Policy in Economic Unions: Evidence from U.S. States |
| w28364 |
Guido W. Imbens |
Double-Robust Identification for Causal Panel Data Models |
| w28327 |
Arnaud Maurel Yichong Zhang |
Informational Content of Factor Structures in Simultaneous Binary Response Models |
| 2020 | ||
| w28306 |
|
Event-day Options |
| w28241 |
Peter Hull Parag A. Pathak Christopher R. Walters |
Simple and Credible Value-Added Estimation Using Centralized School Assignment |
| w28228 |
Glenn D. Rudebusch |
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
| w28222 |
Will S. Dobbie Peter Hull |
Measuring Racial Discrimination in Algorithms |
| w28014 |
Pierre Guérin |
A Comparison of Monthly Global Indicators for Forecasting Growth |
| w27891 |
Shih En Lu Hitoshi Shigeoka Cong Chen Stephanie Pamplona |
Face Masks, Public Policies and Slowing the Spread of COVID-19: Evidence from Canada |
| w27845 |
Peter Hull |
Non-Random Exposure to Exogenous Shocks: Theory and Applications |
| w27802 |
Magne Mogstad Jack Mountjoy |
On the Use of Outcome Tests for Detecting Bias in Decision Making |
| w27797 |
Melvin Stephens Jr. |
Correcting for Misclassified Binary Regressors Using Instrumental Variables |
| w27756 |
Giovanni Compiani |
An Instrumental Variable Approach to Dynamic Models |
| w27704 |
Philip A. Haile |
Nonparametric Identification of Differentiated Products Demand Using Micro Data |
| w27674 |
Sisi Zhang |
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics |
| w27672 |
Robert A. Moffitt Emily E. Wiemers |
Reconciling Trends in Volatility: Evidence from the SIPP Survey and Administrative Data |
| w27609 |
Jaime Ramirez-Cuellar |
At What Level Should One Cluster Standard Errors in Paired Experiments, and in Stratified Experiments with Small Strata? |
| w27578 |
Mauricio M. Caceres Bravo Peter Hull Amanda Starc |
Mortality Effects and Choice Across Private Health Insurance Plans |
| w27556 |
David G. Seim Jesse M. Shapiro |
Bounds on a Slope from Size Restrictions on Economic Shocks |
| w27548 |
Adriana D. Kugler Mikko I. Silliman |
Hard and Soft Skills in Vocational Training: Experimental Evidence from Colombia |
| w27546 |
Alexander Torgovitsky Christopher R. Walters |
Policy Evaluation with Multiple Instrumental Variables |
| w27424 |
David S. Lee David Card Andrea Weber |
Local Polynomial Order in Regression Discontinuity Designs |
| w27410 |
Ronen Israel Matthew P. Richardson |
Biases in Long-Horizon Predictive Regressions |
| w27368 |
Kerstin Holzheu Thibaut Lamadon Elena Manresa Magne Mogstad Bradley Setzler |
How Much Should we Trust Estimates of Firm Effects and Worker Sorting? |
| w27349 |
Bradley T. Shapiro Jihong Song |
How and When to Use the Political Cycle to Identify Advertising Effects |
| w27287 |
Felix Tintelnot |
Spatial Economics for Granular Settings |
| w27248 |
Hyungsik Roger Moon Frank Schorfheide |
Panel Forecasts of Country-Level Covid-19 Infections |
| w27182 |
Serena Ng |
Latent Dirichlet Analysis of Categorical Survey Expectations |
| w27167 |
Nicholas Bloom Stephen J. Terry |
Using Disasters to Estimate the Impact of Uncertainty |
| w27029 |
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 |
| w26999 |
Will S. Dobbie Peter Hull |
Measuring Racial Discrimination in Bail Decisions |
| w26670 |
Joshua C. Pinkston Jay Stewart |
Time Spent Exercising and Obesity: An Application of Lewbel's Instrumental Variables Method |
| 2019 | ||
| w26584 |
Brigham Frandsen |
Machine Labor |
| w26577 |
|
Network Data |
| w26569 |
Hyungsik Roger Moon Frank Schorfheide |
Forecasting with a Panel Tobit Model |
| w26467 |
Matthew Gentzkow Chuan Yu |
Selection with Variation in Diagnostic Skill: Evidence from Radiologists |
| w26440 |
Fernando Saltiel Sergio S. Urzúa |
Voting for Democracy: Chile's Plebiscito and the Electoral Participation of a Generation |
| w26424 |
Jerry A. Hausman Whitney K. Newey |
Demand Analysis with Many Prices |
| w26389 |
Ali Hortaçsu John A. List Ian Muir Jeffrey M. Wooldridge |
Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings |
| w26282 |
Luc Behaghel |
Estimating the Effect of Treatments Allocated by Randomized Waiting Lists. |
| w26258 |
|
Modeling Imprecision in Perception, Valuation and Choice |
| w26250 |
Louis Preonas Matt Woerman |
Panel Data and Experimental Design |
| w26087 |
Matthew D. Shapiro |
SeaTE: Subjective ex ante Treatment Effect of Health on Retirement |
| w26028 |
Matthew V. Zahn |
The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation |
| w26016 |
Sida Peng |
On Testing Continuity and the Detection of Failures |
| w26011 |
|
Identification of a Class of Health-Outcome Distributions under a Common Form of Partial Data Observability |
| w26002 |
James H. Stock Jonathan H. Wright |
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment |
| w25823 |
Arnaud Maurel Xiaoyun Qiu Yichong Zhang |
Estimating Selection Models without Instrument with Stata |
| w25904 |
Xavier D'Haultfoeuille |
Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects |
| w25819 |
Haoyang Liu Ye Luo Christopher Palmer |
Errors in the Dependent Variable of Quantile Regression Models |
| w25691 |
Alexander Torgovitsky Christopher R. Walters |
The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables |
| w25652 |
Jonathan D. Ketcham Nicolai V. Kuminoff Timothy Neal |
Evaluating Consumers' Choices of Medicare Part D Plans: A Study in Behavioral Welfare Economics |
| w25587 |
Brent Kreider Oleksandr Zhylyevskyy |
Investigating Treatment Effects of Participating Jointly in SNAP and WIC when the Treatment is Validated Only for SNAP |
| w25574 |
Pauline Leung Christopher J. O'Leary Zhuan Pei Simon Quach |
Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance |
| w25528 |
Lars J. Lefgren Emily C. Leslie |
Judging Judge Fixed Effects |
| w25481 |
Stefano Giglio Dacheng Xiu |
Taming the Factor Zoo: A Test of New Factors |
| w25449 |
Geert Bekaert |
Currency Factors |
| w25420 |
George Panayotov |
Good Carry, Bad Carry |
| 2018 | ||
| w25291 |
Michael R. Thomsen Rodolfo M. Nayga Jr. Aaron M. Novotny |
WIC Participation and Relative Quality of Household Food Purchases: Evidence from FoodAPS |
| w25234 |
Cristine Campos de Xavier Pinto |
Semiparametrically Efficient Estimation of the Average Linear Regression Function |
| w25177 |
Solomon Hsiang |
Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences |
| w25132 |
Mohsen Bayati Nikolay Doudchenko Guido Imbens Khashayar Khosravi |
Matrix Completion Methods for Causal Panel Data Models |
| w25102 |
Hyungsik Roger Moon Frank Schorfheide |
Forecasting with Dynamic Panel Data Models |
| w25021 |
Barbara Rossi |
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates |
| w25018 |
|
Difference-in-Differences with Variation in Treatment Timing |
| w24997 |
Peter Hull Xavier Jaravel |
Quasi-Experimental Shift-Share Research Designs |
| w24963 |
Guido W. Imbens |
Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption |
| w24944 |
Michal Kolesár Eduardo Morales |
Shift-Share Designs: Theory and Inference |
| w24903 |
Kyle C. Meng |
Quasi-Experimental Methods in Environmental Economics: Opportunities and Challenges |
| w24891 |
|
Friedman and Phelps on the Phillips Curve Viewed from a Half Century's Perspective |
| w24857 |
Kevin Lang |
The Promise and Pitfalls of Differences-in-Differences: Reflections on '16 and Pregnant' and Other Applications |
| w24814 |
Guido Imbens |
The Role of the Propensity Score in Fixed Effect Models |
| w24678 |
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 |
| w24565 |
Christian Hansen Jesse M. Shapiro |
Pre-event Trends in the Panel Event-study Design |
| w24477 |
Christopher R. Walters |
On Heckits, LATE, and Numerical Equivalence |
| w24426 |
Jimmy Lopez Jacques Mairesse |
Rent Creation and Sharing: New Measures and Impactson TFP |
| w24408 |
Isaac Sorkin Henry Swift |
Bartik Instruments: What, When, Why, and How |
| w24390 |
Sisi Zhang |
Income Volatility and the PSID: Past Research and New Results |
| w24232 |
Iván Fernández-Val Sukjin Han Amanda Kowalski |
Censored Quantile Instrumental Variable Estimation with Stata |
| 2017 | ||
| w24172 |
Joshua D. Angrist Yusuke Narita Parag A. Pathak |
Impact Evaluation in Matching Markets with General Tie-Breaking |
| w24003 |
Susan Athey Guido W. Imbens Jeffrey Wooldridge |
When Should You Adjust Standard Errors for Clustering? |
| w23840 |
Norma Coe Cole G. Chapman |
Comparing 2SLS vs 2SRI for Binary Outcomes and Binary Exposures |
| w23826 |
Emily Oster |
A Simple Approximation for Evaluating External Validity Bias |
| w23814 |
Camilo García-Jimeno |
Mis-classified, Binary, Endogenous Regressors: Identification and Inference |
| w23633 |
Ian McCarthy |
It's a Cruel Summer: Household Responses to Reductions in Government Nutrition Assistance |
| w23629 |
Gary Richardson Shirley Wang |
Contagion During the Initial Banking Panic of the Great Depression |
| w23621 |
|
A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models |
| w23602 |
David S. Rapson |
Regression Discontinuity in Time: Considerations for Empirical Applications |
| w23568 |
Andres Santos Alexander Torgovitsky |
Using Instrumental Variables for Inference about Policy Relevant Treatment Effects |
| w23519 |
Jesse Tack Nathan P. Hendricks |
Heterogeneous Yield Impacts from Adoption of Genetically Engineered Corn and the Importance of Controlling for Weather |
| w23486 |
Victor Lavy Jetson Leder-Luis Adi Shany |
Maimonides Rule Redux |
| w23429 |
|
Why You Should Never Use the Hodrick-Prescott Filter |
| w23186 |
Mark W. Watson |
Long-Run Covariability |
| 2016 | ||
| w22950 |
R. Vincent Pohl Kyungchul Song |
Targeting Policies: Multiple Testing and Distributional Treatment Effects |
| w22892 |
Miikka Rokkanen Christoph Rothe |
Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable |
| w22781 |
David S. Lee Zhuan Pei Andrea Weber |
Regression Kink Design: Theory and Practice |
| w22765 |
Daniel McFadden Joachim Winter Amelie Wuppermann Bo Zhou |
Inattention and Switching Costs as Sources of Inertia in Medicare Part D |
| w22621 |
Camilo García-Jimeno |
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models |
| w22603 |
Jimmy Lopez Jacques Mairesse |
Labour Market Regulations and Capital Intensity |
| w22595 |
Nancy Cartwright |
Understanding and Misunderstanding Randomized Controlled Trials |
| w22575 |
|
Identifying and Estimating Neighborhood Effects |
| w22186 |
|
Homophily and Transitivity in Dynamic Network Formation |
| w22126 |
Steven F. Lehrer |
Targeted or Universal Coverage? Assessing Heterogeneity in the Effects of Universal Childcare |
| w22028 |
|
How Crashes Develop: Intradaily Volatility and Crash Evolution |
| w21966 |
Paul Ruud |
What Forces Dictate the Design of Pollution Monitoring Networks? |
| w21893 |
Jack Porter |
Moment Inequalities for Multinomial Choice with Fixed Effects |
| 2015 | ||
| w21738 |
Harald Uhlig |
Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks |
| w21705 |
Joshua D. Angrist Yusuke Narita Parag A. Pathak |
Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation |
| w21663 |
Rajeev Dehejia Cristian Pop-Eleches Cyrus Samii |
Local Instruments, Global Extrapolation: External Validity of the Labor Supply-Fertility Local Average Treatment Effect |
| w21584 |
Dacheng Xiu |
Principal Component Analysis of High Frequency Data |
| w21564 |
Mark W. Watson |
Low-Frequency Econometrics |
| w21554 |
George B. Bulman |
The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid |
| w21416 |
Rodolfo Lauterbach Jacques Mairesse |
Micro-Evidence on Product and Labor Market Regime Differences between Chile and France |
| w21400 |
Hitoshi Shigeoka Yasutora Watanabe |
Do Risk Preferences Change? Evidence from Panel Data before and after the Great East Japan Earthquake |
| w21391 |
|
The Economics of Exclusion Restrictions in IV Models |
| w21273 |
|
Partisan Conflict and Private Investment |
| w21239 |
|
The Impact of Pharmaceutical Innovation on Premature Cancer Mortality in Canada, 2000-2011 |
| w21080 |
Graciana Rucci Sergio S. Urzúa |
The Effect of Mandated Child Care on Female Wages in Chile |
| w21034 |
Jinyong Hahn Alexandre Poirier James L. Powell |
Quantile Regression with Panel Data |
| w21033 |
Bradley Larsen Christopher Palmer |
IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade |
| w20978 |
Ilya A. Strebulaev |
Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies |
| w20977 |
Ugo Troiano Traviss Cassidy |
Old and Young Politicians |
| 2014 | ||
| w20811 |
Andrew M. Jones Pedro Rosa Dias |
The Roles of Cognitive and Non-Cognitive Skills in Moderating the Effects of Mixed-Ability Schools on Long-Term Health |
| w20792 |
Joshua D. Angrist Peter D. Hull Parag A. Pathak |
Charters Without Lotteries: Testing Takeovers in New Orleans and Boston |
| w20781 |
Richard K. Mansfield |
Group-Average Observables as Controls for Sorting on Unobservables When Estimating Group Treatment Effects: the Case of School and Neighborhood Effects |
| w20757 |
James J. Heckman Junsen Zhang Gabriella Conti |
Early Health Shocks, Intrahousehold Resource Allocation, and Child Outcomes |
| w20640 |
|
The Demand for Effective Charter Schools |
| w20563 |
Jimmy Lopez Jacques Mairesse |
Product and Labor Market Regulations, Production Prices, Wages and Productivity |
| w20509 |
Nikolas Mittag |
Misclassification in Binary Choice Models |
| w20414 |
|
Methods of Identification in Social Networks |
| w20374 |
Petra Moser |
Spatial Errors in Count Data Regressions |
| w20342 |
Juan Carlos Suárez Serrato Michael B. Urbancic |
Broken or Fixed Effects? |
| w20258 |
Zachary Peskowitz Christopher Stanton |
Beyond Zeroes and Ones: The Intensity and Dynamics of Civil Conflict |
| w20257 |
Arnaud Maurel Yichong Zhang |
Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap |
| w20173 |
Erich Battistin Daniela Vuri |
In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno |
| w20121 |
Rafael Perez Ribas Yan Wang |
Is the Stock Market Just a Side Show? Evidence from a Structural Reform |
| w20068 |
Youngki Shin |
Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks |
| w19985 |
Julien Fouquau Richard Portes |
Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts |
| w19937 |
Steven F. Lehrer |
Understanding the Role of Time-Varying Unobserved Ability Heterogeneity in Education Production |
| w19897 |
|
An Optimizing Neuroeconomic Model of Discrete Choice |
| w19896 |
Beatriz G. López-Valcárcel Patricia Barber Vicente Ortún |
Efficiency versus Equity in the Allocation of Medical Specialty Training Positions in Spain: A Health Policy Simulation Based on a Discrete Choice Model |
| 2013 | ||
| w19742 |
Matthew M. Chingos Martin R. West |
Endogenous Stratification in Randomized Experiments |
| w19554 |
Rusty Tchernis |
The Origins of Early Childhood Anthropometric Persistence |
| w19488 |
Jimmy Lopez Jacques Mairesse |
Upstream Product Market Regulations, ICT, R&D and Productivity |
| w19486 |
Eduardo Morales |
Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach |
| w19469 |
Jonathan H. Wright |
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
| w19451 |
Chad D. Meyerhoefer Samuel H. Zuvekas |
The Effect of Depression on Labor Market Outcomes |
| w19422 |
Partha Deb |
Heterogeneity in Long Term Health Outcomes of Migrants within Italy |
| w19314 |
Rodrigo Pinto |
Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs |
| w19212 |
William A. Brock Steven N. Durlauf Rajshri Jayaraman |
Linear Social Interactions Models |
| w19111 |
Javier A. Birchenall Hani Mansour Sergio Urzúa |
Education, Birth Order, and Family Size |
| w19081 |
Angelo Frattarelli Oliver Hart |
Tax Shelters or Efficient Tax Planning? A Theory of The Firm Perspective On the Economic Substance Doctrine |
| w19059 |
Kozo Kiyota Jacques Mairesse |
Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands |
| w19047 |
Laurent Ferrara Valérie Mignon |
Post-recession US Employment through the Lens of a Non-linear Okun's law |
| w18995 |
Marie Hoerova |
The VIX, the Variance Premium and Stock Market Volatility |
| w18870 |
Mark W. Watson |
Measuring Uncertainty about Long-Run Prediction |
| w18817 |
Jorge Rodríguez Sergio S. Urzúa |
Heterogeneous Economic Returns to Postsecondary Degrees: Evidence from Chile |
| w18832 |
Christian Dustmann Costas Meghir Jean-Marc Robin |
Career Progression, Economic Downturns, and Skills |
| 2012 | ||
| w18662 |
Miikka Rokkanen |
Wanna Get Away? RD Identification Away from the Cutoff |
| w18330 |
David Papell |
Taylor Rule Exchange Rate Forecasting During the Financial Crisis |
| w18277 |
Ashley Swanson |
Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competitions |
| w18252 |
|
Log Odds and Ends |
| w18196 |
|
The Benefits of College Athletic Success: An Application of the Propensity Score Design with Instrumental Variables |
| w18195 |
Jonathan H. Wright |
The Economics of Options-Implied Inflation Probability Density Functions |
| w18166 |
Adam Leive Daniel McFadden Joachim Winter |
Plan Selection in Medicare Part D: Evidence from Administrative Data |
| w18078 |
Francis X. Diebold Frank Schorfheide |
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
| w18056 |
|
Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables |
| w18032 |
Jeremy Piger Nicholas Sly |
Comovement in GDP Trends and Cycles Among Trading Partners |
| w17998 |
Kenneth S. Rogoff Barbara Rossi |
Can Oil Prices Forecast Exchange Rates? |
| w17970 |
Daniel L. McFadden Michel Bierlaire |
Choice Probability Generating Functions |
| w17953 |
Mogens Fosgerau |
A theory of the perturbed consumer with general budgets |
| w17882 |
Morten Sorensen |
Estimating Loan-to-Value and Foreclosure Behavior |
| w17755 |
|
Identification of Preferences and Evaluation of Income Tax Policy |
| 2011 | ||
| w17592 |
Jianqing Fan Yingying Li |
The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency |
| w17519 |
Raj Chetty John N. Friedman Edward L. Glaeser Guido W. Imbens |
Identification and Inference with Many Invalid Instruments |
| w17455 |
John V. Pepper |
Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections |
| w17424 |
Anna Mikusheva Serena Ng |
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
| w17408 |
Jason M. Lindo Glen R. Waddell |
Heaping-Induced Bias in Regression-Discontinuity Designs |
| w17368 |
Si Li Jiaping Qiu |
Managerial Attributes and Executive Compensation |
| w17346 |
Jeremy T. Fox Kyoo il Kim Patrick Bajari |
Partial Identification of Heterogeneity in Preference Orderings Over Discrete Choices |
| w17334 |
Missaka Warusawitharana |
What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio |
| w17327 |
Jason Abrevaya |
"Beauty Is the Promise of Happiness"? |
| w17154 |
|
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? |
| w16894 |
Kyoo il Kim Amil Petrin |
Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error |
| w16773 |
Gary Solon |
The Fragility of Estimated Effects of Unilateral Divorce Laws on Divorce Rates |
| w16762 |
Andrew J. Plantinga Robert N. Stavins |
The Value of Terroir: Hedonic Estimation of Vineyard Sale Prices |
| w16714 |
James H. Stock |
Forecasts in a Slightly Misspecified Finite Order VAR |
| w16678 |
Bernard Yeung |
Economics, History, and Causation |
| 2010 | ||
| w16618 |
Juan Rubio-Ramírez |
Macroeconomics and Volatility: Data, Models, and Estimation |
| w16581 |
John L. Hartman |
Networks and Workouts: Treatment Size and Status Specific Peer Effects in a Randomized Field Experiment |
| w16520 |
Gilbert Cette Jimmy Lopez Jacques Mairesse Giuseppe Nicoletti |
Do Product Market Regulations in Upstream Sectors Curb Productivity Growth? Panel Data Evidence for OECD Countries |
| w16488 |
Mark W. Watson |
Modeling Inflation After the Crisis |
| w16398 |
Kavan J. Kucko |
The Predictive Power of the Yield Curve across Countries and Time |
| w16263 |
Ralph S.J. Koijen |
Predictive Regressions: A Present-value Approach |
| w16220 |
Jacques Mairesse |
Comparing Micro-evidence on Rent Sharing from Three Different Approaches |
| w16188 |
Joris Pinkse Margaret E. Slade John Van Reenen |
Spillovers in Space: Does Geography Matter? |
| w16110 |
|
Building Bridges Between Structural and Program Evaluation Approaches to Evaluating Policy |
| w16096 |
Jesse Gregory Patrick M. Kline |
Assessing the Incidence and Efficiency of a Prominent Place Based Policy |
| w16051 |
|
Are Increasing 5-Year Survival Rates Evidence of Success Against Cancer? A reexamination using data from the U.S. and Australia |
| w16045 |
Thomas Lemieux Sergio Firpo |
Decomposition Methods in Economics |
| w15984 |
Gopi Shah Goda Kevin Mumford |
Fertility and the Personal Exemption: Comment |
| w15880 |
|
Has medical innovation reduced cancer mortality? |
| w15859 |
Paolo Sodini |
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
| w15808 |
Jean Jacod |
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data |
| w15794 |
Jörn-Steffen Pischke |
The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics |
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Paolo A. Pesenti |
Commodity prices, commodity currencies, and global economic developments |
| w15690 |
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Is the Spurious Regression Problem Spurious? |
| w15675 |
John C. Haltiwanger Jonathan L. Willis |
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application |
| 2009 | ||
| w15539 |
Rusty Tchernis |
Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program |
| w15533 |
Dobrislav Dobrev Ernst Schaumburg |
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
| w15519 |
Michele Lenza |
The Feldstein-Horioka fact |
| w15392 |
Daniel McFadden Joachim Winter |
Regulation of private health insurance markets: Lessons from enrollment, plan type choice, and adverse selection in Medicare Part D |
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Kevin Lang |
School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of LATE |
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Jeremy T. Fox Kyoo il Kim Stephen P. Ryan |
A Simple Nonparametric Estimator for the Distribution of Random Coefficients |
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Amit Gandhi |
Identifying Heterogeneity in Economic Choice Models |
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V. Kerry Smith |
Evaluating Rubin's Causal Model for Measuring the Capitalization of Environmental Amenities |
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Jeremy Fox Kyoo il Kim Stephen P. Ryan |
The Random Coefficients Logit Model Is Identified |
| w14913 |
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U.S. Stock Market Crash Risk, 1926-2006 |
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Guido W. Imbens Geert Ridder |
Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis |
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Dennis Epple Jason Imbrogno Holger Sieg Ron Zimmer |
Estimation of Causal Effects in Experiments with Multiple Sources of Noncompliance |
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Sascha O. Becker |
Margins of Multinational Labor Substitution |
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Guido Imbens |
A Martingale Representation for Matching Estimators |
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Marc Rysman |
Dynamics of Consumer Demand for New Durable Goods |
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|
Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development |
| 2008 | ||
| w14621 |
Yuriy Gorodnichenko |
Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation |
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Benoit Mulkay |
An Exploration of Local R&D Spillovers in France |
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Fernando Ferreira Jesse Rothstein |
The Value of School Facilities: Evidence from a Dynamic Regression Discontinuity Design |
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James Powell |
Identification and Estimation of 'Irregular' Correlated Random Coefficient Models |
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Saul Lach Charles F. Manski |
Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability |
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Efficiency bounds for missing data models with semiparametric restrictions |
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Francis X. Diebold Chiara Scotti |
Real-Time Measurement of Business Conditions |
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Jesse Rothstein Diane Whitmore Schanzenbach |
Selection Bias in College Admissions Test Scores |
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Jonathan H. Wright |
Efficient Prediction of Excess Returns |
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Hidehiko Ichimura Taisuke Otsu |
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables |
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Jacques Mairesse |
Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms |
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Daniel Polsky Willard G. Manning |
Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures |
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Peter Kooreman Adriaan R. Soetevent Arie Kapteyn |
The Own and Social Effects of an Unexpected Income Shock: Evidence from the Dutch Postcode Lottery |
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James J. Heckman Costas Meghir Edward J. Vytlacil |
Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects |
| w13981 |
Cristine Campos de Xavier Pinto Daniel Egel |
Inverse Probability Tilting for Moment Condition Models with Missing Data |
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Jacques Mairesse |
Panel Data Estimates Of The Production Function And Product And Labor Market Imperfections |
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Adriana Kugler Costas Meghir |
Training Disadvantaged Youth in Latin America: Evidence from a Randomized Trial |
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Jialin Yu |
High Frequency Market Microstructure Noise Estimates and Liquidity Measures |
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Michael J. Roberts |
Estimating the Impact of Climate Change on Crop Yields: The Importance of Nonlinear Temperature Effects |
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|
A Maximum Likelihood Method for the Incidental Parameter Problem |
| 2007 | ||
| w13627 |
Daniel McFadden Joachim Winter |
Mind the Gap! Consumer Perceptions and Choices of Medicare Part D Prescription Drug Plans |
| w13534 |
|
Estimating Marginal Returns to Higher Education in the UK |
| t0344 |
Jonah B. Gelbach Douglas L. Miller |
Bootstrap-Based Improvements for Inference with Clustered Errors |
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The Impact of Uncertainty Shocks |
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Claudia R. Sahm Matthew D. Shapiro |
Imputing Risk Tolerance from Survey Responses |
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Eric Verhoogen |
Class Size and Sorting in Market Equilibrium: Theory and Evidence |
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Gabriel Silvasi Eric T. Bradlow Dylan Small |
Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security |
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Nicole M. Fortin Thomas Lemieux |
Unconditional Quantile Regressions |
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Li Gan |
Price Dispersion under Costly Capacity and Demand Uncertainty |
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Thomas Lemieux |
Regression Discontinuity Designs: A Guide to Practice |
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Thomas Lemieux |
Regression Discontinuity Designs: A Guide to Practice |
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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 |
| w12831 |
Alexis Diamond Jens Hainmueller |
Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program |
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Alexis Diamond Jens Hainmueller |
Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program |
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Howard Kunreuther |
Self-Protection and Insurance with Interdependencies |
| t0334 |
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Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test |
| 2006 | ||
| w12746 |
Misuzu Otsuka Jirka Slacalek |
How Large Is the Housing Wealth Effect? A New Approach |
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Mark W. Watson |
Testing Models of Low-Frequency Variability |
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Valuing New Goods in a Model with Complementarities: Online Newspapers |
| t0330 |
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 |
Jonah B. Gelbach Douglas L. Miller |
Robust Inference with Multi-way Clustering |
| t0326 |
Todd Clark |
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
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John Van Reenen Stephen Bond |
Uncertainty and Investment Dynamics |
| w12380 |
Karl Storchmann |
Using a Hedonic Model of Solar Radiation to Assess the Economic Effect of Climate Change: The Case of Mosel Valley Vineyards |
| t0325 |
Guido W. Imbens |
On the Failure of the Bootstrap for Matching Estimators |
| t0324 |
V. Joseph Hotz Guido W. Imbens Oscar A. Mitnik |
Nonparametric Tests for Treatment Effect Heterogeneity |
| t0323 |
Mark W. Watson |
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
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The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
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Michael A. Kouparitsas |
What Determines Bilateral Trade Flows? |
| 2005 | ||
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Todd vanGoethem |
A Century of Housing Shelter Prices: Is There a Downward Bias in the CPI? |
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|
The Role of Beliefs in Inference for Rational Expectations Models |
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Jacques Mairesse Laure Turner |
Identifying Age, Cohort and Period Effects in Scientific Research Productivity: Discussion and Illustration Using Simulated and Actual Data on French Physicists |
| w11721 |
|
Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects |
| t0319 |
Per A. Mykland Yacine Ait-Sahalia |
Edgeworth Expansions for Realized Volatility and Related Estimators |
| t0314 |
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Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How? |
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Haroon Mumtaz Morten O. Ravn Hélène Rey |
"Aggregation Bias" DOES Explain the PPP Puzzle |
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Giovanni Peri |
The International Dynamics of R&D and Innovation in the Short and in the Long Run |
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Alexei Onatski John C. Williams Noah Williams |
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models |
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Dirk Czarnitzki |
Biomedical Academic Entrepreneurship Through the SBIR Program |
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Adlai J. Fisher |
Multifrequency News and Stock Returns |
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Gary Solon |
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models |
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Per A. Mykland Lan Zhang |
Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise |
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Bridget Terry Long |
Addressing the Needs of Under-Prepared Students in Higher Education: Does College Remediation Work? |
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Edward Vytlacil |
Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis |
| t0305 |
Kenneth D. West |
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
| 2004 | ||
| w10975 |
Guido M. Kuersteiner |
Semiparametric Causality Tests Using the Policy Propensity Score |
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Annamaria Lusardi |
Disentangling the Importance of the Precautionary Saving Mode |
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Mark Glickman Caroline Hoxby Andrew Metrick |
A Revealed Preference Ranking of U.S. Colleges and Universities |
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Donggyu Sul |
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
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Charles Engel |
Does "Aggregation Bias" Explain the PPP Puzzle? |
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Kyoji Fukao |
Physical and Human Capital Deepening and New Trade Patterns in Japan |
| 2003 | ||
| t0294 |
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Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review |
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Motohiro Yogo |
Efficient Tests of Stock Return Predictability |
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|
Disentangling Volatility from Jumps |
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Ricardo J. Caballero Eduardo Engel |
Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models |
| w9817 |
Javier Gomez Biscarri Fernando Perez de Gracia |
Stock Market Cycles, Financial Liberalization and Volatility |
| w9611 |
Per A. Mykland |
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise |
| t0291 |
William C. Horrace |
Generalized Moments Estimation for Panel Data |
| t0289 |
Amitabh Chandra |
Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data |
| 2002 | ||
| w9358 |
Todd E. Elder Christopher R. Taber |
An Evaluation of Instrumental Variable Strategies for Estimating the Effects of Catholic Schools |
| t0284 |
Motohiro Yogo |
Testing for Weak Instruments in Linear IV Regression |
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|
Trimming for Bounds on Treatment Effects with Missing Outcomes |
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Marc Rysman |
Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects |
| 2001 | ||
| t0275 |
|
Using Weights to Adjust for Sample Selection When Auxiliary Information is Available |
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|
Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion |
| 2000 | ||
| t0261 |
|
Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable |
| t0260 |
|
Semiparametric Estimation of Instrumental Variable Models for Causal Effects |
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Oscar Jorda |
A Model for the Federal Funds Rate Target |
| w7773 |
Carmen Pages |
The Cost of Job Security Regulation: Evidence from Latin American Labor Markets |
| t0255 |
Andrew T. Levin |
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order |
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|
Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price |
| w7558 |
|
The Importance of Measurement Error in the Cost of Capital |
| 1999 | ||
| t0246 |
John Mullahy |
Estimating Log Models: To Transform or Not to Transform? |
| t0245 |
|
Interaction Effects and Difference-in-Difference Estimation in Loglinear Models |
| w7226 |
Suzanne J. Cooper Anthony A. Braga David M. Kennedy |
Testing for Structural Breaks in the Evaluation of Programs |
| w7210 |
Jack Porter |
Sample Selection in the Estimation of Air Bag and Seat Belt Effectiveness |
| t0241 |
Jinyong Hahn |
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects |
| w7011 |
|
Robust Estimation of the Joint Consumption / Asset Demand Decision |
| 1998 | ||
| t0235 |
|
Sorting Out Sorts |
| w6666 |
Tim Bollerslev Ashish Das |
Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment |
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Mark W. Watson |
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
| t0228 |
|
Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics |
| w6422 |
Danny T. Quah |
The New Empirics of Economic Growth |
| w6397 |
Robin L. Lumsdaine David H. Papell |
Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks |
| t0220 |
Peter Gottschalk Robert Moffitt |
An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics |
| 1997 | ||
| w6299 |
Linda T. Bui |
band Labor Demand: Evidence from the South Coast Air Basin |
| w6266 |
David H. Papell |
Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries |
| w6212 |
Joachim Inkmann Winfried Pohlmeier Volker Zimmermann |
Young and Out in Germany: On the Youths' Chances of Labor Market Entrance in Germany |
| w6096 |
David H. Papell |
International Trade and Structural Change |
| w6023 |
Tim Bollerslev |
Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
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Julie Elston Jacques Mairesse Benoit Mulkay |
Financial Factors and Investment in Belgium, France, Germany and the UK:A Comparison Using Company Panel Data |
| 1996 | ||
| w5836 |
Jacques Mairesse |
Computers and Productivity in France: Some Evidence |
| t0206 |
Menzie D. Chinn |
Further Investigation of the Uncertain Unit Root in GNP |
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James M. Snyder Jr. |
Linear Probability Models of the Demand for Attributes with an Empirical Application to Estimating the Preferences of Legislators |
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Tim Bollerslev |
DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies |
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Tim Bollerslev |
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
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|
Dynamic Equilibrium and Volatility in Financial Asset Markets |
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Instrument Relevance in Multivariate Linear Models: A Simple Measure |
| 1995 | ||
| t0181 |
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Conditioning on the Probability of Selection to Control Selection Bias |
| 1994 | ||
| w4917 |
Francis Kramarz David N. Margolis |
High Wage Workers and High Wage Firms |
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John Moore |
Debt and Seniority: An Analysis of the Role of Hard Claims in Constraining Management |
| t0165 |
Mark W. Watson |
Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
| t0158 |
|
Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research |
| w4752 |
David H. Papell |
The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact |
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Dean P. Foster |
Asypmtotic Filtering Theory for Univariate Arch Models |
| 1993 | ||
| w4549 |
Zvi Griliches Neal Rappaport |
Econometric Estimates of Prices Indexes for Personal Computers in the 1990s |
| t0147 |
Jeffrey M. Wooldridge |
Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates |
| t0146 |
Glenn T. Sueyoshi |
A Two-Stage Estimator for Probit Models with Structural Group Effects |
| t0142 |
|
Why Long Horizons: A Study of Power Against Persistent Alternatives |
| w4434 |
Lawrence H. Summers |
Unemployment Benefits, Labor Market Transitions, and Spurious Flows: A Multinational Logit Model with Errors in Classification |
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David A. Jaeger Regina Baker |
The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables |
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Unit Roots in Macroeconomic Time Series: Some Critical Issues |
| 1992 | ||
| w4223 |
Jonathan Skinner |
Fiscal Policy and Economic Growth |
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Dean P. Foster |
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model |
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Thomas J. Rothenberg James H. Stock |
Efficient Tests for an Autoregressive Unit Root |
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James H. Stock |
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
| t0121 |
|
Deciding Between I(1) and I(0) |
| w4026 |
Zvi Griliches |
The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Engogenous |
| 1974 | ||
| rugg74-1 |
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The Role of the Computer in Economic and Social Research in Latin America |
| 1941 | ||
| wall41-1 |
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A Significance Test for Time Series and Other Ordered Observations |
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