NBER Papers in JEL Code C3: Mathematical and Quantitative Methods - Multiple or Simultaneous Equation Models • Multiple Variables
2022 | ||
w29833 |
|
High Dimensional Factor Models with an Application to Mutual Fund Characteristics |
w29799 |
Shin-Yi Chou Kuhelika De |
Business Cycles and Healthcare Employment |
2021 | ||
w29549 |
Ingrid Huitfeldt Santiago Lacouture Magne Mogstad Alexander Torgovitsky Winnie van Dijk |
Selection in Surveys |
w29535 |
Dongho Song |
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic |
w29417 |
Michal Kolesár |
One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV |
w29316 |
Jonathan H. Wright |
Refining Set-Identification in VARs through Independence |
w29305 |
Philip A. Haile |
Foundations of Demand Estimation |
w29292 |
James J. Heckman Rodrigo Pinto Susan M. Chang Sally Grantham-McGregor Christel Vermeersch Susan Walker Amika Wright |
Effect of the Jamaica Early Childhood Stimulation Intervention on Labor Market Outcomes at Age 31 |
w29254 |
|
Community Colleges and Upward Mobility |
w29124 |
Justin McCrary Marcelo J. Moreira Jack R. Porter |
Valid t-ratio Inference for IV |
w29044 |
Christian K. Wolf |
Instrumental Variable Identification of Dynamic Variance Decompositions |
w29003 |
Danilo Leiva-León Eric R. Sims |
Tracking Weekly State-Level Economic Conditions |
w28853 |
Xiaohong Chen Frank Schorfheide |
Heterogeneity and Aggregate Fluctuations |
w28817 |
Mark S. Roberts Julie M. Donohue |
Measuring Quality Effects in Equilibrium |
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 |
w28327 |
Arnaud Maurel Yichong Zhang |
Informational Content of Factor Structures in Simultaneous Binary Response Models |
2020 | ||
w28304 |
Giada Bianchi Dongho Song |
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates |
w28138 |
Jonathan Zinman |
We are all Behavioral, More or Less: A Taxonomy of Consumer Decision Making |
w28113 |
Andrea Moro |
LATE for History |
w28064 |
Charles Hodgson Paulo Somaini |
Choices and Outcomes in Assignment Mechanisms: The Allocation of Deceased Donor Kidneys |
w28059 |
Dave Donaldson |
Persistence and Path Dependence in the Spatial Economy |
w28034 |
Maurice Kugler Laura Ripani Rodimiro Rodrigo |
U.S. Robots and their Impacts in the Tropics: Evidence from Colombian Labor Markets |
w27962 |
|
Sparse Network Asymptotics for Logistic Regression |
w27860 |
Jonathan Zinman |
Behavioral Biases are Temporally Stable |
w27855 |
Kamiar Mohaddes M. Hashem Pesaran Mehdi Raissi Alessandro Rebucci |
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model |
w27793 |
Bryan S. Graham |
An Optimal Test for Strategic Interaction in Social and Economic Network Formation between Heterogeneous Agents |
w27771 |
Giorgio E. Primiceri |
How to Estimate a VAR after March 2020 |
w27763 |
Haoyu Gao Patrick C. Higgins Daniel F. Waggoner Tao Zha |
Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data |
w27739 |
Alessandro Rebucci |
Global Business and Financial Cycles: A Tale of Two Capital Account Regimes |
w27704 |
Philip A. Haile |
Nonparametric Identification of Differentiated Products Demand Using Micro Data |
w27664 |
|
Reconciling Trends in U.S. Male Earnings Volatility: Results from a Four Data Set Project |
w27556 |
David G. Seim Jesse M. Shapiro |
Bounds on a Slope from Size Restrictions on Economic Shocks |
w27546 |
Alexander Torgovitsky Christopher R. Walters |
Policy Evaluation with Multiple Instrumental Variables |
w27543 |
Geert Ridder Petra M. Thiemann Gema Zamarro |
Teacher-to-Classroom Assignment and Student Achievement |
w27388 |
Semyon Malamud Lasse H. Pedersen |
Principal Portfolios |
w27349 |
Bradley T. Shapiro Jihong Song |
How and When to Use the Political Cycle to Identify Advertising Effects |
w27014 |
James D. Hamilton |
Advances in Structural Vector Autoregressions with Imperfect Identifying Information |
w27001 |
Dimitris Korobilis Thomas K. Lee |
Energy Markets and Global Economic Conditions |
w26872 |
Serena Ng |
FRED-QD: A Quarterly Database for Macroeconomic Research |
w26826 |
Marco Del Negro Edward P. Herbst Ethan Matlin Reca Sarfati Frank Schorfheide |
Online Estimation of DSGE Models |
w26798 |
M. Ayhan Kose Christopher Otrok Eswar S. Prasad |
Global Macro-Financial Cycles and Spillovers |
w26606 |
James D. Hamilton |
Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions |
2019 | ||
w26593 |
James H. Stock Mark W. Watson |
An Econometric Model of International Long-run Growth Dynamics |
w26577 |
|
Network Data |
w26560 |
Cristian Fuenzalida Alan M. Taylor |
The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* |
w26438 |
Louis Pierre Lepage |
How Do NYPD Officers Respond to Terror Threats? |
w26389 |
Ali Hortaçsu John A. List Ian Muir Jeffrey M. Wooldridge |
Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings |
w26375 |
Jean-François Houde |
Measuring Substitution Patterns in Differentiated-Products Industries |
w26331 |
Diego Restuccia Juan Pablo Rud |
Are Small Farms Really more Productive than Large Farms? |
w26223 |
Alberto Bisin Onur Özgür Eleonora Patacchini |
Dynamic Social Interactions and Health Risk Behavior |
w26174 |
Na’ama Shenhav Michel Z. Grosz |
Selection into Identification in Fixed Effects Models, with Application to Head Start |
w26166 |
Michael Bordo Antoine Parent Marc Weidenmier |
Towards an Unstable Hook: The Evolution of Stock Market Integration Since 1913 |
w25947 |
Pascaline Dupas Shin Kanaya |
Demand and Welfare Analysis in Discrete Choice Models with Social Interactions |
w25926 |
James E. West |
Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods |
w25827 |
Alexander Torgovitsky Hanbin Yang |
Nonparametric Estimates of Demand in the California Health Insurance Exchange |
w25819 |
Haoyang Liu Ye Luo Christopher Palmer |
Errors in the Dependent Variable of Quantile Regression Models |
w25593 |
Victor Chernozhukov Francesca Molinari Paul Schrimpf |
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap |
w25574 |
Pauline Leung Christopher J. O'Leary Zhuan Pei Simon Quach |
Are Sufficient Statistics Necessary? Nonparametric Measurement of Deadweight Loss from Unemployment Insurance |
2018 | ||
w25408 |
Fernando Saltiel Sergio S. Urzúa |
Dynamic Treatment Effects of Job Training |
w25386 |
Howard Kung Mikhail Tirskikh |
The Origins and Effects of Macroeconomic Uncertainty |
w25341 |
Kristen McCormack James H. Stock |
The Price of Biodiesel RINs and Economic Fundamentals |
w25234 |
Cristine Campos de Xavier Pinto |
Semiparametrically Efficient Estimation of the Average Linear Regression Function |
w25167 |
Joseph G. Altonji Richard K. Mansfield |
Quantifying Family, School, and Location Effects in the Presence of Complementarities and Sorting |
w25134 |
Paul T. Scott Eduardo Souza-Rodrigues |
Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models |
w25070 |
Camille Terrier |
Fiscal and Education Spillovers from Charter School Expansion |
w24963 |
Guido W. Imbens |
Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption |
w24895 |
|
Seasonal Adjustment of NIPA data |
w24858 |
Markus Pelger |
Factors that Fit the Time Series and Cross-Section of Stock Returns |
w24833 |
Konrad Menzel |
A Causal Bootstrap |
w24814 |
Guido Imbens |
The Role of the Propensity Score in Fixed Effect Models |
w24618 |
Markus Pelger |
Estimating Latent Asset-Pricing Factors |
w24597 |
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 |
w24477 |
Christopher R. Walters |
On Heckits, LATE, and Numerical Equivalence |
w24469 |
Lucas W. Davis |
Two Empirical Tests of Hypercongestion |
w24285 |
Joakim Ruist Jan Stuhler |
Shift-Share Instruments and the Impact of Immigration |
w24232 |
Iván Fernández-Val Sukjin Han Amanda Kowalski |
Censored Quantile Instrumental Variable Estimation with Stata |
w24216 |
Mark W. Watson |
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
w24214 |
Joe Mazur Yongjoon Park James W. Roberts Andrew Sweeting Jun Zhang |
Endogenous and Selective Service Choices After Airline Mergers |
2017 | ||
w24167 |
James D. Hamilton |
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks |
w24160 |
V. Joseph Hotz Arnaud Maurel Tyler Ransom |
Changes across Cohorts in Wage Returns to Schooling and Early Work Experiences |
w24117 |
Augustine Denteh Rusty Tchernis |
On the Estimation of Treatment Effects with Endogenous Misreporting |
w24070 |
Stefan Nagel Shrihari Santosh |
Shrinking the Cross Section |
w23865 |
Joachim Marti Jody L. Sindelar |
Should Flavors be Banned in E-cigarettes? Evidence on Adult Smokers and Recent Quitters from a Discrete Choice Experiment |
w23841 |
Andrea Ferrero Alessandro Rebucci |
International Credit Supply Shocks |
w23672 |
Serena Ng |
Level and Volatility Factors in Macroeconomic Data |
w23568 |
Andres Santos Alexander Torgovitsky |
Using Instrumental Variables for Inference about Policy Relevant Treatment Effects |
w23527 |
Dacheng Xiu |
Inference on Risk Premia in the Presence of Omitted Factors |
w23486 |
Victor Lavy Jetson Leder-Luis Adi Shany |
Maimonides Rule Redux |
w23448 |
Frank Schorfheide |
Tempered Particle Filtering |
w23433 |
Jennifer Hunt |
The Labor Market Effects of Refugee Waves: Reconciling Conflicting Results |
w23232 |
Jörn-Steffen Pischke Hannes Schwandt |
Poorly Measured Confounders are More Useful on the Left Than on the Right |
w23140 |
Francis X. Diebold Laura Liu Kamil Yılmaz |
Estimating Global Bank Network Connectedness |
2016 | ||
w22920 |
Daniel S. Hamermesh |
Labor Supply Elasticities: Overcoming Nonclassical Measurement Error Using More Accurate Hours Data |
w22892 |
Miikka Rokkanen Christoph Rothe |
Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable |
w22693 |
Peter N. Ireland |
The Evolution of U.S. Monetary Policy: 2000 - 2007 |
w22650 |
Patrick Higgins Daniel F. Waggoner and Tao Zha |
Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China |
w22565 |
Marcel Fafchamps |
Exclusion Bias in the Estimation of Peer Effects |
w22442 |
Matthew Wiswall |
Estimating the Technology of Children's Skill Formation |
w22441 |
Matthew Wiswall |
Identification of Dynamic Latent Factor Models: The Implications of Re-Normalization in a Model of Child Development |
w22364 |
Lars Peter Hansen |
Term Structure of Uncertainty in the Macroeconomy |
w22325 |
Esteban Aucejo Arnaud Maurel Tyler Ransom |
College Attrition and the Dynamics of Information Revelation |
w22291 |
John Eric Humphries Gregory Veramendi |
Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking |
w22181 |
|
Climate Econometrics |
w22098 |
Guido W. Imbens Geert Ridder |
Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching |
w22079 |
John Buckell Johanna Catherine Maclean Jody L. Sindelar |
To 'Vape' or Smoke? A Discrete Choice Experiment Among U.S. Adult Smokers |
w21863 |
|
Macroeconomic Regimes and Regime Shifts |
w21862 |
Juan F. Rubio Ramírez Frank Schorfheide |
Solution and Estimation Methods for DSGE Models |
2015 | ||
w21710 |
Pierre L. Siklos |
Central bank Credibility Before and After the Crisis |
w21640 |
Sergey Lychagin Verónica Frisancho Robles |
Retaking in High Stakes Exams: Is Less More? |
w21631 |
Sergio Urzúa |
Bullying among Adolescents: The Role of Cognitive and Non-Cognitive Skills |
w21593 |
|
Estimation of Multivariate Probit Models via Bivariate Probit |
w21564 |
Mark W. Watson |
Low-Frequency Econometrics |
w21500 |
Philip Haile |
Identification in Differentiated Products Markets |
w21486 |
Moritz Schularick Alan M. Taylor |
Leveraged Bubbles |
w21459 |
Cristian Pop-Eleches Cyrus Samii |
From Local to Global: External Validity in a Fertility Natural Experiment |
w21391 |
|
The Economics of Exclusion Restrictions in IV Models |
w21343 |
Ben S. Meiselman James H. Stock |
The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard |
w21239 |
|
The Impact of Pharmaceutical Innovation on Premature Cancer Mortality in Canada, 2000-2011 |
w21056 |
|
The Great Depression and the Great Recession: A View from Financial Markets |
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 |
w20963 |
Bryan T. Kelly Seth Pruitt |
Systemic Risk and the Macroeconomy: An Empirical Evaluation |
w20824 |
Pierre L. Siklos |
Central Bank Credibility: An Historical and Quantitative Exploration |
2014 | ||
w20816 |
Edwin Leuven Magne Mogstad |
Field of Study, Earnings, and Self-Selection |
w20792 |
Joshua D. Angrist Peter D. Hull Parag A. Pathak |
Charters Without Lotteries: Testing Takeovers in New Orleans and Boston |
w20771 |
Moritz HP. Schularick Alan M. Taylor |
Betting the House |
w20752 |
Sergio S. Urzúa |
One Size does not Fit All: Multiple Dimensions of Ability, College Attendance and Wages |
w20741 |
James D. Hamilton |
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information |
w20711 |
Jonathan H. Wright |
Jumps in Bond Yields at Known Times |
w20693 |
Pierre Siklos |
Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective |
w20626 |
V. Joseph Hotz Arnaud Maurel Teresa Romano |
Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data |
w20622 |
James J. Heckman Stefano Mosso |
Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments |
w20543 |
Matthew J. Higgins Donald J. Lacombe Briana Sell |
The Direct and Indirect Effects of Small Business Administration Lending on Growth: Evidence from U.S. County-Level Data |
w20518 |
Mark M. Spiegel Eric T. Swanson |
Monetary Policy Effectiveness in China: Evidence from a FAVAR Model |
w20501 |
Moritz Schularick Alan M. Taylor |
The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
w20374 |
Petra Moser |
Spatial Errors in Count Data Regressions |
w20362 |
Klaus Moeltner Michael Price Shawn Stoddard |
Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions |
w20341 |
|
An econometric model of link formation with degree heterogeneity |
w20303 |
Dongho Song Amir Yaron |
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach |
w20173 |
Erich Battistin Daniela Vuri |
In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno |
w19971 |
John Eric Humphries Greg Veramendi Sergio S. Urzua |
Education, Health and Wages |
w19792 |
Zhipeng Liao Frank Schorfheide |
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities |
w19781 |
Michael Lovenheim |
The Effect of Prices on Nutrition: Comparing the Impact of Product- and Nutrient-Specific Taxes |
2013 | ||
w19774 |
|
The Perils of Peer Effects |
w19712 |
Dongho Song |
Real-Time Forecasting with a Mixed-Frequency VAR |
w19693 |
Luigi Bocola Frank Schorfheide |
Assessing DSGE Model Nonlinearities |
w19684 |
Jessica A. Wachter |
Maximum likelihood estimation of the equity premium |
w19663 |
Kala Krishna Sergey Lychagin Cemile Yavas |
Better Luck Next Time: Learning Through Retaking |
w19654 |
Peter J. Kuhn |
Making Nutritional Information Digestible: Effects of a Receipt-Based Intervention on Restaurant Purchases |
w19565 |
Kenneth I. Wolpin |
To Hold Out or Not to Hold Out |
w19469 |
Jonathan H. Wright |
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
w19355 |
Òscar Jordà Guido Kuersteiner |
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
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 |
w19138 |
Eugenio Rojas Sergio Urzúa |
Loans for Higher Education: Does the Dream Come True? |
w19074 |
Jacques Mairesse Pierre Mohnen Franz Palm |
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing |
w19011 |
Amil Petrin |
Tests for Price Endogeneity in Differentiated Product Models |
w18847 |
Manuel A. Hernandez Yanyan Liu |
Group Lending with Heterogeneous Types |
w18838 |
|
Bounding the Effects of Social Experiments: Accounting for Attrition in Administrative Data |
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 |
w18785 |
Steven F. Lehrer |
New Evidence on the Impacts of Access to and Attending Universal Childcare in Canada |
2012 | ||
w18662 |
Miikka Rokkanen |
Wanna Get Away? RD Identification Away from the Cutoff |
w18627 |
Sandy Lai |
Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks |
w18564 |
David Lee Zhuan Pei Andrea Weber |
Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design |
w18467 |
Michele Lenza Giorgio E. Primiceri |
Prior Selection for Vector Autoregressions |
w18449 |
Patrick Bayer Jason R. Blevins Paul B. Ellickson |
Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition |
w18168 |
David H. Hsu Chenyu Yang |
Unobserved Heterogeneity in Matching Games with an Application to Venture Capital |
w18155 |
Natalia Lazzati |
Identification of Potential Games and Demand Models for Bundles |
2011 | ||
w17614 |
Robert J. Willis |
Household Stock Market Beliefs and Learning |
w17588 |
|
Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics |
w17561 |
Dennis Kristensen |
Testing Conditional Factor Models |
w17519 |
Raj Chetty John N. Friedman Edward L. Glaeser Guido W. Imbens |
Identification and Inference with Many Invalid Instruments |
w17490 |
Kamil Yilmaz |
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
w17424 |
Anna Mikusheva Serena Ng |
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
w17273 |
Florian Heiss Daniel McFadden Joachim Winter |
"Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health |
w17193 |
Amit Gandhi Philip Haile |
Connected Substitutes and Invertibility of Demand |
w17140 |
Frank Schorfheide Eleonora Granziera Mihye Lee |
Inference for VARs Identified with Sign Restrictions |
w16935 |
Rodrigo Pinto Azeem M. Shaikh Adam Yavitz |
Inference with Imperfect Randomization: The Case of the Perry Preschool Program |
w16795 |
Jan C. van Ours Michael Grossman |
Why Do Some People Want to Legalize Cannabis Use? |
w16781 |
|
Estimation and Evaluation of DSGE Models: Progress and Challenges |
w16739 |
Manuel A. Hernandez |
Making friends with your neighbors? Agglomeration and tacit collusion in the lodging industry |
w16716 |
Rulon Pope Jesse Tack |
Risk Response in Agriculture |
w16714 |
James H. Stock |
Forecasts in a Slightly Misspecified Finite Order VAR |
w16678 |
Bernard Yeung |
Economics, History, and Causation |
2010 | ||
w16634 |
|
Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns |
w16566 |
Ivan Fernandez-Val |
ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework |
w16532 |
Mark W. Watson |
Estimating Turning Points Using Large Data Sets |
w16517 |
Andrew W. Beauchamp Marjorie B. McElroy |
Terms of Endearment: An Equilibrium Model of Sex and Matching |
w16499 |
Guido W. Imbens Geert Ridder |
Measuring the Effects of Segregation in the Presence of Social Spillovers: A Nonparametric Approach |
w16421 |
Daniel A. Schmierer |
Tests of Hypotheses Arising in the Correlated Random Coefficient Model |
w16401 |
Sun-Bin Kim Frank Schorfheide |
Labor-Market Heterogeneity, Aggregation, and the Lucas Critique |
w16357 |
|
Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle |
w16354 |
|
Multivariate Fractional Regression Estimation of Econometric Share Models |
w16221 |
Jacques Mairesse |
Innovation and Welfare: Results from Joint Estimation of Production and Demand Functions |
w15880 |
|
Has medical innovation reduced cancer mortality? |
w15857 |
Pierre Mohnen |
Using Innovations Surveys for Econometric Analysis |
w15850 |
Julio Cacho-Diaz Roger J.A. Laeven |
Modeling Financial Contagion Using Mutually Exciting Jump Processes |
w15794 |
Jörn-Steffen Pischke |
The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics |
w15760 |
Rebecca Diamond Guido W. Imbens Michal Kolesar |
Clustering, Spatial Correlations and Randomization Inference |
w15664 |
James Heckman Susanne Schennach |
Estimating the Technology of Cognitive and Noncognitive Skill Formation |
w15641 |
Philip A. Haile |
Identification in Differentiated Products Markets Using Market Level Data |
2009 | ||
w15463 |
Daniel A. Schmierer Sergio S. Urzua |
Testing the Correlated Random Coefficient Model |
w15346 |
|
Selection and Comparative Advantage in Technology Adoption |
w15318 |
Wayne Ferson Helen Peters |
Measuring the Timing Ability and Performance of Bond Mutual Funds |
w15292 |
Mark W. Watson |
Low-Frequency Robust Cointegration Testing |
w15276 |
Philip A. Haile |
Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers |
w15210 |
Jeremy T. Fox Kyoo il Kim Stephen P. Ryan |
A Simple Nonparametric Estimator for the Distribution of Random Coefficients |
w15200 |
Steven F. Lehrer |
Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions |
w15191 |
Pravin K. Trivedi David M. Zimmer |
Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model |
w15148 |
Steven F. Lehrer |
Using Genetic Lotteries within Families to Examine the Causal Impact of Poor Health on Academic Achievement |
w15092 |
|
Identification in Matching Games |
w15015 |
Jean-Paul L'Huillier Guido Lorenzoni |
News, Noise, and Fluctuations: An Empirical Exploration |
w14995 |
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 |
w14882 |
Frank Schorfheide |
Bayesian and Frequentist Inference in Partially Identified Models |
w14875 |
Pablo A. Guerrón-Quintana Juan Rubio-Ramírez Martín Uribe |
Risk Matters: The Real Effects of Volatility Shocks |
w14872 |
Keith Sill Maxym Kryshko |
DSGE Model-Based Forecasting of Non-modelled Variables |
w14706 |
Sergio Urzua |
Comparing IV With Structural Models: What Simple IV Can and Cannot Identify |
w14690 |
|
Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development |
2008 | ||
w14601 |
Kenneth D. West |
Forecast Evaluation of Small Nested Model Sets |
w14551 |
Harald Uhlig |
What are the Effects of Fiscal Policy Shocks? |
w14506 |
|
The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria |
w14434 |
Adam M. Rosen |
Identification with Imperfect Instruments |
w14430 |
Patrick J. Kehoe Ellen R. McGrattan |
Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? |
w14411 |
Jessica A. Wachter |
Using Samples of Unequal Length in Generalized Method of Moments Estimation |
w14389 |
Pierre-Daniel G. Sarte Mark W. Watson |
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
w14292 |
Christopher Otrok Eswar S. Prasad |
Global Business Cycles: Convergence or Decoupling? |
w14190 |
Marc P. Giannoni Benoît Mojon |
How Has the Euro Changed the Monetary Transmission? |
w14002 |
James J. Heckman Costas Meghir Edward J. Vytlacil |
Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects |
w13843 |
|
Does Temporary Help Work Provide a Stepping Stone to Regular Employment? |
w13787 |
|
A Maximum Likelihood Method for the Incidental Parameter Problem |
w13780 |
Lance J. Lochner Petra E. Todd |
Earnings Functions and Rates of Return |
w13749 |
Giorgio E. Primiceri Thomas J. Sargent |
Inflation-Gap Persistence in the U.S. |
w13741 |
Frank Schorfheide |
Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) |
w13736 |
Marc Giannoni |
Global Forces and Monetary Policy Effectiveness |
2007 | ||
w13615 |
Mark W. Watson |
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
w13397 |
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Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test |
2006 | ||
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The Effects of Website Provision on the Demand for German Women's Magazines |
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Andrew Siegel |
Stochastic Discount Factor Bounds with Conditioning Information |
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Andrew Kaplin Steve Guoqiang Sun |
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The Curse of Non-Investment Grade Countries |
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Panel Data Estimators for Nonseparable Models with Endogenous Regressors |
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Contagion: How to Measure It? |
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Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds |
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Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice |
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Bronwyn H. Hall Benoit Mulkay |
Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years |
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On the Measurement of the International Propagation of Shocks |
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Accounting for Heterogeneity, Diversity, and General Equilibriumin Evaluating Social Programs |
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Predictive Regressions |
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Forecasting Inflation |
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Mark W. Watson |
Diffusion Indexes |
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Research, Innovation, and Productivity: An Econometric Analysis at the Firm Level |
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Solutions to Linear Rational Expectations Models: A Compact Exposition |
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Bruno Crepon Francis Kramarz |
Moment Estimation with Attrition |
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"The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged |
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Asymptotics for GMM Estimators with Weak Instruments |
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Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation |
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Instrument Relevance in Multivariate Linear Models: A Simple Measure |
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Instrumental Variables: A Cautionary Tale |
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Stephen G. Cecchetti |
The Seasonality of Consumer Prices |
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Split Sample Instrumental Variables |
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A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death |
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Kathryn Graddy Guido W. Imbens |
Non-Parametric Demand Analysis with an Application to the Demand for Fish |
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Jacques Mairesse |
Production Functions: The Search for Identification |
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Guido W. Imbens Alan Krueger |
Jackknife Instrumental Variables Estimation |
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Mark W. Watson |
Testing for Cointegration When Some of the Contributing Vectors are Known |
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Ann Dryden Witte |
The Dynamics of Domestic Violence: Does Arrest Matter? |
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From Superminis to Supercomputers: Estimating Surplus in the Computing Market |
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Jeffrey Smith Christopher Taber |
Accounting for Dropouts in Evaluations of Social Experiments |
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Mark W. Watson |
Evidence on Structural Instability in Macroeconomic Time Series Relations |
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Daniel B. Nelson |
Continuous Record Asymptotics for Rolling Sample Variance Estimators |
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Asymptotic Filtering Theory for Multivariate ARCH Models |
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Asymptotically Optimal Smoothing with ARCH Models |
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David W. Wilcox |
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model |
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Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
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A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
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Forward Into the Past: Productivity Retrogression in the Electric Generating Industry |
1991 | ||
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The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds |
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Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
1974 | ||
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The Role of the Computer in Economic and Social Research in Latin America |
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A Significance Test for Time Series and Other Ordered Observations |
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