NBER Papers in JEL Code C4: Mathematical and Quantitative Methods - Econometric and Statistical Methods: Special Topics

2022
w29870 Kevin Corinth
Bruce D. Meyer
Derek Wu

The Change in Poverty from 1995 to 2016 Among Single Parent Families
w29708 Fan Yang
Yi Qian
Hui Xie

Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach
2021
w29549 Deniz Dutz
Ingrid Huitfeldt
Santiago Lacouture
Magne Mogstad
Alexander Torgovitsky
Winnie van Dijk

Selection in Surveys
w29366 Kevin Corinth
Bruce D. Meyer
Matthew Stadnicki
Derek Wu

The Anti-Poverty, Targeting, and Labor Supply Effects of Replacing a Child Tax Credit with a Child Allowance
w29358 Charles F. Manski
Probabilistic Prediction for Binary Treatment Choice: with Focus on Personalized Medicine
w29112 Fernando E. Alvarez
Katarína Borovičková
Robert Shimer

Consistent Evidence on Duration Dependence of Price Changes
w28708 Jialin Huang
Jianwei Xing
Eric Zou

(Re)scheduling Pollution Exposure: The Case of Surgery Schedules
w28629 Alexander Chudik
M. Hashem Pesaran
Alessandro Rebucci

COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing
2020
w28273 Shane Lubold
Arun G. Chandrasekhar
Tyler H. McCormick

Identifying the Latent Space Geometry of Network Models through Analysis of Curvature
w28229 Bruce D. Meyer
Derek Wu
Grace Finley
Patrick Langetieg
Carla Medalia
Mark Payne
Alan Plumley

The Accuracy of Tax Imputations: Estimating Tax Liabilities and Credits Using Linked Survey and Administrative Data
w27879 Marshall Burke
Anne Driscoll
David Lobell
Stefano Ermon

Using Satellite Imagery to Understand and Promote Sustainable Development
w27738 Ganesh Karapakula
James J. Heckman

Using a Satisficing Model of Experimenter Decision-Making to Guide Finite-Sample Inference for Compromised Experiments
w27434 Fernando E. Alvarez
Francesco Lippi
Aleksei Oskolkov

The Macroeconomics of Sticky Prices with Generalized Hazard Functions
w27352 Alberto Cavallo
Inflation with Covid Consumption Baskets
w27293 Charles F. Manski
Aleksey Tetenov

Statistical Decision Properties of Imprecise Trials Assessing COVID-19 Drugs
w27175 Shomesh Chaudhuri
Andrew W. Lo
Danying Xiao
Qingyang Xu

Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics during Epidemic Outbreaks
w27151 Munisamy Gopinath
Feras A. Batarseh
Jayson Beckman

Machine Learning in Gravity Models: An Application to Agricultural Trade
w27144 W. Erwin Diewert
Kevin J. Fox

Measuring Real Consumption and CPI Bias under Lockdown Conditions
w27039 Alexander Chudik
M. Hashem Pesaran
Alessandro Rebucci

Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries
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
w26916 Guglielmo Briscese
Nicola Lacetera
Mario Macis
Mirco Tonin

Expectations, reference points, and compliance with COVID-19 social distancing measures
w26861 Patrick M. Kline
Christopher R. Walters

Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination
w26825 Francesco Giavazzi
Felix Iglhaut
Giacomo Lemoli
Gaia Rubera

Terrorist Attacks, Cultural Incidents and the Vote for Radical Parties: Analyzing Text from Twitter
w26703 Cher Hsuehhsiang Li
Basit Zafar

Ask and You Shall Receive? Gender Differences in Regrades in College
w26648 Leland Bybee
Bryan T. Kelly
Asaf Manela
Dacheng Xiu

The Structure of Economic News
2019
w26598 Stephen Jarvis
Olivier Deschenes
Akshaya Jha

The Private and External Costs of Germany's Nuclear Phase-Out
w26517 Bryan T. Kelly
Asaf Manela
Alan Moreira

Text Selection
w26512 Paolo M. Adajar
Ernst R. Berndt
Rena M. Conti

The Surprising Hybrid Pedigree of Measures of Diversity and Economic Concentration
w26302 Jesús Fernández-Villaverde
Samuel Hurtado
Galo Nuño

Financial Frictions and the Wealth Distribution
w26165 Stefania Albanesi
Domonkos F. Vamossy

Predicting Consumer Default: A Deep Learning Approach
w25991 W. Erwin Diewert
Robert C. Feenstra

Estimating the Benefits of New Products
w25907 Bruce D. Meyer
Derek Wu
Victoria R. Mooers
Carla Medalia

The Use and Misuse of Income Data and Extreme Poverty in the United States
w25889 James J. Heckman
Ganesh Karapakula

Intergenerational and Intragenerational Externalities of the Perry Preschool Project
w25888 James J. Heckman
Ganesh Karapakula

The Perry Preschoolers at Late Midlife: A Study in Design-Specific Inference
w25464 Stephen J. Redding
David E. Weinstein

Aggregation and the Gravity Equation
2018
w25398 Shihao Gu
Bryan Kelly
Dacheng Xiu

Empirical Asset Pricing via Machine Learning
w25390 Wancong Fu
Chong Li
Jan Ondrich
David Popp

Technological Spillover Effects of State Renewable Energy Policy: Evidence from Patent Counts
w25270 Chih-Sheng Hsieh
Stanley I. M. Ko
Jaromír Kovářík
Trevon Logan

Non-Randomly Sampled Networks: Biases and Corrections
w25174 Edward L. Glaeser
Michael Scott Kincaid
Nikhil Naik

Computer Vision and Real Estate: Do Looks Matter and Do Incentives Determine Looks
w24567 Bruce D. Meyer
Derek Wu

The Poverty Reduction of Social Security and Means-Tested Transfers
w24462 Marina Azzimonti
Marcos Fernandes

Social Media Networks, Fake News, and Polarization
2017
w23920 Jonathan A. Parker
Nicholas S. Souleles

Reported Effects vs. Revealed-Preference Estimates: Evidence from the propensity to spend tax rebates
w23915 Charles F. Manski
Improving Clinical Guidelines and Decisions under Uncertainty
w23629 Erik Heitfield
Gary Richardson
Shirley Wang

Contagion During the Initial Banking Panic of the Great Depression
w23111 Daniel J. Benjamin
Kristen Cooper
Ori Heffetz
Miles S. Kimball

Challenges in Constructing a Survey-Based Well-Being Index
2016
w22382 Kevin Croke
Joan Hamory Hicks
Eric Hsu
Michael Kremer
Edward Miguel
Ricardo Maertens
Witold Więcek

Meta-Analysis and Public Policy: Reconciling the Evidence on Deworming
2015
w21676 Bruce D. Meyer
Nikolas Mittag

Using Linked Survey and Administrative Data to Better Measure Income: Implications for Poverty, Program Effectiveness and Holes in the Safety Net
w21671 Hunt Allcott
Judd B. Kessler

The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons
w21499 Vahid Montazerhodjat
Andrew W. Lo

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
w21399 Bruce D. Meyer
Wallace K.C. Mok
James X. Sullivan

Household Surveys in Crisis
w21124 Carlos A. Manzanares
Ying Jiang
Patrick Bajari

Improving Policy Functions in High-Dimensional Dynamic Games
w20954 Jorge Guzman
Scott Stern

Nowcasting and Placecasting Entrepreneurial Quality and Performance
2014
w20768 Judith A. Chevalier
Anil K. Kashyap

Best Prices: Price Discrimination and Consumer Substitution
2013
w19539 Claus Thustrup Kreiner
David Dreyer Lassen
Søren Leth-Petersen

Measuring the Accuracy of Survey Responses using Administrative Register Data: Evidence from Denmark
w19536 Andrew Leicester
The Potential use of In-home Scanner Technology for Budget Surveys
w19433 Ori Heffetz
Katrina Ligett

Privacy and Data-Based Research
w19314 James J. Heckman
Rodrigo Pinto

Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs
2012
w18078 Fei Chen
Francis X. Diebold
Frank Schorfheide

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
w17885 Michael T. Belongia
Peter N. Ireland

The Barnett Critique After Three Decades: A New Keynesian Analysis
w17882 Arthur Korteweg
Morten Sorensen

Estimating Loan-to-Value and Foreclosure Behavior
2011
w17090 Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno

Macroeconomic Regimes
2010
w16572 Hendrik Wolff
Howard Chong
Maximilian Auffhammer

Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index
w16491 Travis J. Berge
Òscar Jordà
Alan M. Taylor

Currency Carry Trades
w16464 Michael D. Hurd
Maarten van Rooij
Joachim Winter

Stock Market Expectations of Dutch Households
w15703 J. Trent Alexander
Michael Davern
Betsey Stevenson

Inaccurate age and sex data in the Census PUMS files: Evidence and Implications
2009
w15518 Òscar Jordà
Alan M. Taylor

The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
w15181 Bruce D. Meyer
Wallace K. C. Mok
James X. Sullivan

The Under-Reporting of Transfers in Household Surveys: Its Nature and Consequences
w15151 John C. Ham
Xianghong Li
Lara Shore-Sheppard

Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women
w15047 Raymond Kan
Cesare Robotti
Jay Shanken

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
w14913 David S. Bates
U.S. Stock Market Crash Risk, 1926-2006
w14754 Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro

Risk Preferences in the PSID: Individual Imputations and Family Covariation
2008
w14583 Zoran Ivkovich
Scott Weisbenner

Individual Investor Mutual-Fund Flows
w14451 Asher A. Blass
Saul Lach
Charles F. Manski

Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability
w14208 Miles S. Kimball
Matthew D. Shapiro

Labor Supply: Are the Income and Substitution Effects Both Large or Both Small?
w14046 James E. Anderson
Consistent Trade Policy Aggregation
w14020 Kam Yu
Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory
w14018 W. Erwin Diewert
Saeed Heravi
Mick Silver

Hedonic Imputation versus Time Dummy Hedonic Indexes
w13865 Jay Bhattacharya
Adam Isen

On Inferring Demand for Health Care in the Presence of Anchoring, Acquiescence, and Selection Biases
2007
w13615 Ricardo Reis
Mark W. Watson

Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
w13337 Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro

Imputing Risk Tolerance from Survey Responses
w12829 Sean M. Dougherty
Robert Inklaar
Robert H. McGuckin
Bart van Ark

International Comparisons of R&D Expenditure: Does an R&D PPP Make a Difference?
2006
w11978 Joseph Engelberg
Charles F. Manski
Jared Williams

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters
w11962 Darrell Duffie
Leandro Siata
Ke Wang

Multi-Period Corporate Default Prediction With Stochastic Covariates
2005
w11758 Bruce N. Lehmann
The Role of Beliefs in Inference for Rational Expectations Models
w11746 Ricardo Reis
A Dynamic Measure of Inflation
w11698 Philipp Hartmann
Stefan Straetmans
Casper G. De Vries

Banking System Stability: A Cross-Atlantic Perspective
w11557 Ernst R. Berndt
Alisa B. Busch
Richard G. Frank
Sharon-Lise Normand

Real Output in Mental Health Care During the 1990s
w11373 Jiro Nemoto
Mika Goto

Productivity, Efficiency, Scale Economies and Technical Change: A New Decomposition Analysis
2004
w10963 Bo E. Honore
Adriana Lleras Muney

Bounds in Competing Risks Models and the War on Cancer
w10862 Susann Rohwedder
Steven J. Haider
Michael Hurd

Increases in Wealth among the Elderly in the Early 1990s: How Much is Due to Survey Design?
w10837 Stefano DellaVigna
M. Daniele Paserman

Job Search and Impatience
w10756 Pierre Collin-Dufresne
Christopher S. Jones
Robert S. Goldstein

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
w10746 Paul D. Chwelos
Ernst R. Berndt
Iain M. Cockburn

Faster, Smaller, Cheaper: An Hedonic Price Analysis of PDAs
w10743 Darrell Duffie
Ke Wang

Multi-Period Corporate Failure Prediction with Stochastic Covariates
w10712 Jerry Hausman
Ephraim Leibtag

CPI Bias from Supercenters: Does the BLS Know that Wal-Mart Exists?
w10500 Raj Chetty
Optimal Unemployment Insurance When Income Effects are Large
w10197 Robert C. Feenstra
Marshall B. Reinsdorf

Should Exact Index Numbers Have Standard Errors? Theory and Application to Asian Growth
2003
w10081 Reuben Gronau
Zvi Griliches' Contribution to the Theory of Human Capital
w10067 Fukunari Kimura
Takamune Fujii

Globalizing Activities and the Rate of Survival: Panel Data Analysis on Japanese Firms
w9898 David Berger
Ricardo J. Caballero
Eduardo Engel

Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models
w9526 W. Erwin Diewert
Measuring Capital
2002
w9298 Jerry Hausman
Sources of Bias and Solutions to Bias in the CPI
w8922 Ravi Jagannathan
Tongshu Ma

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
w8700 Michael F. Bryan
Stephen G. Cecchetti
Roisin O'Sullivan

Asset Prices in the Measurement of Inflation
2001
w8687 Peter C. Reiss
Matthew W. White

Household Electricity Demand, Revisited
w8176 Robert C. Feenstra
Matthew D. Shapiro

High-Frequency Substitution and the Measurement of Price Indexes
w8127 Yacine Ait-Sahalia
Michael W. Brandt

Variable Selection for Portfolio Choice
2000
w8001 David F. Bradford
Rebecca Schlieckert
Stephen H. Shore

The Environmental Kuznets Curve: Exploring A Fresh Specification
t0265 Casey B. Mulligan
Barbara Schneider
Rurtin Wolfe

Time Use and Population Representation in the Sloan Study of Adolescents
w7934 Holger Sieg
V. Kerry Smith
Spencer Banzhaf
Randy Walsh

Using Locational Equilibrium Models to Evaluate Housing Price Indexes
1998
w6417 Richard G. Frank
Ernst R. Berndt
Susan H. Busch

Price Indexes for the Treatment of Depression
1997
w6182 Ernst R. Berndt
Iain M. Cockburn
Douglas L. Cocks
Arnold Epstein
Zvi Griliches

Is Price Inflation Different for the Elderly? An Empirical Analysis of Prescription Drugs
1996
w5564 Angus Deaton
Serena Ng

Parametric and Non-Parametric Approaches to Price and Tax Reform
w5559 W. Erwin Diewert
Axiomatic and Economic Approaches to International Comparisons
1995
w5387 William C. Horrace
Peter Schmidt
Ann Dryden Witte

Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act
w5382 Susanto Basu
John G. Fernald

Aggregate Productivity and the Productivity of Aggregates
w5173 Michael F. Bryan
Stephen G. Cecchetti

The Seasonality of Consumer Prices
w5104 W. Erwin Diewert
Axiomatic and Economic Approaches to Elementary Price Indexes
w5103 W. Erwin Diewert
Price and Volume Measures in the System of National Accounts
w5073 Susanto Basu
John G. Fernald

Are Apparent Productive Spillovers a Figment of Specification Error?
w5061 Robert C. Feenstra
Exact Hedonic Price Indexes
w5016 Casey B. Mulligan
Xavier Sala-i-Martin

Measuring Aggregate Human Capital
w5011 Stephen G. Cecchetti
Anil K. Kashyap
David W. Wilcox

Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence
1994
w4970 Jerry A. Hausman
Valuation of New Goods under Perfect and Imperfect Competition
w4959 Garey Ramey
Valerie A. Ramey

Cross-Country Evidence on the Link Between Volatility and Growth
w4841 Robert C. Feenstra
Clinton R. Shiells

Bias in U.S. Import Prices and Demand
w4812 W. Erwin Diewert
Ann Marie Smith

Productivity Measurement for a Distribution Firm
t0157 James J. Heckman
Christopher R. Taber

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
1992
t0126 J. Joseph Beaulieu
Jeffrey A. Miron

Seasonal Unit Roots in Aggregate U.S. Data
w4009 Ernst R. Berndt
Zvi Griliches
Joshua G. Rosett

Auditing the Producer Price Index: Micro Evidence From Prescription Pharmaceutical Preparations
1961
repo61-1 Price Statistics Review Committee
The Price Statistics of the Federal Goverment

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