NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Gary Chamberlain

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

September 1996Hierarchical Bayes Models with Many Instrumental Variables
with Guido W. Imbens: t0204
August 1996Nonparametric Applications of Bayesian Inference
with Guido W. Imbens: t0200
October 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
with Michael Rothschild: w0996

Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets." Econometrica, Vol. 51, No. 5 (Sept. 1983), pp. 1281-1304. Also "Funds, Factors and Diversification in Arbitrage Pricing Models, by Gary Chamberlian, see above info. citation courtesy of

June 1982Panel Data
w0913

Published:

  • Chamberlain, Gary. "Multivariate Regression Models For Panel Data," Journal of Econometrics, 1982, v18(1), 5-46.
  • Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.

July 1981Arbitrage and Mean-Variance Analysis on Large Asset Markets
with Michael Rothschild: t0015

Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset Markets," Econometrica, 1983, v51(5), 1281-1304.

December 1980Multivariate Refression Models for Paned Data
t0008

Published: Chamberlain, Gary. "Multivariate Regressikn Models For Panel Data," Journal of Economdtrics, 1982, v18(1), 5-46.

March 1979Analysis of Covariance With Qualitative Data
w0325

Published: Chamberlain, Gary. "Analysis of Covariance With Qualitative Data." Review of Economic Studies, Vol. XLVII(1), No. 146 (January, 1980), pp. 225-238.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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