NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Papers in JEL Code C0: General

2016
w22791 Nikolay Doudchenko
Guido W. Imbens

Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis
w22000 Lars P. Hansen
Thomas J. Sargent

Sets of Models and Prices of Uncertainty
w22000 Lars P. Hansen
Thomas J. Sargent

Sets of Models and Prices of Uncertainty
2015
w21596 Lorenzo Almada
Ian M. McCarthy
Rusty Tchernis

What Can We Learn About the Effects of Food Stamps on Obesity in the Presence of Misreporting?
w21491 Torben G. Andersen
Nicola Fusari
Viktor Todorov

The Pricing of Short-Term market Risk: Evidence from Weekly Options
w21313 Susan Athey
Dean Eckles
Guido W. Imbens

Exact P-values for Network Interference
w21125 Patrick Bajari
Victor Chernozhukov
Han Hong
Denis Nekipelov

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
w20978 Christopher A. Hennessy
Ilya A. Strebulaev

Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies
2014
w20592 Campbell R. Harvey
Yan Liu
Heqing Zhu

. . . and the Cross-Section of Expected Returns
w20405 Andrew Gelman
Guido Imbens

Why High-order Polynomials Should not be Used in Regression Discontinuity Designs
w20376 Anirban Basu
Welfare Implications of Learning Through Solicitation versus Diversification in Health Care
w20325 Alberto Abadie
Susan Athey
Guido W. Imbens
Jeffrey M. Wooldridge

Finite Population Causal Standard Errors
w20276 Arun G. Chandrasekhar
Matthew O. Jackson

Tractable and Consistent Random Graph Models
w20263 S. Borağan Aruoba
Jesús Fernández-Villaverde

A Comparison of Programming Languages in Economics
w19983 Guido Imbens
Instrumental Variables: An Econometrician's Perspective
w19784 Patrick M. Kline
A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
2013
w19742 Alberto Abadie
Matthew M. Chingos
Martin R. West

Endogenous Stratification in Randomized Experiments
w19614 Andrew Gelman
Guido Imbens

Why ask Why? Forward Causal Inference and Reverse Causal Questions
w19221 David K. Levine
Salvatore Modica

Conflict, Evolution, Hegemony, and the Power of the State
w19221 David K. Levine
Salvatore Modica

Conflict, Evolution, Hegemony, and the Power of the State
w19054 Emily Oster
Unobservable Selection and Coefficient Stability: Theory and Validation
w18833 Debopam Bhattacharya
Pascaline Dupas
Shin Kanaya

Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
2012
w18607 Howard Kunreuther
Geoffrey Heal
Myles Allen
Ottmar Edenhofer
Christopher B. Field
Gary Yohe

Risk Management and Climate Change
w18478 Guido W. Imbens
Michal Kolesar

Robust Standard Errors in Small Samples: Some Practical Advice
w18391 Francis X. Diebold
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
w18323 Bennett T. McCallum
A Continuity Refinement for Rational Expectations Solutions
w18181 John H. Cochrane
Continuous-Time Linear Models
2011
w17698 Jerry A. Hausman
Christopher J. Palmer

Heteroskedasticity-Robust Inference in Finite Samples
w17557 Jeremy T. Fox
Amit Gandhi

Identifying Demand with Multidimensional Unobservables: A Random Functions Approach
w17519 Michal Kolesár
Raj Chetty
John N. Friedman
Edward L. Glaeser
Guido W. Imbens

Identification and Inference with Many Invalid Instruments
w17442 Alberto Abadie
Guido W. Imbens
Fanyin Zheng

Robust Inference for Misspecified Models Conditional on Covariates
w17280 Darrell Duffie
Yeneng Sun

The Exact Law of Large Numbers for Independent Random Matching
w17039 Lance Lochner
Enrico Moretti

Estimating and Testing Models with Many Treatment Levels and Limited Instruments
w16928 Bryan S. Graham
Cristine Campos de Xavier Pinto
Daniel Egel

Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)
w16678 Randall Morck
Bernard Yeung

Economics, History, and Causation
2010
w16618 Jesús Fernández-Villaverde
Juan Rubio-Ramírez

Macroeconomics and Volatility: Data, Models, and Estimation
w16566 Joshua Angrist
Ivan Fernandez-Val

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
w16511 Aviv Nevo
Empirical Models of Consumer Behavior
w16270 Hui Xie
Yi Qian
Leming Qu

A Semiparametric Approach for Analyzing Nonignorable Missing Data
w16127 Patrick M. Kline
Andres Santos

A Score Based Approach to Wild Bootstrap Inference
w16039 Nicholas A. Christakis
James H. Fowler
Guido W. Imbens
Karthik Kalyanaraman

An Empirical Model for Strategic Network Formation
w16039 Nicholas A. Christakis
James H. Fowler
Guido W. Imbens
Karthik Kalyanaraman

An Empirical Model for Strategic Network Formation
w15965 Kenneth L. Judd
Lilia Maliar
Serguei Maliar

A Cluster-Grid Projection Method: Solving Problems with High Dimensionality
w15891 Angus S. Deaton
Understanding the mechanisms of economic development
w15760 Thomas Barrios
Rebecca Diamond
Guido W. Imbens
Michal Kolesar

Clustering, Spatial Correlations and Randomization Inference
w15716 Patrick Kline
Andres Santos

Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure
w15724 Patrick Bajari
Jane Cooley
Kyoo il Kim
Christopher Timmins

A Theory-Based Approach to Hedonic Price Regressions with Time-Varying Unobserved Product Attributes: The Price of Pollution
2009
w15210 Patrick Bajari
Jeremy T. Fox
Kyoo il Kim
Stephen P. Ryan

A Simple Nonparametric Estimator for the Distribution of Random Coefficients
w14991 Jean-Pierre H. Dubé
Jeremy T. Fox
Che-Lin Su

Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation
w14719 Dennis W. Carlton
Why We Need to Measure the Effect of Merger Policy and How to Do It
w14710 Roger E.A. Farmer
Tao Zha
Daniel F. Waggoner

Understanding Markov-Switching Rational Expectations Models
2008
w14447 Debopam Bhattacharya
Pascaline Dupas

Inferring Welfare Maximizing Treatment Assignment under Budget Constraints
w14349 S. Boragan Aruoba
Francis X. Diebold
Chiara Scotti

Real-Time Measurement of Business Conditions
w14353 Christopher F. Chabris
David Laibson
Carrie L. Morris
Jonathon P. Schuldt
Dmitry Taubinsky

Measuring intertemporal preferences using response times
w14251 Guido M. Imbens
Jeffrey M. Wooldridge

Recent Developments in the Econometrics of Program Evaluation
w14243 Lars Peter Hansen
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
w14117 Ariel Pakes
Theory and Empirical Work on Imperfectly Competitive Markets
w14086 Anirban Basu
Daniel Polsky
Willard G. Manning

Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures
2007
w13588 Francis X. Diebold
Canlin Li
Vivian Z. Yue

Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
w13108 Ravi Bansal
Robert Dittmar
Dana Kiku

Cointegration and Consumption Risks in Asset Returns
w13027 Alan B. Krueger
David A. Schkade

The Reliability of Subjective Well-Being Measures
2006
t0331 Fabrizio Cipollini
Robert F. Engle
Giampiero M. Gallo

Vector Multiplicative Error Models: Representation and Inference
w12690 Fabrizio Cipollini
Robert F. Engle
Giampiero M. Gallo

Vector Multiplicative Error Models: Representation and Inference
w12647 Lawrence J. Christiano
Joshua M. Davis

Two Flaws In Business Cycle Accounting
t0330 Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik

Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
2005
w11864 Jaime Casassus
Pierre Collin-Dufresne
Bryan R. Routledge

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology
w11258 Federico Echenique
Roland G. Fryer
Jr.

On the Measurement of Segregation
2003
t0292 Nelson C. Mark
Masao Ogaki
Donggyu Sul

Dynamic Seemingly Unrelated Cointegrating Regression
2000
t0266 Lawrence J. Christiano
Richard M. Todd

The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?
w7488 Torben G. Andersen
Tim Bollerslev
Francis X. Diebold
Paul Labys

Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
1996
w5481 Francis X. Diebold
Abdelhak S. Senhadji

Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again
1992
w3982 Jeffrey I. Bernstein
Price Margins and Capital Adjustment: Canadian Mill Products and Pulp and Paper Industries

Generated on Fri Dec 9 00:00:02 2016

 
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