NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mathematical and Quantitative Methods

General


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

w14353 Christopher F. Chabris
David Laibson
Carrie L. Morris
Jonathon P. Schuldt
Dmitry Taubinsky

Measuring intertemporal preferences using response times

w14349 S. Boragan Aruoba
Francis X. Diebold
Chiara Scotti

Real-Time Measurement of Business Conditions

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
w12690 Fabrizio Cipollini
Robert F. Engle
Giampiero M. Gallo

Vector Multiplicative Error Models: Representation and Inference

t0331 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 Sun Nov 22 05:09:04 2009

 
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