NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mathematical and Quantitative Methods: General


2014
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

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

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

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

w15716 Patrick Kline
Andres Santos

Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure


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 Wed Aug 27 00:00:17 2014

 
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