2009
|
|
w15533 |
Torben G. Andersen
Dobrislav Dobrev
Ernst Schaumburg
|
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
|
w15375 |
José-Víctor Ríos-Rull
Frank Schorfheide
Cristina Fuentes-Albero
Maxym Kryshko
Raül Santaeulàlia-Llopis
|
Methods versus Substance: Measuring the Effects of Technology Shocks on Hours |
|
w15318 |
Yong Chen
Wayne Ferson
Helen Peters
|
Measuring the Timing Ability and Performance of Bond Mutual Funds |
|
w15301 |
Alberto Abadie
Guido W. Imbens
|
Matching on the Estimated Propensity Score |
|
w15226 |
James J. Heckman
Rosa L. Matzkin
Lars Nesheim
|
Nonparametric Identification and Estimation of Nonadditive Hedonic Models |
|
w15211 |
Pedro Carneiro
James J. Heckman
Edward J. Vytlacil
|
Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin |
|
w15210 |
Patrick Bajari
Jeremy T. Fox
Kyoo il Kim
Stephen P. Ryan
|
A Simple Nonparametric Estimator for the Distribution of Random Coefficients |
|
w15179 |
James J. Heckman
Petra E. Todd
|
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples |
|
w15160 |
Eric M. Leeper
Michael Plante
Nora Traum
|
Dynamics of Fiscal Financing in the United States |
|
w15147 |
Jeremy T. Fox
Amit Gandhi
|
Identifying Heterogeneity in Economic Choice Models |
|
w15122 |
Partha Deb
William T. Gallo
Padmaja Ayyagari
Jason M. Fletcher
Jody L. Sindelar
|
Job Loss: Eat, drink and try to be merry? |
|
w15092 |
Jeremy T. Fox
|
Identification in Matching Games |
|
w15065 |
William A. Brock
Steven N. Durlauf
|
Adoption Curves and Social Interactions |
|
w15047 |
Raymond Kan
Cesare Robotti
Jay Shanken
|
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology |
|
w15025 |
Roger Farmer
Carine Nourry
Alain Venditti
|
Debt, Deficits and Finite Horizons: The Stochastic Case |
|
w14995 |
Jeffrey E. Harris
Sandra G. Sosa-Rubi
|
Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable |
|
w14934 |
Patrick Bajari
Jeremy Fox
Kyoo il Kim
Stephen P. Ryan
|
The Random Coefficients Logit Model Is Identified |
|
w14896 |
Guido W. Imbens
|
Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009) |
|
w14882 |
Hyungsik Roger Moon
Frank Schorfheide
|
Bayesian and Frequentist Inference in Partially Identified Models |
|
w14872 |
Frank Schorfheide
Keith Sill
Maxym Kryshko
|
DSGE Model-Based Forecasting of Non-modelled Variables |
|
w14860 |
Bryan S. Graham
Guido W. Imbens
Geert Ridder
|
Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis |
|
w14776 |
Marc-Andreas Muendler
Sascha O. Becker
|
Margins of Multinational Labor Substitution |
|
w14756 |
Alberto Abadie
Guido Imbens
|
A Martingale Representation for Matching Estimators |
|
w14726 |
Guido Imbens
Karthik Kalyanaraman
|
Optimal Bandwidth Choice for the Regression Discontinuity Estimator |
|
w14723 |
David S. Lee
Thomas Lemieux
|
Regression Discontinuity Designs in Economics |
|
w14710 |
Roger E.A. Farmer
Tao Zha
Daniel F. Waggoner
|
Understanding Markov-Switching Rational Expectations Models |
|
w14677 |
Jesús Fernández-Villaverde
|
The Econometrics of DSGE Models |
|
w14666 |
Jesse Rothstein
|
Student sorting and bias in value added estimation: Selection on observables and unobservables |
2008
|
|
w14573 |
Kasey Buckles
Daniel M. Hungerman
|
Season of Birth and Later Outcomes: Old Questions, New Answers |
|
w14469 |
Bryan S. Graham
James Powell
|
Identification and Estimation of 'Irregular' Correlated Random Coefficient Models |
|
w14447 |
Debopam Bhattacharya
Pascaline Dupas
|
Inferring Welfare Maximizing Treatment Assignment under Budget Constraints |
|
w14414 |
Liran Einav
Amy Finkelstein
Mark R. Cullen
|
Estimating Welfare in Insurance Markets Using Variation in Prices |
|
w14399 |
Raj Chetty
|
Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods |
|
w14382 |
Jeremy T. Fox
|
Estimating Matching Games with Transfers |
|
w14376 |
Bryan S. Graham
|
Efficient Estimation of Missing Data Models Using Moment Conditions and Semiparametric Restrictions |
|
w14292 |
M. Ayhan Kose
Christopher Otrok
Eswar S. Prasad
|
Global Business Cycles: Convergence or Decoupling? |
|
w14367 |
Bridget Terry Long
Michal Kurlaender
|
Do Community Colleges provide a Viable Pathway to a Baccalaureate Degree? |
|
w14297 |
Daniel L. Millimet
Rusty Tchernis
Muna Husain
|
School Nutrition Programs and the Incidence of Childhood Obesity |
|
w14284 |
Han Hong
Bruce Preston
|
Bayesian Averaging, Prediction and Nonnested Model Selection |
|
w14215 |
Stephanie Schmitt-Grohe
Martin Uribe
|
What's News in Business Cycles |
|
w14194 |
Juan Carlos Calcagno
Bridget Terry Long
|
The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance |
|
w14161 |
Joseph G. Altonji
Hidehiko Ichimura
Taisuke Otsu
|
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables |
|
w14080 |
Christopher R. Knittel
Konstantinos Metaxoglou
|
Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings |
|
w13999 |
Pedro Dal Bó
Andrew Foster
Louis Putterman
|
Institutions and Behavior: Experimental Evidence on the Effects of Democracy |
|
w13981 |
Daniel Egel
Bryan S. Graham
Cristine Campos de Xavier Pinto
|
Inverse Probability Tilting and Missing Data Problems |
|
w13949 |
Patrick Bayer
Shakeeb Khan
Christopher Timmins
|
Nonparametric Identification and Estimation in a Generalized Roy Model |
|
w13905 |
Raj Arunachalam
Trevon Logan
|
Is There Dowry Inflation in South Asia? |
|
w13788 |
Matthew Cary
Aparna Das
Benjamin Edelman
Ioannis Giotis
Kurtis Heimerl
Anna R. Karlin
Claire Mathieu
Michael Schwarz
|
On Best-Response Bidding in GSP Auctions |
|
w13787 |
Marcelo Moreira
|
A Maximum Likelihood Method for the Incidental Parameter Problem |
|
w13749 |
Timothy Cogley
Giorgio E. Primiceri
Thomas J. Sargent
|
Inflation-Gap Persistence in the U.S. |
|
w13741 |
Marco Del Negro
Frank Schorfheide
|
Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities) |
2007
|
|
t0344 |
A. Colin Cameron
Jonah B. Gelbach
Douglas L. Miller
|
Bootstrap-Based Improvements for Inference with Clustered Errors |
|
t0343 |
Jay Bhattacharya
William B. Vogt
|
Do Instrumental Variables Belong in Propensity Scores? |
|
w13401 |
Bernard Dumas
Alexander Kurshev
Raman Uppal
|
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
|
t0342 |
Xavier Gabaix
Rustam Ibragimov
|
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents |
|
t0341 |
Howard Kunreuther
Gabriel Silvasi
Eric T. Bradlow
Dylan Small
|
Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security |
|
t0339 |
Sergio Firpo
Nicole M. Fortin
Thomas Lemieux
|
Unconditional Quantile Regressions |
|
w13228 |
Liran Einav
Amy Finkelstein
Paul Schrimpf
|
The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market |
|
w13166 |
Jesús Fernández-Villaverde
Juan F. Rubio-Ramírez
|
How Structural Are Structural Parameters? |
|
w13165 |
Jessica A. Wachter
Missaka Warusawitharana
|
Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? |
|
w13134 |
Kenneth D. West
Ka-fu Wong
Stanislav Anatolyev
|
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
|
t0338 |
Kenneth D. West
Ka-fu Wong
Stanislav Anatolyev
|
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
|
w13108 |
Ravi Bansal
Robert Dittmar
Dana Kiku
|
Cointegration and Consumption Risks in Asset Returns |
|
w13039 |
Guido Imbens
Thomas Lemieux
|
Regression Discontinuity Designs: A Guide to Practice |
|
t0337 |
Guido Imbens
Thomas Lemieux
|
Regression Discontinuity Designs: A Guide to Practice |
|
w12963 |
Torben G. Andersen
Tim Bollerslev
Dobrislav Dobrev
|
No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications |
|
w12962 |
Torben G. Andersen
Luca Benzoni
|
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models |
|
w12948 |
Lars Peter Hansen
|
Beliefs, Doubts and Learning: Valuing Economic Risk |
|
w12922 |
Arianna Degan
Antonio Merlo
|
Do Voters Vote Sincerely? |
|
t0334 |
Justin McCrary
|
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test |
2006
|
|
w12772 |
Jean Boivin
Marc Giannoni
|
DSGE Models in a Data-Rich Environment |
|
t0332 |
Jean Boivin
Marc Giannoni
|
DSGE Models in a Data-Rich Environment |
|
w12648 |
Daron Acemoglu
Victor Chernozhukov
Muhamet Yildiz
|
Learning and Disagreement in an Uncertain World |
|
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 |
|
t0327 |
A. Colin Cameron
Jonah B. Gelbach
Douglas L. Miller
|
Robust Inference with Multi-way Clustering |
|
w12445 |
Patrick Bajari
Han Hong
Ahmed Khwaja
|
Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis |
|
w12425 |
Patrick Bajari
Jeremy T. Fox
Stephen Ryan
|
Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation |
|
w12422 |
Kyoji Fukao
Keiko Ito
Hyeog Ug Kwon
Miho Takizawa
|
Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data |
|
w12353 |
Lawrence J. Christiano
Martin Eichenbaum
Robert Vigfusson
|
Assessing Structural VARs |
|
t0325 |
Alberto Abadie
Guido W. Imbens
|
On the Failure of the Bootstrap for Matching Estimators |
|
t0324 |
Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik
|
Nonparametric Tests for Treatment Effect Heterogeneity |
|
t0323 |
James H. Stock
Mark W. Watson
|
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
|
w12166 |
Gadi Barlevy
H.N. Nagaraja
|
Identification of Search Models with Initial Condition Problems |
|
w12098 |
Wayne E. Ferson
Andrew F. Siegel
|
Testing Portfolio Efficiency with Conditioning Information |
|
t0322 |
David S. Lee
David Card
|
Regression Discontinuity Inference with Specification Error |
|
t0321 |
Jesus Fernandez-Villaverde
Juan F. Rubio-Ramirez
|
Estimating Macroeconomic Models: A Likelihood Approach |
|
t0320 |
Patrick Bajari
Han Hong
|
Semiparametric Estimation of a Dynamic Game of Incomplete Information |
|
w12013 |
Patrick Bajari
Han Hong
John Krainer
Denis Nekipelov
|
Estimating Static Models of Strategic Interaction |
|
w11939 |
V. Joseph Hotz
Guido W. Imbens
Jacob A. Klerman
|
Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program |
2005
|
|
w11824 |
Andrew Ang
Joseph Chen
Yuhang Xing
|
Downside Risk |
|
w11775 |
Torben G. Andersen
Tim Bollerslev
Francis X. Diebold
|
Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility |
|
w11758 |
Bruce N. Lehmann
|
The Role of Beliefs in Inference for Rational Expectations Models |
|
w11721 |
David S. Lee
|
Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects |
|
t0319 |
Lan Zhang
Per A. Mykland
Yacine Ait-Sahalia
|
Edgeworth Expansions for Realized Volatility and Related Estimators |
|
t0315 |
Jesus Fernandez-Villaverde
Juan Rubio
Manuel Santos
|
Convergence Properties of the Likelihood of Computed Dynamic Models |
|
w11671 |
Patrick Bajari
Jeremy T. Fox
|
Measuring the Efficiency of an FCC Spectrum Auction |
|
w11656 |
Marcela Eslava
John Haltiwanger
Adriana Kugler
Maurice Kugler
|
Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants |
|
w11628 |
David H. Autor
Lawrence F. Katz
Melissa S. Kearney
|
Rising Wage Inequality: The Role of Composition and Prices |
|
w11523 |
Andrew T. Levin
Alexei Onatski
John C. Williams
Noah Williams
|
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models |
|
w11517 |
Elena Tchernykh
William H. Branson
|
Regime-Switching Behavior of the Term Structure of Forward Markets |
|
w11487 |
Junsoo Lee
John A. List
Mark Strazicich
|
Nonrenewable Resource Prices: Deterministic or Stochastic Trends? |
|
t0308 |
Jesus Fernandez-Villaverde
Juan Rubio-Ramirez
Thomas J. Sargent
|
A, B, C's (and D)'s for Understanding VARs |
|
t0307 |
Azeem Shaikh
Edward Vytlacil
|
Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis |
|
w11280 |
Mitchell A. Petersen
|
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches |
|
t0306 |
James J. Heckman
Edward Vytlacil
|
Structural Equations, Treatment Effects and Econometric Policy Evaluation |
|
w11263 |
Jay Bhattacharya
Azeem Shaikh
Edward Vytlacil
|
Treatment Effect Bounds: An Application to Swan-Ganz Catheterization |
|
w11259 |
James J. Heckman
Edward Vytlacil
|
Structural Equations, Treatment Effects and Econometric Policy Evaluation |
|
w11188 |
Torben G. Andersen
Tim Bollerslev
Peter F. Christoffersen
Francis X. Diebold
|
Volatility Forecasting |
|
w11187 |
Ann M. Lawson
Brian C. Moyer
Sumiye Okubo
Mark A. Planting
|
Integrating Industry and National Economic Accounts: First Steps and Future Improvements |
2004
|
|
w10975 |
Joshua D. Angrist
Guido M. Kuersteiner
|
Semiparametric Causality Tests Using the Policy Propensity Score |
|
t0303 |
Michael Jansson
Marcelo J. Moreira
|
Optimal Inference in Regression Models with Nearly Integrated Regressors |
|
t0302 |
Marcelo J. Moreira
Jack R. Porter
Gustavo A. Suarez
|
Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak |
|
w10823 |
Malcolm P. Baker
Ryan Taliaferro
Jeffrey Wurgler
|
Pseudo Market Timing and Predictive Regressions |
|
w10803 |
Christopher Avery
Mark Glickman
Caroline Hoxby
Andrew Metrick
|
A Revealed Preference Ranking of U.S. Colleges and Universities |
|
t0301 |
Patrick Bajari
Han Hong
Stephen Ryan
|
Identification and Estimation of Discrete Games of Complete Information |
|
w10786 |
Ricardo J. Caballero
Stavros Panageas
|
Contingent Reserves Management: An Applied Framework |
|
t0300 |
Laurent E. Calvet
Adlai J. Fisher
Samuel B. Thompson
|
Volatility Comovement: A Multifrequency Approach |
|
t0299 |
Donald W.K. Andrews
Marcelo Moreira
James H. Stock
|
Optimal Invariant Similar Tests for Instrumental Variables Regression |
|
t0298 |
Nelson C. Mark
Donggyu Sul
|
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
|
w10477 |
Thomas Hertel
David Hummels
Maros Ivanic
Roman Keeney
|
How Confident Can We Be in CGE-Based Assessments of Free Trade Agreements? |
|
w10428 |
Joshua Angrist
Victor Chernozhukov
Ivan Fernandez-Val
|
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure |
|
w10303 |
Johannes Van Biesebroeck
|
Robustness of Productivity Estimates |
2003
|
|
w10154 |
Ariel Pakes
|
Common Sense and Simplicity in Empirical Industrial Organization |
|
w10121 |
Marianne Bitler
Jonah Gelbach
Hilary Hoynes
|
What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments |
|
w10117 |
Robert F. Engle
Giampiero M. Gallo
|
A Multiple Indicators Model for Volatility Using Intra-Daily Data |
|
t0294 |
Guido W. Imbens
|
Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review |
|
w10025 |
William A. Brock
Steven N. Durlauf
Kenneth D. West
|
Policy Evaluation in Uncertain Economic Environments |
|
w9980 |
C. Lanier Benkard
Patrick Bajari
|
Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's |
|
w9881 |
Karsten Hansen
James J. Heckman
Kathleen J. Mullen
|
The Effect of Schooling and Ability on Achievement Test Scores |
|
w9819 |
Lawrence J. Christiano
Martin Eichenbaum
Robert Vigfusson
|
What Happens After a Technology Shock? |
|
w9778 |
Ricardo J. Caballero
Stavros Panageas
|
Hedging Sudden Stops and Precautionary Contractions |
|
w9673 |
David S. Bates
|
Maximum Likelihood Estimation of Latent Affine Processes |
2002
|
|
t0287 |
Nelson C. Mark
Donggyu Sul
|
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
|
t0283 |
Alberto Abadie
Guido W. Imbens
|
Simple and Bias-Corrected Matching Estimators for Average Treatment Effects |
|
t0279 |
Torben G. Andersen
Tim Bollerslev
Francis X. Diebold
|
Parametric and Nonparametric Volatility Measurement |
|
t0278 |
George Hall
John Rust
|
Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market |
|
w9052 |
Andrew B. Bernard
Stephen Redding
Peter K. Schott
Helen Simpson
|
Factor Price Equalization in the UK? |
|
t0277 |
David S. Lee
|
Trimming for Bounds on Treatment Effects with Missing Outcomes |
|
w8944 |
Yacine Ait-Sahalia
Jefferson Duarte
|
Nonparametric Option Pricing under Shape Restrictions |
|
w8841 |
Marianne Bertrand
Esther Duflo
Sendhil Mullainathan
|
How Much Should We Trust Differences-in-Differences Estimates? |
2001
|
|
w8682 |
Ravi Jagannathan
Andrew Kaplin
Steve Guoqiang Sun
|
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices |
|
w8666 |
Jay Shanken
Ane Tamayo
|
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield |
|
w8643 |
Andrew Ang
Joseph Chen
Yuhang Xing
|
Downside Risk and the Momentum Effect |
|
w8602 |
Peter Arcidiacono
Holger Sieg
Frank Sloan
|
Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking |
|
w8497 |
John Geweke
Gautam Gowrisankaran
Robert J. Town
|
Bayesian Inference for Hospital Quality in a Selection Model |
|
t0273 |
Daniel A. Ackerberg
|
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation |
|
t0272 |
Patrick Bajari
C. Lanier Benkard
|
Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach |
|
w8207 |
Andrew Ang
Geert Bekaert
|
Stock Return Predictability: Is it There? |
|
w8160 |
Torben G. Andersen
Tim Bollerslev
Francis X. Diebold
Paul Labys
|
Modeling and Forecasting Realized Volatility |
2000
|
|
w8041 |
William A. Brock
Steven N.Durlauf
|
Growth Economics and Reality |
|
t0264 |
Francis X. Diebold
Atsushi Inoue
|
Long Memory and Regime Switching |
|
t0263 |
Charles F. Manski
|
Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations |
|
w7950 |
James J. Heckman
Justin L. Tobias
Edward Vytlacil
|
Simple Estimators for Treatment Parameters in a Latent Variable Framework with an Application to Estimating the Returns to Schooling |
|
t0261 |
Alberto Abadie
|
Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable |
|
t0260 |
Alberto Abadie
|
Semiparametric Estimation of Instrumental Variable Models for Causal Effects |
|
w7852 |
Nina Pavcnik
|
Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants |
|
w7844 |
Rajeev Dehejia
|
Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs |
|
w7831 |
Joseph G. Altonji
Todd E. Elder
Christopher R. Taber
|
Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools |
|
t0258 |
William Brock
Steven N. Durlauf
|
Interactions-Based Models |
|
t0257 |
Dean R. Hyslop
Guido W. Imbens
|
Bias from Classical and Other Forms of Measurement Error |
|
t0255 |
Wouter J. den Haan
Andrew T. Levin
|
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order |
|
w7699 |
Jonathan Lewellen
Jay Shanken
|
Estimation Risk, Market Efficiency, and the Predictability of Returns |
1999
|
|
w7439 |
Julio J. Rotemberg
|
A Heuristic Method for Extracting Smooth Trends from Economic Time Series |
|
w7341 |
Robert F. Engle
Simone Manganelli
|
CAViaR: Conditional Value at Risk by Quantile Regression |
|
w7333 |
James L. Heckman
|
Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective |
|
w7257 |
Lawrence J. Christiano
Terry J. Fitzgerald
|
The Band Pass Filter |
|
w7235 |
Thomas J. Kane
Cecilia Elena Rouse
Douglas Staiger
|
Estimating Returns to Schooling When Schooling is Misreported |
|
w7131 |
Jinyong Hahn
Petra Todd
Wilbert Van der Klaauw
|
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design |
|
t0241 |
Joshua D. Angrist
Jinyong Hahn
|
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects |
|
t0240 |
Robert F. Stambaugh
|
Predictive Regressions |
|
w7056 |
Andrew Ang
Geert Bekaert
|
International Asset Allocation with Time-Varying Correlations |
|
w6954 |
Rajeev Dehejia
|
Program Evaluation as a Decision Problem |
|
w6944 |
Steven D. Levitt
Jack Porter
|
Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics |
|
w6928 |
Francis X. Diebold
Lutz Kilian
|
Unit Root Tests Are Useful for Selecting Forecasting Models |
|
w6927 |
Daniel S. Hamermesh
|
The Art of Labormetrics |
1998
|
|
w6829 |
Rajeev H. Dehejia
Sadek Wahba
|
Propensity Score Matching Methods for Non-experimental Causal Studies |
|
w6759 |
Soren Blomquist
Matias Eklof
Whitney Newey
|
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
|
t0234 |
Glenn Ellison
Sara Fisher Ellison
|
A Simple Framework for Nonparametric Specification Testing |
|
w6699 |
James Heckman
Hidehiko Ichimura
Jeffrey Smith
Petra Todd
|
Characterizing Selection Bias Using Experimental Data |
|
w6666 |
Torben G. Anderson
Tim Bollerslev
Ashish Das
|
Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment |
|
w6586 |
Rajeev H. Dehejia
Sadek Wahba
|
Causal Effects in Non-Experimental Studies: Re-Evaluating the Evaluation of Training Programs |
|
w6533 |
Jason G. Cummins
|
Taxation and the Sources of Growth: Estimates from United States Multinational Corporations |
|
t0229 |
Alberto Abadie
Joshua D. Angrist
Guido W. Imbens
|
Instrumental Variables Estimation of Quantile Treatment Effects |
|
t0222 |
Yacine Ait-Sahalia
|
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach |
1996
|
|
t0206 |
Yin-Wong Cheung
Menzie D. Chinn
|
Further Investigation of the Uncertain Unit Root in GNP |
|
w5793 |
Michael F. Bryan
Stephen G. Cecchetti
|
Inflation and the Distribution of Price Changes |
|
t0198 |
James H. Stock
Jonathan Wright
|
Asymptotics for GMM Estimators with Weak Instruments |
|
w5631 |
David Neumark
William Wascher
|
Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias? |
|
t0197 |
Wouter J. Den Haan
Andrew T. Levin
|
A Practitioner's Guide to Robust Covariance Matrix Estimation |
|
t0123 |
Gilbert E. Metcalf
|
Specification Testing in Panel Data With Instrumental Variables |
|
t0196 |
Matthew D. Shapiro
David W. Wilcox
|
Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI |
|
t0195 |
Wouter J. Den Haan
Andrew Levin
|
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures |
|
t0194 |
Francis X. Diebold
Til Schuermann
|
Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models |
|
w5479 |
Yacine Ait-Sahalia
|
Dynamic Equilibrium and Volatility in Financial Asset Markets |
1995
|
|
w5314 |
David Genesove
Wallace P. Mullin
|
Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914 |
|
t0185 |
James J. Heckman
|
Instrumental Variables: A Cautionary Tale |
|
t0184 |
James J. Heckman
|
Randomization as an Instrumental Variable |
|
w5093 |
John DiNardo
Nicole M. Fortin
Thomas Lemieux
|
Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach |
|
t0177 |
Lawrence J. Christiano
Wouter J. Den Haan
|
Small Sample Properties of GMM for Business Cycle Analysis |
|
t0176 |
Kenneth D. West
David W. Wilcox
|
A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model |
|
t0174 |
Francis X. Diebold
Lee E. Ohanian
Jeremy Berkowitz
|
Dynamic Equilibrium Economies: A Framework for Comparing Models and Data |
|
t0173 |
Francis X. Diebold
Jose A. Lopez
|
Measuring Volatility Dynamics |
|
t0144 |
Kenneth D. West
Whitney K. Newey
|
Automatic Lag Selection in Covariance Matrix Estimation |
