2011
|
|
w17592 |
Yacine Ait-Sahalia
Jianqing Fan
Yingying Li
|
The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency |
|
w17519 |
Michal Kolesár
Raj Chetty
John N. Friedman
Edward L. Glaeser
Guido W. Imbens
|
Identification and Inference with Many Invalid Instruments |
|
w17455 |
Charles F. Manski
John V. Pepper
|
Deterrence and the Death Penalty: Partial Identification Analysis Using Repeated Cross Sections |
|
w17424 |
Yuriy Gorodnichenko
Anna Mikusheva
Serena Ng
|
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
|
w17408 |
Alan I. Barreca
Jason M. Lindo
Glen R. Waddell
|
Heaping-Induced Bias in Regression-Discontinuity Designs |
|
w17368 |
John R. Graham
Si Li
Jiaping Qiu
|
Managerial Attributes and Executive Compensation |
|
w17346 |
Itai Sher
Jeremy T. Fox
Kyoo il Kim
Patrick Bajari
|
Partial Identification of Heterogeneity in Preference Orderings Over Discrete Choices |
|
w17334 |
Jessica A. Wachter
Missaka Warusawitharana
|
What is the Chance that the Equity Premium Varies over Time? Evidence from Predictive Regressions |
|
w17327 |
Daniel S. Hamermesh
Jason Abrevaya
|
"Beauty Is the Promise of Happiness"? |
|
w17154 |
Jonathan H. Wright
|
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? |
|
w16894 |
Amit Gandhi
Kyoo il Kim
Amil Petrin
|
Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error |
|
w16773 |
Jin Young Lee
Gary Solon
|
The Fragility of Estimated Effects of Unilateral Divorce Laws on Divorce Rates |
|
w16762 |
Robin Cross
Andrew J. Plantinga
Robert N. Stavins
|
The Value of Terroir: Hedonic Estimation of Vineyard Sale Prices |
|
w16714 |
Ulrich K. Müller
James H. Stock
|
Forecasts in a Slightly Misspecified Finite Order VAR |
|
w16678 |
Randall Morck
Bernard Yeung
|
Economics, History, and Causation |
2010
|
|
w16618 |
Jesús Fernández-Villaverde
Juan Rubio-RamÃrez
|
Macroeconomics and Volatility: Data, Models, and Estimation |
|
w16581 |
Philip S. Babcock
John L. Hartman
|
Networks and Workouts: Treatment Size and Status Specific Peer Effects in a Randomized Field Experiment |
|
w16520 |
Renaud Bourlès
Gilbert Cette
Jimmy Lopez
Jacques Mairesse
Giuseppe Nicoletti
|
Do Product Market Regulations in Upstream Sectors Curb Productivity Growth? Panel Data Evidence for OECD Countries |
|
w16488 |
James H. Stock
Mark W. Watson
|
Modeling Inflation After the Crisis |
|
w16398 |
Menzie D. Chinn
Kavan J. Kucko
|
The Predictive Power of the Yield Curve across Countries and Time |
|
w16263 |
Jules H. van Binsbergen
Ralph S.J. Koijen
|
Predictive Regressions: A Present-value Approach |
|
w16220 |
Sabien Dobbelaere
Jacques Mairesse
|
Micro-evidence on Rent Sharing from Different Perspectives |
|
w16188 |
Sergey Lychagin
Joris Pinkse
Margaret E. Slade
John Van Reenen
|
Spillovers in Space: Does Geography Matter? |
|
w16110 |
James J. Heckman
|
Building Bridges Between Structural and Program Evaluation Approaches to Evaluating Policy |
|
w16096 |
Matias Busso
Jesse Gregory
Patrick M. Kline
|
Assessing the Incidence and Efficiency of a Prominent Place Based Policy |
|
w16051 |
Frank R. Lichtenberg
|
Are Increasing 5-Year Survival Rates Evidence of Success Against Cancer? A reexamination using data from the U.S. and Australia |
|
w16045 |
Nicole Fortin
Thomas Lemieux
Sergio Firpo
|
Decomposition Methods in Economics |
|
w15984 |
Richard Crump
Gopi Shah Goda
Kevin Mumford
|
Fertility and the Personal Exemption: Comment |
|
w15880 |
Frank R. Lichtenberg
|
Has medical innovation reduced cancer mortality? |
|
w15859 |
Laurent E. Calvet
Paolo Sodini
|
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
|
w15808 |
Yacine Aït-Sahalia
Jean Jacod
|
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data |
|
w15794 |
Joshua Angrist
Jörn-Steffen Pischke
|
The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics |
|
w15743 |
Jan J. J. Groen
Paolo A. Pesenti
|
Commodity prices, commodity currencies, and global economic developments |
|
w15690 |
Bennett T. McCallum
|
Is the Spurious Regression Problem Spurious? |
|
w15675 |
Russell Cooper
John C. Haltiwanger
Jonathan L. Willis
|
Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application |
2009
|
|
w15539 |
Daniel L. Millimet
Rusty Tchernis
|
Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program |
|
w15533 |
Torben G. Andersen
Dobrislav Dobrev
Ernst Schaumburg
|
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation |
|
w15519 |
Domenico Giannone
Michele Lenza
|
The Feldstein-Horioka fact |
|
w15392 |
Florian Heiss
Daniel McFadden
Joachim Winter
|
Regulation of private health insurance markets: Lessons from enrollment, plan type choice, and adverse selection in Medicare Part D |
|
w15236 |
Rashmi Barua
Kevin Lang
|
School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of LATE |
|
w15210 |
Patrick Bajari
Jeremy T. Fox
Kyoo il Kim
Stephen P. Ryan
|
A Simple Nonparametric Estimator for the Distribution of Random Coefficients |
|
w15147 |
Jeremy T. Fox
Amit Gandhi
|
Identifying Heterogeneity in Economic Choice Models |
|
w14957 |
H. Allen Klaiber
V. Kerry Smith
|
Evaluating Rubin's Causal Model for Measuring the Capitalization of Environmental Amenities |
|
w14934 |
Patrick Bajari
Jeremy Fox
Kyoo il Kim
Stephen P. Ryan
|
The Random Coefficients Logit Model Is Identified |
|
w14913 |
David S. Bates
|
U.S. Stock Market Crash Risk, 1926-2006 |
|
w14860 |
Bryan S. Graham
Guido W. Imbens
Geert Ridder
|
Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis |
|
w14842 |
John Engberg
Dennis Epple
Jason Imbrogno
Holger Sieg
Ron Zimmer
|
Estimation of Causal Effects in Experiments with Multiple Sources of Noncompliance |
|
w14776 |
Marc-Andreas Muendler
Sascha O. Becker
|
Margins of Multinational Labor Substitution |
|
w14756 |
Alberto Abadie
Guido Imbens
|
A Martingale Representation for Matching Estimators |
|
w14737 |
Gautam Gowrisankaran
Marc Rysman
|
Dynamics of Consumer Demand for New Durable Goods |
|
w14690 |
Angus S. Deaton
|
Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development |
2008
|
|
w14621 |
Olivier Coibion
Yuriy Gorodnichenko
|
Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation |
|
w14552 |
Jacques Mairesse
Benoit Mulkay
|
An Exploration of Local R&D Spillovers in France |
|
w14516 |
Stephanie Riegg Cellini
Fernando Ferreira
Jesse Rothstein
|
The Value of School Facilities: Evidence from a Dynamic Regression Discontinuity Design |
|
w14469 |
Bryan S. Graham
James Powell
|
Identification and Estimation of 'Irregular' Correlated Random Coefficient Models |
|
w14451 |
Asher A. Blass
Saul Lach
Charles F. Manski
|
Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability |
|
w14376 |
Bryan S. Graham
|
Efficiency bounds for missing data models with semiparametric restrictions |
|
w14349 |
S. Boragan Aruoba
Francis X. Diebold
Chiara Scotti
|
Real-Time Measurement of Business Conditions |
|
w14265 |
Melissa Clark
Jesse Rothstein
Diane Whitmore Schanzenbach
|
Selection Bias in College Admissions Test Scores |
|
w14169 |
Jon Faust
Jonathan H. Wright
|
Efficient Prediction of Excess Returns |
|
w14161 |
Joseph G. Altonji
Hidehiko Ichimura
Taisuke Otsu
|
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables |
|
w14108 |
Maria Elena Bontempi
Jacques Mairesse
|
Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms |
|
w14086 |
Anirban Basu
Daniel Polsky
Willard G. Manning
|
Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures |
|
w14035 |
Peter J. Kuhn
Peter Kooreman
Adriaan R. Soetevent
Arie Kapteyn
|
The Own and Social Effects of an Unexpected Income Shock: Evidence from the Dutch Postcode Lottery |
|
w14002 |
Jean-Pierre Florens
James J. Heckman
Costas Meghir
Edward J. Vytlacil
|
Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects |
|
w13981 |
Bryan S. Graham
Cristine Campos de Xavier Pinto
Daniel Egel
|
Inverse Probability Tilting for Moment Condition Models with Missing Data |
|
w13975 |
Sabien Dobbelaere
Jacques Mairesse
|
Panel Data Estimates Of The Production Function And Product And Labor Market Imperfections |
|
w13931 |
Orazio Attanasio
Adriana Kugler
Costas Meghir
|
Training Disadvantaged Youth in Latin America: Evidence from a Randomized Trial |
|
w13825 |
Yacine Ait-Sahalia
Jialin Yu
|
High Frequency Market Microstructure Noise Estimates and Liquidity Measures |
|
w13799 |
Wolfram Schlenker
Michael J. Roberts
|
Estimating the Impact of Climate Change on Crop Yields: The Importance of Nonlinear Temperature Effects |
|
w13787 |
Marcelo Moreira
|
A Maximum Likelihood Method for the Incidental Parameter Problem |
2007
|
|
w13627 |
Florian Heiss
Daniel McFadden
Joachim Winter
|
Mind the Gap! Consumer Perceptions and Choices of Medicare Part D Prescription Drug Plans |
|
w13534 |
Robert Moffitt
|
Estimating Marginal Returns to Higher Education in the UK |
|
t0344 |
A. Colin Cameron
Jonah B. Gelbach
Douglas L. Miller
|
Bootstrap-Based Improvements for Inference with Clustered Errors |
|
w13385 |
Nicholas Bloom
|
The Impact of Uncertainty Shocks |
|
w13337 |
Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro
|
Imputing Risk Tolerance from Survey Responses |
|
w13303 |
Miguel Urquiola
Eric Verhoogen
|
Class Size and Sorting in Market Equilibrium: Theory and Evidence |
|
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 |
|
w13075 |
Diego Escobari
Li Gan
|
Price Dispersion under Costly Capacity and Demand Uncertainty |
|
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 |
|
w12831 |
Alberto Abadie
Alexis Diamond
Jens Hainmueller
|
Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program |
|
t0335 |
Alberto Abadie
Alexis Diamond
Jens Hainmueller
|
Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program |
|
w12827 |
Alexander Muermann
Howard Kunreuther
|
Self-Protection and Insurance with Interdependencies |
|
t0334 |
Justin McCrary
|
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test |
2006
|
|
w12746 |
Christopher D. Carroll
Misuzu Otsuka
Jirka Slacalek
|
How Large Is the Housing Wealth Effect? A New Approach |
|
w12671 |
Ulrich Mueller
Mark W. Watson
|
Testing Models of Low-Frequency Variability |
|
w12562 |
Matthew Gentzkow
|
Valuing New Goods in a Model with Complementarities: Online Newspapers |
|
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 |
|
t0326 |
Kenneth D. West
Todd Clark
|
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models |
|
w12383 |
Nick Bloom
John Van Reenen
Stephen Bond
|
Uncertainty and Investment Dynamics |
|
w12380 |
Orley Ashenfelter
Karl Storchmann
|
Using a Hedonic Model of Solar Radiation to Assess the Economic Effect of Climate Change: The Case of Mosel Valley Vineyards |
|
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 |
|
w12233 |
Viviana Fernandez
|
The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
|
w12188 |
Marianne Baxter
Michael A. Kouparitsas
|
What Determines Bilateral Trade Flows? |
2005
|
|
w11776 |
Robert J. Gordon
Todd vanGoethem
|
A Century of Housing Shelter Prices: Is There a Downward Bias in the CPI? |
|
w11758 |
Bruce N. Lehmann
|
The Role of Beliefs in Inference for Rational Expectations Models |
|
w11739 |
Bronwyn H. Hall
Jacques Mairesse
Laure Turner
|
Identifying Age, Cohort and Period Effects in Scientific Research Productivity: Discussion and Illustration Using Simulated and Actual Data on French Physicists |
|
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 |
|
t0314 |
Joshua Angrist
|
Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How? |
|
w11607 |
Jean Imbs
Haroon Mumtaz
Morten O. Ravn
Hélène Rey
|
"Aggregation Bias" DOES Explain the PPP Puzzle |
|
w11524 |
Laura Bottazzi
Giovanni Peri
|
The International Dynamics of R&D and Innovation in the Short and in the Long Run |
|
w11523 |
Andrew T. Levin
Alexei Onatski
John C. Williams
Noah Williams
|
Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models |
|
w11450 |
Andrew A. Toole
Dirk Czarnitzki
|
Biomedical Academic Entrepreneurship Through the SBIR Program |
|
w11441 |
Laurent E. Calvet
Adlai J. Fisher
|
Multifrequency News and Stock Returns |
|
t0310 |
Atsushi Inoue
Gary Solon
|
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models |
|
w11380 |
Yacine Ait-Sahalia
Per A. Mykland
Lan Zhang
|
Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise |
|
w11325 |
Eric P. Bettinger
Bridget Terry Long
|
Addressing the Needs of Under-Prepared Students in Higher Education: Does College Remediation Work? |
|
t0307 |
Azeem Shaikh
Edward Vytlacil
|
Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis |
|
t0305 |
Todd E. Clark
Kenneth D. West
|
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
2004
|
|
w10975 |
Joshua D. Angrist
Guido M. Kuersteiner
|
Semiparametric Causality Tests Using the Policy Propensity Score |
|
w10888 |
Arthur Kennickell
Annamaria Lusardi
|
Disentangling the Importance of the Precautionary Saving Mode |
|
w10803 |
Christopher Avery
Mark Glickman
Caroline Hoxby
Andrew Metrick
|
A Revealed Preference Ranking of U.S. Colleges and Universities |
|
t0298 |
Nelson C. Mark
Donggyu Sul
|
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
|
w10304 |
Shiu-Sheng Chen
Charles Engel
|
Does "Aggregation Bias" Explain the PPP Puzzle? |
|
w10209 |
Keiko Ito
Kyoji Fukao
|
Physical and Human Capital Deepening and New Trade Patterns in Japan |
2003
|
|
t0294 |
Guido W. Imbens
|
Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review |
|
w10026 |
John Y. Campbell
Motohiro Yogo
|
Efficient Tests of Stock Return Predictability |
|
w9915 |
Yacine Ait-Sahalia
|
Disentangling Volatility from Jumps |
|
w9898 |
Ricardo J. Caballero
Eduardo Engel
|
Adjustment is Much Slower than You Think |
|
w9817 |
Sebastian Edwards
Javier Gomez Biscarri
Fernando Perez de Gracia
|
Stock Market Cycles, Financial Liberalization and Volatility |
|
w9611 |
Yacine Ait-Sahalia
Per A. Mykland
|
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise |
|
t0291 |
Viliam Druska
William C. Horrace
|
Generalized Moments Estimation for Panel Data |
|
t0289 |
Christopher R. Bollinger
Amitabh Chandra
|
Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data |
2000
|
|
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 |
|
w7847 |
James D. Hamilton
Oscar Jorda
|
A Model for the Federal Funds Rate Target |
|
w7773 |
James J. Heckman
Carmen Pages
|
The Cost of Job Security Regulation: Evidence from Latin American Labor Markets |
|
t0255 |
Wouter J. den Haan
Andrew T. Levin
|
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order |
|
w7577 |
Alan M. Taylor
|
Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price |
|
w7558 |
Austan Goolsbee
|
The Importance of Measurement Error in the Cost of Capital |
1999
|
|
t0246 |
Willard G. Manning
John Mullahy
|
Estimating Log Models: To Transform or Not to Transform? |
|
t0245 |
John Mullahy
|
Interaction Effects and Difference-in-Difference Estimation in Loglinear Models |
|
w7226 |
Anne Morrison Piehl
Suzanne J. Cooper
Anthony A. Braga
David M. Kennedy
|
Testing for Structural Breaks in the Evaluation of Programs |
|
w7210 |
Steven D. Levitt
Jack Porter
|
Sample Selection in the Estimation of Air Bag and Seat Belt Effectiveness |
|
t0241 |
Joshua D. Angrist
Jinyong Hahn
|
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects |
|
w7011 |
Marjorie Flavin
|
Robust Estimation of the Joint Consumption / Asset Demand Decision |
1998
|
|
t0235 |
Jonathan B. Berk
|
Sorting Out Sorts |
|
w6666 |
Torben G. Anderson
Tim Bollerslev
Ashish Das
|
Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment |
|
w6607 |
James H. Stock
Mark W. Watson
|
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
|
t0228 |
John Mullahy
|
Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics |
|
w6422 |
Steven N. Durlauf
Danny T. Quah
|
The New Empirics of Economic Growth |
|
w6397 |
Dan Ben-David
Robin L. Lumsdaine
David H. Papell
|
Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks |
|
t0220 |
John Fitzgerald
Peter Gottschalk
Robert Moffitt
|
An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics |
1997
|
|
w6299 |
Eli Berman
Linda T. Bui
|
band Labor Demand: Evidence from the South Coast Air Basin |
|
w6266 |
Dan Ben-David
David H. Papell
|
Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries |
|
w6212 |
Wolfgang Franz
Joachim Inkmann
Winfried Pohlmeier
Volker Zimmermann
|
Young and Out in Germany: On the Youths' Chances of Labor Market Entrance in Germany |
|
w6096 |
Dan Ben-David
David H. Papell
|
International Trade and Structural Change |
|
w6023 |
Torben G. Andersen
Tim Bollerslev
|
Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts |
|
w5900 |
Stephen Bond
Julie Elston
Jacques Mairesse
Benoit Mulkay
|
Financial Factors and Investment in Belgium, France, Germany and the UK:A Comparison Using Company Panel Data |
1996
|
|
w4026 |
Tor Jakob Klette
Zvi Griliches
|
The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Engogenous |
|
w5836 |
Nathalie Greenan
Jacques Mairesse
|
Computers and Productivity in France: Some Evidence |
|
t0206 |
Yin-Wong Cheung
Menzie D. Chinn
|
Further Investigation of the Uncertain Unit Root in GNP |
|
w5785 |
James J. Heckman
James M. Snyder
Jr.
|
Linear Probability Models of the Demand for Attributes with an Empirical Application to Estimating the Preferences of Legislators |
|
w5783 |
Torben G. Andersen
Tim Bollerslev
|
DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies |
|
w5752 |
Torben G. Andersen
Tim Bollerslev
|
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns |
|
w5479 |
Yacine Ait-Sahalia
|
Dynamic Equilibrium and Volatility in Financial Asset Markets |
|
t0193 |
John Shea
|
Instrument Relevance in Multivariate Linear Models: A Simple Measure |
1994
|
|
w4917 |
John M. Abowd
Francis Kramarz
David N. Margolis
|
High Wage Workers and High Wage Firms |
|
t0165 |
Eugene Canjels
Mark W. Watson
|
Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
|
t0158 |
David Neumark
|
Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research |
|
w4752 |
Dan Ben-David
David H. Papell
|
The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact |
|
t0129 |
Daniel B. Nelson
Dean P. Foster
|
Asypmtotic Filtering Theory for Univariate Arch Models |
1993
|
|
t0147 |
Leslie E. Papke
Jeffrey M. Wooldridge
|
Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates |
|
t0146 |
George J. Borjas
Glenn T. Sueyoshi
|
A Two-Stage Estimator for Probit Models with Structural Group Effects |
|
w4368 |
Bennett T. McCallum
|
Unit Roots in Macroeconomic Time Series: Some Critical Issues |
|
t0142 |
John Y. Campbell
|
Why Long Horizons: A Study of Power Against Persistent Alternatives |
|
t0137 |
John Bound
David A. Jaeger
Regina Baker
|
The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables |
1992
|
|
w4223 |
Eric M. Engen
Jonathan Skinner
|
Fiscal Policy and Economic Growth |
|
t0132 |
Daniel B. Nelson
Dean P. Foster
|
Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model |
|
t0130 |
Graham Elliott
Thomas J. Rothenberg
James H. Stock
|
Efficient Tests for an Autoregressive Unit Root |
|
t0122 |
Graham Elliott
James H. Stock
|
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
|
t0121 |
James H. Stock
|
Deciding Between I(1) and I(0) |
