Mathematical and Quantitative Methods: Single Equation Models • Single Variables

w20258 Stephen Chaudoin
Zachary Peskowitz
Christopher Stanton

Beyond Zeroes and Ones: The Intensity and Dynamics of Civil Conflict

w20257 Xavier D'Haultfoeuille
Arnaud Maurel
Yichong Zhang

Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap

w20173 Joshua D. Angrist
Erich Battistin
Daniela Vuri

In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno

w20121 Murillo Campello
Rafael Perez Ribas
Yan Wang

Is the Stock Market Just a Side Show? Evidence from a Structural Reform

w20068 Lance Lochner
Youngki Shin

Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks

w19985 Anne-Laure Delatte
Julien Fouquau
Richard Portes

Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

w19937 Weili Ding
Steven F. Lehrer

Understanding the Role of Time-Varying Unobserved Ability Heterogeneity in Education Production

w19897 Michael Woodford
An Optimizing Neuroeconomic Model of Discrete Choice

w19896 Jeffrey E. Harris
Beatriz G. López-Valcárcel
Patricia Barber
Vicente Ortún

Efficiency versus Equity in the Allocation of Medical Specialty Training Positions in Spain: A Health Policy Simulation Based on a Discrete Choice Model

w19742 Alberto Abadie
Matthew M. Chingos
Martin R. West

Endogenous Stratification in Randomized Experiments

w19554 Daniel L. Millimet
Rusty Tchernis

The Origins of Early Childhood Anthropometric Persistence

w19488 Gilbert Cette
Jimmy Lopez
Jacques Mairesse

Upstream Product Market Regulations, ICT, R&D and Productivity

w19486 Michael J. Dickstein
Eduardo Morales

Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach

w19469 Serena Ng
Jonathan H. Wright

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling

w19451 Lizhong Peng
Chad D. Meyerhoefer
Samuel H. Zuvekas

The Effect of Depression on Labor Market Outcomes

w19422 Vincenzo Atella
Partha Deb

Heterogeneity in Long Term Health Outcomes of Migrants within Italy

w19314 James J. Heckman
Rodrigo Pinto

Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs

w19212 Lawrence E. Blume
William A. Brock
Steven N. Durlauf
Rajshri Jayaraman

Linear Social Interactions Models

w19111 Jesper Bagger
Javier A. Birchenall
Hani Mansour
Sergio Urzúa

Education, Birth Order, and Family Size

w19081 T. Christopher Borek
Angelo Frattarelli
Oliver Hart

Tax Shelters or Efficient Tax Planning? A Theory of The Firm Perspective On the Economic Substance Doctrine

w19059 Sabien Dobbelaere
Kozo Kiyota
Jacques Mairesse

Product and labor market imperfections and scale economies: Micro-evidence on France, Japan and the Netherlands

w19047 Menzie D. Chinn
Laurent Ferrara
Valérie Mignon

Post-recession US Employment through the Lens of a Non-linear Okun’s law

w18995 Geert Bekaert
Marie Hoerova

The VIX, the Variance Premium and Stock Market Volatility

w18870 Ulrich Mueller
Mark W. Watson

Measuring Uncertainty about Long-Run Prediction

w18817 Loreto Reyes
Jorge Rodríguez
Sergio S. Urzúa

Heterogeneous Economic Returns to Postsecondary Degrees: Evidence from Chile

w18832 Jerome Adda
Christian Dustmann
Costas Meghir
Jean-Marc Robin

Career Progression, Economic Downturns, and Skills

w18662 Joshua Angrist
Miikka Rokkanen

Wanna Get Away? RD Identification Away from the Cutoff

w18330 Tanya Molodtsova
David Papell

Taylor Rule Exchange Rate Forecasting During the Financial Crisis

w18277 Glenn Ellison
Ashley Swanson

Heterogeneity in High Math Achievement Across Schools: Evidence from the American Mathematics Competitions

w18252 Edward C. Norton
Log Odds and Ends

w18196 Michael L. Anderson
The Benefits of College Athletic Success: An Application of the Propensity Score Design with Instrumental Variables

w18195 Yuriy Kitsul
Jonathan H. Wright

The Economics of Options-Implied Inflation Probability Density Functions

w18166 Florian Heiss
Adam Leive
Daniel McFadden
Joachim Winter

Plan Selection in Medicare Part D: Evidence from Administrative Data

w18078 Fei Chen
Francis X. Diebold
Frank Schorfheide

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities

w18056 Anirban Basu
Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables

w18032 Bruce A. Blonigen
Jeremy Piger
Nicholas Sly

Comovement in GDP Trends and Cycles Among Trading Partners

w17998 Domenico Ferraro
Kenneth S. Rogoff
Barbara Rossi

Can Oil Prices Forecast Exchange Rates?

w17970 Mogens Fosgerau
Daniel L. McFadden
Michel Bierlaire

Choice Probability Generating Functions

w17953 Daniel L. McFadden
Mogens Fosgerau

A theory of the perturbed consumer with general budgets

w17882 Arthur Korteweg
Morten Sorensen

Estimating Loan-to-Value and Foreclosure Behavior

w17755 Charles F. Manski
Identification of Preferences and Evaluation of Income Tax Policy

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 Regressions on the Dividend-Price Ratio

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

w16618 Jesús Fernández-Villaverde
Juan Rubio-Ramírez

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

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

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

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

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?

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

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

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

w9358 Joseph G. Altonji
Todd E. Elder
Christopher R. Taber

An Evaluation of Instrumental Variable Strategies for Estimating the Effects of Catholic Schools

t0284 James H. Stock
Motohiro Yogo

Testing for Weak Instruments in Linear IV Regression

t0277 David S. Lee
Trimming for Bounds on Treatment Effects with Missing Outcomes

w8798 Daniel A. Ackerberg
Marc Rysman

Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects

t0275 Aviv Nevo
Using Weights to Adjust for Sample Selection When Auxiliary Information is Available

w8504 Yacine Ait-Sahalia
Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion

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

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

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

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

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

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

t0181 Joshua D. Angrist
Conditioning on the Probability of Selection to Control Selection Bias

w4917 John M. Abowd
Francis Kramarz
David N. Margolis

High Wage Workers and High Wage Firms

w4886 Oliver Hart
John Moore

Debt and Seniority: An Analysis of the Role of Hard Claims in Constraining Management

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

w4549 Ernst R. Berndt
Zvi Griliches
Neal Rappaport

Econometric Estimates of Prices Indexes for Personal Computers in the 1990s

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

t0142 John Y. Campbell
Why Long Horizons: A Study of Power Against Persistent Alternatives

w4434 James M. Poterba
Lawrence H. Summers

Unemployment Benefits, Labor Market Transitions, and Spurious Flows: A Multinational Logit Model with Errors in Classification

t0137 John Bound
David A. Jaeger
Regina Baker

The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables

w4368 Bennett T. McCallum
Unit Roots in Macroeconomic Time Series: Some Critical Issues

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)

w4026 Tor Jakob Klette
Zvi Griliches

The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Engogenous

Generated Fri Jul 25 00:00:21 2014


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