Mathematical and Quantitative Methods
Multiple or Simultaneous Equation Models
2009
|
|
w15463 |
James J. Heckman
Daniel A. Schmierer
Sergio S. Urzua
|
Testing the Correlated Random Coefficient Model |
|
w15346 |
Tavneet Suri
|
Selection and Comparative Advantage in Technology Adoption |
|
w15318 |
Yong Chen
Wayne Ferson
Helen Peters
|
Measuring the Timing Ability and Performance of Bond Mutual Funds |
|
w15292 |
Ulrich Müller
Mark W. Watson
|
Low-Frequency Robust Cointegration Testing |
|
w15276 |
Steven T. Berry
Philip A. Haile
|
Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers |
|
w15210 |
Patrick Bajari
Jeremy T. Fox
Kyoo il Kim
Stephen P. Ryan
|
A Simple Nonparametric Estimator for the Distribution of Random Coefficients |
|
w15200 |
Weili Ding
Steven F. Lehrer
|
Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions |
|
w15191 |
Partha Deb
Pravin K. Trivedi
David M. Zimmer
|
Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model |
|
w15148 |
Jason M. Fletcher
Steven F. Lehrer
|
Using Genetic Lotteries within Families to Examine the Causal Impact of Poor Health on Academic Achievement |
|
w15092 |
Jeremy T. Fox
|
Identification in Matching Games |
|
w15015 |
Olivier J. Blanchard
Jean-Paul L'Huillier
Guido Lorenzoni
|
News, Noise, and Fluctuations: An Empirical Exploration |
|
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 |
|
w14882 |
Hyungsik Roger Moon
Frank Schorfheide
|
Bayesian and Frequentist Inference in Partially Identified Models |
|
w14875 |
Jesús Fernández-Villaverde
Pablo A. Guerrón-Quintana
Juan Rubio-Ramírez
Martín Uribe
|
Risk Matters: The Real Effects of Volatility Shocks |
|
w14872 |
Frank Schorfheide
Keith Sill
Maxym Kryshko
|
DSGE Model-Based Forecasting of Non-modelled Variables |
|
w14706 |
James J. Heckman
Sergio Urzua
|
Comparing IV With Structural Models: What Simple IV Can and Cannot Identify |
|
w14690 |
Angus S. Deaton
|
Instruments of development: Randomization in the tropics, and the search for the elusive keys to economic development |
2008
|
|
w14601 |
Kirstin Hubrich
Kenneth D. West
|
Forecast Evaluation of Small Nested Model Sets |
|
w14551 |
Andrew Mountford
Harald Uhlig
|
What are the Effects of Fiscal Policy Shocks? |
|
w14506 |
Andrew Sweeting
|
The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria |
|
w14434 |
Aviv Nevo
Adam M. Rosen
|
Identification with Imperfect Instruments |
|
w14430 |
V. V. Chari
Patrick J. Kehoe
Ellen R. McGrattan
|
Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? |
|
w14411 |
Anthony W. Lynch
Jessica A. Wachter
|
Using Samples of Unequal Length in Generalized Method of Moments Estimation |
|
w14389 |
Andrew T. Foerster
Pierre-Daniel G. Sarte
Mark W. Watson
|
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
|
w14292 |
M. Ayhan Kose
Christopher Otrok
Eswar S. Prasad
|
Global Business Cycles: Convergence or Decoupling? |
|
w14190 |
Jean Boivin
Marc P. Giannoni
Benoît Mojon
|
How Has the Euro Changed the Monetary Transmission? |
|
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 |
|
w13843 |
Michael Kvasnicka
|
Does Temporary Help Work Provide a Stepping Stone to Regular Employment? |
|
w13787 |
Marcelo Moreira
|
A Maximum Likelihood Method for the Incidental Parameter Problem |
|
w13780 |
James J. Heckman
Lance J. Lochner
Petra E. Todd
|
Earnings Functions and Rates of Return |
|
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) |
|
w13736 |
Jean Boivin
Marc Giannoni
|
Global Forces and Monetary Policy Effectiveness |
2007
|
|
w13615 |
Ricardo Reis
Mark W. Watson
|
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
|
w13397 |
Jon Faust
Jonathan H. Wright
|
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset |
|
w13357 |
A. Craig Burnside
|
Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors |
|
t0340 |
Flavio Cunha
James J. Heckman
Salvador Navarro
|
The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds |
|
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 |
|
w13099 |
Marco Del Negro
Frank Schorfheide
|
Monetary Policy Analysis with Potentially Misspecified Models |
|
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 |
|
w12863 |
Pietro Garibaldi
Francesco Giavazzi
Andrea Ichino
Enrico Rettore
|
College Cost and Time to Complete a Degree: Evidence from Tuition Discontinuities |
|
w12824 |
Jean Boivin
Marc Giannoni
Ilian Mihov
|
Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data |
|
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 |
|
w12647 |
Lawrence J. Christiano
Joshua M. Davis
|
Two Flaws In Business Cycle Accounting |
|
w12646 |
Darlene C. Chisholm
Margaret S. McMillan
George Norman
|
Product Differentiation and Film Programming Choice: Do First-Run Movie Theatres Show the Same Films? |
|
w12575 |
Patrick J. Kehoe
|
How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach |
|
w12574 |
James J. Heckman
Sergio Urzua
Edward J. Vytlacil
|
Understanding Instrumental Variables in Models with Essential Heterogeneity |
|
w12544 |
Jorge Braga de Macedo
Joaquim Oliveira Martins
|
Growth, Reform Indicators and Policy Complementaries |
|
w12456 |
Orazio Attanasio
Margherita Borella
|
Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data |
|
w12329 |
Justin McCrary
Heather Royer
|
The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth |
|
w12280 |
Pierre Mohnen
Jacques Mairesse
Marcel Dagenais
|
Innovativity: A Comparison Across Seven European Countries |
|
w12022 |
Alejandro Justiniano
Giorgio E. Primiceri
|
The Time Varying Volatility of Macroeconomic Fluctuations |
|
w12006 |
James J. Heckman
Jora Stixrud
Sergio Urzua
|
The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior |
2005
|
|
w11841 |
Jacob Boudoukh
Matthew Richardson
Robert Whitelaw
|
The Myth of Long-Horizon Predictability |
|
w11824 |
Andrew Ang
Joseph Chen
Yuhang Xing
|
Downside Risk |
|
w11758 |
Bruce N. Lehmann
|
The Role of Beliefs in Inference for Rational Expectations Models |
|
t0316 |
James J. Heckman
Salvador Navarro
|
Dynamic Discrete Choice and Dynamic Treatment Effects |
|
t0314 |
Joshua Angrist
|
Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How? |
|
w11621 |
Jeffrey Grogger
|
Welfare Reform, Returns to Experience, and Wages: Using Reservation Wages to Account for Sample Selection Bias |
|
w11544 |
James J. Heckman
Lance J. Lochner
Petra E. Todd
|
Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond |
|
w11493 |
M. Hashem Pesaran
Til Schuermann
Björn-Jakob Treutler
|
Global Business Cycles and Credit Risk |
|
w11467 |
James H. Stock
Mark W. Watson
|
Implications of Dynamic Factor Models for VAR Analysis |
|
t0311 |
Atsushi Inoue
Gary Solon
|
Two-Sample Instrumental Variables Estimators |
|
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 |
|
w11285 |
Jean Boivin
Serena Ng
|
Understanding and Comparing Factor-Based Forecasts |
|
w11159 |
Casey B. Mulligan
Yona Rubinstein
|
Selection, Investment, and Women's Relative Wages Since 1975 |
|
t0305 |
Todd E. Clark
Kenneth D. West
|
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference |
|
w11064 |
Martin D.D. Evans
|
Where Are We Now? Real-Time Estimates of the Macro Economy |
|
w11024 |
Flavio Cunha
James J. Heckman
Salvador Navarro
|
Separating Uncertainty from Heterogeneity in Life Cycle Earnings |
2004
|
|
w10897 |
Jacques Mairesse
Pierre Mohnen
|
The Importance of R&D for Innovation: A Reassessment Using French Survey Data |
|
w10892 |
Casey B. Mulligan
Yona Rubinstein
|
The Closing of the Gender Gap as a Roy Model Illusion |
|
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 |
|
w10750 |
Roberto Rigobon
Dani Rodrik
|
Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships |
|
w10749 |
Ha Yan Lee
Luca Antonio Ricci
Roberto Rigobon
|
Once Again, is Openness Good for Growth? |
|
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 |
|
w10614 |
Chi-Young Choi
Nelson Mark
Donggyu Sul
|
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
|
w10237 |
Elisabeth Kremp
Jacques Mairesse
|
Knowledge Management, Innovation, and Productivity: A Firm Level Exploration Based on French Manufacturing CIS3 Data |
2003
|
|
w10194 |
Noah Williams
|
Small Noise Asymptotics for a Stochastic Growth Model |
|
w10111 |
Lan Zhang
Per A. Mykland
Yacine Ait-Sahalia
|
A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data |
|
w10065 |
Johannes Van Biesebroeck
|
Revisiting Some Productivity Debates |
|
w9910 |
Ivar Ekeland
James J. Heckman
Lars P. Nesheim
|
Identification and Estimation of Hedonic Models |
|
w9881 |
Karsten Hansen
James J. Heckman
Kathleen J. Mullen
|
The Effect of Schooling and Ability on Achievement Test Scores |
|
w9877 |
James J. Heckman
Xuesong Li
|
Selection Bias, Comparative Advantage and Heterogeneous Returns to Education |
|
w9732 |
James J. Heckman
Lance J. Lochner
Petra E. Todd
|
Fifty Years of Mincer Earnings Regressions |
|
w9712 |
Jaap H. Abbring
Jeffrey R. Campbell
|
A Structural Empirical Model of Firm Growth, Learning, and Survival |
|
w9708 |
Joshua D. Angrist
|
Treatment Effect Heterogeneity in Theory and Practice |
|
w9660 |
Jon Faust
John H. Rogers
Eric Swanson
Jonathan H. Wright
|
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data |
|
t0292 |
Nelson C. Mark
Masao Ogaki
Donggyu Sul
|
Dynamic Seemingly Unrelated Cointegrating Regression |
|
w9546 |
Pedro Carneiro
Karsten T. Hansen
James J. Heckman
|
Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College |
|
t0288 |
William A. Brock
Steven N. Durlauf
|
Multinomial Choice with Social Interactions |
|
w9497 |
James J. Heckman
Salvador Navarro-Lozano
|
Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models |
2002
|
|
t0284 |
James H. Stock
Motohiro Yogo
|
Testing for Weak Instruments in Linear IV Regression |
|
w9218 |
Bennett T. McCallum
|
Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability |
|
w9145 |
Vincent Hogan
Roberto Rigobon
|
Using Heteroscedasticity to Estimate the Returns to Education |
|
w9002 |
James Heckman
Carolyn Heinrich
Jeffrey Smith
|
The Performance of Performance Standards |
|
w8956 |
Yacine Ait-Sahalia
|
Closed-Form Likelihood Expansions for Multivariate Diffusions |
|
w8943 |
Gautam Gowrisankaran
Joanna Stavins
|
Network Externalities and Technology Adoption: Lessons from Electronic Payments |
|
t0276 |
Yacine Ait-Sahalia
Per A. Mykland
|
The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions |
|
w8806 |
Ulrich Kaiser
|
The Effects of Website Provision on the Demand for German Women's Magazines |
|
w8789 |
Wayne E. Ferson
Andrew Siegel
|
Stochastic Discount Factor Bounds with Conditioning Information |
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 |
|
w8644 |
Jacques Mairesse
Pierre Mohnen
|
To Be or Not To Be Innovative: An Exercise in Measurement |
|
w8636 |
Roberto Rigobon
|
The Curse of Non-Investment Grade Countries |
|
w8600 |
Tilak Abeysinghe
Kristin J. Forbes
|
Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia |
|
w8554 |
Robert F. Engle
Kevin Sheppard
|
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH |
|
w8497 |
John Geweke
Gautam Gowrisankaran
Robert J. Town
|
Bayesian Inference for Hospital Quality in a Selection Model |
|
w8180 |
James H. Stock
Mark W. Watson
|
Forecasting Output and Inflation: The Role of Asset Prices |
|
t0269 |
Thomas Knox
James H. Stock
Mark W. Watson
|
Empirical Bayes Forecasts of One Time Series Using Many Predictors |
|
t0267 |
Joseph G. Altonji
Rosa L. Matzkin
|
Panel Data Estimators for Nonseparable Models with Endogenous Regressors |
|
w8118 |
Roberto Rigobon
|
Contagion: How to Measure It? |
2000
|
|
w8038 |
Benoit Mulkay
Bronwyn H. Hall
Jacques Mairesse
|
Firm Level Investment and R&D in France and the United States: A Comparison |
|
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 |
|
w7087 |
Bennett T. McCallum
|
Role of the Minimal State Variable Criterion |
|
w7493 |
Roberto Rigobon
|
Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds |
|
t0248 |
Joshua D. Angrist
|
Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice |
1999
|
|
w7437 |
Jacques Mairesse
Bronwyn H. Hall
Benoit Mulkay
|
Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years |
|
w7354 |
Roberto Rigobon
|
On the Measurement of the International Propagation of Shocks |
|
w7230 |
James J. Heckman
|
Accounting for Heterogeneity, Diversity, and General Equilibriumin Evaluating Social Programs |
|
t0240 |
Robert F. Stambaugh
|
Predictive Regressions |
|
w7023 |
James H. Stock
Mark W. Watson
|
Forecasting Inflation |
1998
|
|
w6702 |
James H. Stock
Mark W. Watson
|
Diffusion Indexes |
|
w6696 |
Bruno Crepon
Emmanuel Duguet
Jacques Mairesse
|
Research, Innovation, and Productivity: An Econometric Analysis at the Firm Level |
|
w6607 |
James H. Stock
Mark W. Watson
|
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
|
w6508 |
Andrew Ang
Geert Bekaert
|
Regime Switches in Interest Rates |
|
t0232 |
Bennett T. McCallum
|
Solutions to Linear Rational Expectations Models: A Compact Exposition |
|
t0220 |
John Fitzgerald
Peter Gottschalk
Robert Moffitt
|
An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics |
1997
|
|
t0214 |
John M. Abowd
Bruno Crepon
Francis Kramarz
|
Moment Estimation with Attrition |
|
w6089 |
Paul G. J. O'Connell
Shang-Jin Wei
|
"The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged |
1996
|
|
t0198 |
James H. Stock
Jonathan Wright
|
Asymptotics for GMM Estimators with Weak Instruments |
|
t0187 |
Robert A. Moffitt
|
Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation |
|
t0193 |
John Shea
|
Instrument Relevance in Multivariate Linear Models: A Simple Measure |
1995
|
|
t0185 |
James J. Heckman
|
Instrumental Variables: A Cautionary Tale |
|
w5173 |
Michael F. Bryan
Stephen G. Cecchetti
|
The Seasonality of Consumer Prices |
|
t0150 |
Joshua D. Angrist
Alan B. Krueger
|
Split Sample Instrumental Variables |
|
t0180 |
John M. Abowd
Bruno Crepon
Francis Kramarz
Alain Trognon
|
A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death |
|
t0178 |
Joshua D. Angrist
Kathryn Graddy
Guido W. Imbens
|
Non-Parametric Demand Analysis with an Application to the Demand for Fish |
|
w5067 |
Zvi Griliches
Jacques Mairesse
|
Production Functions: The Search for Identification |
|
t0172 |
Joshua D. Angrist
Guido W. Imbens
Alan Krueger
|
Jackknife Instrumental Variables Estimation |
1994
|
|
t0171 |
Michael T. K. Horvath
Mark W. Watson
|
Testing for Cointegration When Some of the Contributing Vectors are Known |
|
w4939 |
Helen V. Tauchen
Ann Dryden Witte
|
The Dynamics of Domestic Violence: Does Arrest Matter? |
|
w4899 |
Shane Greenstein
|
From Superminis to Supercomputers: Estimating Surplus in the Computing Market |
|
t0166 |
James Heckman
Jeffrey Smith
Christopher Taber
|
Accounting for Dropouts in Evaluations of Social Experiments |
|
t0164 |
James H. Stock
Mark W. Watson
|
Evidence on Structural Instability in Macroeconomic Time Series Relations |
|
t0163 |
Dean P. Foster
Daniel B. Nelson
|
Continuous Record Asymptotics for Rolling Sample Variance Estimators |
|
t0162 |
Daniel B. Nelson
|
Asymptotic Filtering Theory for Multivariate ARCH Models |
|
t0161 |
Daniel B. Nelson
|
Asymptotically Optimal Smoothing with ARCH Models |
1993
|
|
t0139 |
Kenneth D. West
David W. Wilcox
|
Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model |
1992
|
|
t0122 |
Graham Elliott
James H. Stock
|
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
|
w4014 |
James H. Stock
Mark W. Watson
|
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
|
w3988 |
Robert J. Gordon
|
Forward Into the Past: Productivity Retrogression in the Electric Generating Industry |
1991
|
|
t0106 |
Danny Quah
|
The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds |
|
t0100 |
John Y. Campbell
Pierre Perron
|
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
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