NBER Papers in JEL Code C3: Multiple or Simultaneous Equation Models • Multiple Variables

w23672 Yuriy Gorodnichenko
Serena Ng

Level and Volatility Factors in Macroeconomic Data
w23568 Magne Mogstad
Andres Santos
Alexander Torgovitsky

Using Instrumental Variables for Inference about Policy Relevant Treatment Effects
w23527 Stefano Giglio
Dacheng Xiu

Inference on Risk Premia in the Presence of Omitted Factors
w23486 Joshua D. Angrist
Victor Lavy
Jetson Leder-Luis
Adi Shany

Maimonides Rule Redux
w23448 Edward Herbst
Frank Schorfheide

Tempered Particle Filtering
w23433 Michael A. Clemens
Jennifer Hunt

The Labor Market Effects of Refugee Waves: Reconciling Conflicting Results
w23232 Zhuan Pei
Jörn-Steffen Pischke
Hannes Schwandt

Poorly Measured Confounders are More Useful on the Left Than on the Right
w23140 Mert Demirer
Francis X. Diebold
Laura Liu
Kamil Yılmaz

Estimating Global Bank Network Connectedness
w22920 Garry Barrett
Daniel S. Hamermesh

Labor Supply Elasticities: Overcoming Nonclassical Measurement Error Using More Accurate Hours Data
w22892 François Gerard
Miikka Rokkanen
Christoph Rothe

Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil
w22693 Michael T. Belongia
Peter N. Ireland

The Evolution of U.S. Monetary Policy: 2000 - 2007
w22650 Kaiji Chen
Patrick Higgins
Daniel F. Waggoner
and Tao Zha

Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China
w22565 Bet Caeyers
Marcel Fafchamps

Exclusion Bias in the Estimation of Peer Effects
w22441 Francesco Agostinelli
Matthew Wiswall

Identification of Dynamic Latent Factor Models: The Implications of Re-Normalization in a Model of Child Development
w22442 Francesco Agostinelli
Matthew Wiswall

Estimating the Technology of Children's Skill Formation
w22364 Jaroslav Borovička
Lars Peter Hansen

Term Structure of Uncertainty in the Macroeconomy
w22325 Peter Arcidiacono
Esteban Aucejo
Arnaud Maurel
Tyler Ransom

College Attrition and the Dynamics of Information Revelation
w22291 James J. Heckman
John Eric Humphries
Gregory Veramendi

Returns to Education: The Causal Effects of Education on Earnings, Health and Smoking
w22181 Solomon M. Hsiang
Climate Econometrics
w22098 Bryan S. Graham
Guido W. Imbens
Geert Ridder

Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching
w22079 Joachim Marti
John Buckell
Johanna Catherine Maclean
Jody L. Sindelar

To 'Vape' or Smoke? A Discrete Choice Experiment Among U.S. Adult Smokers
w21862 Jesús Fernández-Villaverde
Juan F. Rubio Ramírez
Frank Schorfheide

Solution and Estimation Methods for DSGE Models
w21863 James D. Hamilton
Macroeconomic Regimes and Regime Shifts
w21710 Michael D. Bordo
Pierre L. Siklos

Central bank Credibility Before and After the Crisis
w21640 Kala Krishna
Sergey Lychagin
Verónica Frisancho Robles

Retaking in High Stakes Exams: Is Less More?
w21631 Miguel Sarzosa
Sergio Urzúa

Bullying among Adolescents: The Role of Cognitive and Non-Cognitive Skills
w21593 John Mullahy
Estimation of Multivariate Probit Models via Bivariate Probit
w21564 Ulrich K. Müller
Mark W. Watson

Low-Frequency Econometrics
w21500 Steven T. Berry
Philip Haile

Identification in Differentiated Products Markets
w21486 Òscar Jordà
Moritz Schularick
Alan M. Taylor

Leveraged Bubbles
w21459 Rajeev Dehejia
Cristian Pop-Eleches
Cyrus Samii

From Local to Global: External Validity in a Fertility Natural Experiment
w21391 Damon Jones
The Economics of Exclusion Restrictions in IV Models
w21343 Christopher R. Knittel
Ben S. Meiselman
James H. Stock

The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard
w21239 Frank R. Lichtenberg
The Impact of Pharmaceutical Innovation on Premature Cancer Mortality in Canada, 2000-2011
w21056 Francesco Bianchi
Rare Events, Financial Crises, and the Cross-Section of Asset Returns
w21033 Denis Chetverikov
Bradley Larsen
Christopher Palmer

IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade
w21034 Bryan S. Graham
Jinyong Hahn
Alexandre Poirier
James L. Powell

Quantile Regression with Panel Data
w20963 Stefano Giglio
Bryan T. Kelly
Seth Pruitt

Systemic Risk and the Macroeconomy: An Empirical Evaluation
w20824 Michael D. Bordo
Pierre L. Siklos

Central Bank Credibility: An Historical and Quantitative Exploration
w20816 Lars Kirkebøen
Edwin Leuven
Magne Mogstad

Field of Study, Earnings, and Self-Selection
w20792 Atila Abdulkadiroğlu
Joshua D. Angrist
Peter D. Hull
Parag A. Pathak

Charters Without Lotteries: Testing Takeovers in New Orleans and Boston
w20771 Òscar Jordà
Moritz HP. Schularick
Alan M. Taylor

Betting the House
w20741 Christiane Baumeister
James D. Hamilton

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
w20752 María F. Prada
Sergio S. Urzúa

One Size does not Fit All: Multiple Dimensions of Ability, College Attendance and Wages
w20711 Don H. Kim
Jonathan H. Wright

Jumps in Bond Yields at Known Times
w20693 Michael Bordo
Pierre Siklos

Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective
w20622 Phillipp Eisenhauer
James J. Heckman
Stefano Mosso

Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
w20626 Peter Arcidiacono
V. Joseph Hotz
Arnaud Maurel
Teresa Romano

Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data
w20543 Andrew T. Young
Matthew J. Higgins
Donald J. Lacombe
Briana Sell

The Direct and Indirect Effects of Small Business Administration Lending on Growth: Evidence from U.S. County-Level Data
w20518 John Fernald
Mark M. Spiegel
Eric T. Swanson

Monetary Policy Effectiveness in China: Evidence from a FAVAR Model
w20501 Òscar Jordà
Moritz Schularick
Alan M. Taylor

The Great Mortgaging: Housing Finance, Crises, and Business Cycles
w20374 Marinho Bertanha
Petra Moser

Spatial Errors in Count Data Regressions
w20362 Anita Castledine
Klaus Moeltner
Michael Price
Shawn Stoddard

Free to Choose: Promoting Conservation by Relaxing Outdoor Watering Restrictions
w20341 Bryan S. Graham
An econometric model of link formation with degree heterogeneity
w20303 Frank Schorfheide
Dongho Song
Amir Yaron

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
w20173 Joshua D. Angrist
Erich Battistin
Daniela Vuri

In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno
w19971 James J. Heckman
John Eric Humphries
Greg Veramendi
Sergio S. Urzua

Education, Health and Wages
w19792 Xu Cheng
Zhipeng Liao
Frank Schorfheide

Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
w19781 Matthew Harding
Michael Lovenheim

The Effect of Prices on Nutrition: Comparing the Impact of Product- and Nutrient-Specific Taxes
w19774 Joshua Angrist
The Perils of Peer Effects
w19693 S. Borağan Aruoba
Luigi Bocola
Frank Schorfheide

Assessing DSGE Model Nonlinearities
w19712 Frank Schorfheide
Dongho Song

Real-Time Forecasting with a Mixed-Frequency VAR
w19684 Efstathios Avdis
Jessica A. Wachter

Maximum likelihood estimation of the equity premium
w19663 Verónica Frisancho
Kala Krishna
Sergey Lychagin
Cemile Yavas

Better Luck Next Time: Learning Through Retaking
w19654 Kelly Bedard
Peter J. Kuhn

Making Nutritional Information Digestible: Effects of a Receipt-Based Intervention on Restaurant Purchases
w19565 Frank Schorfheide
Kenneth I. Wolpin

To Hold Out or Not to Hold Out
w19469 Serena Ng
Jonathan H. Wright

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
w19355 Joshua D. Angrist
Òscar Jordà
Guido Kuersteiner

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
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
w19138 Tomás Rau
Eugenio Rojas
Sergio Urzúa

Loans for Higher Education: Does the Dream Come True?
w19074 Wladimir Raymond
Jacques Mairesse
Pierre Mohnen
Franz Palm

Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing
w19011 Kyoo il Kim
Amil Petrin

Tests for Price Endogeneity in Differentiated Product Models
w18838 Jeffrey Grogger
Bounding the Effects of Social Experiments: Accounting for Attrition in Administrative Data
w18847 Li Gan
Manuel A. Hernandez
Yanyan Liu

Group Lending with Heterogeneous Types
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
w18785 Michael J. Kottelenberg
Steven F. Lehrer

New Evidence on the Impacts of Access to and Attending Universal Childcare in Canada
w18662 Joshua Angrist
Miikka Rokkanen

Wanna Get Away? RD Identification Away from the Cutoff
w18627 Karen K. Lewis
Sandy Lai

Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
w18564 David Card
David Lee
Zhuan Pei
Andrea Weber

Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
w18467 Domenico Giannone
Michele Lenza
Giorgio E. Primiceri

Prior Selection for Vector Autoregressions
w18449 Peter Arcidiacono
Patrick Bayer
Jason R. Blevins
Paul B. Ellickson

Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition
w18155 Jeremy T. Fox
Natalia Lazzati

Identification of Potential Games and Demand Models for Bundles
w18168 Jeremy T. Fox
David H. Hsu
Chenyu Yang

Unobserved Heterogeneity in Matching Games with an Application to Venture Capital
w17614 Gábor Kézdi
Robert J. Willis

Household Stock Market Beliefs and Learning
w17588 John Mullahy
Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics
w17561 Andrew Ang
Dennis Kristensen

Testing Conditional Factor Models
w17519 Michal Kolesár
Raj Chetty
John N. Friedman
Edward L. Glaeser
Guido W. Imbens

Identification and Inference with Many Invalid Instruments
w17490 Francis X. Diebold
Kamil Yilmaz

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
w17424 Yuriy Gorodnichenko
Anna Mikusheva
Serena Ng

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
w17273 Till Stowasser
Florian Heiss
Daniel McFadden
Joachim Winter

"Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health
w17193 Steven T. Berry
Amit Gandhi
Philip Haile

Connected Substitutes and Invertibility of Demand
w17140 Hyungsik Roger Moon
Frank Schorfheide
Eleonora Granziera
Mihye Lee

Inference for VARs Identified with Sign Restrictions
w16935 James J. Heckman
Rodrigo Pinto
Azeem M. Shaikh
Adam Yavitz

Inference with Imperfect Randomization: The Case of the Perry Preschool Program
w16795 Jenny Williams
Jan C. van Ours
Michael Grossman

Why Do Some People Want to Legalize Cannabis Use?
w16781 Frank Schorfheide
Estimation and Evaluation of DSGE Models: Progress and Challenges
w16739 Li Gan
Manuel A. Hernandez

Making friends with your neighbors? Agglomeration and tacit collusion in the lodging industry
w16714 Ulrich K. Müller
James H. Stock

Forecasts in a Slightly Misspecified Finite Order VAR
w16716 Jeffrey LaFrance
Rulon Pope
Jesse Tack

Risk Response in Agriculture
w16678 Randall Morck
Bernard Yeung

Economics, History, and Causation
w16634 Craig Burnside
Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
w16566 Joshua Angrist
Ivan Fernandez-Val

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
w16532 James H. Stock
Mark W. Watson

Estimating Turning Points Using Large Data Sets
w16517 Peter Arcidiacono
Andrew W. Beauchamp
Marjorie B. McElroy

Terms of Endearment: An Equilibrium Model of Sex and Matching
w16499 Bryan S. Graham
Guido W. Imbens
Geert Ridder

Measuring the Effects of Segregation in the Presence of Social Spillovers: A Nonparametric Approach
w16421 James J. Heckman
Daniel A. Schmierer

Tests of Hypotheses Arising in the Correlated Random Coefficient Model
w16401 Yongsung Chang
Sun-Bin Kim
Frank Schorfheide

Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
w16354 John Mullahy
Multivariate Fractional Regression Estimation of Econometric Share Models
w16357 Casey B. Mulligan
Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle
w16221 Jordi Jaumandreu
Jacques Mairesse

Innovation and Welfare: Results from Joint Estimation of Production and Demand Functions
w15880 Frank R. Lichtenberg
Has medical innovation reduced cancer mortality?
w15857 Jacques Mairesse
Pierre Mohnen

Using Innovations Surveys for Econometric Analysis
w15850 Yacine Aït-Sahalia
Julio Cacho-Diaz
Roger J.A. Laeven

Modeling Financial Contagion Using Mutually Exciting Jump Processes
w15794 Joshua Angrist
Jörn-Steffen Pischke

The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics
w15664 Flavio Cunha
James Heckman
Susanne Schennach

Estimating the Technology of Cognitive and Noncognitive Skill Formation
w15760 Thomas Barrios
Rebecca Diamond
Guido W. Imbens
Michal Kolesar

Clustering, Spatial Correlations and Randomization Inference
w15641 Steven T. Berry
Philip A. Haile

Identification in Differentiated Products Markets Using Market Level Data
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
w15200 Weili Ding
Steven F. Lehrer

Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions
w15210 Patrick Bajari
Jeremy T. Fox
Kyoo il Kim
Stephen P. Ryan

A Simple Nonparametric Estimator for the Distribution of Random Coefficients
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
w14872 Frank Schorfheide
Keith Sill
Maxym Kryshko

DSGE Model-Based Forecasting of Non-modelled Variables
w14875 Jesús Fernández-Villaverde
Pablo A. Guerrón-Quintana
Juan Rubio-Ramírez
Martín Uribe

Risk Matters: The Real Effects of Volatility Shocks
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
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
w14430 V. V. Chari
Patrick J. Kehoe
Ellen R. McGrattan

Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
w14434 Aviv Nevo
Adam M. Rosen

Identification with Imperfect Instruments
w14411 Anthony W. Lynch
Jessica A. Wachter

Using Samples of Unequal Length in Generalized Method of Moments Estimation
w14292 M. Ayhan Kose
Christopher Otrok
Eswar S. Prasad

Global Business Cycles: Convergence or Decoupling?
w14389 Andrew T. Foerster
Pierre-Daniel G. Sarte
Mark W. Watson

Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
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?
w13780 James J. Heckman
Lance J. Lochner
Petra E. Todd

Earnings Functions and Rates of Return
w13787 Marcelo Moreira
A Maximum Likelihood Method for the Incidental Parameter Problem
w13736 Jean Boivin
Marc Giannoni

Global Forces and Monetary Policy Effectiveness
w13741 Marco Del Negro
Frank Schorfheide

Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
w13749 Timothy Cogley
Giorgio E. Primiceri
Thomas J. Sargent

Inflation-Gap Persistence in the U.S.
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
t0334 Justin McCrary
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
w12824 Jean Boivin
Marc Giannoni
Ilian Mihov

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
t0332 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment
w12772 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment
w12646 Darlene C. Chisholm
Margaret S. McMillan
George Norman

Product Differentiation and Film Programming Choice: Do First-Run Movie Theatres Show the Same Films?
w12647 Lawrence J. Christiano
Joshua M. Davis

Two Flaws In Business Cycle Accounting
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
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
w10892 Casey B. Mulligan
Yona Rubinstein

The Closing of the Gender Gap as a Roy Model Illusion
w10897 Jacques Mairesse
Pierre Mohnen

The Importance of R&D for Innovation: A Reassessment Using French Survey Data
t0302 Marcelo J. Moreira
Jack R. Porter
Gustavo A. Suarez

Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
t0303 Michael Jansson
Marcelo J. Moreira

Optimal Inference in Regression Models with Nearly Integrated Regressors
w10749 Ha Yan Lee
Luca Antonio Ricci
Roberto Rigobon

Once Again, is Openness Good for Growth?
w10750 Roberto Rigobon
Dani Rodrik

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships
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
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
w9877 James J. Heckman
Xuesong Li

Selection Bias, Comparative Advantage and Heterogeneous Returns to Education
w9881 Karsten Hansen
James J. Heckman
Kathleen J. Mullen

The Effect of Schooling and Ability on Achievement Test Scores
w9732 James J. Heckman
Lance J. Lochner
Petra E. Todd

Fifty Years of Mincer Earnings Regressions
w9708 Joshua D. Angrist
Treatment Effect Heterogeneity in Theory and Practice
w9712 Jaap H. Abbring
Jeffrey R. Campbell

A Structural Empirical Model of Firm Growth, Learning, and Survival
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
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
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