NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mathematical and Quantitative Methods: Multiple or Simultaneous Equation Models • Multiple Variables


2014
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 Empirical Model of Network Formation: Detecting Homophily When Agents Are Heterogenous

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


2013
w19774 Joshua Angrist
The Perils of Peer Effects

w19712 Frank Schorfheide
Dongho Song

Real-Time Forecasting with a Mixed-Frequency VAR

w19693 S. Borağan Aruoba
Luigi Bocola
Frank Schorfheide

Assessing DSGE Model Nonlinearities

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

w18847 Li Gan
Manuel A. Hernandez
Yanyan Liu

Group Lending with Heterogeneous Types

w18838 Jeffrey Grogger
Bounding the Effects of Social Experiments: Accounting for Attrition in Administrative Data

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


2012
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

w18168 Jeremy T. Fox
Chenyu Yang

Unobserved Heterogeneity in Matching Games

w18155 Jeremy T. Fox
Natalia Lazzati

Identification of Potential Games and Demand Models for Bundles


2011
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

w16716 Jeffrey LaFrance
Rulon Pope
Jesse Tack

Risk Response in Agriculture

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
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

w16357 Casey B. Mulligan
Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle

w16354 John Mullahy
Multivariate Fractional Regression Estimation of Econometric Share Models

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

w15760 Thomas Barrios
Rebecca Diamond
Guido W. Imbens
Michal Kolesar

Clustering, Spatial Correlations and Randomization Inference

w15664 Flavio Cunha
James Heckman
Susanne Schennach

Estimating the Technology of Cognitive and Noncognitive Skill Formation

w15641 Steven T. Berry
Philip A. Haile

Identification in Differentiated Products Markets Using Market Level Data


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


Generated Thu Oct 2 00:00:13 2014

 
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