NBER Papers in JEL Code C4: Mathematical and Quantitative Methods - Econometric and Statistical Methods: Special Topics

w23920 Jonathan A. Parker
Nicholas S. Souleles

Reported Preference vs. Revealed Preference: Evidence from the Propensity to Spend Tax Rebates
w23915 Charles F. Manski
Improving Clinical Guidelines and Decisions under Uncertainty
w23629 Erik Heitfield
Gary Richardson
Shirley Wang

Contagion During the Initial Banking Panic of the Great Depression
w23111 Daniel J. Benjamin
Kristen Cooper
Ori Heffetz
Miles S. Kimball

Challenges in Constructing a Survey-Based Well-Being Index
w22382 Kevin Croke
Joan Hamory Hicks
Eric Hsu
Michael Kremer
Edward Miguel

Does Mass Deworming Affect Child Nutrition? Meta-analysis, Cost-Effectiveness, and Statistical Power
w21671 Hunt Allcott
Judd B. Kessler

The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons
w21676 Bruce D. Meyer
Nikolas Mittag

Using Linked Survey and Administrative Data to Better Measure Income: Implications for Poverty, Program Effectiveness and Holes in the Safety Net
w21499 Vahid Montazerhodjat
Andrew W. Lo

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
w21399 Bruce D. Meyer
Wallace K.C. Mok
James X. Sullivan

Household Surveys in Crisis
w21124 Carlos A. Manzanares
Ying Jiang
Patrick Bajari

Improving Policy Functions in High-Dimensional Dynamic Games
w20954 Jorge Guzman
Scott Stern

Nowcasting and Placecasting Entrepreneurial Quality and Performance
w20768 Judith A. Chevalier
Anil K. Kashyap

Best Prices: Price Discrimination and Consumer Substitution
w19536 Andrew Leicester
The Potential use of In-home Scanner Technology for Budget Surveys
w19539 Claus Thustrup Kreiner
David Dreyer Lassen
Søren Leth-Petersen

Measuring the Accuracy of Survey Responses using Administrative Register Data: Evidence from Denmark
w19433 Ori Heffetz
Katrina Ligett

Privacy and Data-Based Research
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
w18078 Fei Chen
Francis X. Diebold
Frank Schorfheide

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
w17882 Arthur Korteweg
Morten Sorensen

Estimating Loan-to-Value and Foreclosure Behavior
w17885 Michael T. Belongia
Peter N. Ireland

The Barnett Critique After Three Decades: A New Keynesian Analysis
w17090 Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno

Macroeconomic Regimes
w16572 Hendrik Wolff
Howard Chong
Maximilian Auffhammer

Classification, Detection and Consequences of Data Error: Evidence from the Human Development Index
w16491 Travis J. Berge
Òscar Jordà
Alan M. Taylor

Currency Carry Trades
w16464 Michael D. Hurd
Maarten van Rooij
Joachim Winter

Stock Market Expectations of Dutch Households
w15703 J. Trent Alexander
Michael Davern
Betsey Stevenson

Inaccurate age and sex data in the Census PUMS files: Evidence and Implications
w15518 Òscar Jordà
Alan M. Taylor

The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
w15181 Bruce D. Meyer
Wallace K. C. Mok
James X. Sullivan

The Under-Reporting of Transfers in Household Surveys: Its Nature and Consequences
w15151 John C. Ham
Xianghong Li
Lara Shore-Sheppard

Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women
w15047 Raymond Kan
Cesare Robotti
Jay Shanken

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
w14913 David S. Bates
U.S. Stock Market Crash Risk, 1926-2006
w14754 Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro

Risk Preferences in the PSID: Individual Imputations and Family Covariation
w14583 Zoran Ivkovich
Scott Weisbenner

Individual Investor Mutual-Fund Flows
w14451 Asher A. Blass
Saul Lach
Charles F. Manski

Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability
w14208 Miles S. Kimball
Matthew D. Shapiro

Labor Supply: Are the Income and Substitution Effects Both Large or Both Small?
w14046 James E. Anderson
Consistent Trade Policy Aggregation
w14018 W. Erwin Diewert
Saeed Heravi
Mick Silver

Hedonic Imputation versus Time Dummy Hedonic Indexes
w14020 Kam Yu
Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory
w13865 Jay Bhattacharya
Adam Isen

On Inferring Demand for Health Care in the Presence of Anchoring, Acquiescence, and Selection Biases
w13615 Ricardo Reis
Mark W. Watson

Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
w13337 Miles S. Kimball
Claudia R. Sahm
Matthew D. Shapiro

Imputing Risk Tolerance from Survey Responses
w12829 Sean M. Dougherty
Robert Inklaar
Robert H. McGuckin
Bart van Ark

International Comparisons of R&D Expenditure: Does an R&D PPP Make a Difference?
w11962 Darrell Duffie
Leandro Siata
Ke Wang

Multi-Period Corporate Default Prediction With Stochastic Covariates
w11978 Joseph Engelberg
Charles F. Manski
Jared Williams

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters
w11758 Bruce N. Lehmann
The Role of Beliefs in Inference for Rational Expectations Models
w11746 Ricardo Reis
A Dynamic Measure of Inflation
w11698 Philipp Hartmann
Stefan Straetmans
Casper G. De Vries

Banking System Stability: A Cross-Atlantic Perspective
w11557 Ernst R. Berndt
Alisa B. Busch
Richard G. Frank
Sharon-Lise Normand

Real Output in Mental Health Care During the 1990s
w11373 Jiro Nemoto
Mika Goto

Productivity, Efficiency, Scale Economies and Technical Change: A New Decomposition Analysis
w10963 Bo E. Honore
Adriana Lleras Muney

Bounds in Competing Risks Models and the War on Cancer
w10862 Susann Rohwedder
Steven J. Haider
Michael Hurd

Increases in Wealth among the Elderly in the Early 1990s: How Much is Due to Survey Design?
w10837 Stefano DellaVigna
M. Daniele Paserman

Job Search and Impatience
w10756 Pierre Collin-Dufresne
Christopher S. Jones
Robert S. Goldstein

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
w10743 Darrell Duffie
Ke Wang

Multi-Period Corporate Failure Prediction with Stochastic Covariates
w10746 Paul D. Chwelos
Ernst R. Berndt
Iain M. Cockburn

Faster, Smaller, Cheaper: An Hedonic Price Analysis of PDAs
w10712 Jerry Hausman
Ephraim Leibtag

CPI Bias from Supercenters: Does the BLS Know that Wal-Mart Exists?
w10500 Raj Chetty
Optimal Unemployment Insurance When Income Effects are Large
w10197 Robert C. Feenstra
Marshall B. Reinsdorf

Should Exact Index Numbers Have Standard Errors? Theory and Application to Asian Growth
w10081 Reuben Gronau
Zvi Griliches' Contribution to the Theory of Human Capital
w10067 Fukunari Kimura
Takamune Fujii

Globalizing Activities and the Rate of Survival: Panel Data Analysis on Japanese Firms
w9898 David Berger
Ricardo J. Caballero
Eduardo Engel

Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models
w9526 W. Erwin Diewert
Measuring Capital
w9298 Jerry Hausman
Sources of Bias and Solutions to Bias in the CPI
w8922 Ravi Jagannathan
Tongshu Ma

Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
w8700 Michael F. Bryan
Stephen G. Cecchetti
Roisin O'Sullivan

Asset Prices in the Measurement of Inflation
w8687 Peter C. Reiss
Matthew W. White

Household Electricity Demand, Revisited
w8176 Robert C. Feenstra
Matthew D. Shapiro

High-Frequency Substitution and the Measurement of Price Indexes
w8127 Yacine Ait-Sahalia
Michael W. Brandt

Variable Selection for Portfolio Choice
t0265 Casey B. Mulligan
Barbara Schneider
Rurtin Wolfe

Time Use and Population Representation in the Sloan Study of Adolescents
w8001 David F. Bradford
Rebecca Schlieckert
Stephen H. Shore

The Environmental Kuznets Curve: Exploring A Fresh Specification
w7934 Holger Sieg
V. Kerry Smith
Spencer Banzhaf
Randy Walsh

Using Locational Equilibrium Models to Evaluate Housing Price Indexes
w6417 Richard G. Frank
Ernst R. Berndt
Susan H. Busch

Price Indexes for the Treatment of Depression
w6182 Ernst R. Berndt
Iain M. Cockburn
Douglas L. Cocks
Arnold Epstein
Zvi Griliches

Is Price Inflation Different for the Elderly? An Empirical Analysis of Prescription Drugs
w5559 W. Erwin Diewert
Axiomatic and Economic Approaches to International Comparisons
w5564 Angus Deaton
Serena Ng

Parametric and Non-Parametric Approaches to Price and Tax Reform
w5382 Susanto Basu
John G. Fernald

Aggregate Productivity and the Productivity of Aggregates
w5387 William C. Horrace
Peter Schmidt
Ann Dryden Witte

Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act
w5173 Michael F. Bryan
Stephen G. Cecchetti

The Seasonality of Consumer Prices
w5103 W. Erwin Diewert
Price and Volume Measures in the System of National Accounts
w5104 W. Erwin Diewert
Axiomatic and Economic Approaches to Elementary Price Indexes
w5061 Robert C. Feenstra
Exact Hedonic Price Indexes
w5073 Susanto Basu
John G. Fernald

Are Apparent Productive Spillovers a Figment of Specification Error?
w5011 Stephen G. Cecchetti
Anil K. Kashyap
David W. Wilcox

Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence
w5016 Casey B. Mulligan
Xavier Sala-i-Martin

Measuring Aggregate Human Capital
w4959 Garey Ramey
Valerie A. Ramey

Cross-Country Evidence on the Link Between Volatility and Growth
w4970 Jerry A. Hausman
Valuation of New Goods under Perfect and Imperfect Competition
w4841 Robert C. Feenstra
Clinton R. Shiells

Bias in U.S. Import Prices and Demand
w4812 W. Erwin Diewert
Ann Marie Smith

Productivity Measurement for a Distribution Firm
t0157 James J. Heckman
Christopher R. Taber

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
t0126 J. Joseph Beaulieu
Jeffrey A. Miron

Seasonal Unit Roots in Aggregate U.S. Data
w4009 Ernst R. Berndt
Zvi Griliches
Joshua G. Rosett

Auditing the Producer Price Index: Micro Evidence From Prescription Pharmaceutical Preparations

Generated on Thu Jan 18 00:00:06 2018

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