NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mathematical and Quantitative Methods: Econometric and Statistical Methods: Special Topics


2013
w19539 Claus Thustrup Kreiner
David Dreyer Lassen
Søren Leth-Petersen

Measuring the Accuracy of Survey Responses using Administrative Register Data: Evidence from Denmark

w19536 Andrew Leicester
The Potential use of In-home Scanner Technology for Budget Surveys

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


2012
w18078 Fei Chen
Francis X. Diebold
Frank Schorfheide

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

w17885 Michael T. Belongia
Peter N. Ireland

The Barnett Critique After Three Decades: A New Keynesian Analysis

w17882 Arthur Korteweg
Morten Sorensen

Estimating Loan-to-Value and Foreclosure Behavior


2011
w17090 Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno

Macroeconomic Regimes


2010
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


2009
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


2008
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

w14020 Kam Yu
Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory

w14018 Erwin Diewert
Saeed Heravi
Mick Silver

Hedonic Imputation versus Time Dummy Hedonic Indexes

w13865 Jay Bhattacharya
Adam Isen

On Inferring Demand for Health Care in the Presence of Anchoring, Acquiescence, and Selection Biases


2007
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?


2006
w11978 Joseph Engelberg
Charles F. Manski
Jared Williams

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters

w11962 Darrell Duffie
Leandro Siata
Ke Wang

Multi-Period Corporate Default Prediction With Stochastic Covariates


2005
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


2004
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

w10746 Paul D. Chwelos
Ernst R. Berndt
Iain M. Cockburn

Faster, Smaller, Cheaper: An Hedonic Price Analysis of PDAs

w10743 Darrell Duffie
Ke Wang

Multi-Period Corporate Failure Prediction with Stochastic Covariates

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


2003
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 Ricardo J. Caballero
Eduardo Engel

Adjustment is Much Slower than You Think

w9526 W. Erwin Diewert
Measuring Capital


2002
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


2001
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


2000
w8001 David F. Bradford
Rebecca Schlieckert
Stephen H. Shore

The Environmental Kuznets Curve: Exploring A Fresh Specification

t0265 Casey B. Mulligan
Barbara Schneider
Rurtin Wolfe

Time Use and Population Representation in the Sloan Study of Adolescents

w7934 Holger Sieg
V. Kerry Smith
Spencer Banzhaf
Randy Walsh

Using Locational Equilibrium Models to Evaluate Housing Price Indexes


1998
w6417 Richard G. Frank
Ernst R. Berndt
Susan H. Busch

Price Indexes for the Treatment of Depression


1997
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


1996
w5564 Angus Deaton
Serena Ng

Parametric and Non-Parametric Approaches to Price and Tax Reform

w5559 W. Erwin Diewert
Axiomatic and Economic Approaches to International Comparisons


1995
w5387 William C. Horrace
Peter Schmidt
Ann Dryden Witte

Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act

w5382 Susanto Basu
John G. Fernald

Aggregate Productivity and the Productivity of Aggregates

w5173 Michael F. Bryan
Stephen G. Cecchetti

The Seasonality of Consumer Prices

w5104 W. Erwin Diewert
Axiomatic and Economic Approaches to Elementary Price Indexes

w5103 W. Erwin Diewert
Price and Volume Measures in the System of National Accounts

w5073 Susanto Basu
John G. Fernald

Are Apparent Productive Spillovers a Figment of Specification Error?

w5061 Robert C. Feenstra
Exact Hedonic Price Indexes

w5016 Casey B. Mulligan
Xavier Sala-i-Martin

Measuring Aggregate Human Capital

w5011 Stephen G. Cecchetti
Anil K Kashyap
David W. Wilcox

Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence


1994
w4970 Jerry A. Hausman
Valuation of New Goods under Perfect and Imperfect Competition

w4959 Garey Ramey
Valerie A. Ramey

Cross-Country Evidence on the Link Between Volatility and Growth

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


1992
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 Sat Oct 25 00:00:16 2014

 
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