NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Technical Working Papers Archive


2012
w18540 Yongyang Cai
Kenneth L. Judd

Dynamic Programming with Hermite Approximation

w18501 Kenneth L. Judd
Lilia Maliar
Serguei Maliar

Merging Simulation and Projection Approaches to Solve High-Dimensional Problems

w18478 Guido W. Imbens
Michal Kolesar

Robust Standard Errors in Small Samples: Some Practical Advice

w18467 Domenico Giannone
Michele Lenza
Giorgio E. Primiceri

Prior Selection for Vector Autoregressions

w18458 Erte Xiao
Howard Kunreuther

Punishment and Cooperation in Stochastic Social Dilemmas

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

w18391 Francis X. Diebold
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

w18365 Yongyang Cai
Kenneth L. Judd
Thomas S. Lontzek

Continuous-Time Methods for Integrated Assessment Models

w18323 Bennett T. McCallum
A Continuity Refinement for Rational Expectations Solutions

w18308 Adam Bee
Bruce D. Meyer
James X. Sullivan

The Validity of Consumption Data: Are the Consumer Expenditure Interview and Diary Surveys Informative?

w18247 Kenneth D. West
Econometric Analysis of Present Value Models When the Discount Factor Is near One

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

w18056 Anirban Basu
Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables

w17890 Peter Arcidiacono
Patrick Bayer
Federico A. Bugni
Jonathan James

Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration

w17743 Abhijit Banerjee
Arun G. Chandrasekhar
Esther Duflo
Matthew O. Jackson

The Diffusion of Microfinance


2011
w17698 Jerry A. Hausman
Christopher J. Palmer

Heteroskedasticity-Robust Inference in Finite Samples

w17602 Ufuk Akcigit
Qingmin Liu

The Role of Information in Competitive Experimentation

w17588 John Mullahy
Marginal Effects in Multivariate Probit and Kindred Discrete and Count Outcome Models, with Applications in Health Economics

w17557 Jeremy T. Fox
Amit Gandhi

Identifying Demand with Multidimensional Unobservables: A Random Functions Approach

w17442 Alberto Abadie
Guido W. Imbens
Fanyin Zheng

Robust Inference for Misspecified Models Conditional on Covariates

w17424 Yuriy Gorodnichenko
Anna Mikusheva
Serena Ng

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

w17418 Kenneth L. Judd
Lilia Maliar
Serguei Maliar

How to Solve Dynamic Stochastic Models Computing Expectations Just Once

w17408 Alan I. Barreca
Jason M. Lindo
Glen R. Waddell

Heaping-Induced Bias in Regression-Discontinuity Designs

w17388 John R. Graham
Sonali Hazarika
Krishnamoorthy Narasimhan

Financial Distress in the Great Depression

w17387 John R. Graham
Sonali Hazarika
Krishnamoorthy Narasimhan

Corporate Governance, Debt, and Investment Policy during the Great Depression

w17368 John R. Graham
Si Li
Jiaping Qiu

Managerial Attributes and Executive Compensation

w17346 Itai Sher
Jeremy T. Fox
Kyoo il Kim
Patrick Bajari

Partial Identification of Heterogeneity in Preference Orderings Over Discrete Choices

w17283 Jeremy T. Fox
Kyoo il Kim

A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

w17193 Steven T. Berry
Amit Gandhi
Philip Haile

Connected Substitutes and Invertibility of Demand

w17163 Andrew Caplin
Daniel Martin

A Testable Theory of Imperfect Perception

w17150 Òscar Jordà
Alan M. Taylor

Performance Evaluation of Zero Net-Investment Strategies

w16997 Victor Chernozhukov
Iván Fernández-Val
Amanda E. Kowalski

Quantile Regression with Censoring and Endogeneity

w16935 James J. Heckman
Rodrigo Pinto
Azeem M. Shaikh
Adam Yavitz

Inference with Imperfect Randomization: The Case of the Perry Preschool Program

w16928 Bryan S. Graham
Cristine Campos de Xavier Pinto
Daniel Egel

Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)

w16897 Edward E. Leamer
Workday, Holiday and Calendar Adjustment with 21st Century Data: Monthly Aggregates from Daily Diesel Fuel Purchases

w16894 Amit Gandhi
Kyoo il Kim
Amil Petrin

Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error

w16793 Patrick M. Kline
Andres Santos

Higher Order Properties of the Wild Bootstrap Under Misspecification

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

w16708 Kenneth Judd
Lilia Maliar
Serguei Maliar

One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm

w16679 Kyoo il Kim
Amil Petrin

A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables


2010
w16633 Gianluca Benigno
Pierpaolo Benigno
Salvatore Nisticò

Second-Order Approximation of Dynamic Models with Time-Varying Risk

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

w16354 John Mullahy
Multivariate Fractional Regression Estimation of Econometric Share Models

w16343 Sylvain Chassang
Gerard Padro i Miquel
Erik Snowberg

Selective Trials: A Principal-Agent Approach to Randomized Controlled Experiments

w16304 Serguei Maliar
Lilia Maliar
Kenneth L. Judd

Solving the Multi-Country Real Business Cycle Model Using Ergodic Set Methods

w16127 Patrick M. Kline
Andres Santos

A Score Based Approach to Wild Bootstrap Inference

w16110 James J. Heckman
Building Bridges Between Structural and Program Evaluation Approaches to Evaluating Policy

w16039 Nicholas A. Christakis
James H. Fowler
Guido W. Imbens
Karthik Kalyanaraman

An Empirical Model for Strategic Network Formation

w15965 Kenneth L. Judd
Lilia Maliar
Serguei Maliar

A Cluster-Grid Projection Method: Solving Problems with High Dimensionality

w15783 Robert S. Gibbons
Richard T. Holden
Michael L. Powell

Rational-Expectations Equilibrium in Intermediate Good Markets

w15779 Robert S. Gibbons
Richard T. Holden
Michael L. Powell

Integration and Information: Markets and Hierarchies Revisited

w15716 Patrick Kline
Andres Santos

Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure

w15703 J. Trent Alexander
Michael Davern
Betsey Stevenson

Inaccurate age and sex data in the Census PUMS files: Evidence and Implications

w15695 Brennan C. Platt
Joseph Price
Henry Tappen

Pay-to-Bid Auctions

w15690 Bennett T. McCallum
Is the Spurious Regression Problem Spurious?


2009
w15463 James J. Heckman
Daniel A. Schmierer
Sergio S. Urzua

Testing the Correlated Random Coefficient Model

w15320 Richard V. Burkhauser
Shuaizhang Feng
Stephen P. Jenkins
Jeff Larrimore

Recent Trends in Top Income Shares in the USA: Reconciling Estimates from March CPS and IRS Tax Return Data

w15296 Kenneth Judd
Lilia Maliar
Serguei Maliar

Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models

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

w15226 James J. Heckman
Rosa L. Matzkin
Lars Nesheim

Nonparametric Identification and Estimation of Nonadditive Hedonic Models

w15211 Pedro Carneiro
James J. Heckman
Edward J. Vytlacil

Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin

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

w15187 Yuriy Gorodnichenko
Serena Ng

Estimation of DSGE Models When the Data are Persistent

w15179 James J. Heckman
Petra E. Todd

A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples

w15151 John C. Ham
Xianghong Li
Lara Shore-Sheppard

Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women

w15147 Jeremy T. Fox
Amit Gandhi

Identifying Heterogeneity in Economic Choice Models

w15092 Jeremy T. Fox
Identification in Matching Games

w15065 William A. Brock
Steven N. Durlauf

Adoption Curves and Social Interactions

w14934 Patrick Bajari
Jeremy Fox
Kyoo il Kim
Stephen P. Ryan

The Random Coefficients Logit Model Is Identified

w14907 Guido Menzio
Shouyong Shi

Block Recursive Equilibria for Stochastic Models of Search on the Job

w14852 Caroline M. Hoxby
Sonali Murarka

Charter Schools in New York City: Who Enrolls and How They Affect Their Students' Achievement

w14772 Lars Ljungqvist
Harald Uhlig

Optimal Endowment Destruction under Campbell-Cochrane Habit Formation

w14756 Alberto Abadie
Guido Imbens

A Martingale Representation for Matching Estimators

w14726 Guido Imbens
Karthik Kalyanaraman

Optimal Bandwidth Choice for the Regression Discontinuity Estimator

w14706 James J. Heckman
Sergio Urzua

Comparing IV With Structural Models: What Simple IV Can and Cannot Identify


2008
w14629 Bernard Dumas
Andrew Lyasoff

Incomplete-Market Equilibria Solved Recursively on an Event Tree

w14601 Kirstin Hubrich
Kenneth D. West

Forecast Evaluation of Small Nested Model Sets

w14469 Bryan S. Graham
James Powell

Identification and Estimation of 'Irregular' Correlated Random Coefficient Models

w14458 Richard V. Burkhauser
Shuaizhang Feng
Jeff Larrimore

Measuring Labor Earnings Inequality using Public-Use March Current Population Survey Data: The Value of Including Variances and Cell Means When Imputing Topcoded Values

w14447 Debopam Bhattacharya
Pascaline Dupas

Inferring Welfare Maximizing Treatment Assignment under Budget Constraints

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

w14396 Charles F. Manski
Partial Prescriptions For Decisions With Partial Knowledge

w14376 Bryan S. Graham
Efficiency bounds for missing data models with semiparametric restrictions

w14284 Han Hong
Bruce Preston

Bayesian Averaging, Prediction and Nonnested Model Selection

w14247 Richard V. Burkhauser
Shuaizhang Feng
Stephen P. Jenkins
Jeff Larrimore

Estimating Trends in US Income Inequality Using the Current Population Survey: The Importance of Controlling for Censoring

w14240 Lisa Barrow
Lisa Markman
Cecilia E. Rouse

Technology's Edge: The Educational Benefits of Computer-Aided Instruction

w14161 Joseph G. Altonji
Hidehiko Ichimura
Taisuke Otsu

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

w14086 Anirban Basu
Daniel Polsky
Willard G. Manning

Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures

w14080 Christopher R. Knittel
Konstantinos Metaxoglou

Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings

w14018 Erwin Diewert
Saeed Heravi
Mick Silver

Hedonic Imputation versus Time Dummy Hedonic Indexes

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

w14000 Boyan Jovanovic
When Should Firms Invest in Old Capital?

w13981 Bryan S. Graham
Cristine Campos de Xavier Pinto
Daniel Egel

Inverse Probability Tilting for Moment Condition Models with Missing Data

w13949 Patrick Bayer
Shakeeb Khan
Christopher Timmins

Nonparametric Identification and Estimation in a Generalized Roy Model

w13941 Jeff Larrimore
Richard V. Burkhauser
Shuaizhang Feng
Laura Zayatz

Consistent Cell Means for Topcoded Incomes in the Public Use March CPS (1976-2007)

w13787 Marcelo Moreira
A Maximum Likelihood Method for the Incidental Parameter Problem


2007
t0345 Benjamin Malin
Dirk Krueger
Felix Kubler

Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method

t0344 A. Colin Cameron
Jonah B. Gelbach
Douglas L. Miller

Bootstrap-Based Improvements for Inference with Clustered Errors

t0343 Jay Bhattacharya
William B. Vogt

Do Instrumental Variables Belong in Propensity Scores?

t0342 Xavier Gabaix
Rustam Ibragimov

Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents

t0341 Howard Kunreuther
Gabriel Silvasi
Eric T. Bradlow
Dylan Small

Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security

t0340 Flavio Cunha
James J. Heckman
Salvador Navarro

The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds

t0339 Sergio Firpo
Nicole M. Fortin
Thomas Lemieux

Unconditional Quantile Regressions

t0338 Kenneth D. West
Ka-fu Wong
Stanislav Anatolyev

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

t0337 Guido Imbens
Thomas Lemieux

Regression Discontinuity Designs: A Guide to Practice

t0336 John A. List
Haiwen Zhou

Internal Increasing Returns to Scale and Economic Growth

t0335 Alberto Abadie
Alexis Diamond
Jens Hainmueller

Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program

t0334 Justin McCrary
Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test


2006
t0333 Esther Duflo
Rachel Glennerster
Michael Kremer

Using Randomization in Development Economics Research: A Toolkit

t0332 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment

t0331 Fabrizio Cipollini
Robert F. Engle
Giampiero M. Gallo

Vector Multiplicative Error Models: Representation and Inference

t0329 Edward L. Glaeser
Researcher Incentives and Empirical Methods

t0330 Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik

Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand

t0328 Katharine G. Abraham
Aaron Maitland
Suzanne M. Bianchi

Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter?

t0327 A. Colin Cameron
Jonah B. Gelbach
Douglas L. Miller

Robust Inference with Multi-way Clustering

t0326 Kenneth D. West
Todd Clark

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

t0325 Alberto Abadie
Guido W. Imbens

On the Failure of the Bootstrap for Matching Estimators

t0324 Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik

Nonparametric Tests for Treatment Effect Heterogeneity

t0323 James H. Stock
Mark W. Watson

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

t0322 David S. Lee
David Card

Regression Discontinuity Inference with Specification Error

t0321 Jesus Fernandez-Villaverde
Juan F. Rubio-Ramirez

Estimating Macroeconomic Models: A Likelihood Approach

t0320 Patrick Bajari
Han Hong

Semiparametric Estimation of a Dynamic Game of Incomplete Information


2005
t0319 Lan Zhang
Per A. Mykland
Yacine Ait-Sahalia

Edgeworth Expansions for Realized Volatility and Related Estimators

t0318 Martin D. D. Evans
Viktoria Hnatkovska

Solving General Equilibrium Models with Incomplete Markets and Many Assets

t0317 George W. Evans
Seppo Honkapohja
Noah Williams

Generalized Stochastic Gradient Learning

t0316 James J. Heckman
Salvador Navarro

Dynamic Discrete Choice and Dynamic Treatment Effects

t0315 Jesus Fernandez-Villaverde
Juan Rubio
Manuel Santos

Convergence Properties of the Likelihood of Computed Dynamic Models

t0312 Timothy Conley
Christopher Taber

Inference with "Difference in Differences" with a Small Number of Policy Changes

t0311 Atsushi Inoue
Gary Solon

Two-Sample Instrumental Variables Estimators

t0310 Atsushi Inoue
Gary Solon

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models

t0309 Christopher D. Carroll
The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

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

t0306 James J. Heckman
Edward Vytlacil

Structural Equations, Treatment Effects and Econometric Policy Evaluation

t0305 Todd E. Clark
Kenneth D. West

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference

t0304 Ulrich Doraszelski
Kenneth L. Judd

Avoiding the Curse of Dimensionality in Dynamic Stochastic Games


2004
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

t0301 Patrick Bajari
Han Hong
Stephen Ryan

Identification and Estimation of Discrete Games of Complete Information

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

t0298 Nelson C. Mark
Donggyu Sul

The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

t0297 Bennett McCallum
On the Relationship Between Determinate and MSV Solutions in Linear RE Models

t0296 William R. Hauk
Romain Wacziarg

A Monte Carlo Study of Growth Regressions


2003
t0295 Robert A. Moffitt
The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs

t0294 Guido W. Imbens
Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review

t0293 Willard G. Manning
Anirban Basu
John Mullahy

Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data

t0292 Nelson C. Mark
Masao Ogaki
Donggyu Sul

Dynamic Seemingly Unrelated Cointegrating Regression

t0291 Viliam Druska
William C. Horrace

Generalized Moments Estimation for Panel Data

t0290 Kent Smetters
The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production

t0289 Christopher R. Bollinger
Amitabh Chandra

Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data

t0288 William A. Brock
Steven N. Durlauf

Multinomial Choice with Social Interactions


2002
t0287 Nelson C. Mark
Donggyu Sul

Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand

t0286 Yacine Aït-Sahalia
Robert Kimmel

Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

t0285 Guido W. Imbens
Whitney K. Newey

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

t0284 James H. Stock
Motohiro Yogo

Testing for Weak Instruments in Linear IV Regression

t0283 Alberto Abadie
Guido W. Imbens

Simple and Bias-Corrected Matching Estimators for Average Treatment Effects

t0282 Stephanie Schmitt-Grohe
Martin Uribe

Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

t0281 D. Duffie
D. Filipovic
W. Schachermayer

Affine Processes and Application in Finance

t0280 Susan Athey
Guido W. Imbens

Identification and Inference in Nonlinear Difference-In-Differences Models

t0279 Torben G. Andersen
Tim Bollerslev
Francis X. Diebold

Parametric and Nonparametric Volatility Measurement

t0278 George Hall
John Rust

Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market

t0277 David S. Lee
Trimming for Bounds on Treatment Effects with Missing Outcomes

t0276 Yacine Ait-Sahalia
Per A. Mykland

The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions


2001
t0275 Aviv Nevo
Using Weights to Adjust for Sample Selection When Auxiliary Information is Available

t0274 Michael W. Brandt
Pedro Santa-Clara

Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

t0273 Daniel A. Ackerberg
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation

t0272 Patrick Bajari
C. Lanier Benkard

Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach

t0271 Helen Tauchen
Ann Dryden Witte

Estimating Hedonic Models: Implications of the Theory

t0270 William N. Goetzmann
Liang Peng

The Bias of the RSR Estimator and the Accuracy of Some Alternatives

t0269 Thomas Knox
James H. Stock
Mark W. Watson

Empirical Bayes Forecasts of One Time Series Using Many Predictors

t0268 Estelle Cantillon
A Graphical Analysis of Some Basic Results in Social Choice

t0267 Joseph G. Altonji
Rosa L. Matzkin

Panel Data Estimators for Nonseparable Models with Endogenous Regressors


2000
t0266 Lawrence J. Christiano
Richard M. Todd

The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?

t0265 Casey B. Mulligan
Barbara Schneider
Rurtin Wolfe

Time Use and Population Representation in the Sloan Study of Adolescents

t0264 Francis X. Diebold
Atsushi Inoue

Long Memory and Regime Switching

t0263 Charles F. Manski
Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations

t0262 Arild Aakvik
James J. Heckman
Edward J. Vytlacil

Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ...

t0261 Alberto Abadie
Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable

t0260 Alberto Abadie
Semiparametric Estimation of Instrumental Variable Models for Causal Effects

t0259 James J. Heckman
Edward J. Vytlacil

Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect

t0258 William Brock
Steven N. Durlauf

Interactions-Based Models

t0257 Dean R. Hyslop
Guido W. Imbens

Bias from Classical and Other Forms of Measurement Error

t0256 Kenneth D. West
Encompassing Tests When No Model Is Encompassing

t0255 Wouter J. den Haan
Andrew T. Levin

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

t0254 Hidehiko Ichimura
Christopher R. Taber

Direct Estimation of Policy Impacts

t0253 Orazio P. Attanasio
Hamish Low

Estimating Euler Equations

t0252 James J. Heckman
Edward J. Vytlacil

Local Instrumental Variables

t0251 Keisuke Hirano
Guido W. Imbens
Geert Ridder

Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score

t0250 Tomas J. Philipson
External Treatment Effects and Program Implementation Bias

t0249 Kenneth D. West
On Optimal Instrumental Variables Estimation of Stationary Time Series Models

t0248 Joshua D. Angrist
Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice


1999
t0247 Brigitte C. Madrian
Lars John Lefgren

A Note on Longitudinally Matching Current Population Survey (CPS) Respondents

t0246 Willard G. Manning
John Mullahy

Estimating Log Models: To Transform or Not to Transform?

t0245 John Mullahy
Interaction Effects and Difference-in-Difference Estimation in Loglinear Models


Generated Mon Oct 20 00:00:14 2014

 
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