Archive of NBER Papers on Technical Working Papers

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w21705 Atila Abdulkadiroglu
Joshua D. Angrist
Yusuke Narita
Parag A. Pathak

Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation
w21658 Patrick Kline
Christopher Walters

Evaluating Public Programs with Close Substitutes: The Case of Head Start
w21590 Yongyang Cai
Kenneth Judd
Jevgenijs Steinbuks

A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems
w21564 Ulrich K. Müller
Mark W. Watson

Low-Frequency Econometrics
w21468 Arun G. Chandrasekhar
Horacio Larreguy
Juan Pablo Xandri

Testing Models of Social Learning on Networks: Evidence from a Lab Experiment in the Field
w21313 Susan Athey
Dean Eckles
Guido W. Imbens

Exact P-values for Network Interference
w21124 Carlos A. Manzanares
Ying Jiang
Patrick Bajari

Improving Policy Functions in High-Dimensional Dynamic Games
w21125 Patrick Bajari
Victor Chernozhukov
Han Hong
Denis Nekipelov

Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
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
w20886 Howard Kunreuther
Mark Pauly

Insurance Decision-Making For Rare Events: The Role Of Emotions
w20838 Patrick Kline
Melissa Tartari

Bounding the Labor Supply Responses to a Randomized Welfare Experiment: A Revealed Preference Approach
w20711 Don H. Kim
Jonathan H. Wright

Jumps in Bond Yields at Known Times
w20673 Isaiah Andrews
Matthew Gentzkow
Jesse M. Shapiro

Measuring the Sensitivity of Parameter Estimates to Estimation Moments
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
w20523 Dominic Coey
Bradley Larsen
Kane Sweeney

The Bidder Exclusion Effect
w20414 Bryan S. Graham
Methods of Identification in Social Networks
w20374 Marinho Bertanha
Petra Moser

Spatial Errors in Count Data Regressions
w20376 Anirban Basu
Welfare Implications of Learning Through Solicitation versus Diversification in Health Care
w20341 Bryan S. Graham
An econometric model of link formation with degree heterogeneity
w20276 Arun G. Chandrasekhar
Matthew O. Jackson

Tractable and Consistent Random Graph Models
w20257 Xavier D'Haultfoeuille
Arnaud Maurel
Yichong Zhang

Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap
w20240 John Komlos
Behavioral Indifference Curves
w20193 Tarek A. Hassan
Thomas M. Mertens

Information Aggregation in a DSGE Model
w20098 Charles F. Manski
Communicating Uncertainty in Official Economic Statistics
w19971 James J. Heckman
John Eric Humphries
Greg Veramendi
Sergio S. Urzua

Education, Health and Wages
w19876 Andrew Caplin
Mark Dean

Revealed Preference, Rational Inattention, and Costly Information Acquisition
w19846 Philip Armour
Richard V. Burkhauser
Jeff Larrimore

Using the Pareto Distribution to Improve Estimates of Topcoded Earnings
w19784 Patrick M. Kline
A Note on Variance Estimation for the Oaxaca Estimator of Average Treatment Effects
w19742 Alberto Abadie
Matthew M. Chingos
Martin R. West

Endogenous Stratification in Randomized Experiments
w19684 Efstathios Avdis
Jessica A. Wachter

Maximum likelihood estimation of the equity premium
w19582 Caitlin Blair
Constructing a PCE-Weighted Consumer Price Index
w19536 Andrew Leicester
The Potential use of In-home Scanner Technology for Budget Surveys
w19486 Michael J. Dickstein
Eduardo Morales

Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach
w19453 James J. Heckman
Rodrigo Pinto

Causal Analysis after Haavelmo
w19435 Hanming Fang
Xun Tang

Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry
w19326 Kenneth L. Judd
Lilia Maliar
Serguei Maliar
Rafael Valero

Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain
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
w19318 Andrew Caplin
Mark Dean

Behavioral Implications of Rational Inattention with Shannon Entropy
w19316 Orla Doyle
Colm Harmon
James J. Heckman
Caitriona Logue
Seong Moon

Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes
w19317 Joseph Stiglitz
Jungyoll Yun

Optimality and Equilibrium In a Competitive Insurance Market Under Adverse Selection and Moral Hazard
w19212 Lawrence E. Blume
William A. Brock
Steven N. Durlauf
Rajshri Jayaraman

Linear Social Interactions Models
w19121 Richard V. Burkhauser
Markus H. Hahn
Roger Wilkins

Measuring Top Incomes Using Tax Record Data: A Cautionary Tale from Australia
w19077 James J. Heckman
Lakshmi K. Raut

Intergenerational Long Term Effects of Preschool - Structural Estimates from a Discrete Dynamic Programming Model
w19034 Yongyang Cai
Kenneth L. Judd
Thomas S. Lontzek
Valentina Michelangeli
Che-Lin Su

Nonlinear Programming Method for Dynamic Programming
w19011 Kyoo il Kim
Amil Petrin

Tests for Price Endogeneity in Differentiated Product Models
w18859 Gary Solon
Steven J. Haider
Jeffrey Wooldridge

What Are We Weighting For?
w18833 Debopam Bhattacharya
Pascaline Dupas
Shin Kanaya

Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
w18709 Yongyang Cai
Kenneth L. Judd
Rong Xu

Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
w18714 Yongyang Cai
Kenneth L. Judd
Greg Thain
Stephen J. Wright

Solving Dynamic Programming Problems on a Computational Grid
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
w18467 Domenico Giannone
Michele Lenza
Giorgio E. Primiceri

Prior Selection for Vector Autoregressions
w18478 Guido W. Imbens
Michal Kolesar

Robust Standard Errors in Small Samples: Some Practical Advice
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
w18458 Erte Xiao
Howard Kunreuther

Punishment and Cooperation in Stochastic Social Dilemmas
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
w18308 Adam Bee
Bruce D. Meyer
James X. Sullivan

The Validity of Consumption Data: Are the Consumer Expenditure Interview and Diary Surveys Informative?
w18323 Bennett T. McCallum
A Continuity Refinement for Rational Expectations Solutions
w18247 Kenneth D. West
Econometric Analysis of Present Value Models When the Discount Factor Is near One
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
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
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
w17418 Kenneth L. Judd
Lilia Maliar
Serguei Maliar

How to Solve Dynamic Stochastic Models Computing Expectations Just Once
w17424 Yuriy Gorodnichenko
Anna Mikusheva
Serena Ng

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
w17408 Alan I. Barreca
Jason M. Lindo
Glen R. Waddell

Heaping-Induced Bias in Regression-Discontinuity Designs
w17387 John R. Graham
Sonali Hazarika
Krishnamoorthy Narasimhan

Corporate Governance, Debt, and Investment Policy during the Great Depression
w17388 John R. Graham
Sonali Hazarika
Krishnamoorthy Narasimhan

Financial Distress in the Great Depression
w17346 Itai Sher
Jeremy T. Fox
Kyoo il Kim
Patrick Bajari

Partial Identification of Heterogeneity in Preference Orderings Over Discrete Choices
w17368 John R. Graham
Si Li
Jiaping Qiu

Managerial Attributes and Executive Compensation
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
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
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
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
w16343 Sylvain Chassang
Gerard Padro i Miquel
Erik Snowberg

Selective Trials: A Principal-Agent Approach to Randomized Controlled Experiments
w16354 John Mullahy
Multivariate Fractional Regression Estimation of Econometric Share Models
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
w15779 Robert S. Gibbons
Richard T. Holden
Michael L. Powell

Integration and Information: Markets and Hierarchies Revisited
w15783 Robert S. Gibbons
Richard T. Holden
Michael L. Powell

Rational-Expectations Equilibrium in Intermediate Good Markets
w15716 Patrick Kline
Andres Santos

Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure
w15690 Bennett T. McCallum
Is the Spurious Regression Problem Spurious?
w15695 Brennan C. Platt
Joseph Price
Henry Tappen

Pay-to-Bid Auctions
w15703 J. Trent Alexander
Michael Davern
Betsey Stevenson

Inaccurate age and sex data in the Census PUMS files: Evidence and Implications
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
w15292 Ulrich Müller
Mark W. Watson

Low-Frequency Robust Cointegration Testing
w15296 Kenneth Judd
Lilia Maliar
Serguei Maliar

Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models
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
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
w15211 Pedro Carneiro
James J. Heckman
Edward J. Vytlacil

Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin
w15179 James J. Heckman
Petra E. Todd

A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
w15187 Yuriy Gorodnichenko
Serena Ng

Estimation of DSGE Models When the Data are Persistent
w15147 Jeremy T. Fox
Amit Gandhi

Identifying Heterogeneity in Economic Choice Models
w15151 John C. Ham
Xianghong Li
Lara Shore-Sheppard

Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women
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
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
w14240 Lisa Barrow
Lisa Markman
Cecilia E. Rouse

Technology's Edge: The Educational Benefits of Computer-Aided Instruction
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
w14161 Joseph G. Altonji
Hidehiko Ichimura
Taisuke Otsu

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
w14080 Christopher R. Knittel
Konstantinos Metaxoglou

Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings
w14086 Anirban Basu
Daniel Polsky
Willard G. Manning

Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures
w14018 W. Erwin Diewert
Saeed Heravi
Mick Silver

Hedonic Imputation versus Time Dummy Hedonic Indexes
w14000 Boyan Jovanovic
When Should Firms Invest in Old Capital?
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
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
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
t0332 Jean Boivin
Marc Giannoni

DSGE Models in a Data-Rich Environment
t0333 Esther Duflo
Rachel Glennerster
Michael Kremer

Using Randomization in Development Economics Research: A Toolkit
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
t0323 James H. Stock
Mark W. Watson

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
t0324 Richard K. Crump
V. Joseph Hotz
Guido W. Imbens
Oscar A. Mitnik

Nonparametric Tests for Treatment Effect Heterogeneity
t0325 Alberto Abadie
Guido W. Imbens

On the Failure of the Bootstrap for Matching Estimators
t0322 David S. Lee
David Card

Regression Discontinuity Inference with Specification Error
t0320 Patrick Bajari
Han Hong

Semiparametric Estimation of a Dynamic Game of Incomplete Information
t0321 Jesus Fernandez-Villaverde
Juan F. Rubio-Ramirez

Estimating Macroeconomic Models: A Likelihood Approach
t0319 Lan Zhang
Per A. Mykland
Yacine Ait-Sahalia

Edgeworth Expansions for Realized Volatility and Related Estimators
t0315 Jesus Fernandez-Villaverde
Juan Rubio
Manuel Santos

Convergence Properties of the Likelihood of Computed Dynamic Models
t0316 James J. Heckman
Salvador Navarro

Dynamic Discrete Choice and Dynamic Treatment Effects
t0317 George W. Evans
Seppo Honkapohja
Noah Williams

Generalized Stochastic Gradient Learning
t0318 Martin D. D. Evans
Viktoria Hnatkovska

Solving General Equilibrium Models with Incomplete Markets and Many Assets
t0312 Timothy Conley
Christopher Taber

Inference with "Difference in Differences" with a Small Number of Policy Changes
t0310 Atsushi Inoue
Gary Solon

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models
t0311 Atsushi Inoue
Gary Solon

Two-Sample Instrumental Variables Estimators
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
t0304 Ulrich Doraszelski
Kenneth L. Judd

Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
t0305 Todd E. Clark
Kenneth D. West

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
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
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
t0298 Nelson C. Mark
Donggyu Sul

The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
t0299 Donald W.K. Andrews
Marcelo Moreira
James H. Stock

Optimal Invariant Similar Tests for Instrumental Variables Regression
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
t0295 Robert A. Moffitt
The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs
t0293 Willard G. Manning
Anirban Basu
John Mullahy

Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data
t0294 Guido W. Imbens
Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review
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
t0289 Christopher R. Bollinger
Amitabh Chandra

Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data
t0290 Kent Smetters
The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production
t0288 William A. Brock
Steven N. Durlauf

Multinomial Choice with Social Interactions
t0286 Yacine Aït-Sahalia
Robert Kimmel

Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions
t0287 Nelson C. Mark
Donggyu Sul

Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
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
t0280 Susan Athey
Guido W. Imbens

Identification and Inference in Nonlinear Difference-In-Differences Models
t0281 D. Duffie
D. Filipovic
W. Schachermayer

Affine Processes and Application in Finance
t0278 George Hall
John Rust

Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
t0279 Torben G. Andersen
Tim Bollerslev
Francis X. Diebold

Parametric and Nonparametric Volatility Measurement
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
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
t0271 Helen Tauchen
Ann Dryden Witte

Estimating Hedonic Models: Implications of the Theory
t0272 Patrick Bajari
C. Lanier Benkard

Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach
t0273 Daniel A. Ackerberg
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
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Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable
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Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ...
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Interactions-Based Models
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Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect
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Estimating Euler Equations
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Local Instrumental Variables
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Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
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Estimating Log Models: To Transform or Not to Transform?
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