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 Ramdomization 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 Ait-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 |
