NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Gary Chamberlain

Department of Economics
Littauer Center 123
Harvard University
Cambridge, MA 02138
Tel: 617/495-1869
Fax: 617/495-8570

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
WWW:
NBER Program Affiliations: LS
NBER Affiliation: Research Associate

NBER Working Papers and Publications

September 1996Hierarchical Bayes Models with Many Instrumental Variables
with Guido W. Imbens: t0204
August 1996Nonparametric Applications of Bayesian Inference
with Guido W. Imbens: t0200
October 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
with Michael Rothschild: w0996

Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets." Econometrica, Vol. 51, No. 5 (Sept. 1983), pp. 1281-1304. Also "Funds, Factors and Diversification in Arbitrage Pricing Models, by Gary Chamberlian, see above info. citation courtesy of

June 1982Panel Data
w0913

Published:

  • Chamberlain, Gary. "Multivariate Regression Models For Panel Data," Journal of Econometrics, 1982, v18(1), 5-46.
  • Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.

July 1981Arbitrage and Mean-Variance Analysis on Large Asset Markets
with Michael Rothschild: t0015

Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset Markets," Econometrica, 1983, v51(5), 1281-1304.

December 1980Multivariate Refression Models for Paned Data
t0008

Published: Chamberlain, Gary. "Multivariate Regressikn Models For Panel Data," Journal of Economdtrics, 1982, v18(1), 5-46.

March 1979Analysis of Covariance With Qualitative Data
w0325

Published: Chamberlain, Gary. "Analysis of Covariance With Qualitative Data." Review of Economic Studies, Vol. XLVII(1), No. 146 (January, 1980), pp. 225-238.

 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us