National Bureau of Economic Research Cambridge, Mass., USA A Stochastic Approach to Disequilibrium Macroeconomics t0001 Honkapohja Seppo Ito Takatoshi 09 1979 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Issues in Controllability and the Theory of Economic Policy t0002 Buiter Willem H Gersovitz Mark 07 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Multiple Shooting in Rational Expectations Models t0003 Lipton David Poterba James M Sachs Jeffrey D Summers Lawrence H 06 1983 NBER Program Economic Fluctuations and Growth NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Estimation of Distributed Lags in Short Panels t0004 Griliches Zvi Pakes Ariel 10 1980 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models t0005 Fair Ray C Taylor John B 10 1980 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Role of Economic Policy After the New Classical Macroeconomics t0006 Buiter Willem H 11 1980 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results t0007 Roley V. Vance 12 1980 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Multivariate Refression Models for Paned Data t0008 Chamberlain Gary 12 1980 NBER Program Labor Studies NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations t0009 Buiter Willem H 12 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Granger-Causality and Stabilization Policy t0010 Buiter Willem H 03 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations t0011 Obstfeld Maurice Cumby Robert E Huizinga John 07 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models t0012 Buiter Willem H 06 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Macroeconometric Modelling for Policy Evaluation and Design t0013 Buiter Willem H 06 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics t0014 MaCurdy Thomas E 06 1981 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Arbitrage and Mean-Variance Analysis on Large Asset Markets t0015 Chamberlain Gary Rothschild Michael 07 1981 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Welfare Analysis of Tax Reforms Using Household Data t0016 King Mervyn A 07 1981 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Models for Count Data with an Application to the Patents-R&D Relationship t0017 Hausman Jerry A Hall Bronwyn H Griliches Zvi 10 1984 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Estimation of Structural Hedonic Price Models t0018 Brown James N. Rosen Harvey S 05 1982 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bliss Points in Mean-Variance Portfolio Models t0019 Jones David S. Roley V. Vance 12 1981 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples t0020 Buiter Willem H 06 1984 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Predetermined and Non-Predetermined Variables in Rational Expectations Models t0021 Buiter Willem H 01 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation t0022 MaCurdy Thomas E 05 1982 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Stochastic Capital Theory I. Comparative Statics t0023 Brock William Rothschild Michael Stiglitz Joseph E 05 1982 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification in Dynamic Linear Models with Rational Expectations t0024 Blanchard Olivier J 07 1982 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Smoothness Priors and Nonlinear Regression t0025 Shiller Robert J 08 1982 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model t0026 Prucha Ingmar Nadiri M. Ishaq 10 1982 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model t0027 Brown Charles C Moffitt Robert A 01 1983 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Methods of Solution and Simulation for Dynamic Rational Expectations Models t0028 Blanchard Olivier J 03 1983 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Optimal and Time-Consistent Polices in Continuous Time Rational Expectations Models t0029 Buiter Willem H 08 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Pitfalls in the use of Time as an Explanatory Variable in Regression t0030 Nelson Charles Kang Heejoon 11 1983 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Deep Structral Excavation? A Critique of Euler Equation Methods t0031 Garber Peter M King Robert 11 1983 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Autocorrelations in Fixed-Effects Models t0032 Solon Gary 02 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Consistent Estimation Using Data From More Than One Sample t0033 Dickens William Ross Brian A. 03 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Policy evaluation and design for continuous time linear rational expectations models: some recent development t0034 Buiter Willem H 04 1984 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Misperceptions, Moral Hazard, and Incentives in Groups t0035 Gaynor Martin 05 1987 NBER Program Health Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Conditional Projection by Means of Kalman Filtering t0036 Clarida Richard H Coyle Diane 05 1984 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Errors in Variables in Panel Data t0037 Griliches Zvi Hausman Jerry A 05 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Correcting for Truncation Bias Caused by a Latent Truncation Variable t0038 Bloom David E Killingsworth Mark R 06 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Data Problems in Econometrics t0039 Griliches Zvi 07 1984 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Flexible Functional Forms and Global Curvature Conditions t0040 Diewert W. Erwin Wales T.J. 05 1989 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Rational Expectations Models with a Continuum of Convergent Solutions t0041 Mussa Michael L 09 1984 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA New Econometric Techniques for Marcoeconomic Policy Evaluation t0042 Taylor John B 11 1984 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Error Components in Grouped Data: Why It's Never Worth Weighting t0043 Dickens William 02 1985 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asset Pricing Theories t0044 Rothschild Michael 03 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing the Random Walk Hypothesis: Power versus Frequency of Observation t0045 Shiller Robert J Perron Pierre 04 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Is There Chronic Excess Supply of Labor? Designing a Statistical Test t0046 Quandt Richard E. Rosen Harvey S 04 1985 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Technical Progress in U.S. Manufacturing Sectors, 1948-1973: An Application of Lie Groups t0047 Sato Ryuzo Mitchell Thomas M. 05 1985 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance t0048 Holtz-Eakin Douglas Newey Whitney K. Rosen Harvey S 03 1989 NBER Program Public Economics NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Alternative Nonnested Specification Tests of Time Series Investment Models t0049 Bernanke Ben S Bohn Henning Reiss Peter C 06 1985 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity t0050 Quah Danny Ito Takatoshi 09 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models t0051 Mankiw N. Gregory Shapiro Matthew D 10 1985 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Fiscal Theory of Hyperdeflations? Some Surprising Monetarist Arithmetic t0052 Buiter Willem H 11 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Microeconomic Approaches to the Theory of International Comparisons t0053 Diewert W. Erwin 12 1985 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons t0054 West Kenneth D 02 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix t0055 Newey Whitney K. West Kenneth D 04 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sequential Bargaining Under Asymmetric Information t0056 Grossman Sanford J Perry Motty 05 1986 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing for Individual Effects in Dynamic Models Using Panel Data t0057 Holtz-Eakin Douglas 06 1986 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bias in Longitudinal Estimation of Wage Gaps t0058 Solon Gary 06 1986 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data t0059 Lo Andrew W 08 1986 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Temporal Aggregation and Structural Inference in Macroeconomics t0060 Christiano Lawrence Eichenbaum Martin S 09 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Granger-Causality and Policy Ineffectiveness: A Rejoinder t0061 Buiter Willem H 10 1986 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data t0062 Froot Kenneth A 03 1990 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root t0063 Nelson Charles 11 1987 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Exchange-Rate Dynamics and Optimal Asset Accumulation Revisited t0064 Obstfeld Maurice 02 1988 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills t0065 Engle Robert F III Ng Victor Rothschild Michael 11 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation t0066 Lo Andrew W MacKinlay A. Craig 06 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study t0067 Campbell John Y Shiller Robert J 07 1988 NBER Program Monetary Economics NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator t0068 Nelson Charles Startz Richard 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One t0069 Nelson Charles Startz Richard 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis t0070 Nelson Charles Kim Chang-Jin 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Smart Money, Noise Trading and Stock Price Behavior t0071 Campbell John Y Kyle Albert 10 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The R&D Master File Documentation t0072 Hall Bronwyn H Cumminq Clint Laderman Elizabeth S. Mundy Joy 12 1988 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Tests For Unit Roots: A Monte Carlo Investigation t0073 Schwert G. William 12 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Endogenous Output in an Aggregate Model of the Labor Market t0074 Quandt R)chard E. Rosen Harvey S 01 1989 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds t0075 Kane Alex 08 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock t0076 Meyer J`ck 03 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian. t0077 Dumas Bernard 04 1989 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Full Information Estimation and Stochastic Simulation of Models with Rational Expectations t0078 Fair Ray C Taylor John B 10 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimation of Polynomial Distributed Lags and Leads with End Point Constraints t0079 Andrews Donald Fair Ray C 10 1989 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple, Consistent Estimator for Disturbance Components in Financial Models t0080 Levinsohn James A MacKie-Mason Jeffrey K. 10 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Influence Of Probability on Risky Choice: A parametric Examination t0081 Lattimore Pamela K. Baker Joanna R. Witte Ann Dryden 08 1992 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Positive Economics of Methodology t0082 Kahn James Landsburg Steve Stockman Alan C 11 1989 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems t0083 Stock James H Watson Mark W 12 1989 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Ramsey Problem for Congestible Facilities t0084 Arnott Richard J Kraus Marvin 05 1994 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach t0085 Potscher Benedikt M. Prucha Ingmar 04 1994 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors t0086 Hansen Lars P Singleton Kenneth J 03 1997 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Simulated Moments Estimation of Markov Models of Asset Prices t0087 Duffie Darrell Singleton Kenneth J 03 1990 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Does Correcting for Heteroskedasticity Help? t0088 Mishkin Frederic S 08 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Implications of Security Market Data for Models of Dynamic Economies t0089 Hansen Lars P Jagannathan Ravi 05 1990 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Spectral Based Testing of the Martingale Hypothesis t0090 Durlauf Steven N 04 1992 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing For Common Features t0091 Engle Robert F III Kozicki Sharon 10 1990 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions t0092 Cumby Robert E Huizinga John 10 1990 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sorting Out the Differences Between Signaling and Screening Models t0093 Stiglitz Joseph E Weiss Andrew 11 1990 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors t0094 Leamer Edward E 01 1991 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effect of Insider Trading on Insiders' Reaction to Opportunities to "Waste" Corporate Value t0095 Bebchuk Lucian A Fershtman Chaim 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects t0096 Bebchuk Lucian A Fershtman Chaim 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bargaining and the Division of Value in Corporate Reorganization t0097 Bebchuk Lucian A Chang Howard F. 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Do Short-Term Managerial Objectives Lead to Under- or Over-Investment in Long-Term Projects t0098 Bebchuk Lucian A Stole Lars 05 1994 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Standard Risk Aversion t0099 Kimball Miles S 03 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots t0100 Campbell John Y Perron Pierre 04 1991 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Optimality of Reserve Requirements t0101 Cothren Richard D. Waud Roger N. 04 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Measures of Fit for Calibrated Models t0102 Watson Mark W 05 1991 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Theory of Workouts and the Effects of Reorganization Law t0103 Gertner Robert Scharfstein David S 05 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Financial Intermediation and Monetary Policies in the World Economy t0104 Grilli Vittorio Roubini Nouriel 05 1991 NBER Program International Trade and Investment NBER Program Monetary Economics NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series t0105 Stock James H 05 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds t0106 Quah Danny 06 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Randomization and Social Policy Evaluation t0107 Heckman James J 07 1991 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement t0108 Hodrick Robert J 07 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Independence Axiom and Asset Returns t0109 Epstein Larry Zin Stanley E 07 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Optimality of Nominal Contracts t0110 Freeman Scott Tabellini Guido 08 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation t0111 Fair Ray C 08 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Rational Frenzies and Crashes t0112 Bulow Jeremy I Klemperer Paul 09 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Workings of a City: Location, Education, and Production t0113 Benabou Roland 10 1991 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Eastern Data and Western Attitudes t0114 Leamer Edward E 10 1991 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology t0115 Angrist Joshua 11 1991 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Note on the Time-Elimination Method For Solving Recursive Dynamic Economic Models t0116 Mulligan Casey Sala-i-Martin Xavier 11 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sources of Identifying Information in Evaluation Models t0117 Angrist Joshua Imbens Guido 12 1991 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification and Estimation of Local Average Treatment Effects t0118 Angrist Joshua Imbens Guido 02 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Computing Markov Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model t0119 Pakes Ariel McGuire Paul 01 1992 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability t0120 Obstfeld Maurice 01 1995 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Deciding Between I(1) and I(0) t0121 Stock James H 06 1992 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown t0122 Elliott Graham Stock James H 06 1992 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Specification Testing in Panel Data With Instrumental Variables t0123 Metcalf Gilbert E 06 1996 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns t0124 Cecchetti Stephen G Lam Pok-Sang Mark Nelson 07 1992 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA The "Window Problem" in Studies of Children's Attainments: A Methodological Exploration t0125 Wolfe Barbara L Haveman Robert Genther Donna An Chong-Bum 07 1992 NBER Program Health Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Seasonal Unit Roots in Aggregate U.S. Data t0126 Beaulieu Joseph Miron Jeffrey A 08 1992 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Average Causal Response with Variable Treatment Intensity t0127 Angrist Joshua Imbens Guido 06 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Utility Based Comparison of Some Models of Exchange Rate Volatility t0128 West Kenneth D Edison Hali Cho Dongchul 11 1992 NBER Program International Finance and Macroeconomics NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asypmtotic Filtering Theory for Univariate Arch Models t0129 Nelson Daniel B. Foster Dean P. 04 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Efficient Tests for an Autoregressive Unit Root t0130 Elliott Graham Rothenberg Thomas J. Stock James H 12 1992 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures t0131 Shiller Robert J 12 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model t0132 Nelson Daniel B. Foster Dean P. 12 1992 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates t0133 Backus David Zin Stanley E 03 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bayesian Inference and Portfolio Efficiency t0134 Kandel Shmuel McCulloch Robert Stambaugh Robert F 05 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA On Inflation and Output with Costly Price Changes: A Simple Unifying Result t0135 Benabou Roland Konieczny Jerzy 05 1993 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification of Causal Effects Using Instrumental Variables t0136 Angrist Joshua Imbens Guido Rubin D.B. 06 1993 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables t0137 Bound John Jaeger David Baker Regina 06 1993 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA From Each According to His Surplus: Equi-Proportionate Sharing of Commodity Tax Burdens t0138 Hines James R Jr. Hlinko John C. Lubke Theodore J.F. 04 1996 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model t0139 West Kenneth D Wilcox David 07 1993 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Conditional Expectations when Volatility Fluctuates t0140 Stambaugh Robert F 08 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes t0141 Hansen Lars P Scheinkman Jose A 09 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Why Long Horizons: A Study of Power Against Persistent Alternatives t0142 Campbell John Y 09 1993 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Inventory Models t0143 West Kenneth D 09 1993 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Automatic Lag Selection in Covariance Matrix Estimation t0144 West Kenneth D Newey Whitney K. 02 1995 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Evaluation of Asset Pricing Models t0145 Hansen Lars P Heaton John C Luttmer Erzo F.P. 10 1993 NBER Program Asset Pricing NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Two-Stage Estimator for Probit Models with Structural Group Effects t0146 Borjas George J Sueyoshi Glenn T. 11 1993 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates t0147 Papke Leslie E. Wooldridge Jeffrey 11 1993 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Mixing Problem in Program Evaluation t0148 Manski Charles F 12 1993 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Making the Most Out Of Social Experiments: Reducing the Intrinsic Uncertainty in Evidence from Randomized Trials with an Application to the JTPA Exp t0149 Clements Nancy Heckman James J Smith Jeffrey 01 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Split Sample Instrumental Variables t0150 Angrist Joshua Krueger Alan B 06 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables Regression with Weak Instruments t0151 Staiger Douglas O Stock James H 01 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Predictive Ability of Several Models of Exchange Rate Volatility t0152 West Kenneth D Cho Dongchul 01 1994 NBER Program Asset Pricing NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Assessing Specification Errors in Stochastic Discount Factor Models t0153 Hansen Lars P Jagannathan Ravi 02 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA When Are Anonymous Congestion Charges Consistent with Marginal Cost Pricing? t0154 Arnott Richard J Kraus Marvin 04 1994 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Small Sample Properties of Generalized Method of Moments Based Wald Tests t0155 Burnside Craig Eichenbaum Martin S 05 1994 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Small Sample Bias in GMM Estimation of Covariance Structures t0156 Altonji Joseph G Segal Lewis M. 06 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Mixture Models and More General Models for Unobservables in Duration Analysis t0157 Heckman James J Taber Christopher R 06 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research t0158 Neumark David 06 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Interpreting Tests of the Convergence Hypothesis t0159 Bernard Andrew Durlauf Steven N 06 1994 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Reported Income in the NLSY: Consistency Checks and Methods for Cleaningthe Data t0160 Cole Nancy Currie Janet 07 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotically Optimal Smoothing with ARCH Models t0161 Nelson Daniel B. 08 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotic Filtering Theory for Multivariate ARCH Models t0162 Nelson Daniel B. 08 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Continuous Record Asymptotics for Rolling Sample Variance Estimators t0163 Foster Dean P. Nelson Daniel B. 08 1994 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Evidence on Structural Instability in Macroeconomic Time Series Relations t0164 Stock James H Watson Mark W 09 1994 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Deterministic Trends in the Presence of Serially Correlated Errors t0165 Canjels Eugene Watson Mark W 09 1994 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Accounting for Dropouts in Evaluations of Social Experiments t0166 Heckman James J Smith Jeffrey Taber Christopher R 09 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Optimal Prediction Under Asymmetric Loss t0167 Christoffersen Peter Diebold Francis X 10 1994 NBER Program Economic Fluctuations and Growth NBER Program Corporate Finance unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Multiple-Discrete Choice Models: An Application to Computeri-zzation Returns t0168 Hendel Igal 10 1994 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Comparing Predictive Accuracy t0169 Diebold Francis X Mariano Robert S. 11 1994 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Natural and Quasi- Experiments in Economics t0170 Meyer Bruce D 12 1994 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing for Cointegration When Some of the Contributing Vectors are Known t0171 Horvath Michael Watson Mark W 12 1994 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Jackknife Instrumental Variables Estimation t0172 Angrist Joshua Imbens Guido Krueger Alan B 02 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Measuring Volatility Dynamics t0173 Diebold Francis X Lopez Jose A. 02 1995 NBER Program Asset Pricing NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Dynamic Equilibrium Economies: A Framework for Comparing Models and Data t0174 Diebold Francis X Ohanian Lee E Berkowitz Jeremy 02 1995 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion t0175 Metcalf Gilbert E Hassett Kevin 03 1995 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model t0176 West Kenneth D Wilcox David 03 1995 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Small Sample Properties of GMM for Business Cycle Analysis t0177 Christiano Lawrence Haan Wouter J. Den 03 1995 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Non-Parametric Demand Analysis with an Application to the Demand for Fish t0178 Angrist Joshua Graddy Kathryn Imbens Guido 04 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System t0179 Goodhart Charles Ito Takatoshi payne richard 04 1995 NBER Program Asset Pricing NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death t0180 Abowd John M Crepon Bruno Kramarz Francis Trognon Alain 05 1995 NBER Program Labor Studies NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Conditioning on the Probability of Selection to Control Selection Bias t0181 Angrist Joshua 06 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Refining Estimates of Marital Status Differences in Mortality at Older Ages t0182 Korenman Sanders Goldman Noreen Fu Haishan 07 1995 NBER Program Aging unpublished
National Bureau of Economic Research Cambridge, Mass., USA Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator t0183 West Kenneth D 07 1995 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Randomization as an Instrumental Variable t0184 Heckman James J 09 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables: A Cautionary Tale t0185 Heckman James J 09 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Information Theoretic Approaches to Inference in Moment Condition Models t0186 Imbens Guido Johnson Phillip Spady Richard H. 10 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation t0187 Moffitt Robert A 05 1996 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A CES Indirect Production Function t0188 Jovanovic Boyan 10 1995 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics t0189 Geronimus Arline T. Bound John Neidert Lisa J. 12 1995 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Existence of Equilibrium and Stratification in Local and Hierarchical Tiebout Economies with Property Taxes and Voting t0190 Nechyba Thomas J 01 1996 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates t0191 Bekaert Geert Hodrick Robert J Marshall David 01 1996 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Forecast Evaluation and Combination t0192 Diebold Francis X Lopez Jose A. 03 1996 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrument Relevance in Multivariate Linear Models: A Simple Measure t0193 Shea John 03 1996 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models t0194 Diebold Francis X Schuermann Til 04 1996 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures t0195 Haan Wouter J. Den Levin Andrew T. 05 1996 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI t0196 Shapiro Matthew D Wilcox David 05 1996 NBER Program Monetary Economics NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Practitioner's Guide to Robust Covariance Matrix Estimation t0197 Haan Wouter J. Den Levin Andrew T. 06 1996 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotics for GMM Estimators with Weak Instruments t0198 Stock James H Wright Jonathan 07 1996 NBER Program Asset Pricing NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA An Introduction to Applicable Game Theory t0199 Gibbons Robert S 07 1997 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Nonparametric Applications of Bayesian Inference t0200 Chamberlain Gary Imbens Guido 08 1996 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model t0201 Stock James H Watson Mark W 08 1996 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Imposing Moment Restrictions from Auxiliary Data by Weighting t0202 Imbens Guido Hellerstein Judith K 08 1996 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Statistical Mechanics Approaches to Socioeconomic Behavior t0203 Durlauf Steven N 09 1996 NBER Program Economic Fluctuations and Growth NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Hierarchical Bayes Models with Many Instrumental Variables t0204 Chamberlain Gary Imbens Guido 09 1996 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The NBER Manufacturing Productivity Database t0205 Bartelsman Eric J Gray Wayne B 10 1996 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Further Investigation of the Uncertain Unit Root in GNP t0206 Cheung Yin-Wong Chinn Menzie D 11 1996 NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solving Large Scale Rational Expectations Models t0207 Gaspar Jess Judd Kenneth L 02 1997 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Computational Economics and Economic Theory: Substitutes or Complements t0208 Judd Kenneth L 02 1997 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Significance of the Market Portfolio t0209 Athanasoulis Stefano Shiller Robert J 02 1997 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Observational Agency and Supply-Side Econometrics t0210 Philipson Tomas 02 1997 NBER Program Health Care unpublished
National Bureau of Economic Research Cambridge, Mass., USA Time-to-Build and Cycles t0211 Asea Patrick Zak Paul J. 05 1997 NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model t0212 Das Sanjiv 06 1997 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Measuring Predictability: Theory and Macroeconomic Applications t0213 Diebold Francis X Kilian Lutz 08 1997 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Moment Estimation with Attrition t0214 Abowd John M Crepon Bruno Kramarz Francis 08 1997 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Evaluating Density Forecasts t0215 Diebold Francis X Gunther Todd A. Tay Anthony S. 10 1997 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Horizon Length and Portfolio Risk t0216 Gollier Christian Zeckhauser Richard J 10 1997 NBER Program Asset Pricing unpublished
National Bureau of Economic Research Cambridge, Mass., USA Cointegration and Long-Horizon Forecasting t0217 Christoffersen Peter Diebold Francis X 10 1997 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Anchoring Effects in the HRS: Experimental and Nonexperimental Evidence t0219 Hurd Michael D 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics t0220 Fitzgerald John Gottschalk Peter Moffitt Robert A 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Research Assistant's Guide to Random Coefficients Discrete Choice Models of Demand t0221 Nevo Aviv 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach t0222 Ait-Sahalia Yacine 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Overidentification Tests with Grouped Data t0223 Hoxby Caroline Minter Paserman Daniele 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Monotone Instrumental Variables with an Application to the Returns to Schooling t0224 Manski Charles F Pepper John V. 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients t0225 Christiano Lawrence 02 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Regression-Based Tests of Predictive Ability t0226 West Kenneth D McCracken Michael W. 03 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Net Health Benefits: A New Framework for the Analysis of Uncertainty in Cost-Effectiveness Analysis t0227 Stinnett Aarof A. Mullahy John 03 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics t0228 Mullahy John 03 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables Estimation of Quantile Treatment Effects t0229 Abadie Alberto Angrist Joshua 03 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Combining Panel Data Sets with Attrition and Refreshment Samples t0230 Hirano Keisuke Imbens Guido Ridder Geert Rebin Donald B. 04 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Efficient Intertemporal Allocations with Recursive Utility t0231 Dumas Bernard Uppal Raman Wang Tan 04 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solutions to Linear Rational Expectations Models: A Compact Exposition t0232 McCallum Bennett T 04 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version t0233 Rotemberg Julio J Woodford Michael 05 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple Framework for Nonparametric Specification Testing t0234 Ellison Glenn Ellison Sara 09 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sorting Out Sorts t0235 Berk Jonathan B 09 1998 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Approximation Bias in Linearized Euler Equations t0236 Ludvigson Sydney Paxson Christina 03 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Role of the Propensity Score in Estimating Dose-Response Functions t0237 Imbens Guido 04 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Predicting the Efficacy of Future Training Programs Using Past Experiences t0238 Hotz V. Joseph Imbens Guido Mortimer Julie H 05 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Toll Competition Among Congested Roads t0239 Engel Eduardo Fischer Ronald Galetovic Alexander 05 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Predictive Regressions t0240 Stambaugh Robert F 05 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects t0241 Angrist Joshua Hahn Jinyong 05 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Statistical Treatment Rules for Heterogeneous Populations: With Application to Randomized Experiments t0242 Manski Charles F 05 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Environmental Policy and Firm Behavior: Abatement Investment and Location Decisions Under Uncertainty and Irreversibility t0243 Xepapadeas Anastasios 08 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA News About News: Information Arrival and Irreversible Investment t0244 Drazen Allan Sakellaris Plutarchos 08 1999 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Interaction Effects and Difference-in-Difference Estimation in Loglinear Models t0245 Mullahy John 11 1999 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Log Models: To Transform or Not to Transform? t0246 Manning Willard G. Mullahy John 11 1999 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Note on Longitudinally Matching Current Population Survey (CPS) Respondents t0247 Madrian Brigitte C Lefgren Lars 11 1999 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice t0248 Angrist Joshua 01 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA On Optimal Instrumental Variables Estimation of Stationary Time Series Models t0249 West Kenneth D 01 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA External Treatment Effects and Program Implementation Bias t0250 Philipson Tomas 01 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score t0251 Hirano Keisuke Imbens Guido Ridder Geert 03 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Local Instrumental Variables t0252 Heckman James J Vytlacil Edward J. 04 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Euler Equations t0253 Attanasio Orazio Low Hamish 05 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Direct Estimation of Policy Impacts t0254 Ichimura Hidehiko Taber Christopher R 06 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order t0255 Den Haan Wouter J Levin Andrew T. 06 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Encompassing Tests When No Model Is Encompassing t0256 West Kenneth D 06 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bias from Classical and Other Forms of Measurement Error t0257 Hyslop Dean R. Imbens Guido 08 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Interactions-Based Models t0258 Brock William Durlauf Steven N 08 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect t0259 Heckman James J Vytlacil Edward J. 08 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Semiparametric Estimation of Instrumental Variable Models for Causal Effects t0260 Abadie Alberto 09 2000 NBER Program Technical Working Papers NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable t0261 Abadie Alberto 09 2000 NBER Program Technical Working Papers NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ... t0262 Aakvik Arild Heckman James J Vytlacil Edward J. 09 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations t0263 Manski Charles F 11 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Long Memory and Regime Switching t0264 Diebold Francis X Inoue Atsushi 11 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Time Use and Population Representation in the Sloan Study of Adolescents t0265 Mulligan Casey Schneider Barbara Wolfe Rurtin 11 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions? t0266 Christiano Lawrence Todd Richard 12 2000 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Panel Data Estimators for Nonseparable Models with Endogenous Regressors t0267 Matzkin Rosa L. 03 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Graphical Analysis of Some Basic Results in Social Choice t0268 Cantillon Estelle 03 2001 NBER Program Technical Working Papers NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Empirical Bayes Forecasts of One Time Series Using Many Predictors t0269 Knox Thomas Stock James H Watson Mark W 03 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Bias of the RSR Estimator and the Accuracy of Some Alternatives t0270 Goetzmann William N Peng Liang 04 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Hedonic Models: Implications of the Theory t0271 Tauchen Helen Witte Ann Dryden 07 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach t0272 Bajari Patrick Benkard C. Lanier 07 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation t0273 Ackerberg Daniel 07 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets t0274 Brandt Michael W Santa-Clara Pedro 08 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Weights to Adjust for Sample Selection When Auxiliary Information is Available t0275 Nevo Aviv 11 2001 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions t0276 Ait-Sahalia Yacine Mykland Per A. 04 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Trimming for Bounds on Treatment Effects with Missing Outcomes t0277 Lee David 06 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market t0278 Hall George Rust John P 08 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Parametric and Nonparametric Volatility Measurement t0279 Andersen Torben G Bollerslev Tim Diebold Francis X 08 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification and Inference in Nonlinear Difference-In-Differences Models t0280 Athey Susan Imbens Guido 09 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Affine Processes and Application in Finance t0281 Duffie Darrell Filipovic D. Schachermayer W. 09 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function t0282 Schmitt-Grohe Stephanie Uribe Martin 10 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Simple and Bias-Corrected Matching Estimators for Average Treatment Effects t0283 Abadie Alberto Imbens Guido 10 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing for Weak Instruments in Linear IV Regression t0284 Stock James H Yogo Motohiro 11 2002 NBER Program Technical Working Papers NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity t0285 Imbens Guido Newey Whitney K. 11 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions t0286 Ait-Sahalia Yacine Kimmel Robert 12 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand t0287 Mark Nelson Sul Donggyu 12 2002 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Multinomial Choice with Social Interactions t0288 Brock William Durlauf Steven N 03 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data t0289 Bollinger Christopher R. Chandra Amitabh 03 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production t0290 Smetters Kent 03 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Generalized Moments Estimation for Panel Data t0291 Druska Viliam Horrace William 03 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Dynamic Seemingly Unrelated Cointegrating Regression t0292 Mark Nelson Ogaki Masao Sul Donggyu 04 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data t0293 Manning Willard G. Basu Anirban Mullahy John 10 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review t0294 Imbens Guido 10 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs t0295 Moffitt Robert A 10 2003 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Monte Carlo Study of Growth Regressions t0296 Hauk William R. Wacziarg Romain 01 2004 NBER Program Technical Working Papers NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Relationship Between Determinate and MSV Solutions in Linear RE Models t0297 McCallum Bennett T 07 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Use of Predictive Regressions at Alternative Horizons in Finance and Economics t0298 Mark Nelson Sul Donggyu 08 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Optimal Invariant Similar Tests for Instrumental Variables Regression t0299 Andrews Donald Moreira Marcelo Stock James H 08 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Volatility Comovement: A Multifrequency Approach t0300 Calvet Laurent E Fisher Adlai Thompson Samuel 08 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification and Estimation of Discrete Games of Complete Information t0301 Bajari Patrick Hong Han Ryan Stephen 10 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak t0302 Moreira Marcelo Porter Jack R. Suarez Gustavo A. 11 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Optimal Inference in Regression Models with Nearly Integrated Regressors t0303 Jansson Michael Moreira Marcelo 11 2004 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Avoiding the Curse of Dimensionality in Dynamic Stochastic Games t0304 Doraszelski Ulrich Judd Kenneth L 01 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference t0305 Clark Todd West Kenneth D 01 2005 NBER Program Technical Working Papers NBER Program Asset Pricing NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Structural Equations, Treatment Effects and Econometric Policy Evaluation t0306 Heckman James J Vytlacil Edward J 04 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis t0307 Shaikh Azeem Vytlacil Edward J 05 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A, B, C's (and D)'s for Understanding VARs t0308 Fernandez-Villaverde Jesus Rubio-Ramírez Juan Sargent Thomas J 06 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems t0309 Carroll Christopher D 06 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models t0310 Inoue Atsushi Solon Gary 06 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Two-Sample Instrumental Variables Estimators t0311 Inoue Atsushi Solon Gary 06 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Inference with "Difference in Differences" with a Small Number of Policy Changes t0312 Conley Timothy G. Taber Christopher R 07 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Inference with Weak Instruments t0313 Andrews Donald Stock James H 08 2005 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How? t0314 Angrist Joshua 09 2005 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Convergence Properties of the Likelihood of Computed Dynamic Models t0315 Fernandez-Villaverde Jesus Rubio Juan Santos Manuel 10 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Dynamic Discrete Choice and Dynamic Treatment Effects t0316 Heckman James J Navarro Salvador 10 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Generalized Stochastic Gradient Learning t0317 Evans George Honkapohja Seppo Williams Noah M 10 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solving General Equilibrium Models with Incomplete Markets and Many Assets t0318 Evans Martin Hnatkovska Viktoria 10 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Edgeworth Expansions for Realized Volatility and Related Estimators t0319 Zhang Lan Mykland Per Ait-Sahalia Yacine 10 2005 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Semiparametric Estimation of a Dynamic Game of Incomplete Information t0320 Bajari Patrick Hong Han 02 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Macroeconomic Models: A Likelihood Approach t0321 Fernandez-Villaverde Jesus Rubio-Ramírez Juan 02 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Regression Discontinuity Inference with Specification Error t0322 Lee David Card David 03 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression t0323 Stock James H Watson Mark W 06 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Nonparametric Tests for Treatment Effect Heterogeneity t0324 Crump Richard K. Hotz V. Joseph Imbens Guido Mitnik Oscar A. 06 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Failure of the Bootstrap for Matching Estimators t0325 Abadie Alberto Imbens Guido 06 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Approximately Normal Tests for Equal Predictive Accuracy in Nested Models t0326 West Kenneth D Clark Todd 08 2006 NBER Program Asset Pricing NBER Program Economic Fluctuations and Growth NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Robust Inference with Multi-way Clustering t0327 Cameron A. Colin Gelbach Jonah Miller Douglas 09 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter? t0328 Abraham Katharine G Maitland Aaron Bianchi Suzanne M. 09 2006 NBER Program Children NBER Program Labor Studies NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Researcher Incentives and Empirical Methods t0329 Glaeser Edward L 10 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand t0330 Crump Richard Hotz V. Joseph Imbens Guido Mitnik Oscar 10 2006 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Vector Multiplicative Error Models: Representation and Inference t0331 Cipollini Fabrizio Engle Robert F III Gallo Giampiero M. 11 2006 NBER Program Asset Pricing NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA DSGE Models in a Data-Rich Environment t0332 Boivin Jean Giannoni Marc 12 2006 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Ramdomization in Development Economics Research: A Toolkit t0333 Duflo Esther Glennerster Rachel Kremer Michael 12 2006 NBER Program Children NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test t0334 McCrary Justin 01 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program t0335 Abadie Alberto Diamond Alexis Hainmueller Jens 01 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Internal Increasing Returns to Scale and Economic Growth t0336 List John Zhou Haiwen 03 2007 NBER Program Economic Fluctuations and Growth NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Regression Discontinuity Designs: A Guide to Practice t0337 Imbens Guido Lemieux Thomas 04 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments t0338 West Kenneth D Wong Ka-fu Anatolyev Stanislav 05 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Unconditional Quantile Regressions t0339 Firpo Sergio Fortin Nicole Lemieux Thomas 07 2007 NBER Program Labor Studies NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds t0340 Cunha Flavio Heckman James J Navarro Salvador 07 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security t0341 Kunreuther Howard Silvasi Gabriel Bradlow Eric T Small Dylan 08 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents t0342 Gabaix Xavier Ibragimov Rustam 09 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Do Instrumental Variables Belong in Propensity Scores? t0343 Bhattacharya Jay Vogt William B 09 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bootstrap-Based Improvements for Inference with Clustered Errors t0344 Cameron A. Colin Gelbach Jonah Miller Douglas 09 2007 NBER Program Technical Working Papers unpublished
National Bureau of Economic Research Cambridge, Mass., USA Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method t0345 Malin Benjamin Krueger Dirk Kubler Felix 10 2007 NBER Program Technical Working Papers unpublished