National Bureau of Economic Research, Inc

For technical questions regarding this series, please contact ()
Series handle: repec:nbr:nberte

2007

• 0345 Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
  by Benjamin Malin & Dirk Krueger & Felix Kubler [Downloadable! (restricted)]
• 0344 Bootstrap-Based Improvements for Inference with Clustered Errors
  by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable! (restricted)]
• 0343 Do Instrumental Variables Belong in Propensity Scores?
  by Jay Bhattacharya & William B. Vogt [Downloadable! (restricted)]
• 0342 Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
  by Xavier Gabaix & Rustam Ibragimov [Downloadable! (restricted)]
• 0341 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
  by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small [Downloadable! (restricted)]
• 0340 The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds
  by Flavio Cunha & James J. Heckman & Salvador Navarro [Downloadable! (restricted)]
• 0339 Unconditional Quantile Regressions
  by Sergio Firpo & Nicole M. Fortin & Thomas Lemieux [Downloadable! (restricted)]
• 0338 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
  by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable! (restricted)]
• 0337 Regression Discontinuity Designs: A Guide to Practice
  by Guido Imbens & Thomas Lemieux [Downloadable! (restricted)]
• 0336 Internal Increasing Returns to Scale and Economic Growth
  by John A. List & Haiwen Zhou [Downloadable! (restricted)]
• 0335 Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program
  by Alberto Abadie & Alexis Diamond & Jens Hainmueller [Downloadable! (restricted)]
• 0334 Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
  by Justin McCrary [Downloadable! (restricted)]

• 0333 Using Ramdomization in Development Economics Research: A Toolkit
  by Esther Duflo & Rachel Glennerster & Michael Kremer [Downloadable! (restricted)]
• 0332 DSGE Models in a Data-Rich Environment
  by Jean Boivin & Marc Giannoni [Downloadable! (restricted)]
• 0331 Vector Multiplicative Error Models: Representation and Inference
  by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable! (restricted)]
• 0330 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable! (restricted)]
• 0329 Researcher Incentives and Empirical Methods
  by Edward L. Glaeser [Downloadable! (restricted)]
• 0328 Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter?
  by Katharine G. Abraham & Aaron Maitland & Suzanne M. Bianchi [Downloadable! (restricted)]
• 0327 Robust Inference with Multi-way Clustering
  by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable! (restricted)]
• 0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  by Kenneth D. West & Todd Clark [Downloadable! (restricted)]
• 0325 On the Failure of the Bootstrap for Matching Estimators
  by Alberto Abadie & Guido W. Imbens [Downloadable! (restricted)]
• 0324 Nonparametric Tests for Treatment Effect Heterogeneity
  by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable! (restricted)]
• 0323 Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
  by James H. Stock & Mark W. Watson [Downloadable! (restricted)]
• 0322 Regression Discontinuity Inference with Specification Error
  by David S. Lee & David Card [Downloadable! (restricted)]
• 0321 Estimating Macroeconomic Models: A Likelihood Approach
  by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable! (restricted)]
• 0320 Semiparametric Estimation of a Dynamic Game of Incomplete Information
  by Patrick Bajari & Han Hong [Downloadable! (restricted)]

• 0319 Edgeworth Expansions for Realized Volatility and Related Estimators
  by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable! (restricted)]
• 0318 Solving General Equilibrium Models with Incomplete Markets and Many Assets
  by Martin D. D. Evans & Viktoria Hnatkovska [Downloadable! (restricted)]
• 0317 Generalized Stochastic Gradient Learning
  by George W. Evans & Seppo Honkapohja & Noah Williams [Downloadable! (restricted)]
• 0316 Dynamic Discrete Choice and Dynamic Treatment Effects
  by James J. Heckman & Salvador Navarro [Downloadable! (restricted)]
• 0315 Convergence Properties of the Likelihood of Computed Dynamic Models
  by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos [Downloadable! (restricted)]
• 0314 Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How?
  by Joshua Angrist [Downloadable! (restricted)]
• 0313 Inference with Weak Instruments
  by Donald W.K. Andrews & James H. Stock [Downloadable! (restricted)]
• 0312 Inference with "Difference in Differences" with a Small Number of Policy Changes
  by Timothy Conley & Christopher Taber [Downloadable! (restricted)]
• 0311 Two-Sample Instrumental Variables Estimators
  by Atsushi Inoue & Gary Solon [Downloadable! (restricted)]
• 0310 A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models
  by Atsushi Inoue & Gary Solon [Downloadable! (restricted)]
• 0309 The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems
  by Christopher D. Carroll [Downloadable! (restricted)]
• 0308 A, B, C's (and D)'s for Understanding VARs
  by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent [Downloadable! (restricted)]
• 0307 Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
  by Azeem Shaikh & Edward Vytlacil [Downloadable! (restricted)]
• 0306 Structural Equations, Treatment Effects and Econometric Policy Evaluation
  by James J. Heckman & Edward Vytlacil [Downloadable! (restricted)]
• 0305 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
  by Todd E. Clark & Kenneth D. West [Downloadable! (restricted)]
• 0304 Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
  by Ulrich Doraszelski & Kenneth L. Judd [Downloadable! (restricted)]

• 0303 Optimal Inference in Regression Models with Nearly Integrated Regressors
  by Michael Jansson & Marcelo J. Moreira [Downloadable! (restricted)]
• 0302 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
  by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez [Downloadable! (restricted)]
• 0301 Identification and Estimation of Discrete Games of Complete Information
  by Patrick Bajari & Han Hong & Stephen Ryan [Downloadable! (restricted)]
• 0300 Volatility Comovement: A Multifrequency Approach
  by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson [Downloadable! (restricted)]
• 0299 Optimal Invariant Similar Tests for Instrumental Variables Regression
  by Donald W.K. Andrews & Marcelo Moreira & James H. Stock [Downloadable! (restricted)]
• 0298 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
  by Nelson C. Mark & Donggyu Sul [Downloadable! (restricted)]
• 0297 On the Relationship Between Determinate and MSV Solutions in Linear RE Models
  by Bennett McCallum [Downloadable! (restricted)]
• 0296 A Monte Carlo Study of Growth Regressions
  by William R. Hauk & Romain Wacziarg [Downloadable! (restricted)]

• 0295 The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs
  by Robert A. Moffitt [Downloadable! (restricted)]
• 0294 Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review
  by Guido W. Imbens [Downloadable! (restricted)]
• 0293 Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data
  by Willard G. Manning & Anirban Basu & John Mullahy [Downloadable! (restricted)]
• 0292 Dynamic Seemingly Unrelated Cointegrating Regression
  by Nelson C. Mark & Masao Ogaki & Donggyu Sul [Downloadable! (restricted)]
• 0291 Generalized Moments Estimation for Panel Data
  by Viliam Druska & William C. Horrace [Downloadable! (restricted)]
• 0290 The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production
  by Kent Smetters [Downloadable! (restricted)]
• 0289 Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data
  by Christopher R. Bollinger & Amitabh Chandra [Downloadable! (restricted)]
• 0288 Multinomial Choice with Social Interactions
  by William A. Brock & Steven N. Durlauf [Downloadable! (restricted)]

• 0287 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
  by Nelson C. Mark & Donggyu Sul [Downloadable! (restricted)]
• 0286 Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions
  by Yacine Ait-Sahalia & Robert Kimmel [Downloadable! (restricted)]
• 0285 Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
  by Guido W. Imbens & Whitney K. Newey [Downloadable! (restricted)]
• 0284 Testing for Weak Instruments in Linear IV Regression
  by James H. Stock & Motohiro Yogo [Downloadable! (restricted)]
• 0283 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
  by Alberto Abadie & Guido W. Imbens [Downloadable! (restricted)]
• 0282 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
  by Stephanie Schmitt-Grohe & Martin Uribe [Downloadable! (restricted)]
• 0281 Affine Processes and Application in Finance
  by D. Duffie & D. Filipovic & W. Schachermayer [Downloadable! (restricted)]
• 0280 Identification and Inference in Nonlinear Difference-In-Differences Models
  by Susan Athey & Guido W. Imbens [Downloadable! (restricted)]
• 0279 Parametric and Nonparametric Volatility Measurement
  by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable! (restricted)]
• 0278 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
  by George Hall & John Rust [Downloadable! (restricted)]
• 0277 Trimming for Bounds on Treatment Effects with Missing Outcomes
  by David S. Lee [Downloadable! (restricted)]
• 0276 The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions
  by Yacine Ait-Sahalia & Per A. Mykland [Downloadable! (restricted)]

• 0275 Using Weights to Adjust for Sample Selection When Auxiliary Information is Available
  by Aviv Nevo [Downloadable! (restricted)]
• 0274 Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  by Michael W. Brandt & Pedro Santa-Clara [Downloadable! (restricted)]
• 0273 A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
  by Daniel A. Ackerberg [Downloadable! (restricted)]
• 0272 Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach
  by Patrick Bajari & C. Lanier Benkard [Downloadable! (restricted)]
• 0271 Estimating Hedonic Models: Implications of the Theory
  by Helen Tauchen & Ann Dryden Witte [Downloadable! (restricted)]
• 0270 The Bias of the RSR Estimator and the Accuracy of Some Alternatives
  by William N. Goetzmann & Liang Peng [Downloadable! (restricted)]
• 0269 Empirical Bayes Forecasts of One Time Series Using Many Predictors
  by Thomas Knox & James H. Stock & Mark W. Watson [Downloadable! (restricted)]
• 0268 A Graphical Analysis of Some Basic Results in Social Choice
  by Estelle Cantillon & Antonio Rangel [Downloadable! (restricted)]
• 0267 Panel Data Estimators for Nonseparable Models with Endogenous Regressors
  by Joseph G. Altonji & Rosa L. Matzkin [Downloadable! (restricted)]

• 0266 The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?
  by Lawrence J. Christiano & Richard M. Todd [Downloadable! (restricted)]
• 0265 Time Use and Population Representation in the Sloan Study of Adolescents
  by Casey B. Mulligan & Barbara Schneider & Rustin Wolfe [Downloadable! (restricted)]
• 0264 Long Memory and Regime Switching
  by Francis X. Diebold & Atsushi Inoue [Downloadable! (restricted)]
• 0263 Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations
  by Charles F. Manski [Downloadable! (restricted)]
• 0262 Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ..
  by Arild Aakvik & James J. Heckman & Edward J. Vytlacil [Downloadable! (restricted)]
• 0261 Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable
  by Alberto Abadie [Downloadable! (restricted)]
• 0260 Semiparametric Estimation of Instrumental Variable Models for Causal Effects
  by Alberto Abadie [Downloadable! (restricted)]
• 0259 Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect
  by James J. Heckman & Edward J. Vytlacil [Downloadable! (restricted)]
• 0258 Interactions-Based Models
  by William Brock & Steven N. Durlauf [Downloadable! (restricted)]
• 0257 Bias from Classical and Other Forms of Measurement Error
  by Dean R. Hyslop & Guido W. Imbens [Downloadable! (restricted)]
• 0256 Encompassing Tests When No Model Is Encompassing
  by Kenneth D. West [Downloadable! (restricted)]
• 0255 Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
  by Wouter J. den Haan & Andrew T. Levin [Downloadable! (restricted)]
• 0254 Direct Estimation of Policy Impacts
  by Hidehiko Ichimura & Christopher R. Taber [Downloadable! (restricted)]
• 0253 Estimating Euler Equations
  by Orazio P. Attanasio & Hamish Low [Downloadable! (restricted)]
• 0252 Local Instrumental Variables
  by James J. Heckman & Edward J. Vytlacil [Downloadable! (restricted)]
• 0251 Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
  by Keisuke Hirano & Guido W. Imbens & Geert Ridder [Downloadable! (restricted)]
• 0250 External Treatment Effects and Program Implementation Bias
  by Tomas J. Philipson [Downloadable! (restricted)]
• 0249 On Optimal Instrumental Variables Estimation of Stationary Time Series Models
  by Kenneth D. West [Downloadable! (restricted)]
• 0248 Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice
  by Joshua D. Angrist [Downloadable! (restricted)]

• 0247 A Note on Longitudinally Matching Current Population Survey (CPS) Respondents
  by Brigitte C. Madrian & Lars John Lefgren [Downloadable! (restricted)]
• 0246 Estimating Log Models: To Transform or Not to Transform?
  by Willard G. Manning & John Mullahy [Downloadable! (restricted)]
• 0245 Interaction Effects and Difference-in-Difference Estimation in Loglinear Models
  by John Mullahy [Downloadable! (restricted)]
• 0244 News About News: Information Arrival and Irreversible Investment
  by Allan Drazen & Plutarchos Sakellaris [Downloadable! (restricted)]
• 0243 Environmental Policy and Firm Behavior: Abatement Investment and Location Decisions Under Uncertainty and Irreversibility
  by Anastasios Xepapadeas [Downloadable! (restricted)]
• 0242 Statistical Treatment Rules for Heterogeneous Populations: With Application to Randomized Experiments
  by Charles F. Manski [Downloadable! (restricted)]
• 0241 When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects
  by Joshua D. Angrist & Jinyong Hahn [Downloadable! (restricted)]
• 0240 Predictive Regressions
  by Robert F. Stambaugh [Downloadable! (restricted)]
• 0239 Toll Competition Among Congested Roads
  by Eduardo Engel & Ronald Fischer & Alexander Galetovic [Downloadable! (restricted)]
• 0238 Predicting the Efficacy of Future Training Programs Using Past Experiences
  by V. Joseph Hotz & Guido W. Imbens & Julie H. Mortimer [Downloadable! (restricted)]
• 0237 The Role of the Propensity Score in Estimating Dose-Response Functions
  by Guido W. Imbens [Downloadable! (restricted)]
• 0236 Approximation Bias in Linearized Euler Equations
  by Sydney Ludvigson & Christina H. Paxson [Downloadable! (restricted)]

• 0235 Sorting Out Sorts
  by Jonathan B. Berk [Downloadable! (restricted)]
• 0234 A Simple Framework for Nonparametric Specification Testing
  by Glenn Ellison & Sara Fisher Ellison [Downloadable! (restricted)]
• 0233 An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version
  by Julio J. Rotemberg & Michael Woodford [Downloadable! (restricted)]
• 0232 Solutions to Linear Rational Expectations Models: A Compact Exposition
  by Bennett T. McCallum [Downloadable! (restricted)]
• 0231 Efficient Intertemporal Allocations with Recursive Utility
  by Bernard Dumas & Raman Uppal & Tan Wang [Downloadable! (restricted)]
• 0230 Combining Panel Data Sets with Attrition and Refreshment Samples
  by Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin [Downloadable! (restricted)]
• 0229 Instrumental Variables Estimation of Quantile Treatment Effects
  by Alberto Abadie & Joshua D. Angrist & Guido W. Imbens [Downloadable! (restricted)]
• 0228 Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics
  by John Mullahy [Downloadable! (restricted)]
• 0227 Net Health Benefits: A New Framework for the Analysis of Uncertainty in Cost-Effectiveness Analysis
  by Aaron A. Stinnett & John Mullahy [Downloadable! (restricted)]
• 0226 Regression-Based Tests of Predictive Ability
  by Kenneth D. West & Michael W. McCracken [Downloadable! (restricted)]
• 0225 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients
  by Lawrence J. Christiano [Downloadable! (restricted)]
• 0224 Monotone Instrumental Variables with an Application to the Returns to Schooling
  by Charles F. Manski & John V. Pepper [Downloadable! (restricted)]
• 0223 Overidentification Tests with Grouped Data
  by Caroline Hoxby & M. Daniele Paserman [Downloadable! (restricted)]
• 0222 Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
  by Yacine Ait-Sahalia [Downloadable! (restricted)]
• 0221 A Research Assistant's Guide to Random Coefficients Discrete Choice Models of Demand
  by Aviv Nevo [Downloadable! (restricted)]
• 0220 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
  by John Fitzgerald & Peter Gottschalk & Robert Moffitt [Downloadable! (restricted)]
• 0219 Anchoring Effects in the HRS: Experimental and Nonexperimental Evidence
  by Michael D. Hurd [Downloadable! (restricted)]

• 0218 Algorithms for Solving Dynamic Models with Occasionally Binding Constraints
  by Lawrence J. Christiano & Jonas D.M. Fisher
• 0217 Cointegration and Long-Horizon Forecasting
  by Peter F. Christoffersen & Francis X. Diebold [Downloadable! (restricted)]
• 0216 Horizon Length and Portfolio Risk
  by Christian Gollier & Richard J. Zeckhauser [Downloadable! (restricted)]
• 0215 Evaluating Density Forecasts
  by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay [Downloadable! (restricted)]
• 0214 Moment Estimation with Attrition
  by John M. Abowd & Bruno Crepon & Francis Kramarz [Downloadable! (restricted)]
• 0213 Measuring Predictability: Theory and Macroeconomic Applications
  by Francis X. Diebold & Lutz Kilian [Downloadable! (restricted)]
• 0212 An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model
  by Sanjiv Ranjan Das [Downloadable! (restricted)]
• 0211 Time-to-Build and Cycles
  by Patrick K. Asea & Paul J. Zak [Downloadable! (restricted)]
• 0210 Observational Agency and Supply-Side Econometrics
  by Tomas Philipson [Downloadable! (restricted)]
• 0209 The Significance of the Market Portfolio
  by Stefano Athanasoulis & Robert J. Shiller [Downloadable! (restricted)]
• 0208 Computational Economics and Economic Theory: Substitutes or Complements
  by Kenneth L. Judd [Downloadable! (restricted)]
• 0207 Solving Large Scale Rational Expectations Models
  by Jess Gaspar & Kenneth L. Judd [Downloadable! (restricted)]
• 0199 An Introduction to Applicable Game Theory
  by Robert Gibbons [Downloadable! (restricted)]
• 0086 Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
  by Lars Peter Hansen & Kenneth J. Singleton [Downloadable! (restricted)]

• 0206 Further Investigation of the Uncertain Unit Root in GNP
  by Yin-Wong Cheung & Menzie D. Chinn [Downloadable! (restricted)]
• 0205 The NBER Manufacturing Productivity Database
  by Eric J. Bartelsman & Wayne Gray [Downloadable! (restricted)]
• 0204 Hierarchical Bayes Models with Many Instrumental Variables
  by Gary Chamberlain & Guido W. Imbens [Downloadable! (restricted)]
• 0203 Statistical Mechanics Approaches to Socioeconomic Behavior
  by Steven N. Durlauf [Downloadable! (restricted)]
• 0202 Imposing Moment Restrictions from Auxiliary Data by Weighting
  by Guido W. Imbens & Judith K. Hellerstein [Downloadable! (restricted)]
• 0201 Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
  by James H. Stock & Mark W. Watson [Downloadable! (restricted)]
• 0200 Nonparametric Applications of Bayesian Inference
  by Gary Chamberlain & Guido W. Imbens [Downloadable! (restricted)]
• 0198 Asymptotics for GMM Estimators with Weak Instruments
  by James H. Stock & Jonathan Wright [Downloadable! (restricted)]
• 0197 A Practitioner's Guide to Robust Covariance Matrix Estimation
  by Wouter J. Den Haan & Andrew T. Levin [Downloadable! (restricted)]
• 0196 Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI
  by Matthew D. Shapiro & David W. Wilcox [Downloadable! (restricted)]
• 0195 Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
  by Wouter J. Den Haan & Andrew Levin [Downloadable! (restricted)]
• 0194 Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
  by Francis X. Diebold & Til Schuermann [Downloadable! (restricted)]
• 0193 Instrument Relevance in Multivariate Linear Models: A Simple Measure
  by John Shea [Downloadable! (restricted)]
• 0192 Forecast Evaluation and Combination
  by Francis X. Diebold & Jose A. Lopez [Downloadable! (restricted)]
• 0191 On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall [Downloadable! (restricted)]
• 0190 Existence of Equilibrium and Stratification in Local and Hierarchical Tiebout Economies with Property Taxes and Voting
  by Thomas J. Nechyba [Downloadable! (restricted)]
• 0187 Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation
  by Robert A. Moffitt [Downloadable! (restricted)]
• 0138 From Each According to His Surplus: Equi-Proportionate Sharing of Commodity Tax Burdens
  by James R. Hines, Jr. & John C. Hlinko & Theodore J.F. Lubke [Downloadable! (restricted)]
• 0123 Specification Testing in Panel Data With Instrumental Variables
  by Gilbert E. Metcalf [Downloadable! (restricted)]

• 0189 On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics
  by Arline T. Geronimus & John Bound & Lisa J. Neidert [Downloadable! (restricted)]
• 0188 A CES Indirect Production Function
  by Boyan Jovanovic [Downloadable! (restricted)]
• 0186 Information Theoretic Approaches to Inference in Moment Condition Models
  by Guido W. Imbens & Phillip Johnson & Richard H. Spady [Downloadable! (restricted)]
• 0185 Instrumental Variables: A Cautionary Tale
  by James J. Heckman [Downloadable! (restricted)]
• 0184 Randomization as an Instrumental Variable
  by James J. Heckman [Downloadable! (restricted)]
• 0183 Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
  by Kenneth D. West [Downloadable! (restricted)]
• 0182 Refining Estimates of Marital Status Differences in Mortality at Older Ages
  by Sanders Korenman & Noreen Goldman & Haishan Fu [Downloadable! (restricted)]
• 0181 Conditioning on the Probability of Selection to Control Selection Bias
  by Joshua D. Angrist [Downloadable! (restricted)]
• 0180 A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death
  by John M. Abowd & Bruno Crepon & Francis Kramarz & Alain Trognon [Downloadable! (restricted)]
• 0179 One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
  by Charles Goodhart & Takatoshi Ito & Richard Payne [Downloadable! (restricted)]
• 0178 Non-Parametric Demand Analysis with an Application to the Demand for Fish
  by Joshua D. Angrist & Kathryn Graddy & Guido W. Imbens [Downloadable! (restricted)]
• 0177 Small Sample Properties of GMM for Business Cycle Analysis
  by Lawrence J. Christiano & Wouter J. Den Haan [Downloadable! (restricted)]
• 0176 A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
  by Kenneth D. West & David W. Wilcox [Downloadable! (restricted)]
• 0175 Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion
  by Gilbert E. Metcalf & Kevin A. Hassett [Downloadable! (restricted)]
• 0174 Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
  by Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz [Downloadable! (restricted)]
• 0173 Measuring Volatility Dynamics
  by Francis X. Diebold & Jose A. Lopez [Downloadable! (restricted)]
• 0172 Jackknife Instrumental Variables Estimation
  by Joshua D. Angrist & Guido W. Imbens & Alan Krueger [Downloadable! (restricted)]
• 0150 Split Sample Instrumental Variables
  by Joshua D. Angrist & Alan B. Krueger [Downloadable! (restricted)]
• 0144 Automatic Lag Selection in Covariance Matrix Estimation
  by Kenneth D. West & Whitney K. Newey [Downloadable! (restricted)]
• 0127 Average Causal Response with Variable Treatment Intensity
  by Joshua D. Angrist & Guido W. Imbens [Downloadable! (restricted)]
• 0120 Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability
  by Maurice Obstfeld [Downloadable! (restricted)]
• 0118 Identification and Estimation of Local Average Treatment Effects
  by Joshua D. Angrist & Guido W. Imbens [Downloadable! (restricted)]

• 0171 Testing for Cointegration When Some of the Contributing Vectors are Known
  by Michael T. K. Horvath & Mark W. Watson [Downloadable! (restricted)]
• 0170 Natural and Quasi- Experiments in Economics
  by Bruce D. Meyer [Downloadable! (restricted)]
• 0169 Comparing Predictive Accuracy
  by Francis X. Diebold & Robert S. Mariano [Downloadable! (restricted)]
• 0168 Estimating Multiple-Discrete Choice Models: An Application to Computeri-zzation Returns
  by Igal Hendel [Downloadable! (restricted)]
• 0167 Optimal Prediction Under Asymmetric Loss
  by Peter F. Christoffersen & Francis X. Diebold [Downloadable! (restricted)]
• 0166 Accounting for Dropouts in Evaluations of Social Experiments
  by James Heckman & Jeffrey Smith & Christopher Taber [Downloadable! (restricted)]
• 0165 Estimating Deterministic Trends in the Presence of Serially Correlated Errors
  by Eugene Canjels & Mark W. Watson [Downloadable! (restricted)]
• 0164 Evidence on Structural Instability in Macroeconomic Time Series Relations
  by James H. Stock & Mark W. Watson [Downloadable! (restricted)]
• 0163 Continuous Record Asymptotics for Rolling Sample Variance Estimators
  by Dean P. Foster & Daniel B. Nelson [Downloadable! (restricted)]
• 0162 Asymptotic Filtering Theory for Multivariate ARCH Models
  by Daniel B. Nelson [Downloadable! (restricted)]
• 0161 Asymptotically Optimal Smoothing with ARCH Models
  by Daniel B. Nelson [Downloadable! (restricted)]
• 0160 Reported Income in the NLSY: Consistency Checks and Methods for Cleaningthe Data
  by Nancy Cole & Janet Currie [Downloadable! (restricted)]
• 0159 Interpreting Tests of the Convergence Hypothesis
  by Andrew B. Bernard & Steven N. Durlauf [Downloadable! (restricted)]
• 0158 Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research
  by David Neumark [Downloadable! (restricted)]
• 0157 Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
  by James J. Heckman & Christopher R. Taber [Downloadable! (restricted)]
• 0156 Small Sample Bias in GMM Estimation of Covariance Structures
  by Joseph G. Altonji & Lewis M. Segal [Downloadable! (restricted)]
• 0155 Small Sample Properties of Generalized Method of Moments Based Wald Tests
  by Craig Burnside & Martin Eichenbaum [Downloadable! (restricted)]
• 0154 When Are Anonymous Congestion Charges Consistent with Marginal Cost Pricing?
  by Richard Arnott & Marvin Kraus [Downloadable! (restricted)]

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This page was last updated on 2008-12-2.