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Gary Chamberlain

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Gary Chamberlain, 2000. "Econometric applications of maxmin expected utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.

    Mentioned in:

    1. Econometric applications of maxmin expected utility (Journal of Applied Econometrics 2000) in ReplicationWiki ()

Working papers

  1. Haskel, J & Clayton, T & Goodridge, P & Pesole, A & Barnett, D & Chamberlain, G & Jones, R & Khan, K & Turvey, A, 2010. "Innovation, knowledge spending and productivity growth in the UK: interim report for NESTA 'Innovation Index’ project," Working Papers 5279, Imperial College, London, Imperial College Business School.

    Cited by:

    1. Mariela Dal Borgo & Peter Goodridge & Jonathan Haskel & Annarosa Pesole, 2013. "Productivity and Growth in UK Industries: An Intangible Investment Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 806-834, December.
    2. Haskel, Jonathan & Wallis, Gavin, 2010. "Public Support for Innovation, Intangible Investment and Productivity Growth in the UK Market Sector," IZA Discussion Papers 4772, Institute of Labor Economics (IZA).
    3. Mikel Navarro Arancegui & Juan José Gibaja Martíns & Susana Franco Rodríguez & Asier Murciego Alonso, 2012. "Territorial Benchmarking Methodology: The Need to Identify Reference Regions," Chapters, in: Philip Cooke & Mario Davide Parrilli & José Luis Curbelo (ed.), Innovation, Global Change and Territorial Resilience, chapter 4, Edward Elgar Publishing.
    4. Hewitt-Dundas, Nola & Roper, Stephen, 2011. "Creating advantage in peripheral regions: The role of publicly funded R&D centres," Research Policy, Elsevier, vol. 40(6), pages 832-841, July.
    5. Giuliana Battisti & Paul Stoneman, 2019. "Defining and Measuring the Innovativeness of Firms," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-19, Economic Statistics Centre of Excellence (ESCoE).
    6. Szalavetz, Andrea, 2011. "Innovációvezérelt növekedés? [Innovation-driven growth?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 460-476.
    7. Katona, Klára, 2021. "A vállalati innováció fejlesztésének és elterjedésének hatása a magyar vállalatok teljesítményére [The effect of development and spillover of corporate innovation on the performance of Hungarian co," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(S11), pages 36-51.
    8. Dutz, Mark A. & O'Connell, Stephen D., 2013. "Productivity, innovation and growth in Sri Lanka : an empirical investigation," Policy Research Working Paper Series 6354, The World Bank.

  2. Gary Chamberlain & Guido W. Imbens, 1996. "Hierarchical Bayes Models with Many Instrumental Variables," Harvard Institute of Economic Research Working Papers 1781, Harvard - Institute of Economic Research.

    Cited by:

    1. Joshua D. Angrist & Alan B. Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," Working Papers 834, Princeton University, Department of Economics, Industrial Relations Section..
    2. Rajeev Dehejia, 2000. "Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs," NBER Working Papers 7844, National Bureau of Economic Research, Inc.
    3. Alan B. Krueger & Mikael Lindahl, 2000. "Education for Growth: Why and For Whom?," NBER Working Papers 7591, National Bureau of Economic Research, Inc.
    4. Piero Stanig, 2015. "Regulation of Speech and Media Coverage of Corruption: An Empirical Analysis of the Mexican Press," American Journal of Political Science, John Wiley & Sons, vol. 59(1), pages 175-193, January.
    5. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
    6. Daron Acemoglu & Joshua Angrist, 1999. "How Large are the Social Returns to Education? Evidence from Compulsory Schooling Laws," Working papers 99-30, Massachusetts Institute of Technology (MIT), Department of Economics.
    7. Pedro Saramago & Karl Claxton & Nicky J. Welton & Marta Soares, 2020. "Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1575-1593, October.
    8. Joshua D. Angrist & Jinyong Hahn, 1999. "When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects," NBER Technical Working Papers 0241, National Bureau of Economic Research, Inc.
    9. Rajeev Dehejia, 1999. "Program Evaluation as a Decision Problem," NBER Working Papers 6954, National Bureau of Economic Research, Inc.
    10. Edward E. Leamer, 2010. "Tantalus on the Road to Asymptopia," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 31-46, Spring.
    11. Thomas Knox & James H. Stock & Mark W. Watson, 2001. "Empirical Bayes Forecasts of One Time Series Using Many Predictors," NBER Technical Working Papers 0269, National Bureau of Economic Research, Inc.
    12. Alan B. Krueger & Mikael Lindahl, 1999. "Education for Growth in Sweden and the World," NBER Working Papers 7190, National Bureau of Economic Research, Inc.

  3. Gary Chamberlain & Guido W. Imbens, 1996. "Nonparametric Applications of Bayesian Inference," Harvard Institute of Economic Research Working Papers 1772, Harvard - Institute of Economic Research.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    3. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2016. "Program evaluation and causal inference with high-dimensional data," CeMMAP working papers 13/16, Institute for Fiscal Studies.
    4. Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020. "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers 2236, Cowles Foundation for Research in Economics, Yale University.
    5. Philippe Goulet Coulombe, 2020. "The Macroeconomy as a Random Forest," Papers 2006.12724, arXiv.org, revised Mar 2021.
    6. Vasilis Syrgkanis & Elie Tamer & Juba Ziani, 2017. "Inference on Auctions with Weak Assumptions on Information," Papers 1710.03830, arXiv.org, revised Mar 2018.
    7. van Dijk Herman K., 2024. "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 155-176, April.
    8. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
    9. Martin Halla & Martina Zweimüller, 2014. "Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident," NRN working papers 2014-01, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    10. Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
    11. Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 57/13, Institute for Fiscal Studies.
    12. Jesús Fernández-Villaverde, 2010. "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 3-49, March.
    13. Paserman, M. Daniele, 2004. "Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application," IZA Discussion Papers 996, Institute of Labor Economics (IZA).
    14. Andriy Norets & Justinas Pelenis, 2022. "Adaptive Bayesian Estimation of Discrete‐Continuous Distributions Under Smoothness and Sparsity," Econometrica, Econometric Society, vol. 90(3), pages 1355-1377, May.
    15. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
    16. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers 1797, Cowles Foundation for Research in Economics, Yale University.
    17. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Ivan Fernandez-Val, 2016. "Conditional quantile processes based on series or many regressors," CeMMAP working papers 46/16, Institute for Fiscal Studies.
    18. Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
    19. Khan, S. & Ponomareva, M. & Tamer, E., 2023. "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, vol. 237(1).
    20. Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    21. David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
    22. Matt Taddy & Matt Gardner & Liyun Chen & David Draper, 2016. "A Nonparametric Bayesian Analysis of Heterogenous Treatment Effects in Digital Experimentation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(4), pages 661-672, October.
    23. Sylvia Frühwirth-Schnatter & Martin Halla & Alexandra Posekany & Gerald J. Pruckner & Thomas Schober, 2014. "The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach," Economics working papers 2014-03, Department of Economics, Johannes Kepler University Linz, Austria.
    24. Bryan S. Graham & Geert Ridder & Petra M. Thiemann & Gema Zamarro, 2020. "Teacher-to-Classroom Assignment and Student Achievement," NBER Working Papers 27543, National Bureau of Economic Research, Inc.
    25. Jiang, Rong & Zhou, Zhan-Gong & Qian, Wei-Min & Chen, Yong, 2013. "Two step composite quantile regression for single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 180-191.
    26. Ronaldo Carpio & Meixin Guo, 2021. "Bayesian estimation of the Eurozone currency union effect," Review of International Economics, Wiley Blackwell, vol. 29(3), pages 511-532, August.
    27. Pedro Saramago & Karl Claxton & Nicky J. Welton & Marta Soares, 2020. "Bayesian econometric modelling of observational data for cost‐effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(4), pages 1575-1593, October.
    28. Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2019. "Identification of Dynamic Panel Binary Response Models," Boston College Working Papers in Economics 979, Boston College Department of Economics.
    29. David M. Kaplan, 2020. "sivqr: Smoothed IV quantile regression," Working Papers 2009, Department of Economics, University of Missouri.
    30. David M. Kaplan, 2023. "Smoothed instrumental variables quantile regression," Papers 2310.09013, arXiv.org.
    31. Kasy, Maximilian, 2022. "Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages," Journal of Econometrics, Elsevier, vol. 226(1), pages 155-170.
    32. Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
    33. Bollinger, Christopher R. & van Hasselt, Martijn, 2017. "Bayesian moment-based inference in a regression model with misclassification error," Journal of Econometrics, Elsevier, vol. 200(2), pages 282-294.
    34. Jean-Pierre Dubé & Sanjog Misra, 2017. "Personalized Pricing and Consumer Welfare," NBER Working Papers 23775, National Bureau of Economic Research, Inc.
    35. Lin, Eric S. & Chou, Ta-Sheng, 2012. "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, vol. 116(3), pages 494-497.
    36. Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
    37. Martijn van Hasselt & Christopher R. Bollinger & Jeremy W. Bray, 2022. "A Bayesian approach to account for misclassification in prevalence and trend estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 351-367, March.
    38. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017. "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers 21/17, Monash University, Department of Econometrics and Business Statistics.
    39. Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
    40. Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics.
    41. Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
    42. Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022. "Double Robust Bayesian Inference on Average Treatment Effects," Papers 2211.16298, arXiv.org, revised Oct 2024.
    43. A. Ronald Gallant, 2020. "Complementary Bayesian method of moments strategies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 422-439, June.
    44. Sung Jae Jun & Tony Lancaster, 2006. "Bayesian quantile regression," CeMMAP working papers CWP05/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    45. Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.

  4. Gary Chamberlain & Guido W. Imbens, 1995. "Semiparametric Applications of Bayesian Influence," Harvard Institute of Economic Research Working Papers 1716, Harvard - Institute of Economic Research.

    Cited by:

    1. Michele Campolieti, 2001. "Bayesian semiparametric estimation of discrete duration models: an application of the dirichlet process prior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 1-22.

  5. Chamberlain, G., 1993. "Feedback in Panel Data Medels," Harvard Institute of Economic Research Working Papers 1656, Harvard - Institute of Economic Research.

    Cited by:

    1. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
    2. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Ai, Chunrong & Gan, Li, 2010. "An alternative root-n consistent estimator for panel data binary choice models," Journal of Econometrics, Elsevier, vol. 157(1), pages 93-100, July.
    4. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
    5. Susan Athey & Guido Imbens, 2018. "Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption," Papers 1808.05293, arXiv.org, revised Sep 2018.
    6. Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
    7. Anish Agarwal & Vasilis Syrgkanis, 2022. "Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime," Papers 2210.11003, arXiv.org.
    8. Kenneth Y. Chay & Michael Greenstone, 1998. "Does Air Quality Matter? Evidence from the Housing Market," NBER Working Papers 6826, National Bureau of Economic Research, Inc.
    9. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    10. Moaniba, Igam M. & Su, Hsin-Ning & Lee, Pei-Chun, 2019. "On the drivers of innovation: Does the co-evolution of technological diversification and international collaboration matter?," Technological Forecasting and Social Change, Elsevier, vol. 148(C).
    11. Peter H. Egger & Christoph Jessberger & Mario Larch, 2013. "Impacts of Trade and the Environment on Clustered Multilateral Environmental Agreements," The World Economy, Wiley Blackwell, vol. 36(3), pages 331-348, March.
    12. Su, Hsin-Ning & Moaniba, Igam M., 2017. "Does innovation respond to climate change? Empirical evidence from patents and greenhouse gas emissions," Technological Forecasting and Social Change, Elsevier, vol. 122(C), pages 49-62.
    13. St'ephane Bonhomme & Kevin Dano & Bryan S. Graham, 2023. "Identification in a Binary Choice Panel Data Model with a Predetermined Covariate," Papers 2301.05733, arXiv.org, revised Jul 2023.
    14. Stéphane Bonhomme & Kevin Dano & Bryan S. Graham, 2023. "Identification in a binary choice panel data model with a predetermined covariate," CeMMAP working papers 17/23, Institute for Fiscal Studies.
    15. Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.

  6. Chamberlain, G., 1991. "Quantile Regression, Censoring, And The Structure Of Wages," Harvard Institute of Economic Research Working Papers 1558, Harvard - Institute of Economic Research.

    Cited by:

    1. Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Kugler, Adriana & Sauer, Robert M., 2002. "Doctors Without Borders: The Returns to an Occupational License for Soviet Immigrant Physicians in Israel," IZA Discussion Papers 634, Institute of Labor Economics (IZA).
    3. Francine D. Blau & Lawrence M. Kahn, 1994. "International Differences in Male Wage Inequality: Institutions versus Market Forces," NBER Working Papers 4678, National Bureau of Economic Research, Inc.
    4. Blau, Francine D & Kahn, Lawrence M, 1997. "Swimming Upstream: Trends in the Gender Wage Differential in 1980s," Journal of Labor Economics, University of Chicago Press, vol. 15(1), pages 1-42, January.
    5. Francine D. Blau & Lawrence M. Kahn, 1994. "The Impact of Wage Structure on Trends in U.S. Gender Wage Differentials 1975-1987," NBER Working Papers 4748, National Bureau of Economic Research, Inc.
    6. Yu-Yen Ku & Tze-Yu Yen, 2016. "Heterogeneous Effect of Financial Leverage on Corporate Performance: A Quantile Regression Analysis of Taiwanese Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-33, September.
    7. Buchinsky, Moshe, 1995. "Quantile regression, Box-Cox transformation model, and the U.S. wage structure, 1963-1987," Journal of Econometrics, Elsevier, vol. 65(1), pages 109-154, January.
    8. Moshe Buchinsky & Jinyong Hahn, 1995. "Quantile Regression Model with Unknown Censoring Point," Cowles Foundation Discussion Papers 1096, Cowles Foundation for Research in Economics, Yale University.
    9. William M. Rodgers, 2006. "Male White‐Black Wage Gaps, 1979‐1994: A Distributional Analysis," Southern Economic Journal, John Wiley & Sons, vol. 72(4), pages 773-793, April.
    10. Moshe Buchinsky & Jinyong Hahn, "undated". "Quantile Regression Model with Unknown Censoring," Working Papers _004, University of California at Berkeley, Econometrics Laboratory Software Archive.

  7. Chamberlain, Gary, 1985. "Asset Pricing In Multiperiod Securities Markets," SSRI Workshop Series 292599, University of Wisconsin-Madison, Social Systems Research Institute.

    Cited by:

    1. Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014. "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, vol. 18(1), pages 219-269.
    2. Didrik Flåm, Sjur, 2012. "Coupled projects, core imputations, and the CAPM," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 170-176.
    3. Nawalkha, Sanjay K., 1997. "A multibeta representation theorem for linear asset pricing theories," Journal of Financial Economics, Elsevier, vol. 46(3), pages 357-381, December.
    4. Andrew W. Lo, 1986. "Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data," NBER Technical Working Papers 0059, National Bureau of Economic Research, Inc.
    5. Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "Econometrics of testing for jumps in financial economics using bipower variationÂ," OFRC Working Papers Series 2004fe01, Oxford Financial Research Centre.
    6. Elvio Accinelli & Daniel Vaz, 1999. "Inversión bajo incertidumbre," Documentos de Trabajo (working papers) 1299, Department of Economics - dECON.
    7. Tomas Björk & Bertil Näslund, 1998. "Diversified Portfolios in Continuous Time," Review of Finance, European Finance Association, vol. 1(3), pages 361-387.
    8. Elisabeth Leoff & Leonie Ruderer & Jörn Sass, 2022. "Signal-to-noise matrix and model reduction in continuous-time hidden Markov models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 95(2), pages 327-359, April.
    9. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    10. Pelger, Markus, 2019. "Large-dimensional factor modeling based on high-frequency observations," Journal of Econometrics, Elsevier, vol. 208(1), pages 23-42.
    11. Markus Pelger, 2020. "Understanding Systematic Risk: A High‐Frequency Approach," Journal of Finance, American Finance Association, vol. 75(4), pages 2179-2220, August.
    12. Toru Igarashi, 2019. "An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 169-185, June.

  8. Chamberlain, Gary & Wilson, Charles, 1984. "Optimal Intertemporal Consumption Under Uncertainty," Working Papers 84-15, C.V. Starr Center for Applied Economics, New York University.

    Cited by:

    1. Bianchi, Javier, 2009. "Overborrowing and Systemic Externalities in the Business Cycle," MPRA Paper 16270, University Library of Munich, Germany.
    2. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk With Borrowing Constraints," Computing in Economics and Finance 2005 198, Society for Computational Economics.
    3. Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003. "Incomplete Markets, Labor Supply and Capital Accumulation," SciencePo Working papers Main hal-03596961, HAL.
    4. Halac, Marina & Yared, Pierre, 2012. "Fiscal Rules and Discretion under Persistent Shocks," Economic Research Papers 270535, University of Warwick - Department of Economics.
    5. Andreas Tryphonides, 2023. "Online Appendix to "Identifying Preferences when Households are Financially Constrained"," Online Appendices 21-242, Review of Economic Dynamics.
    6. Guvenen, Fatih, 2006. "Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1451-1472, October.
    7. Nason, James M. & Rogers, John H., 2006. "The present-value model of the current account has been rejected: Round up the usual suspects," Journal of International Economics, Elsevier, vol. 68(1), pages 159-187, January.
    8. François Le Grand & Xavier Ragot, 2017. "Sovereign Default and Liquidity: the Case for a World Safe Asset," Working Papers hal-03471758, HAL.
    9. Francesc Obiols-Homs, 2012. "Search and Matching in the Labor Market without Unemployment Insurance," Working Papers 670, Barcelona School of Economics.
    10. Kim, H. Youn, 2017. "The permanent income hypothesis, transitional dynamics, and excess sensitivity of consumption," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 10-25.
    11. Laurence Ales & Pricila Maziero, "undated". "Non-exclusive Dynamic Contracts, Competition, and the Limits of Insurance," GSIA Working Papers 2010-E59, Carnegie Mellon University, Tepper School of Business.
    12. Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
    13. Lars J. Olson & Santanu Roy, 2006. "Theory of Stochastic Optimal Economic Growth," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335, Springer.
    14. Stephane Bonhomme & Angela Denis, 2023. "Estimating Individual Responses when Tomorrow Matters," Papers 2310.09105, arXiv.org, revised May 2024.
    15. Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Tsouknidis, Dimitris, 2023. "Household deposits and consumer sentiment expectations: Evidence from Eurozone," Journal of International Money and Finance, Elsevier, vol. 131(C).
    16. Partha Chatterjee & Malik Shukayev, 2006. "Convergence in a Stochastic Dynamic Heckscher-Ohlin Model," Staff Working Papers 06-23, Bank of Canada.
    17. Jess Benhabib & Alberto Bisin & Shenghao Zhu, 2014. "The Wealth Distribution in Bewley Models with Investment Risk," NBER Working Papers 20157, National Bureau of Economic Research, Inc.
    18. Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
    19. Fernando M. Martin & Alexander Karaivanov, 2007. "Dynamic Optimal Insurance and Lack of Commitment," 2007 Meeting Papers 793, Society for Economic Dynamics.
    20. Francesc Obiols-Homs & Albert Marcet, 2009. "Polarization under incomplete markets and endogenous labor productivity," 2009 Meeting Papers 356, Society for Economic Dynamics.
    21. Eric R. Young & Ponpoje Porapakkarm, 2008. "Information Heterogeneity in the Macroeconomy," 2008 Meeting Papers 67, Society for Economic Dynamics.
    22. Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018. "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers 702, Banque de France.
    23. Ma, Qingyin & Toda, Alexis Akira, 2021. "A theory of the saving rate of the rich," Journal of Economic Theory, Elsevier, vol. 192(C).
    24. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," Working Papers 143, Peruvian Economic Association.
    25. Partha Chatterjee & Malik Shukayev, 2008. "A Stochastic Dynamic Model of Trade and Growth: Convergence and Diversification," DEGIT Conference Papers c013_034, DEGIT, Dynamics, Economic Growth, and International Trade.
    26. Flemming, Jean & L'Huillier, Jean-Paul & Piguillem, Facundo, 2019. "Macro-prudential taxation in good times," Journal of International Economics, Elsevier, vol. 121(C).
    27. John Stachurski & Alexis Akira Toda, 2019. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," 2019 Meeting Papers 151, Society for Economic Dynamics.
    28. Nicolas Coeurdacier & Helene Rey & Pablo Winant, 2011. "The Risky Steady State," American Economic Review, American Economic Association, vol. 101(3), pages 398-401, May.
    29. Beker, Pablo & Subir Chattopadhyay, 2009. "Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.
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    1191. Yang, Lin, 2017. "Measuring individual well-being: A multidimensional index integrating subjective well-being and preferences," LSE Research Online Documents on Economics 103495, London School of Economics and Political Science, LSE Library.
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    1196. Berthold, Norbert & Gründler, Klaus, 2013. "The determinants of stagflation in a panel of countries," Discussion Paper Series 117 [rev.], Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
    1197. Barbara Dluhosch & Daniel Horgos & Klaus Zimmermann, 2014. "Social Choice and Social Unemployment-Income Cleavages: New Insights from Happiness Research," Journal of Happiness Studies, Springer, vol. 15(6), pages 1513-1537, December.
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    1203. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
    1204. Selahattin Guris & Nurcan Metin & Ebru Caglayan, 2009. "Choosing the share bond by using qualitative dependent variable models in Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(3), pages 431-439, May.
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Articles

  1. Chamberlain, Gary, 2022. "Feedback in panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 4-20.
    See citations under working paper version above.
  2. Gary Chamberlain, 2020. "Robust Decision Theory and Econometrics," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 239-271, August.

    Cited by:

    1. Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org.

  3. Gary Chamberlain, 2016. "Fixed Effects, Invariance, and Spatial Variation in Intergenerational Mobility," American Economic Review, American Economic Association, vol. 106(5), pages 400-404, May.

    Cited by:

    1. Orhan Torul & Oguz Oztunali, 2017. "Intergenerational Educational Mobility in Europe," Working Papers 2017/03, Bogazici University, Department of Economics.

  4. Gary Chamberlain, 2010. "Binary Response Models for Panel Data: Identification and Information," Econometrica, Econometric Society, vol. 78(1), pages 159-168, January.

    Cited by:

    1. Alexander Klein & Guy Tchuente, 2024. "Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 235-257.
    2. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    3. Koen Jochmans & Thierry Magnac, 2017. "A Note on Sufficiency in Binary Panel Models," Post-Print hal-03945836, HAL.
    4. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
    5. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
    6. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    7. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    8. Février, Philippe & Wilner, Lionel, 2016. "Do consumers correctly expect price reductions? Testing dynamic behavior," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 25-40.
    9. Miguelez, Ernest, 2019. "Collaborative patents and the mobility of knowledge workers," Technovation, Elsevier, vol. 86, pages 62-74.
    10. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    11. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. Chen, Xiaohong & Liao, Zhipeng, 2014. "Sieve M inference on irregular parameters," Journal of Econometrics, Elsevier, vol. 182(1), pages 70-86.
    13. Ernest Miguélez, 2012. "How do geographically mobile innovators influence network formation?," Papers in Evolutionary Economic Geography (PEEG) 1208, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised May 2012.
    14. Semykina, Anastasia & Xie, Yimeng & Yang, Cynthia Fan & Zhou, Qiankun, 2024. "Semiparametric least squares estimation of binary choice panel data models with endogeneity," Economic Modelling, Elsevier, vol. 132(C).
    15. Guillermo Cabanillas-Jiménez, 2024. "The Effect of Religious Constraints on Individual Labor Supply," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 36(6), pages 1398-1447, December.
    16. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Papers 1411.1144, arXiv.org, revised Mar 2015.
    17. Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers 51/16, Institute for Fiscal Studies.
    18. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
    19. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
    20. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Bo E. Honor√ & Daniel Kaufmann & Sarah Lein, 2012. "Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 211-236, December.
    22. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
    23. Michael P. Leung, 2019. "Inference in Models of Discrete Choice with Social Interactions Using Network Data," Papers 1911.07106, arXiv.org.
    24. Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem, 2012. "An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects," IZA Discussion Papers 7054, Institute of Labor Economics (IZA).
    25. Anastasia Semykina & Jeffrey M. Wooldridge, 2018. "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 179-197, March.
    26. Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
    27. Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Cabanillas-Jiménez, Guillermo & Galanakis, Yannis, 2022. "The varying impact of COVID-19 in the Spanish Labor Market," GLO Discussion Paper Series 1104, Global Labor Organization (GLO).
    29. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers Main hal-03460016, HAL.
    30. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
    31. Jiti Gao & Fei Liu & Bin peng, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 44/20, Monash University, Department of Econometrics and Business Statistics.
    32. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2022. "Efficient Bias Correction for Cross-section and Panel Data," Papers 2207.09943, arXiv.org, revised Jan 2024.
    33. Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024. "Robust analysis of short panels," IFS Working Papers WCWP01/24, Institute for Fiscal Studies.
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    39. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    40. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
    41. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    42. Diego Useche & Ernest Miguelez & Francesco Lissoni, 2020. "Highly skilled and well connected: Migrant inventors in cross-border M&As," Post-Print hal-03097926, HAL.
    43. Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
    44. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
    45. Hugo Kruiniger, 2021. "Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects," Papers 2103.04973, arXiv.org, revised Apr 2021.
    46. Akashi, Kentaro, 2011. "On uniqueness of the conditional maximum likelihood estimation for a binary panel model," Economics Letters, Elsevier, vol. 112(2), pages 148-150, August.
    47. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    48. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    49. Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
    50. Guillermo Cabanillas-Jiménez & Yannis Galanakis, 2024. "The varying impact of COVID-19 in the Spanish Labor Market," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(4), pages 1075-1104, November.
    51. Christophe Muller & Marc Vothknecht, 2013. "Group Violence, Ethnic Diversity and Citizen Participation - Evidence from Indonesia," AMSE Working Papers 1306, Aix-Marseille School of Economics, France, revised Feb 2013.
    52. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    53. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    54. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.
    55. Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
    56. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
    57. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
    58. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    59. Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Jul 2024.
    60. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    61. Kézdi, Gábor & Mátyás, László & Balázsi, László & Divényi, János Károly, 2014. "A közgazdasági adatforradalom és a panelökonometria [The revolution in economic data and panel econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1319-1340.
    62. Yinchu Zhu, 2022. "New possibilities in identification of binary choice models with fixed effects," Papers 2206.10475, arXiv.org, revised Dec 2024.
    63. St'ephane Bonhomme & Kevin Dano & Bryan S. Graham, 2023. "Identification in a Binary Choice Panel Data Model with a Predetermined Covariate," Papers 2301.05733, arXiv.org, revised Jul 2023.
    64. Chandra Bhat, 2015. "A new spatial (social) interaction discrete choice model accommodating for unobserved effects due to endogenous network formation," Transportation, Springer, vol. 42(5), pages 879-914, September.
    65. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    66. Stéphane Bonhomme & Kevin Dano & Bryan S. Graham, 2023. "Identification in a binary choice panel data model with a predetermined covariate," CeMMAP working papers 17/23, Institute for Fiscal Studies.
    67. Michael P. Leung & Hyungsik Roger Moon, 2019. "Normal Approximation in Large Network Models," Papers 1904.11060, arXiv.org, revised Oct 2024.
    68. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.

  5. Gary Chamberlain & Marcelo J. Moreira, 2009. "Decision Theory Applied to a Linear Panel Data Model," Econometrica, Econometric Society, vol. 77(1), pages 107-133, January.

    Cited by:

    1. Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Hyungsik Roger Moon & Martin Weidner, 2019. "Nuclear norm regularized estimation of panel regression models," CeMMAP working papers CWP14/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Stephane Bonhomme & Angela Denis, 2024. "Estimating Heterogeneous Effects: Applications to Labor Economics," Papers 2404.01495, arXiv.org.
    4. Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
    5. Federico Martellosio, 2020. "Non-Identifiability in Network Autoregressions," Papers 2011.11084, arXiv.org, revised Jun 2022.
    6. Gary Chamberlain, 2016. "Fixed Effects, Invariance, and Spatial Variation in Intergenerational Mobility," American Economic Review, American Economic Association, vol. 106(5), pages 400-404, May.
    7. Jann Spiess, 2017. "Unbiased Shrinkage Estimation," Papers 1708.06436, arXiv.org, revised Oct 2017.
    8. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    9. Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers 04/17, Institute for Fiscal Studies.
    10. Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
    11. Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
    12. Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
    13. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
    14. Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers 1912.08726, arXiv.org, revised Feb 2021.
    15. Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
    16. Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.

  6. Gary Chamberlain, 2008. "Comment on "Decision Theory Applied to an Instrumental Variables Model"," Econometrica, Econometric Society, vol. 76(6), pages 1565-1565, November.

    Cited by:

    1. Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2019. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.

  7. Gary Chamberlain, 2007. "Decision Theory Applied to an Instrumental Variables Model," Econometrica, Econometric Society, vol. 75(3), pages 609-652, May.

    Cited by:

    1. Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Andrews, Isaiah, 2019. "On the structure of IV estimands," Journal of Econometrics, Elsevier, vol. 211(1), pages 294-307.
    3. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    4. Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder, 2017. "Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors," Papers 1705.00231, arXiv.org, revised Aug 2021.
    5. Thomas A. Severini, 2023. "Integrated likelihood inference in multinomial distributions," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 131-142, August.
    6. Keisuke Hirano & Jack R. Porter, 2015. "Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 720-733, December.
    7. Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
    8. T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009. "The Limited Information Maximum Likelihood Estimator as an Angle," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo.
    9. Jann Spiess, 2017. "Bias Reduction in Instrumental Variable Estimation through First-Stage Shrinkage," Papers 1708.06443, arXiv.org, revised Oct 2017.
    10. Charles F. Manski, 2019. "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers 1912.08726, arXiv.org, revised Feb 2021.
    11. Nascimento, Marcus Gerardus Lavagnole & Abanto-Valle, Carlos Antonio & Mendonça, Mario Jorge, 2019. "Multivariate Spatial IV Regression," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
    12. Martin Emil Jakobsen & Jonas Peters, 2022. "Distributional robustness of K-class estimators and the PULSE [The colonial origins of comparative development: An empirical investigation]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 404-432.
    13. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008. "Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October.
    14. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    15. Dong Jin Lee, 2020. "Optimal tests for parameter breaking process in conditional quantile models," The Japanese Economic Review, Springer, vol. 71(3), pages 479-510, July.
    16. Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.

  8. Gary Chamberlain & Guido Imbens, 2004. "Random Effects Estimators with many Instrumental Variables," Econometrica, Econometric Society, vol. 72(1), pages 295-306, January.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    3. Chernozhukov, Victor & Hansen, Christian & Jansson, Michael, 2009. "Finite sample inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 152(2), pages 93-103, October.
    4. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    5. Manuel Arellano & Stéphane Bonhomme, 2007. "Robust priors in nonlinear panel data models," CeMMAP working papers CWP07/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Inmaculada Garc�a Mainar & V�ctor M. Montuenga G�mez, 2004. "Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?," Documentos de Trabajo dt2004-08, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    7. Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
    8. Bekker, Paul A. & Crudu, Federico, 2015. "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
    9. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    10. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.
    11. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
    12. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org.
    13. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," Papers 1501.03185, arXiv.org.
    14. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Joshua D. Angrist & Peter D. Hull & Parag A. Pathak & Christopher R. Walters, 2017. "Leveraging Lotteries for School Value-Added: Testing and Estimation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 871-919.
    16. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    17. Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
    18. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
    19. Guido Imbens, 2014. "Instrumental Variables: An Econometrician's Perspective," NBER Working Papers 19983, National Bureau of Economic Research, Inc.
    20. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    21. Okui, Ryo, 2011. "Instrumental variable estimation in the presence of many moment conditions," Journal of Econometrics, Elsevier, vol. 165(1), pages 70-86.
    22. Helmut Farbmacher & Rebecca Groh & Michael Muhlegger & Gabriel Vollert, 2024. "Revisiting the Many Instruments Problem using Random Matrix Theory," Papers 2408.08580, arXiv.org.
    23. Rietveld, Cornelius A. & Webbink, Dinand, 2016. "On the genetic bias of the quarter of birth instrument," Economics & Human Biology, Elsevier, vol. 21(C), pages 137-146.
    24. Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
    25. Thomas Wiemann, 2023. "Optimal Categorical Instrumental Variables," Papers 2311.17021, arXiv.org, revised May 2024.
    26. Anthony Strittmatter & Uwe Sunde, 2013. "Health and economic development—evidence from the introduction of public health care," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(4), pages 1549-1584, October.
    27. Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
    28. Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    29. Anirban Basu & James J. Heckman & Salvador Navarro-Lozano & Sergio Urzua, 2007. "Use of instrumental variables in the presence of heterogeneity and self-selection: An application in breast cancer patients," Health, Econometrics and Data Group (HEDG) Working Papers 07/07, HEDG, c/o Department of Economics, University of York.
    30. Kasey Buckles & Daniel M. Hungerman, 2008. "Season of Birth and Later Outcomes: Old Questions, New Answers," NBER Working Papers 14573, National Bureau of Economic Research, Inc.
    31. Taylor, Eric, 2014. "Spending more of the school day in math class: Evidence from a regression discontinuity in middle school," Journal of Public Economics, Elsevier, vol. 117(C), pages 162-181.
    32. Guido W. Imbens, 2020. "Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics," Journal of Economic Literature, American Economic Association, vol. 58(4), pages 1129-1179, December.
    33. Canay, Ivan A., 2010. "Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel," Journal of Econometrics, Elsevier, vol. 156(2), pages 284-303, June.
    34. Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
    35. Sean F. Reardon & Fatih Unlu & Pei Zhu & Howard S. Bloom, 2014. "Bias and Bias Correction in Multisite Instrumental Variables Analysis of Heterogeneous Mediator Effects," Journal of Educational and Behavioral Statistics, , vol. 39(1), pages 53-86, February.
    36. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

  9. Chamberlain, Gary & Imbens, Guido W, 2003. "Nonparametric Applications of Bayesian Inference," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 12-18, January.
    See citations under working paper version above.
  10. Gary Chamberlain, 2001. "Minimax Estimation and Forecasting in a Stationary Autoregression Model," American Economic Review, American Economic Association, vol. 91(2), pages 55-59, May.

    Cited by:

    1. Epstein, Larry G. & Schneider, Martin, 2003. "Recursive multiple-priors," Journal of Economic Theory, Elsevier, vol. 113(1), pages 1-31, November.
    2. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.

  11. Chamberlain, Gary, 2000. "Econometrics and decision theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 255-283, April.

    Cited by:

    1. Georgia Perakis & Guillaume Roels, 2008. "Regret in the Newsvendor Model with Partial Information," Operations Research, INFORMS, vol. 56(1), pages 188-203, February.
    2. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," FRB Atlanta Working Paper 2007-07, Federal Reserve Bank of Atlanta.
    3. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc.
    4. Susan Athey & Guido Imbens, 2019. "Machine Learning Methods Economists Should Know About," Papers 1903.10075, arXiv.org.
    5. Stoye, Jörg, 2012. "Minimax regret treatment choice with covariates or with limited validity of experiments," Journal of Econometrics, Elsevier, vol. 166(1), pages 138-156.
    6. Kim, Dong-Hyuk, 2013. "Optimal choice of a reserve price under uncertainty," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 587-602.
    7. Ulaşan, Bülent, 2012. "Cross-country growth empirics and model uncertainty: An overview," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-69.
    8. William A. Brock & Steven N.Durlauf, 2000. "Growth Economics and Reality," NBER Working Papers 8041, National Bureau of Economic Research, Inc.
    9. Bergemann, Dirk & Schlag, Karl, 2011. "Robust monopoly pricing," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2527-2543.
    10. Manganelli, Simone, 2016. "Deciding with judgment," Working Paper Series 1947, European Central Bank.
    11. Steven Durlauf, 2002. "Policy Evaluation and Empirical Growth Research," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 6, pages 163-190, Central Bank of Chile.
    12. Michael Rockinger & Eric Jondeau, 2001. "Portfolio allocation in transition economies," Working Papers hal-00601482, HAL.
    13. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2018. "Functional Sequential Treatment Allocation," Papers 1812.09408, arXiv.org, revised Aug 2020.
    14. Manganelli, Simone, 2021. "Statistical decision functions with judgment," Working Paper Series 2512, European Central Bank.
    15. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
    16. Sancetta, A., 2005. "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics 0517, Faculty of Economics, University of Cambridge.
    17. Spyros Skouras, 2001. "Decisionmetrics: A Decision-Based Approach to Econometric Modeling," Working Papers 01-11-064, Santa Fe Institute.
    18. Anders Bredahl Kock & Martin Thyrsgaard, 2017. "Optimal sequential treatment allocation," Papers 1705.09952, arXiv.org, revised Aug 2018.
    19. Gary Chamberlain, 2000. "Econometric applications of maxmin expected utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.
    20. Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Hayashi, Takashi, 2008. "Regret aversion and opportunity dependence," Journal of Economic Theory, Elsevier, vol. 139(1), pages 242-268, March.
    22. Marek Jarocinski & Albert Marcet, 2011. "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers dp1061, Centre for Economic Performance, LSE.
    23. Marek Jarocinski & Albert Marcet, 2014. "Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition," Working Papers 776, Barcelona School of Economics.
    24. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    25. Ulaşan, Bülent, 2011. "Cross-country growth empirics and model uncertainty: An overview," Economics Discussion Papers 2011-37, Kiel Institute for the World Economy (IfW Kiel).
    26. Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    27. Sancetta, Alessio, 2007. "Online forecast combinations of distributions: Worst case bounds," Journal of Econometrics, Elsevier, vol. 141(2), pages 621-651, December.
    28. Stoye, Jörg, 2011. "Axioms for minimax regret choice correspondences," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251.
    29. Peter J. Hammond & Yeneng Sun, 2003. "Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 743-766, March.
    30. Brock,W.A. & Durlauf,S.N. & West,K.D., 2004. "Model uncertainty and policy evaluation : some theory and empirics," Working papers 19, Wisconsin Madison - Social Systems.
    31. Rajeev Dehejia, 1999. "Program Evaluation as a Decision Problem," NBER Working Papers 6954, National Bureau of Economic Research, Inc.
    32. Guido W. Imbens, 2022. "Causality in Econometrics: Choice vs Chance," Econometrica, Econometric Society, vol. 90(6), pages 2541-2566, November.
    33. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
    34. Barrieu, Pauline & Desgagne, Bernard Sinclair, 2009. "Economic policy when models disagree," LSE Research Online Documents on Economics 37607, London School of Economics and Political Science, LSE Library.

  12. Gary Chamberlain, 2000. "Econometric applications of maxmin expected utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.

    Cited by:

    1. Timothy Armstrong & Patrick M. Kline & Liyang Sun, 2024. "Adapting to Misspecification," NBER Working Papers 32906, National Bureau of Economic Research, Inc.
    2. Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2012. "Probability models and robust policy rules," European Economic Review, Elsevier, vol. 56(2), pages 246-262.
    3. Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019. "Designing Robust Monetary Policy Using Prediction Pools," School of Economics Discussion Papers 1219, School of Economics, University of Surrey.
    4. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, September.
    5. David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414, National Bureau of Economic Research, Inc.
    6. Hansen, Lars Peter & Sargent, Thomas J., 2005. "Robust estimation and control under commitment," Journal of Economic Theory, Elsevier, vol. 124(2), pages 258-301, October.
    7. Hansen, Lars Peter & Sargent, Thomas J., 2021. "Macroeconomic uncertainty prices when beliefs are tenuous," Journal of Econometrics, Elsevier, vol. 223(1), pages 222-250.
    8. Christopher A. Sims, 2001. "Pitfalls of a Minimax Approach to Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 51-54, May.
    9. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Control and Model Misspecification," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 6, pages 155-216, World Scientific Publishing Co. Pte. Ltd..
    11. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan Standard," Working Papers 88, Princeton University, Department of Economics, Center for Economic Policy Studies..
    12. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Michael D. Ryall & Rachelle C. Sampson, 2017. "Contract Structure for Joint Production: Risk and Ambiguity Under Compensatory Damages," Management Science, INFORMS, vol. 63(4), pages 1232-1253, April.
    14. Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
    15. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
      • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
    16. Adam, Klaus, 2004. "On the relation between robust and Bayesian decision making," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2105-2117, September.
    17. Gary Chamberlain, 2001. "Minimax Estimation and Forecasting in a Stationary Autoregression Model," American Economic Review, American Economic Association, vol. 91(2), pages 55-59, May.

  13. Gary Chamberlain & Charles A. Wilson, 2000. "Optimal Intertemporal Consumption Under Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 365-395, July.
    See citations under working paper version above.
  14. Gary Chamberlain & Keisuke Hirano, 1999. "Predictive Distributions based on Longitudinal Earnings Data," Annals of Economics and Statistics, GENES, issue 55-56, pages 211-242.

    Cited by:

    1. Laura Liu, 2020. "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," CAEPR Working Papers 2020-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    2. Hospido, Laura, 2015. "Wage dynamics in the presence of unobserved individual and job heterogeneity," Labour Economics, Elsevier, vol. 33(C), pages 81-93.
    3. Hospido, Laura, 2010. "Job Changes and Individual-Job Specific Wage Dynamics," IZA Discussion Papers 5088, Institute of Labor Economics (IZA).
    4. Laura Hospido, 2007. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," Working Papers wp2007_0717, CEMFI.
    5. Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016. "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive 16-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Dec 2016.
    6. Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2015. "What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?," Working Papers 719, Federal Reserve Bank of Minneapolis.
    7. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
    8. Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2021. "What Do Data on Millions of U.S. Workers Reveal About Lifecycle Earnings Dynamics?," Econometrica, Econometric Society, vol. 89(5), pages 2303-2339, September.
    9. Fatih Guvenen & Fatih Karahan & Serdar Ozkan, 2018. "Consumption and Savings Under Non-Gaussian Income Risk," 2018 Meeting Papers 314, Society for Economic Dynamics.
    10. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
    11. Stephen Jenkins & Peter Lambert, 2011. "Robert Moffitt and Peter Gottschalk’s 1995 paper ‘Trends in the covariance structure of earnings in the US: 1969–1987’," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 9(3), pages 433-437, September.
    12. Stéphane Bonhomme & Jean-Marc Robin, 2010. "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 491-533.
    13. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    14. Gary Chamberlain, 2000. "Econometric applications of maxmin expected utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.
    15. Antonio Pacifico, 2023. "Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(4), pages 557-574, June.
    16. Costas Meghir & Luigi Pistaferri, 2004. "Income Variance Dynamics and Heterogeneity," Econometrica, Econometric Society, vol. 72(1), pages 1-32, January.
    17. Botosaru, Irene, 2023. "Time-varying unobserved heterogeneity in earnings shocks," Journal of Econometrics, Elsevier, vol. 235(2), pages 1378-1393.
    18. Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023. "A Robust Method for Microforecasting and Estimation of Random Effects," Working Paper Series WP 2023-26, Federal Reserve Bank of Chicago.
    19. Siqi Wei, 2022. "Income, Employment and Health Risks of Older Workers," Working Papers wp2022_2205, CEMFI.
    20. Joseph G. Altonji & Disa M. Hynsjö & Ivan Vidangos, 2022. "Individual Earnings and Family Income: Dynamics and Distribution," NBER Working Papers 30095, National Bureau of Economic Research, Inc.
    21. Jeffrey Brown & Chichun Fang & Francisco Gomes, 2012. "Risk and Returns to Education," NBER Working Papers 18300, National Bureau of Economic Research, Inc.
    22. Norets, Andriy & Pelenis, Justinas, 2022. "Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity," Journal of Econometrics, Elsevier, vol. 230(1), pages 62-82.
    23. Rusty Tchernis, 2010. "Measuring Human Capital And Its Effects On Wage Growth," Journal of Economic Surveys, Wiley Blackwell, vol. 24(2), pages 362-387, April.

  15. Chamberlain, Gary, 1992. "Sequential Moment Restrictions in Panel Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 20-26, January.

    Cited by:

    1. Lionel Nesta & Francesco Vona & Francesco Nicolli, 2012. "Environmental Policies, Product Market Regulation and Innovation in Renewable Energy," Working Papers 2012.90, Fondazione Eni Enrico Mattei.
    2. Kitazawa, Yoshitsugu, 2001. "Exponential regression of dynamic panel data models," Economics Letters, Elsevier, vol. 73(1), pages 7-13, October.
    3. Mariacristina De Nardi & Eric French & John B. Jones, 2010. "Why Do the Elderly Save? The Role of Medical Expenses," Journal of Political Economy, University of Chicago Press, vol. 118(1), pages 39-75, February.
    4. Samuel Bazzi & Amalavoyal V. Chari & Shanthi Nataraj & Alexander D. Rothenberg, 2017. "Identifying Productivity Spillovers Using the Structure of Production Networks," Working Papers WR-1182, RAND Corporation.
    5. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    6. Emilie-Pauline Gallié & Diègo Legros, 2012. "Firms’ human capital, R&D and innovation: a study on French firms," Empirical Economics, Springer, vol. 43(2), pages 581-596, October.
    7. Iain M. Cockburn & Megan J. MacGarvie, 2006. "Entry and Patenting in the Software Industry," NBER Working Papers 12563, National Bureau of Economic Research, Inc.
    8. Bergman, Mats A. & Johansson, Per & Bergman, M.A., 2002. "Large investments in the pulp and paper industry: a count data regression analysis," Journal of Forest Economics, Elsevier, vol. 8(1), pages 29-52.
    9. François Cohen; Giulia Valacchi, 2020. "The Heterogeneous Impact of Coal Prices on the Location of Cleaner and Dirtier Steel Plants," CIES Research Paper series 65-2020, Centre for International Environmental Studies, The Graduate Institute.
    10. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August.
    11. Christian Dustmann & Frank Windmeijer, 2000. "Wages and the demand for health - a life cycle analysis," IFS Working Papers W99/20, Institute for Fiscal Studies.
    12. Cahuc, Pierre & Robin, Jean-Marc & Postel-Vinay, Fabien, 2003. "Wage Bargaining with On-The-Job Search: Theory and Evidence," CEPR Discussion Papers 4154, C.E.P.R. Discussion Papers.
    13. Duncan, Kevin Davey, 2020. "Three papers in regional dynamics and panel econometrics," ISU General Staff Papers 202001010800009129, Iowa State University, Department of Economics.
    14. Alain Carpentier & Robert D. Weaver, 1996. "Assessment of producers' attitude toward risk and information using panel data : the example of pesticide use in the French crop sector," Post-Print hal-01931607, HAL.
    15. Mariacristina De Nardi & Eric French & John Bailey Jones, 2013. "Medicaid Insurance in Old Age," NBER Working Papers 19151, National Bureau of Economic Research, Inc.
    16. Inkmann, Joachim, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Papers 00/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
    17. Yoshitsugu Kitazawa, 2010. "Size of economic activity and occurrence of fatal traffic accidents: a count panel data analysis on Fukuoka prefecture in Japan," Discussion Papers 41, Kyushu Sangyo University, Faculty of Economics.
    18. Chris Muris, 2020. "Efficient GMM Estimation with Incomplete Data," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 518-530, July.
    19. Fidel Pérez Sebastián & Shiferaw Gurmu, 2007. "Patents, R&D And Lag Effects: Evidence From Flexible Methods For Count Panel Data On Manufacturing Firms," Working Papers. Serie AD 2007-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    20. Stiebale, Joel, 2016. "Cross-border M&As and innovative activity of acquiring and target firms," Journal of International Economics, Elsevier, vol. 99(C), pages 1-15.
    21. Bryan S. Graham, 2011. "Efficiency Bounds for Missing Data Models With Semiparametric Restrictions," Econometrica, Econometric Society, vol. 79(2), pages 437-452, March.
    22. Laschever, Ron A., 2013. "Keeping up with CEO Jones: Benchmarking and executive compensation," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 78-100.
    23. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
    24. Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Method for Dynamic Panel Data Models with Application," JRFM, MDPI, vol. 14(9), pages 1-19, September.
    25. Yoshitsugu Kitazawa, 2009. "A negative binomial model and moment conditions for count panel data," Discussion Papers 34, Kyushu Sangyo University, Faculty of Economics.
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    36. Andrew Gelman & Nate Silver & Aaron Edlin, 2009. "What is the probability your vote will make a difference?," NBER Working Papers 15220, National Bureau of Economic Research, Inc.
    37. Aaron Edlin & Andrew Gelman & Noah Kaplan, 2007. "Voting as a Rational Choice," Rationality and Society, , vol. 19(3), pages 293-314, August.
    38. Thomas Schwartz, 1987. "Your vote counts on account of the way it is counted: An institutional solution to the paradox of not voting," Public Choice, Springer, vol. 54(2), pages 101-121, January.
    39. Niclas Boehmer & Robert Bredereck & Piotr Faliszewski & Rolf Niedermeier, 2022. "A Quantitative and Qualitative Analysis of the Robustness of (Real-World) Election Winners," Papers 2208.13760, arXiv.org.
    40. Serguei Kaniovski, 2008. "The exact bias of the Banzhaf measure of power when votes are neither equiprobable nor independent," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 281-300, August.
    41. Mandler, Michael, 2013. "How to win a large election," Games and Economic Behavior, Elsevier, vol. 78(C), pages 44-63.
    42. Le Breton, Michel & Van Der Straeten, Karine, 2014. "Influence Vs. Utility in the Evaluation of Voting Rules: A New Look at the Penrose Formula," TSE Working Papers 14-511, Toulouse School of Economics (TSE).
    43. Tilman Börgers, 2001. "Costly Voting," NajEcon Working Paper Reviews 625018000000000232, www.najecon.org.
    44. Hummel, Patrick, 2012. "Sequential voting in large elections with multiple candidates," Journal of Public Economics, Elsevier, vol. 96(3), pages 341-348.
    45. Filip Palda, 2001. "The Economics of Election Campaign Spending Limits," Public Economics 0111011, University Library of Munich, Germany.
    46. Robert Grafstein, 2002. "What Rational Political Actors Can Expect," Journal of Theoretical Politics, , vol. 14(2), pages 139-165, April.
    47. Jorge Andrés Gallego, 2007. "La reciprocidad y la paradoja del votante," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 9(16), pages 149-188, January-J.
    48. Abdul Noury, 2004. "Abstention in Daylight: Strategic Calculus of Voting in the European Parliament," Public Choice, Springer, vol. 121(1), pages 179-211, October.
    49. David K. Levine & Andrea Mattozzi, 2020. "Voter Turnout with Peer Punishment," American Economic Review, American Economic Association, vol. 110(10), pages 3298-3314, October.
    50. John Ledyard, 1984. "The pure theory of large two-candidate elections," Public Choice, Springer, vol. 44(1), pages 7-41, January.
    51. Gintis, Herbert, 2016. "Homo Ludens: Social rationality and political behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 126(PB), pages 95-109.
    52. Aaron Edlin & Andrew Gelman & Noah Kaplan, 2007. "Voting as a Rational Choice: Why and How People Vote to Improve the Well-Being of Others," NBER Working Papers 13562, National Bureau of Economic Research, Inc.
    53. Casella, Alessandra & Gelman, Andrew, 2005. "A Simple Scheme to Improve the Efficiency of Referenda," CEPR Discussion Papers 5093, C.E.P.R. Discussion Papers.
    54. Edlin, Aaron & Gelman, Andrew & Kaplan, Noah, 2008. "Voting as a Rational Choice," Berkeley Olin Program in Law & Economics, Working Paper Series qt0x3780rb, Berkeley Olin Program in Law & Economics.
    55. Claus Beisbart & Luc Bovens, 2008. "A power measure analysis of Amendment 36 in Colorado," Public Choice, Springer, vol. 134(3), pages 231-246, March.
    56. Holmstrom, Bengt & Nalebuff, Barry, 1992. "To the Raider Goes the Surplus? A Reexamination of the Free-Rider Problem," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(1), pages 37-62, Spring.
    57. Michael Munger, 2005. "Nineteenth-century voting procedures in a twenty-first century world," Public Choice, Springer, vol. 124(1), pages 115-133, July.
    58. E. Glen Weyl, 2017. "The robustness of quadratic voting," Public Choice, Springer, vol. 172(1), pages 75-107, July.
    59. Michel Breton & Karine Straeten, 2015. "Influence versus utility in the evaluation of voting rules: a new look at the Penrose formula," Public Choice, Springer, vol. 165(1), pages 103-122, October.

  28. Gary Chamberlain, 1980. "Analysis of Covariance with Qualitative Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 225-238.
    See citations under working paper version above.
  29. Chamberlain, Gary, 1977. "Education, income, and ability revisited," Journal of Econometrics, Elsevier, vol. 5(2), pages 241-257, March.

    Cited by:

    1. Carneiro, Pedro & Hansen, Karsten & Heckman, James, 2003. "Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice," Working Paper Series 2003:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    2. Gemus, Jonathan, 2010. "College Achievement and Earnings," Working Paper Series 2010:1, Uppsala University, Department of Economics.
    3. Vidal-Sanz, Jose M., 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    4. Randall G. Holcombe & Lora P. Holcombe, 1984. "The Return To the Federal Government From Investment in Higher Education," Public Finance Review, , vol. 12(3), pages 365-371, July.
    5. Foley, Kelly & Gallipoli, Giovanni & Green, David A., 2010. "Ability, Parental Valuation of Education and the High School Dropout Decision," CLSSRN working papers clsrn_admin-2010-14, Vancouver School of Economics, revised 30 Apr 2010.
    6. Mark M. Pitt & Shahidur R. Khandker & Omar Haider Chowdhury & Daniel L. Millimet, 1998. "Credit Programs for the Poor and the Nutritional Status of Children in Rural Bangladesh," Working Papers 98-4, Brown University, Department of Economics, revised 16 Jan 1998.
    7. Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2003. "Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College," NBER Working Papers 9546, National Bureau of Economic Research, Inc.
    8. Aki Kangasharju & Sari Pekkala, 2001. "The Role of Education in Self-Employment Success," Studies in Economics 0116, School of Economics, University of Kent.
    9. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    10. Francesco Agostinelli & Matthew Wiswall, 2016. "Estimating the Technology of Children's Skill Formation," NBER Working Papers 22442, National Bureau of Economic Research, Inc.
    11. Dougherty, Christopher, 2003. "Numeracy, literacy and earnings: evidence from the National Longitudinal Survey of Youth," Economics of Education Review, Elsevier, vol. 22(5), pages 511-521, October.
    12. Idrisov, Georgiy (Идрисов, Георгий) & Taganov, B.V. (Таганов, Б.), 2016. "Research of the Effect of Growth of Openness of the Russian Economy on Income Inequality in Russia [Исследование Влияния Роста Открытости Российской Экономики На Неравенство Доходов Населения В Рос," Working Papers 3136, Russian Presidential Academy of National Economy and Public Administration.
    13. Green, David A. & Craig Riddell, W., 2003. "Literacy and earnings: an investigation of the interaction of cognitive and unobserved skills in earnings generation," Labour Economics, Elsevier, vol. 10(2), pages 165-184, April.

  30. Chamberlain, Gary & Griliches, Zvi, 1975. "Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 422-449, June.

    Cited by:

    1. Carneiro, Pedro & Hansen, Karsten & Heckman, James, 2003. "Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice," Working Paper Series 2003:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    2. Pushkar Maitra & Sarmistha Pal, 2005. "Birth Spacing and Child Survival: Comparative Evidence from India and Pakistan," Labor and Demography 0509010, University Library of Munich, Germany.
    3. Richard Agbanyo & James Atta Peprah, 2021. "National health insurance and the choice of delivery facility among expectant mothers in Ghana," International Journal of Health Economics and Management, Springer, vol. 21(1), pages 27-49, March.
    4. Danso-Abbeam, Gideon & Baiyegunhi, Lloyd J.S., 2018. "Welfare impact of pesticides management practices among smallholder cocoa farmers in Ghana," Technology in Society, Elsevier, vol. 54(C), pages 10-19.
    5. Uta Bolt & Eric French & Jamie Hentall-MacCuish & Cormac O'Dea, 2024. "The Intergenerational Elasticity of Earnings: Exploring the Mechanisms ," Bristol Economics Discussion Papers 24/783, School of Economics, University of Bristol, UK.
    6. Angel de la Fuente & Antonio Ciccone, 2003. "Human capital in a global and knowledge-based economy," Working Papers 70, Barcelona School of Economics.
    7. Francesco Agostinelli & Matthew Wiswall, 2016. "Identification of Dynamic Latent Factor Models: The Implications of Re-Normalization in a Model of Child Development," NBER Working Papers 22441, National Bureau of Economic Research, Inc.
    8. James Heckman & Edward Vytlacil, 2000. "Identifying the Role of Cognitive Ability in Explaining the Level of and Change in the Return to Schooling," NBER Working Papers 7820, National Bureau of Economic Research, Inc.
    9. John Bound & Zvi Griliches & Bronwyn H. Hall, 1984. "Brothers and Sisters in the Family and the Labor Market," NBER Working Papers 1476, National Bureau of Economic Research, Inc.
    10. Tracy L. Regan & Ronald L. Oaxaca & Galen Burghardt, 2007. "A Human Capital Model of the Effects of Ability and Family Background on Optimal Schooling Levels," Working Papers 2010-8, University of Miami, Department of Economics.
    11. Gary S. Becker & Nigel Tomes, 1976. "Child Endowments, and the Quantity and Quality of Children," NBER Working Papers 0123, National Bureau of Economic Research, Inc.
    12. Vidal-Sanz, Jose M., 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    13. Lisa Barrow & Cecilia Elena Rouse, 2005. "Do Returns to Schooling Differ by Race and Ethnicity?," American Economic Review, American Economic Association, vol. 95(2), pages 83-87, May.
    14. Reuben Gronau, 2010. "Zvi Griliches' Contribution to the Theory of Human Capital," NBER Chapters, in: Contributions in Memory of Zvi Griliches, pages 275-297, National Bureau of Economic Research, Inc.
    15. Jack E. Triplett, 2007. "Zvi Griliches' Contributions to Economic Measurement," NBER Chapters, in: Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, pages 573-589, National Bureau of Economic Research, Inc.
    16. Mark M. Pitt & Shahidur R. Khandker & Omar Haider Chowdhury & Daniel L. Millimet, 1998. "Credit Programs for the Poor and the Nutritional Status of Children in Rural Bangladesh," Working Papers 98-4, Brown University, Department of Economics, revised 16 Jan 1998.
    17. Arthur Diamond, 2004. "Zvi Griliches's contributions to the economics of technology and growth," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(4), pages 365-397.
    18. Pushkar Maitra & Sarmistha Pal, 2007. "Early Childbirth, Health Inputs and Child Mortality: Recent Evidence from Bangladesh," CEDI Discussion Paper Series 07-05, Centre for Economic Development and Institutions(CEDI), Brunel University.
    19. Gary Chamberlain, 1979. "Analysis of Covariance With Qualitative Data," NBER Working Papers 0325, National Bureau of Economic Research, Inc.
    20. Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper 1989-14, Tilburg University, Center for Economic Research.
    21. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
    22. Pietro Giorgio Lovaglio & Gianmarco Vacca & Stefano Verzillo, 2016. "Human capital estimation in higher education," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(4), pages 465-489, December.
    23. Joshua D. Angrist & Jinyong Hahn, 1999. "When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects," NBER Technical Working Papers 0241, National Bureau of Economic Research, Inc.
    24. Lina Lu, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers RPA 17-3, Federal Reserve Bank of Boston.
    25. Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2003. "Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College," NBER Working Papers 9546, National Bureau of Economic Research, Inc.
    26. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    27. San Segundo, María Jesús, 1991. "Efectos bloque en la estimación de curvas de engel con datos de la encuesta de presupuestos familiares 1980-81," DE - Documentos de Trabajo. Economía. DE 3002, Universidad Carlos III de Madrid. Departamento de Economía.
    28. Ramses H. ABUL NAGA, 1996. "Prediction and Sufficiency in the Model of Factor Analysis," Cahiers de Recherches Economiques du Département d'économie 9616, Université de Lausanne, Faculté des HEC, Département d’économie.
    29. Simphiwe Innocentia Hlatshwayo & Rob Slotow & Mjabuliseni Simon Cloapas Ngidi, 2023. "The Role of Smallholder Farming on Rural Household Dietary Diversity," Agriculture, MDPI, vol. 13(3), pages 1-16, February.
    30. Francesco Agostinelli & Matthew Wiswall, 2016. "Estimating the Technology of Children's Skill Formation," NBER Working Papers 22442, National Bureau of Economic Research, Inc.
    31. Annamaria Di Bartolo, 1999. "Modern Human Capital Analysis: Estimation of US, Canada and Italy Earning Functions," LIS Working papers 212, LIS Cross-National Data Center in Luxembourg.
    32. Diagne, Aliou & Zeller, Manfred, 2001. "Access to credit and its impact on welfare in Malawi:," Research reports 116, International Food Policy Research Institute (IFPRI).
    33. Ben S. Bernanke, 1981. "The Sources of Labor Productivity Variation in U.S. Manufacturing, 1947-80," NBER Working Papers 0712, National Bureau of Economic Research, Inc.
    34. Arkhipova, Marina & Egorov, Alexey & Sirotin, Viacheslav, 2017. "Returns to schooling in Russia and Ukraine: Comparative analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 100-122.
    35. John Bound, 1989. "Self-Reported vs. Objective Measures of Health in Retirement Models," NBER Working Papers 2997, National Bureau of Economic Research, Inc.
    36. Makepeace, Gerry & Pal, Sarmistha, 2006. "Understanding the Effects of Siblings on Child Mortality: Evidence from India," IZA Discussion Papers 2390, Institute of Labor Economics (IZA).
    37. Bart J. Bronnenberg & Vijay Mahajan, 2001. "Unobserved Retailer Behavior in Multimarket Data: Joint Spatial Dependence in Market Shares and Promotion Variables," Marketing Science, INFORMS, vol. 20(3), pages 284-299, October.
    38. Kézdi, Gábor & Mátyás, László & Balázsi, László & Divényi, János Károly, 2014. "A közgazdasági adatforradalom és a panelökonometria [The revolution in economic data and panel econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1319-1340.
    39. Kalckreuth, Ulf von, 1999. "Social Interactions - Is There Really an Identification Problem?," Discussion Papers 567, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    40. Leenheer, J. & van Heerde, H.J. & Bijmolt, T.H.A. & Smidts, A., 2006. "Do Loyalty Programs Really Enhance Behavioral Loyalty? An Empirical Analysis Accounting for Self-Selecting Members," ERIM Report Series Research in Management ERS-2006-076-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    41. Alain Trognon, 2003. "L'économétrie des panels en perspective," Revue d'économie politique, Dalloz, vol. 113(6), pages 727-748.
    42. Melissa Osborne & Herbert Gintis & Samuel Bowles, 2001. "The Determinants of Earnings: A Behavioral Approach," Journal of Economic Literature, American Economic Association, vol. 39(4), pages 1137-1176, December.
    43. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2018. "Earthquake risk embedded in property prices: Evidence from five Japanese cities," Tinbergen Institute Discussion Papers 18-061/III, Tinbergen Institute.
    44. Lovaglio, Pietro Giorgio, 2008. "Process of accumulation of Italian human capital," Structural Change and Economic Dynamics, Elsevier, vol. 19(4), pages 342-356, December.
    45. Richard Agbanyo, 2020. "Ghana's national health insurance, free maternal healthcare and facility‐based delivery services," African Development Review, African Development Bank, vol. 32(1), pages 27-41, March.
    46. Claudia Goldin & Lawrence F. Katz, 1995. "The Decline of Non-Competing Groups: Changes in the Premium to Education, 1890 to 1940," NBER Working Papers 5202, National Bureau of Economic Research, Inc.

  31. Feldstein, Martin S & Chamberlain, Gary, 1973. "Multimarket Expectations and the Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(4), pages 873-902, November.

    Cited by:

    1. David G. Hartman, 1980. "International Effects on the U.S. Capital Market," NBER Working Papers 0581, National Bureau of Economic Research, Inc.
    2. Sinai, Allen, 2006. "Deficits, expected deficits, financial markets, and the economy," The North American Journal of Economics and Finance, Elsevier, vol. 17(1), pages 79-101, March.
    3. Friedman, Benjamin Morton, 1977. "Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates," Scholarly Articles 4554309, Harvard University Department of Economics.
    4. Feldstein, Martin, 1982. "Inflation, Tax Rules and Investment: Some Econometric Evidence," Econometrica, Econometric Society, vol. 50(4), pages 825-862, July.
    5. Benjamin M. Friedman, 1978. "How Important is Disaggregation in Structural Models of Interest Rate Determination?," NBER Working Papers 0294, National Bureau of Economic Research, Inc.
    6. Martin Feldstein, 1978. "Fiscal Policies, Inflation and Capital Formation," NBER Working Papers 0275, National Bureau of Economic Research, Inc.
    7. Robert Buckley & John Ermisch, 1983. "Theory and Empiricism in The Econometric Modelling of House Prices," Urban Studies, Urban Studies Journal Limited, vol. 20(1), pages 83-90, February.
    8. M. A. Akhtar, 1995. "Monetary Policy And Long‐Term Interest Rates: A Survey Of Empirical Literature," Contemporary Economic Policy, Western Economic Association International, vol. 13(3), pages 110-130, July.
    9. Benjamin M. Friedman, 1980. "Effects of Shifting Saving Patterns on Interest Rates and Economic Activity," NBER Working Papers 0587, National Bureau of Economic Research, Inc.
    10. Benjamin M. Friedman, 1981. "Debt Management Policy, Interest Rates, and Economic Activity," NBER Working Papers 0830, National Bureau of Economic Research, Inc.
    11. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.

Chapters

  1. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318, Elsevier.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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