Gary Chamberlain
(deceased)Personal Details
First Name: | Gary |
Middle Name: | |
Last Name: | Chamberlain |
Suffix: | |
RePEc Short-ID: | pch1911 |
Terminal Degree: | 1975 Department of Economics; Harvard University (from RePEc Genealogy) |
This person is deceased (Date: 26 Feb 2020) |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gary Chamberlain, 2023.
"Identification in dynamic binary choice models,"
CeMMAP working papers
16/23, Institute for Fiscal Studies.
- Gary Chamberlain, 2023. "Identification in dynamic binary choice models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 247-251, December.
- 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.
- 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.
- Gary Chamberlain & Guido W. Imbens, 1996. "Hierarchical Bayes Models with Many Instrumental Variables," NBER Technical Working Papers 0204, National Bureau of Economic Research, Inc.
- Chamberlain, Gary & Imbens, Guido, 1996. "Hierarchical Bayes Models with Many Instrumental Variables," Scholarly Articles 3221489, Harvard University Department of Economics.
- Gary Chamberlain & Guido W. Imbens, 1996.
"Nonparametric Applications of Bayesian Inference,"
Harvard Institute of Economic Research Working Papers
1772, Harvard - Institute of Economic Research.
- 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.
- Gary Chamberlain & Guido W. Imbens, 1996. "Nonparametric Applications of Bayesian Inference," NBER Technical Working Papers 0200, National Bureau of Economic Research, Inc.
- Imbens, Guido & Chamberlain, Gary, 1996. "Nonparametric Applications of Bayesian Inference," Scholarly Articles 3221493, Harvard University Department of Economics.
- Gary Chamberlain & Guido W. Imbens, 1995. "Semiparametric Applications of Bayesian Influence," Harvard Institute of Economic Research Working Papers 1716, Harvard - Institute of Economic Research.
- Chamberlain, G., 1993.
"Feedback in Panel Data Medels,"
Harvard Institute of Economic Research Working Papers
1656, Harvard - Institute of Economic Research.
- Chamberlain, Gary, 2022. "Feedback in panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 4-20.
- Chamberlain, G., 1991. "Quantile Regression, Censoring, And The Structure Of Wages," Harvard Institute of Economic Research Working Papers 1558, Harvard - Institute of Economic Research.
- Chamberlain, G., 1991. "Sequential Moment Restrictions in Panel Data," Harvard Institute of Economic Research Working Papers 1577, Harvard - Institute of Economic Research.
- Chamberlain, Gary, 1985.
"Asset Pricing In Multiperiod Securities Markets,"
SSRI Workshop Series
292599, University of Wisconsin-Madison, Social Systems Research Institute.
- Chamberlain, Gary, 1988. "Asset Pricing in Multiperiod Securities Markets," Econometrica, Econometric Society, vol. 56(6), pages 1283-1300, November.
- Chamberlain, Gary & Wilson, Charles, 1984.
"Optimal Intertemporal Consumption Under Uncertainty,"
Working Papers
84-15, C.V. Starr Center for Applied Economics, New York University.
- 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.
- Brock, William A. & Chamberlain, Gary, 1984. "Spectral Analysis Cannot Tell A Macro-Econometrician Whether His Time Series Came From A Stochastic Economy Or A Deterministic Economy," SSRI Workshop Series 292596, University of Wisconsin-Madison, Social Systems Research Institute.
- Gary Chamberlain, 1982.
"Panel Data,"
NBER Working Papers
0913, National Bureau of Economic Research, Inc.
- 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.
- Chamberlain, Gary & Rothschild, Michael, 1982.
"Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets,"
Scholarly Articles
3230355, Harvard University Department of Economics.
- Chamberlain, Gary & Rothschild, Michael, 1983. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," Econometrica, Econometric Society, vol. 51(5), pages 1281-1304, September.
- Gary Chamberlain & Michael Rothschild, 1982. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," NBER Working Papers 0996, National Bureau of Economic Research, Inc.
- Gary Chamberlain & Michael Rothschild, 1981. "Arbitrage and Mean-Variance Analysis on Large Asset Markets," NBER Technical Working Papers 0015, National Bureau of Economic Research, Inc.
- Chamberlain, Gary, 1981.
"The General Equivalence Of Granger And Sims Causality,"
SSRI Workshop Series
292583, University of Wisconsin-Madison, Social Systems Research Institute.
- Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-581, May.
- Gary Chamberlain, 1980.
"Multivariate Refression Models for Paned Data,"
NBER Technical Working Papers
0008, National Bureau of Economic Research, Inc.
- Chamberlain, Gary, 1982. "Multivariate regression models for panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
- Gary Chamberlain, 1979.
"Analysis of Covariance With Qualitative Data,"
NBER Working Papers
0325, National Bureau of Economic Research, Inc.
- 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.
Articles
- Gary Chamberlain, 2023.
"Identification in dynamic binary choice models,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 247-251, December.
- Gary Chamberlain, 2023. "Identification in dynamic binary choice models," CeMMAP working papers 16/23, Institute for Fiscal Studies.
- Chamberlain, Gary, 2022.
"Feedback in panel data models,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 4-20.
- Chamberlain, G., 1993. "Feedback in Panel Data Medels," Harvard Institute of Economic Research Working Papers 1656, Harvard - Institute of Economic Research.
- Gary Chamberlain, 2020. "Robust Decision Theory and Econometrics," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 239-271, August.
- 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.
- Gary Chamberlain, 2010. "Binary Response Models for Panel Data: Identification and Information," Econometrica, Econometric Society, vol. 78(1), pages 159-168, January.
- 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.
- Gary Chamberlain, 2008. "Comment on "Decision Theory Applied to an Instrumental Variables Model"," Econometrica, Econometric Society, vol. 76(6), pages 1565-1565, November.
- Gary Chamberlain, 2007. "Decision Theory Applied to an Instrumental Variables Model," Econometrica, Econometric Society, vol. 75(3), pages 609-652, May.
- Gary Chamberlain & Guido Imbens, 2004. "Random Effects Estimators with many Instrumental Variables," Econometrica, Econometric Society, vol. 72(1), pages 295-306, January.
- 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.
- Gary Chamberlain & Guido W. Imbens, 1996. "Nonparametric Applications of Bayesian Inference," Harvard Institute of Economic Research Working Papers 1772, Harvard - Institute of Economic Research.
- Gary Chamberlain & Guido W. Imbens, 1996. "Nonparametric Applications of Bayesian Inference," NBER Technical Working Papers 0200, National Bureau of Economic Research, Inc.
- Imbens, Guido & Chamberlain, Gary, 1996. "Nonparametric Applications of Bayesian Inference," Scholarly Articles 3221493, Harvard University Department of Economics.
- 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.
- Chamberlain, Gary, 2000. "Econometrics and decision theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 255-283, April.
- Gary Chamberlain, 2000. "Econometric applications of maxmin expected utility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.
- 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.
- Chamberlain, Gary & Wilson, Charles, 1984. "Optimal Intertemporal Consumption Under Uncertainty," Working Papers 84-15, C.V. Starr Center for Applied Economics, New York University.
- Gary Chamberlain & Keisuke Hirano, 1999. "Predictive Distributions based on Longitudinal Earnings Data," Annals of Economics and Statistics, GENES, issue 55-56, pages 211-242.
- 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.
- Chamberlain, Gary, 1992. "Efficiency Bounds for Semiparametric Regression," Econometrica, Econometric Society, vol. 60(3), pages 567-596, May.
- Chamberlain, Gary, 1990. "Arthur S. Goldberger and Latent Variables in Econometrics: Distinguished Fellow," Journal of Economic Perspectives, American Economic Association, vol. 4(4), pages 125-152, Fall.
- Chamberlain, Gary, 1988.
"Asset Pricing in Multiperiod Securities Markets,"
Econometrica, Econometric Society, vol. 56(6), pages 1283-1300, November.
- Chamberlain, Gary, 1985. "Asset Pricing In Multiperiod Securities Markets," SSRI Workshop Series 292599, University of Wisconsin-Madison, Social Systems Research Institute.
- Chamberlain, Gary, 1987. "Asymptotic efficiency in estimation with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 34(3), pages 305-334, March.
- Chamberlain, Gary, 1986. "Asymptotic efficiency in semi-parametric models with censoring," Journal of Econometrics, Elsevier, vol. 32(2), pages 189-218, July.
- Chamberlain, Gary & Rothschild, Michael, 1983.
"Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets,"
Econometrica, Econometric Society, vol. 51(5), pages 1281-1304, September.
- Gary Chamberlain & Michael Rothschild, 1982. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," NBER Working Papers 0996, National Bureau of Economic Research, Inc.
- Chamberlain, Gary & Rothschild, Michael, 1982. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," Scholarly Articles 3230355, Harvard University Department of Economics.
- Chamberlain, Gary, 1983. "A characterization of the distributions that imply mean--Variance utility functions," Journal of Economic Theory, Elsevier, vol. 29(1), pages 185-201, February.
- Chamberlain, Gary, 1983. "Funds, Factors, and Diversification in Arbitrage Pricing Models," Econometrica, Econometric Society, vol. 51(5), pages 1305-1323, September.
- Chamberlain, Gary, 1982.
"The General Equivalence of Granger and Sims Causality,"
Econometrica, Econometric Society, vol. 50(3), pages 569-581, May.
- Chamberlain, Gary, 1981. "The General Equivalence Of Granger And Sims Causality," SSRI Workshop Series 292583, University of Wisconsin-Madison, Social Systems Research Institute.
- Chamberlain, Gary, 1982.
"Multivariate regression models for panel data,"
Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
- Gary Chamberlain, 1980. "Multivariate Refression Models for Paned Data," NBER Technical Working Papers 0008, National Bureau of Economic Research, Inc.
- Chamberlain, Gary, 1981. "Models of duration dependence," Journal of Econometrics, Elsevier, vol. 16(1), pages 164-164, May.
- Chamberlain, Gary & Rothschild, Michael, 1981. "A note on the probability of casting a decisive vote," Journal of Economic Theory, Elsevier, vol. 25(1), pages 152-162, August.
- 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.
- Gary Chamberlain, 1979. "Analysis of Covariance With Qualitative Data," NBER Working Papers 0325, National Bureau of Economic Research, Inc.
- Chamberlain, Gary, 1977. "Education, income, and ability revisited," Journal of Econometrics, Elsevier, vol. 5(2), pages 241-257, March.
- 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.
- 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.
Chapters
- 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.
- Gary Chamberlain, 1982. "Panel Data," NBER Working Papers 0913, National Bureau of Economic Research, Inc.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DCM: Discrete Choice Models (2) 1998-08-21 2023-09-04
- NEP-ECM: Econometrics (1) 2023-09-04
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