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Content
2007
- 0345 Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
by Benjamin Malin & Dirk Krueger & Felix Kubler - 0344 Bootstrap-Based Improvements for Inference with Clustered Errors
by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller - 0343 Do Instrumental Variables Belong in Propensity Scores?
by Jay Bhattacharya & William B. Vogt - 0342 Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
by Xavier Gabaix & Rustam Ibragimov - 0341 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small - 0340 The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds
by Flavio Cunha & James J. Heckman & Salvador Navarro - 0339 Unconditional Quantile Regressions
by Sergio Firpo & Nicole M. Fortin & Thomas Lemieux - 0338 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev - 0337 Regression Discontinuity Designs: A Guide to Practice
by Guido Imbens & Thomas Lemieux - 0336 Internal Increasing Returns to Scale and Economic Growth
by John A. List & Haiwen Zhou - 0335 Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program
by Alberto Abadie & Alexis Diamond & Jens Hainmueller - 0334 Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
by Justin McCrary
2006
- 0333 Using Randomization in Development Economics Research: A Toolkit
by Esther Duflo & Rachel Glennerster & Michael Kremer - 0332 DSGE Models in a Data-Rich Environment
by Jean Boivin & Marc Giannoni - 0331 Vector Multiplicative Error Models: Representation and Inference
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo - 0330 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik - 0329 Researcher Incentives and Empirical Methods
by Edward L. Glaeser - 0328 Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter?
by Katharine G. Abraham & Aaron Maitland & Suzanne M. Bianchi - 0327 Robust Inference with Multi-way Clustering
by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller - 0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
by Kenneth D. West & Todd Clark - 0325 On the Failure of the Bootstrap for Matching Estimators
by Alberto Abadie & Guido W. Imbens - 0324 Nonparametric Tests for Treatment Effect Heterogeneity
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik - 0323 Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
by James H. Stock & Mark W. Watson - 0322 Regression Discontinuity Inference with Specification Error
by David S. Lee & David Card - 0321 Estimating Macroeconomic Models: A Likelihood Approach
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez - 0320 Semiparametric Estimation of a Dynamic Game of Incomplete Information
by Patrick Bajari & Han Hong
2005
- 0319 Edgeworth Expansions for Realized Volatility and Related Estimators
by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia - 0318 Solving General Equilibrium Models with Incomplete Markets and Many Assets
by Martin D. D. Evans & Viktoria Hnatkovska - 0317 Generalized Stochastic Gradient Learning
by George W. Evans & Seppo Honkapohja & Noah Williams - 0316 Dynamic Discrete Choice and Dynamic Treatment Effects
by James J. Heckman & Salvador Navarro - 0315 Convergence Properties of the Likelihood of Computed Dynamic Models
by Jesus Fernandez-Villaverde & Juan Rubio & Manuel Santos - 0314 Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How?
by Joshua Angrist - 0313 Inference with Weak Instruments
by Donald W.K. Andrews & James H. Stock - 0312 Inference with "Difference in Differences" with a Small Number of Policy Changes
by Timothy Conley & Christopher Taber - 0311 Two-Sample Instrumental Variables Estimators
by Atsushi Inoue & Gary Solon - 0310 A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models
by Atsushi Inoue & Gary Solon - 0309 The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems
by Christopher D. Carroll - 0308 A, B, C's (and D)'s for Understanding VARs
by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent - 0307 Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
by Azeem Shaikh & Edward Vytlacil - 0306 Structural Equations, Treatment Effects and Econometric Policy Evaluation
by James J. Heckman & Edward Vytlacil - 0305 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
by Todd E. Clark & Kenneth D. West - 0304 Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
by Ulrich Doraszelski & Kenneth L. Judd
2004
- 0303 Optimal Inference in Regression Models with Nearly Integrated Regressors
by Michael Jansson & Marcelo J. Moreira - 0302 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez - 0301 Identification and Estimation of Discrete Games of Complete Information
by Patrick Bajari & Han Hong & Stephen Ryan - 0300 Volatility Comovement: A Multifrequency Approach
by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson - 0299 Optimal Invariant Similar Tests for Instrumental Variables Regression
by Donald W.K. Andrews & Marcelo Moreira & James H. Stock - 0298 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
by Nelson C. Mark & Donggyu Sul - 0297 On the Relationship Between Determinate and MSV Solutions in Linear RE Models
by Bennett McCallum - 0296 A Monte Carlo Study of Growth Regressions
by William R. Hauk & Romain Wacziarg
2003
- 0295 The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs
by Robert A. Moffitt - 0294 Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review
by Guido W. Imbens - 0293 Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data
by Willard G. Manning & Anirban Basu & John Mullahy - 0292 Dynamic Seemingly Unrelated Cointegrating Regression
by Nelson C. Mark & Masao Ogaki & Donggyu Sul - 0291 Generalized Moments Estimation for Panel Data
by Viliam Druska & William C. Horrace - 0290 The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production
by Kent Smetters - 0289 Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data
by Christopher R. Bollinger & Amitabh Chandra - 0288 Multinomial Choice with Social Interactions
by William A. Brock & Steven N. Durlauf
2002
- 0287 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
by Nelson C. Mark & Donggyu Sul - 0286 Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions
by Yacine Aït-Sahalia & Robert Kimmel - 0285 Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
by Guido W. Imbens & Whitney K. Newey - 0284 Testing for Weak Instruments in Linear IV Regression
by James H. Stock & Motohiro Yogo - 0283 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects
by Alberto Abadie & Guido W. Imbens - 0282 Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function
by Stephanie Schmitt-Grohe & Martin Uribe - 0281 Affine Processes and Application in Finance
by Darrel Duffie & Damir Filipović & Walter Schachermayer - 0280 Identification and Inference in Nonlinear Difference-In-Differences Models
by Susan Athey & Guido W. Imbens - 0279 Parametric and Nonparametric Volatility Measurement
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold - 0278 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
by George Hall & John Rust - 0277 Trimming for Bounds on Treatment Effects with Missing Outcomes
by David S. Lee - 0276 The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions
by Yacine Ait-Sahalia & Per A. Mykland
2001
- 0275 Using Weights to Adjust for Sample Selection When Auxiliary Information is Available
by Aviv Nevo - 0274 Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
by Michael W. Brandt & Pedro Santa-Clara - 0273 A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
by Daniel A. Ackerberg - 0272 Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach
by Patrick Bajari & C. Lanier Benkard - 0271 Estimating Hedonic Models: Implications of the Theory
by Helen Tauchen & Ann Dryden Witte - 0270 The Bias of the RSR Estimator and the Accuracy of Some Alternatives
by William N. Goetzmann & Liang Peng - 0269 Empirical Bayes Forecasts of One Time Series Using Many Predictors
by Thomas Knox & James H. Stock & Mark W. Watson - 0268 A Graphical Analysis of Some Basic Results in Social Choice
by Estelle Cantillon - 0267 Panel Data Estimators for Nonseparable Models with Endogenous Regressors
by Joseph G. Altonji & Rosa L. Matzkin
2000
- 0266 The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?
by Lawrence J. Christiano & Richard M. Todd - 0265 Time Use and Population Representation in the Sloan Study of Adolescents
by Casey B. Mulligan & Barbara Schneider & Rurtin Wolfe - 0264 Long Memory and Regime Switching
by Francis X. Diebold & Atsushi Inoue - 0263 Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations
by Charles F. Manski - 0262 Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian ..
by Arild Aakvik & James J. Heckman & Edward J. Vytlacil - 0261 Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable
by Alberto Abadie - 0260 Semiparametric Estimation of Instrumental Variable Models for Causal Effects
by Alberto Abadie - 0259 Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect
by James J. Heckman & Edward J. Vytlacil - 0258 Interactions-Based Models
by William Brock & Steven N. Durlauf - 0257 Bias from Classical and Other Forms of Measurement Error
by Dean R. Hyslop & Guido W. Imbens - 0256 Encompassing Tests When No Model Is Encompassing
by Kenneth D. West - 0255 Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
by Wouter J. den Haan & Andrew T. Levin - 0254 Direct Estimation of Policy Impacts
by Hidehiko Ichimura & Christopher R. Taber - 0253 Estimating Euler Equations
by Orazio P. Attanasio & Hamish Low - 0252 Local Instrumental Variables
by James J. Heckman & Edward J. Vytlacil - 0251 Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
by Keisuke Hirano & Guido W. Imbens & Geert Ridder - 0250 External Treatment Effects and Program Implementation Bias
by Tomas J. Philipson - 0249 On Optimal Instrumental Variables Estimation of Stationary Time Series Models
by Kenneth D. West - 0248 Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice
by Joshua D. Angrist
1999
- 0247 A Note on Longitudinally Matching Current Population Survey (CPS) Respondents
by Brigitte C. Madrian & Lars John Lefgren - 0246 Estimating Log Models: To Transform or Not to Transform?
by Willard G. Manning & John Mullahy - 0245 Interaction Effects and Difference-in-Difference Estimation in Loglinear Models
by John Mullahy - 0244 News About News: Information Arrival and Irreversible Investment
by Allan Drazen & Plutarchos Sakellaris - 0243 Environmental Policy and Firm Behavior: Abatement Investment and Location Decisions Under Uncertainty and Irreversibility
by Anastasios Xepapadeas - 0242 Statistical Treatment Rules for Heterogeneous Populations: With Application to Randomized Experiments
by Charles F. Manski - 0241 When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects
by Joshua D. Angrist & Jinyong Hahn - 0240 Predictive Regressions
by Robert F. Stambaugh - 0239 Toll Competition Among Congested Roads
by Eduardo Engel & Ronald Fischer & Alexander Galetovic - 0238 Predicting the Efficacy of Future Training Programs Using Past Experiences
by V. Joseph Hotz & Guido W. Imbens & Julie H. Mortimer - 0237 The Role of the Propensity Score in Estimating Dose-Response Functions
by Guido W. Imbens - 0236 Approximation Bias in Linearized Euler Equations
by Sydney Ludvigson & Christina H. Paxson
1998
- 0235 Sorting Out Sorts
by Jonathan B. Berk - 0234 A Simple Framework for Nonparametric Specification Testing
by Glenn Ellison & Sara Fisher Ellison - 0233 An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version
by Julio J. Rotemberg & Michael Woodford - 0232 Solutions to Linear Rational Expectations Models: A Compact Exposition
by Bennett T. McCallum - 0231 Efficient Intertemporal Allocations with Recursive Utility
by Bernard Dumas & Raman Uppal & Tan Wang - 0230 Combining Panel Data Sets with Attrition and Refreshment Samples
by Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rebin - 0229 Instrumental Variables Estimation of Quantile Treatment Effects
by Alberto Abadie & Joshua D. Angrist & Guido W. Imbens - 0228 Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics
by John Mullahy - 0227 Net Health Benefits: A New Framework for the Analysis of Uncertainty in Cost-Effectiveness Analysis
by Aaron A. Stinnett & John Mullahy - 0226 Regression-Based Tests of Predictive Ability
by Kenneth D. West & Michael W. McCracken - 0225 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients
by Lawrence J. Christiano - 0224 Monotone Instrumental Variables with an Application to the Returns to Schooling
by Charles F. Manski & John V. Pepper - 0223 Overidentification Tests with Grouped Data
by Caroline Hoxby & M. Daniele Paserman - 0222 Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
by Yacine Ait-Sahalia - 0221 A Research Assistant's Guide to Random Coefficients Discrete Choice Models of Demand
by Aviv Nevo - 0220 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
by John Fitzgerald & Peter Gottschalk & Robert Moffitt - 0219 Anchoring Effects in the HRS: Experimental and Nonexperimental Evidence
by Michael D. Hurd
1997
- 0218 Algorithms for Solving Dynamic Models with Occasionally Binding Constraints
by Lawrence J. Christiano & Jonas D.M. Fisher - 0217 Cointegration and Long-Horizon Forecasting
by Peter F. Christoffersen & Francis X. Diebold - 0216 Horizon Length and Portfolio Risk
by Christian Gollier & Richard J. Zeckhauser - 0215 Evaluating Density Forecasts
by Francis X. Diebold & Todd A. Gunther & Anthony S. Tay - 0214 Moment Estimation with Attrition
by John M. Abowd & Bruno Crepon & Francis Kramarz - 0213 Measuring Predictability: Theory and Macroeconomic Applications
by Francis X. Diebold & Lutz Kilian - 0212 An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model
by Sanjiv Ranjan Das - 0211 Time-to-Build and Cycles
by Patrick K. Asea & Paul J. Zak - 0210 Observational Agency and Supply-Side Econometrics
by Tomas Philipson - 0209 The Significance of the Market Portfolio
by Stefano Athanasoulis & Robert J. Shiller - 0208 Computational Economics and Economic Theory: Substitutes or Complements
by Kenneth L. Judd - 0207 Solving Large Scale Rational Expectations Models
by Jess Gaspar & Kenneth L. Judd - 0199 An Introduction to Applicable Game Theory
by Robert Gibbons - 0086 Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
by Lars Peter Hansen & Kenneth J. Singleton
1996
- 0206 Further Investigation of the Uncertain Unit Root in GNP
by Yin-Wong Cheung & Menzie D. Chinn - 0205 The NBER Manufacturing Productivity Database
by Eric J. Bartelsman & Wayne Gray - 0204 Hierarchical Bayes Models with Many Instrumental Variables
by Gary Chamberlain & Guido W. Imbens - 0203 Statistical Mechanics Approaches to Socioeconomic Behavior
by Steven N. Durlauf - 0202 Imposing Moment Restrictions from Auxiliary Data by Weighting
by Guido W. Imbens & Judith K. Hellerstein - 0201 Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
by James H. Stock & Mark W. Watson - 0200 Nonparametric Applications of Bayesian Inference
by Gary Chamberlain & Guido W. Imbens - 0198 Asymptotics for GMM Estimators with Weak Instruments
by James H. Stock & Jonathan Wright - 0197 A Practitioner's Guide to Robust Covariance Matrix Estimation
by Wouter J. Den Haan & Andrew T. Levin - 0196 Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI
by Matthew D. Shapiro & David W. Wilcox - 0195 Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
by Wouter J. Den Haan & Andrew Levin - 0194 Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
by Francis X. Diebold & Til Schuermann - 0193 Instrument Relevance in Multivariate Linear Models: A Simple Measure
by John Shea - 0192 Forecast Evaluation and Combination
by Francis X. Diebold & Jose A. Lopez - 0191 On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
by Geert Bekaert & Robert J. Hodrick & David A. Marshall - 0190 Existence of Equilibrium and Stratification in Local and Hierarchical Tiebout Economies with Property Taxes and Voting
by Thomas J. Nechyba - 0187 Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation
by Robert A. Moffitt - 0138 From Each According to His Surplus: Equi-Proportionate Sharing of Commodity Tax Burdens
by James R. Hines, Jr. & John C. Hlinko & Theodore J.F. Lubke - 0123 Specification Testing in Panel Data With Instrumental Variables
by Gilbert E. Metcalf
1995
- 0189 On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics
by Arline T. Geronimus & John Bound & Lisa J. Neidert - 0188 A CES Indirect Production Function
by Boyan Jovanovic - 0186 Information Theoretic Approaches to Inference in Moment Condition Models
by Guido W. Imbens & Phillip Johnson & Richard H. Spady - 0185 Instrumental Variables: A Cautionary Tale
by James J. Heckman - 0184 Randomization as an Instrumental Variable
by James J. Heckman - 0183 Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
by Kenneth D. West - 0182 Refining Estimates of Marital Status Differences in Mortality at Older Ages
by Sanders Korenman & Noreen Goldman & Haishan Fu - 0181 Conditioning on the Probability of Selection to Control Selection Bias
by Joshua D. Angrist - 0180 A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death
by John M. Abowd & Bruno Crepon & Francis Kramarz & Alain Trognon - 0179 One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
by Charles Goodhart & Takatoshi Ito & Richard Payne - 0178 Non-Parametric Demand Analysis with an Application to the Demand for Fish
by Joshua D. Angrist & Kathryn Graddy & Guido W. Imbens - 0177 Small Sample Properties of GMM for Business Cycle Analysis
by Lawrence J. Christiano & Wouter J. Den Haan - 0176 A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
by Kenneth D. West & David W. Wilcox - 0175 Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion
by Gilbert E. Metcalf & Kevin A. Hassett - 0174 Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
by Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz - 0173 Measuring Volatility Dynamics
by Francis X. Diebold & Jose A. Lopez - 0172 Jackknife Instrumental Variables Estimation
by Joshua D. Angrist & Guido W. Imbens & Alan Krueger - 0150 Split Sample Instrumental Variables
by Joshua D. Angrist & Alan B. Krueger - 0144 Automatic Lag Selection in Covariance Matrix Estimation
by Kenneth D. West & Whitney K. Newey - 0127 Average Causal Response with Variable Treatment Intensity
by Joshua D. Angrist & Guido W. Imbens - 0120 Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability
by Maurice Obstfeld - 0118 Identification and Estimation of Local Average Treatment Effects
by Joshua D. Angrist & Guido W. Imbens
1994
- 0171 Testing for Cointegration When Some of the Contributing Vectors are Known
by Michael T. K. Horvath & Mark W. Watson - 0170 Natural and Quasi- Experiments in Economics
by Bruce D. Meyer - 0169 Comparing Predictive Accuracy
by Francis X. Diebold & Roberto S. Mariano - 0168 Estimating Multiple-Discrete Choice Models: An Application to Computeri-zzation Returns
by Igal Hendel - 0167 Optimal Prediction Under Asymmetric Loss
by Peter F. Christoffersen & Francis X. Diebold - 0166 Accounting for Dropouts in Evaluations of Social Experiments
by James Heckman & Jeffrey Smith & Christopher Taber - 0165 Estimating Deterministic Trends in the Presence of Serially Correlated Errors
by Eugene Canjels & Mark W. Watson - 0164 Evidence on Structural Instability in Macroeconomic Time Series Relations
by James H. Stock & Mark W. Watson - 0163 Continuous Record Asymptotics for Rolling Sample Variance Estimators
by Dean P. Foster & Daniel B. Nelson - 0162 Asymptotic Filtering Theory for Multivariate ARCH Models
by Daniel B. Nelson - 0161 Asymptotically Optimal Smoothing with ARCH Models
by Daniel B. Nelson - 0160 Reported Income in the NLSY: Consistency Checks and Methods for Cleaningthe Data
by Nancy Cole & Janet Currie - 0159 Interpreting Tests of the Convergence Hypothesis
by Andrew B. Bernard & Steven N. Durlauf - 0158 Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research
by David Neumark - 0157 Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
by James J. Heckman & Christopher R. Taber - 0156 Small Sample Bias in GMM Estimation of Covariance Structures
by Joseph G. Altonji & Lewis M. Segal - 0155 Small Sample Properties of Generalized Method of Moments Based Wald Tests
by Craig Burnside & Martin Eichenbaum