NBER Technical Working Papers

from National Bureau of Economic Research, Inc
National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A..
Contact information at EDIRC.
Series data maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

345: Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method

Benjamin Andrew Malin, Dirk Krueger and Felix Kubler

344: Bootstrap-Based Improvements for Inference with Clustered Errors

A. Colin Cameron, Jonah B. Gelbach and Douglas Lee Miller

343: Do Instrumental Variables Belong in Propensity Scores?

Jay Bhattacharya and William Vogt

342: Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents

Xavier Gabaix and Rustam Ibragimov

341: Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security

Howard Kunreuther, Gabriel Silvasi, Eric T. Bradlow and Dylan Small

340: The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds

Flavio Cunha, James J. Heckman and Salvador Navarro

339: Unconditional Quantile Regressions

Sergio Firpo, Nicole M. Fortin and Thomas Lemieux

338: Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

Kenneth D. West, Ka-fu Wong and Stanislav Anatolyev

337: Regression Discontinuity Designs: A Guide to Practice

Guido Imbens and Thomas Lemieux

336: Internal Increasing Returns to Scale and Economic Growth

John List and Haiwen Zhou

335: Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program

Alberto Abadie, Alexis Diamond and Jens Hainmueller

334: Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test

Justin McCrary

333: Using Ramdomization in Development Economics Research: A Toolkit

Esther Duflo, Rachel Glennerster and Michael Kremer

332: DSGE Models in a Data-Rich Environment

Jean Boivin and Marc P. Giannoni

331: Vector Multiplicative Error Models: Representation and Inference

Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo

330: Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand

Richard K. Crump, V. Joseph Hotz, Guido W. Imbens and Oscar A. Mitnik

329: Researcher Incentives and Empirical Methods

Edward Ludwig Glaeser

328: Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter?

Katharine Abraham, Aaron Maitland and Suzanne M. Bianchi

327: Robust Inference with Multi-way Clustering

A. Colin Cameron, Jonah B. Gelbach and Douglas Lee Miller

326: Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Kenneth D. West and Todd Clark

325: On the Failure of the Bootstrap for Matching Estimators

Alberto Abadie and Guido W. Imbens

324: Nonparametric Tests for Treatment Effect Heterogeneity

Richard K. Crump, V. Joseph Hotz, Guido W. Imbens and Oscar A. Mitnik

323: Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

James H. Stock and Mark W. Watson

322: Regression Discontinuity Inference with Specification Error

David S. Lee and David E. Card

321: Estimating Macroeconomic Models: A Likelihood Approach

Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez

320: Semiparametric Estimation of a Dynamic Game of Incomplete Information

Patrick Bajari and Han Hong

319: Edgeworth Expansions for Realized Volatility and Related Estimators

Lan Zhang, Per A. Mykland and Yacine Ait-Sahalia

318: Solving General Equilibrium Models with Incomplete Markets and Many Assets

Martin Evans and Viktoria V. Hnatkovska

317: Generalized Stochastic Gradient Learning

George William Evans, Seppo Mikko Sakari Honkapohja and Noah Williams

316: Dynamic Discrete Choice and Dynamic Treatment Effects

James J. Heckman and Salvador Navarro

315: Convergence Properties of the Likelihood of Computed Dynamic Models

Jesus Fernandez-Villaverde, Juan Rubio and Manuel Santos

314: Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How?

Joshua Angrist

313: Inference with Weak Instruments

Donald W. K. Andrews and James H. Stock

312: Inference with "Difference in Differences" with a Small Number of Policy Changes

Timothy Conley and Christopher Taber

311: Two-Sample Instrumental Variables Estimators

Atsushi Inoue and Gary Solon

310: A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models

Atsushi Inoue and Gary Solon

309: The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems

Christopher Carroll

308: A, B, C's (and D)'s for Understanding VARs

Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent

307: Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis

Azeem M. Shaikh and Edward Vytlacil

306: Structural Equations, Treatment Effects and Econometric Policy Evaluation

James J. Heckman and Edward Vytlacil

305: Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference

Todd Clark and Kenneth D. West

304: Avoiding the Curse of Dimensionality in Dynamic Stochastic Games

Ulrich Doraszelski and Kenneth L. Judd

303: Optimal Inference in Regression Models with Nearly Integrated Regressors

Michael Jansson and Marcelo J. Moreira

302: Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak

Marcelo J. Moreira, Jack R. Porter and Gustavo A. Suarez

301: Identification and Estimation of Discrete Games of Complete Information

Patrick Bajari, Han Hong and Stephen Ryan

300: Volatility Comovement: A Multifrequency Approach

Laurent E. Calvet, Adlai J. Fisher and Samuel B. Thompson

299: Optimal Invariant Similar Tests for Instrumental Variables Regression

Donald W. K. Andrews, Marcelo J. Moreira and James H. Stock

298: The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

Nelson Mark and Donggyu Sul

297: On the Relationship Between Determinate and MSV Solutions in Linear RE Models

Bennett McCallum

296: A Monte Carlo Study of Growth Regressions

William R. Hauk and Romain Wacziarg