Details about Gary Chamberlain

This author is deceased (2020-02-26).

Access statistics for papers by Gary Chamberlain.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pch1911

Working Papers

2023

1. Identification in dynamic binary choice models
   CeMMAP working papers, Institute for Fiscal Studies
   See also Journal Article Identification in dynamic binary choice models, SERIEs: Journal of the Spanish Economic Association, Springer (2023) (2023)

2010

2. Innovation, knowledge spending and productivity growth in the UK: interim report for NESTA 'Innovation Index’ project
   Working Papers, Imperial College, London, Imperial College Business School View citations (10)

1996

3. Hierarchical Bayes Models with Many Instrumental Variables
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (15)
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) View citations (15)
   Scholarly Articles, Harvard University Department of Economics (1996) View citations (15)
4. Nonparametric Applications of Bayesian Inference
   NBER Technical Working Papers, National Bureau of Economic Research, Inc
   Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1996) View citations (1)
   Scholarly Articles, Harvard University Department of Economics (1996)
   See also Journal Article Nonparametric Applications of Bayesian Inference, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (77) (2003)

1995

5. Semiparametric Applications of Bayesian Influence
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (1)

1993

6. Feedback in Panel Data Medels
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (17)
   See also Journal Article Feedback in panel data models, Journal of Econometrics, Elsevier (2022) View citations (4) (2022)

1991

7. QUANTILE REGRESSION, CENSORING, AND THE STRUCTURE OF WAGES
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (16)
8. Sequential Moment Restrictions in Panel Data
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research

1985

9. Asset Pricing In Multiperiod Securities Markets
   SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute View citations (2)
   See also Journal Article Asset Pricing in Multiperiod Securities Markets, Econometrica, Econometric Society (1988) View citations (12) (1988)

1984

10. Optimal Intertemporal Consumption Under Uncertainty
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (3)
    See also Journal Article Optimal Intertemporal Consumption Under Uncertainty, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2000) View citations (100) (2000)
11. Spectral Analysis Cannot Tell A Macro-Econometrician Whether His Time Series Came From A Stochastic Economy Or A Deterministic Economy
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute View citations (2)

1982

12. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
    Scholarly Articles, Harvard University Department of Economics View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1982) View citations (27)
    See also Journal Article Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets, Econometrica, Econometric Society (1983) View citations (715) (1983)
13. Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Chapter Panel data, Handbook of Econometrics, Elsevier (1984) View citations (584) (1984)

1981

14. Arbitrage and Mean-Variance Analysis on Large Asset Markets
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (4)
15. The General Equivalence Of Granger And Sims Causality
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute
    See also Journal Article The General Equivalence of Granger and Sims Causality, Econometrica, Econometric Society (1982) View citations (30) (1982)

1980

16. Multivariate Refression Models for Paned Data
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Multivariate regression models for panel data, Journal of Econometrics, Elsevier (1982) View citations (696) (1982)

1979

17. Analysis of Covariance With Qualitative Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    See also Journal Article Analysis of Covariance with Qualitative Data, The Review of Economic Studies, Review of Economic Studies Ltd (1980) View citations (1537) (1980)

Journal Articles

2023

1. Identification in dynamic binary choice models
   SERIEs: Journal of the Spanish Economic Association, 2023, 14, (3), 247-251
   See also Working Paper Identification in dynamic binary choice models, CeMMAP working papers (2023) (2023)

2022

2. Feedback in panel data models
   Journal of Econometrics, 2022, 226, (1), 4-20 View citations (4)
   See also Working Paper Feedback in Panel Data Medels, Harvard Institute of Economic Research Working Papers (1993) View citations (17) (1993)

2020

3. Robust Decision Theory and Econometrics
   Annual Review of Economics, 2020, 12, (1), 239-271 View citations (2)

2016

4. Fixed Effects, Invariance, and Spatial Variation in Intergenerational Mobility
   American Economic Review, 2016, 106, (5), 400-404 View citations (2)

2010

5. Binary Response Models for Panel Data: Identification and Information
   Econometrica, 2010, 78, (1), 159-168 View citations (111)

2009

6. Decision Theory Applied to a Linear Panel Data Model
   Econometrica, 2009, 77, (1), 107-133 View citations (26)

2008

7. Comment on "Decision Theory Applied to an Instrumental Variables Model"
   Econometrica, 2008, 76, (6), 1565-1565 View citations (2)

2007

8. Decision Theory Applied to an Instrumental Variables Model
   Econometrica, 2007, 75, (3), 609-652 View citations (19)

2004

9. Random Effects Estimators with many Instrumental Variables
   Econometrica, 2004, 72, (1), 295-306 View citations (42)

2003

10. Nonparametric Applications of Bayesian Inference
    Journal of Business & Economic Statistics, 2003, 21, (1), 12-18 View citations (77)
    See also Working Paper Nonparametric Applications of Bayesian Inference, NBER Technical Working Papers (1996) (1996)

2001

11. Minimax Estimation and Forecasting in a Stationary Autoregression Model
    American Economic Review, 2001, 91, (2), 55-59 View citations (2)

2000

12. Econometric applications of maxmin expected utility
    Journal of Applied Econometrics, 2000, 15, (6), 625-644 View citations (24)
13. Econometrics and decision theory
    Journal of Econometrics, 2000, 95, (2), 255-283 View citations (40)
14. Optimal Intertemporal Consumption Under Uncertainty
    Review of Economic Dynamics, 2000, 3, (3), 365-395 View citations (100)
    See also Working Paper Optimal Intertemporal Consumption Under Uncertainty, Working Papers (1984) View citations (3) (1984)

1999

15. Predictive Distributions based on Longitudinal Earnings Data
    Annals of Economics and Statistics, 1999, (55-56), 211-242 View citations (30)

1992

16. Efficiency Bounds for Semiparametric Regression
    Econometrica, 1992, 60, (3), 567-96 View citations (147)
17. Sequential Moment Restrictions in Panel Data: Comment
    Journal of Business & Economic Statistics, 1992, 10, (1), 20-26 View citations (140)

1990

18. Arthur S. Goldberger and Latent Variables in Econometrics: Distinguished Fellow
    Journal of Economic Perspectives, 1990, 4, (4), 125-52 View citations (2)

1988

19. Asset Pricing in Multiperiod Securities Markets
    Econometrica, 1988, 56, (6), 1283-1300 View citations (12)
    See also Working Paper Asset Pricing In Multiperiod Securities Markets, SSRI Workshop Series (1985) View citations (2) (1985)

1987

20. Asymptotic efficiency in estimation with conditional moment restrictions
    Journal of Econometrics, 1987, 34, (3), 305-334 View citations (392)

1986

21. Asymptotic efficiency in semi-parametric models with censoring
    Journal of Econometrics, 1986, 32, (2), 189-218 View citations (133)

1983

22. A characterization of the distributions that imply mean--Variance utility functions
    Journal of Economic Theory, 1983, 29, (1), 185-201 View citations (154)
23. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
    Econometrica, 1983, 51, (5), 1281-304 View citations (715)
    See also Working Paper Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets, Scholarly Articles (1982) View citations (25) (1982)
24. Funds, Factors, and Diversification in Arbitrage Pricing Models
    Econometrica, 1983, 51, (5), 1305-23 View citations (130)

1982

25. Multivariate regression models for panel data
    Journal of Econometrics, 1982, 18, (1), 5-46 View citations (696)
    See also Working Paper Multivariate Refression Models for Paned Data, NBER Technical Working Papers (1980) View citations (1) (1980)
26. The General Equivalence of Granger and Sims Causality
    Econometrica, 1982, 50, (3), 569-81 View citations (30)
    See also Working Paper The General Equivalence Of Granger And Sims Causality, SSRI Workshop Series (1981) (1981)

1981

27. A note on the probability of casting a decisive vote
    Journal of Economic Theory, 1981, 25, (1), 152-162 View citations (71)
28. Models of duration dependence
    Journal of Econometrics, 1981, 16, (1), 164-164 View citations (1)

1980

29. Analysis of Covariance with Qualitative Data
    The Review of Economic Studies, 1980, 47, (1), 225-238 View citations (1537)
    See also Working Paper Analysis of Covariance With Qualitative Data, NBER Working Papers (1979) View citations (17) (1979)

1977

30. Education, income, and ability revisited
    Journal of Econometrics, 1977, 5, (2), 241-257 View citations (13)

1975

31. Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers
    International Economic Review, 1975, 16, (2), 422-49 View citations (50)

1973

32. Multimarket Expectations and the Rate of Interest
    Journal of Money, Credit and Banking, 1973, 5, (4), 873-902 View citations (11)

Chapters

1984

1. Panel data
   Chapter 22 in Handbook of Econometrics, 1984, vol. 2, pp 1247-1318 View citations (584)
   See also Working Paper Panel Data, National Bureau of Economic Research, Inc (1982) View citations (7) (1982)