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Details about Gary Chamberlain

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

Access statistics for papers by Gary Chamberlain.

Last updated 2020-05-27. Update your information in the RePEc Author Service.

Short-id: pch1911


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Working Papers

2010

  1. 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 Downloads View citations (4)

1996

  1. Hierarchical Bayes Models with Many Instrumental Variables
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (12)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1996) View citations (13)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (12)
  2. Nonparametric Applications of Bayesian Inference
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (1)
    Also in Scholarly Articles, Harvard University Department of Economics (1996) Downloads
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996) Downloads

    See also Journal Article in Journal of Business & Economic Statistics (2003)

1995

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

1993

  1. Feedback in Panel Data Medels
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (12)

1991

  1. QUANTILE REGRESSION, CENSORING, AND THE STRUCTURE OF WAGES
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (14)
  2. Sequential Moment Restrictions in Panel Data
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research

1985

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

1984

  1. Optimal Intertemporal Consumption Under Uncertainty
    Working Papers, C.V. Starr Center for Applied Economics, New York University View citations (3)
    See also Journal Article in Review of Economic Dynamics (2000)
  2. 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 Downloads View citations (1)

1982

  1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Scholarly Articles, Harvard University Department of Economics (1982) Downloads View citations (9)

    See also Journal Article in Econometrica (1983)
  2. Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Chapter (1984)

1981

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

1980

  1. Multivariate Refression Models for Paned Data
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1982)

1979

  1. Analysis of Covariance With Qualitative Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Review of Economic Studies (1980)

Journal Articles

2016

  1. Fixed Effects, Invariance, and Spatial Variation in Intergenerational Mobility
    American Economic Review, 2016, 106, (5), 400-404 Downloads View citations (1)

2010

  1. Binary Response Models for Panel Data: Identification and Information
    Econometrica, 2010, 78, (1), 159-168 Downloads View citations (44)

2009

  1. Decision Theory Applied to a Linear Panel Data Model
    Econometrica, 2009, 77, (1), 107-133 Downloads View citations (10)

2008

  1. Comment on "Decision Theory Applied to an Instrumental Variables Model"
    Econometrica, 2008, 76, (6), 1565-1565 Downloads

2007

  1. Decision Theory Applied to an Instrumental Variables Model
    Econometrica, 2007, 75, (3), 609-652 Downloads View citations (10)

2004

  1. Random Effects Estimators with many Instrumental Variables
    Econometrica, 2004, 72, (1), 295-306 Downloads View citations (24)

2003

  1. Nonparametric Applications of Bayesian Inference
    Journal of Business & Economic Statistics, 2003, 21, (1), 12-18 View citations (30)
    See also Working Paper (1996)

2001

  1. Minimax Estimation and Forecasting in a Stationary Autoregression Model
    American Economic Review, 2001, 91, (2), 55-59 Downloads View citations (1)

2000

  1. Econometric applications of maxmin expected utility
    Journal of Applied Econometrics, 2000, 15, (6), 625-644 Downloads View citations (15)
  2. Econometrics and decision theory
    Journal of Econometrics, 2000, 95, (2), 255-283 Downloads View citations (32)
  3. Optimal Intertemporal Consumption Under Uncertainty
    Review of Economic Dynamics, 2000, 3, (3), 365-395 Downloads View citations (59)
    See also Working Paper (1984)

1999

  1. Predictive Distributions based on Longitudinal Earnings Data
    Annals of Economics and Statistics, 1999, (55-56), 211-242 Downloads View citations (1)

1992

  1. Efficiency Bounds for Semiparametric Regression
    Econometrica, 1992, 60, (3), 567-96 Downloads View citations (89)
  2. Sequential Moment Restrictions in Panel Data: Comment
    Journal of Business & Economic Statistics, 1992, 10, (1), 20-26 View citations (4)

1990

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

1988

  1. Asset Pricing in Multiperiod Securities Markets
    Econometrica, 1988, 56, (6), 1283-1300 Downloads View citations (10)
    See also Working Paper (1985)

1987

  1. Asymptotic efficiency in estimation with conditional moment restrictions
    Journal of Econometrics, 1987, 34, (3), 305-334 Downloads View citations (263)

1986

  1. Asymptotic efficiency in semi-parametric models with censoring
    Journal of Econometrics, 1986, 32, (2), 189-218 Downloads View citations (95)

1983

  1. A characterization of the distributions that imply mean--Variance utility functions
    Journal of Economic Theory, 1983, 29, (1), 185-201 Downloads View citations (96)
  2. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
    Econometrica, 1983, 51, (5), 1281-304 Downloads View citations (428)
    See also Working Paper (1982)
  3. Funds, Factors, and Diversification in Arbitrage Pricing Models
    Econometrica, 1983, 51, (5), 1305-23 Downloads View citations (88)

1982

  1. Multivariate regression models for panel data
    Journal of Econometrics, 1982, 18, (1), 5-46 Downloads View citations (485)
    See also Working Paper (1980)
  2. The General Equivalence of Granger and Sims Causality
    Econometrica, 1982, 50, (3), 569-81 Downloads View citations (18)
    See also Working Paper (1981)

1981

  1. A note on the probability of casting a decisive vote
    Journal of Economic Theory, 1981, 25, (1), 152-162 Downloads View citations (58)
  2. Models of duration dependence
    Journal of Econometrics, 1981, 16, (1), 164-164 Downloads View citations (1)

1980

  1. Analysis of Covariance with Qualitative Data
    Review of Economic Studies, 1980, 47, (1), 225-238 Downloads View citations (1127)
    See also Working Paper (1979)

1977

  1. Education, income, and ability revisited
    Journal of Econometrics, 1977, 5, (2), 241-257 Downloads View citations (10)

1975

  1. Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers
    International Economic Review, 1975, 16, (2), 422-49 Downloads View citations (38)

1973

  1. Multimarket Expectations and the Rate of Interest
    Journal of Money, Credit and Banking, 1973, 5, (4), 873-902 Downloads View citations (9)

Chapters

1984

  1. Panel data
    Chapter 22 in Handbook of Econometrics, 1984, vol. 2, pp 1247-1318 Downloads View citations (584)
    See also Working Paper (1982)
 
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