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345: Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method Downloads
Benjamin Malin, Dirk Krueger and Felix Kubler
344: Bootstrap-Based Improvements for Inference with Clustered Errors Downloads
A. Cameron, Jonah Gelbach and Douglas Miller
343: Do Instrumental Variables Belong in Propensity Scores? Downloads
Jay Bhattacharya and William Vogt
342: Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents Downloads
Xavier Gabaix and Rustam Ibragimov
341: Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security Downloads
Howard Kunreuther, Gabriel Silvasi, Eric T. Bradlow and Dylan Small
340: The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds Downloads
Flavio Cunha, James Heckman and Salvador Navarro
339: Unconditional Quantile Regressions Downloads
Sergio Firpo, Nicole Fortin and Thomas Lemieux
338: Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments Downloads
Kenneth West, Ka-fu Wong and Stanislav Anatolyev
337: Regression Discontinuity Designs: A Guide to Practice Downloads
Guido Imbens and Thomas Lemieux
336: Internal Increasing Returns to Scale and Economic Growth Downloads
John List and Haiwen Zhou
335: Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program Downloads
Alberto Abadie, Alexis Diamond and Jens Hainmueller
334: Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test Downloads
Justin McCrary
333: Using Randomization in Development Economics Research: A Toolkit Downloads
Esther Duflo, Rachel Glennerster and Michael Kremer
332: DSGE Models in a Data-Rich Environment Downloads
Jean Boivin and Marc Giannoni
331: Vector Multiplicative Error Models: Representation and Inference Downloads
Fabrizio Cipollini, Robert Engle and Giampiero Gallo
330: Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand Downloads
Richard Crump, V. Joseph Hotz, Guido Imbens and Oscar Mitnik
329: Researcher Incentives and Empirical Methods Downloads
Edward Glaeser
328: Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter? Downloads
Katharine Abraham, Aaron Maitland and Suzanne M. Bianchi
327: Robust Inference with Multi-way Clustering Downloads
A. Cameron, Jonah Gelbach and Douglas Miller
326: Approximately Normal Tests for Equal Predictive Accuracy in Nested Models Downloads
Kenneth West and Todd Clark
325: On the Failure of the Bootstrap for Matching Estimators Downloads
Alberto Abadie and Guido Imbens
324: Nonparametric Tests for Treatment Effect Heterogeneity Downloads
Richard Crump, V. Joseph Hotz, Guido Imbens and Oscar Mitnik
323: Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression Downloads
James Stock and Mark Watson
322: Regression Discontinuity Inference with Specification Error Downloads
David S. Lee and David Card
321: Estimating Macroeconomic Models: A Likelihood Approach Downloads
Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
320: Semiparametric Estimation of a Dynamic Game of Incomplete Information Downloads
Patrick Bajari and Han Hong
319: Edgeworth Expansions for Realized Volatility and Related Estimators Downloads
Lan Zhang, Per A. Mykland and Yacine Ait-Sahalia
318: Solving General Equilibrium Models with Incomplete Markets and Many Assets Downloads
Martin Evans and Viktoria Hnatkovska
317: Generalized Stochastic Gradient Learning Downloads
George Evans, Seppo Honkapohja and Noah Williams
316: Dynamic Discrete Choice and Dynamic Treatment Effects Downloads
James Heckman and Salvador Navarro
315: Convergence Properties of the Likelihood of Computed Dynamic Models Downloads
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos
314: Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How? Downloads
Joshua Angrist
313: Inference with Weak Instruments Downloads
Donald Andrews and James Stock
312: Inference with "Difference in Differences" with a Small Number of Policy Changes Downloads
Timothy Conley and Christopher Taber
311: Two-Sample Instrumental Variables Estimators Downloads
Atsushi Inoue and Gary Solon
310: A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models Downloads
Atsushi Inoue and Gary Solon
309: The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems Downloads
Christopher Carroll
308: A, B, C's (and D)'s for Understanding VARs Downloads
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent
307: Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis Downloads
Azeem Shaikh and Edward Vytlacil
306: Structural Equations, Treatment Effects and Econometric Policy Evaluation Downloads
James Heckman and Edward Vytlacil
305: Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Downloads
Todd Clark and Kenneth West
304: Avoiding the Curse of Dimensionality in Dynamic Stochastic Games Downloads
Ulrich Doraszelski and Kenneth Judd
303: Optimal Inference in Regression Models with Nearly Integrated Regressors Downloads
Michael Jansson and Marcelo Moreira
302: Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak Downloads
Marcelo Moreira, Jack R. Porter and Gustavo Suarez
301: Identification and Estimation of Discrete Games of Complete Information Downloads
Patrick Bajari, Han Hong and Stephen Ryan
300: Volatility Comovement: A Multifrequency Approach Downloads
Laurent Calvet, Adlai Fisher and Samuel B. Thompson
299: Optimal Invariant Similar Tests for Instrumental Variables Regression Downloads
Donald Andrews, Marcelo Moreira and James Stock
298: The Use of Predictive Regressions at Alternative Horizons in Finance and Economics Downloads
Nelson Mark and Donggyu Sul
297: On the Relationship Between Determinate and MSV Solutions in Linear RE Models Downloads
Bennett McCallum
296: A Monte Carlo Study of Growth Regressions Downloads
William Hauk and Romain Wacziarg
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