NBER Technical Working Papers

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295: The Role of Randomized Field Trials in Social Science Research: A Perspective from Evaluations of Reforms of Social Welfare Programs

Robert Moffitt

294: Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review

Guido Imbens

293: Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data

Willard Manning, Anirban Basu and John Mullahy

292: Dynamic Seemingly Unrelated Cointegrating Regression

Nelson Mark, Masao Ogaki and Donggyu Sul

291: Generalized Moments Estimation for Panel Data

Viliam Druska and William Horrace

290: The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production

Kent Smetters

289: Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data

Christopher Bollinger and Amitabh Chandra

288: Multinomial Choice with Social Interactions

William Brock and Steven Durlauf

287: Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand

Nelson Mark and Donggyu Sul

286: Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions

Yacine Ait-Sahalia and Robert Kimmel

285: Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

Guido Imbens and Whitney Newey

284: Testing for Weak Instruments in Linear IV Regression

James Stock and Motohiro Yogo

283: Simple and Bias-Corrected Matching Estimators for Average Treatment Effects

Alberto Abadie and Guido Imbens

282: Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

Stephanie Schmitt-Grohe and Martín Uribe

281: Affine Processes and Application in Finance

Darrell Duffie, Damir Filipović and Walter Schachermayer

280: Identification and Inference in Nonlinear Difference-In-Differences Models

Susan Athey and Guido Imbens

279: Parametric and Nonparametric Volatility Measurement

Torben Andersen, Tim Bollerslev and Francis Diebold

278: Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market

George Hall and John Rust

277: Trimming for Bounds on Treatment Effects with Missing Outcomes

David S. Lee

276: The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions

Yacine Ait-Sahalia and Per A. Mykland

275: Using Weights to Adjust for Sample Selection When Auxiliary Information is Available

Aviv Nevo

274: Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Michael W. Brandt and Pedro Santa-Clara

273: A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation

Daniel Ackerberg

272: Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach

Patrick Bajari and C. Lanier Benkard

271: Estimating Hedonic Models: Implications of the Theory

Helen Tauchen and Ann Dryden Witte

270: The Bias of the RSR Estimator and the Accuracy of Some Alternatives

William Goetzmann and Liang Peng

269: Empirical Bayes Forecasts of One Time Series Using Many Predictors

Thomas Knox, James Stock and Mark Watson

268: A Graphical Analysis of Some Basic Results in Social Choice

Estelle Cantillon

267: Panel Data Estimators for Nonseparable Models with Endogenous Regressors

Joseph Altonji and Rosa Matzkin

266: The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?

Lawrence Christiano and Richard M. Todd

265: Time Use and Population Representation in the Sloan Study of Adolescents

Casey Mulligan, Barbara Schneider and Rurtin Wolfe

264: Long Memory and Regime Switching

Francis Diebold and Atsushi Inoue

263: Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations

Charles Manski

262: Treatment Effects for Discrete Outcomes when Responses to Treatment Vary Among Observationally Identical Persons: An Application to Norwegian

Arild Aakvik, James Heckman and Edward Vytlacil

261: Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable

Alberto Abadie

260: Semiparametric Estimation of Instrumental Variable Models for Causal Effects

Alberto Abadie

259: Instrumental Variables, Selection Models, and Tight Bounds on the Average Treatment Effect

James Heckman and Edward Vytlacil

258: Interactions-Based Models

William Brock and Steven Durlauf

257: Bias from Classical and Other Forms of Measurement Error

Dean Hyslop and Guido Imbens

256: Encompassing Tests When No Model Is Encompassing

Kenneth West

255: Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

Wouter J. den Haan and Andrew Levin

254: Direct Estimation of Policy Impacts

Hidehiko Ichimura and Christopher R. Taber

253: Estimating Euler Equations

Orazio Attanasio and Hamish Low

252: Local Instrumental Variables

James Heckman and Edward Vytlacil

251: Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score

Keisuke Hirano, Guido Imbens and Geert Ridder

250: External Treatment Effects and Program Implementation Bias

Tomas Philipson

249: On Optimal Instrumental Variables Estimation of Stationary Time Series Models

Kenneth West

248: Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice

Joshua Angrist

247: A Note on Longitudinally Matching Current Population Survey (CPS) Respondents

Brigitte Madrian and Lars Lefgren

246: Estimating Log Models: To Transform or Not to Transform?

Willard Manning and John Mullahy