NBER Technical Working Papers

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245: Interaction Effects and Difference-in-Difference Estimation in Loglinear Models

John Mullahy

244: News About News: Information Arrival and Irreversible Investment

Allan Drazen and Plutarchos Sakellaris

243: Environmental Policy and Firm Behavior: Abatement Investment and Location Decisions Under Uncertainty and Irreversibility

Anastasios Xepapadeas

242: Statistical Treatment Rules for Heterogeneous Populations: With Application to Randomized Experiments

Charles Manski

241: When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects

Joshua Angrist and Jinyong Hahn

240: Predictive Regressions

Robert Stambaugh

239: Toll Competition Among Congested Roads

Eduardo Engel, Ronald Fischer and Alexander Galetovic

238: Predicting the Efficacy of Future Training Programs Using Past Experiences

V. Joseph Hotz, Guido Imbens and Julie Mortimer

237: The Role of the Propensity Score in Estimating Dose-Response Functions

Guido Imbens

236: Approximation Bias in Linearized Euler Equations

Sydney Ludvigson and Christina Paxson

235: Sorting Out Sorts

Jonathan B. Berk

234: A Simple Framework for Nonparametric Specification Testing

Glenn Ellison and Sara Fisher Ellison

233: An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version

Julio Rotemberg and Michael Woodford

232: Solutions to Linear Rational Expectations Models: A Compact Exposition

Bennett McCallum

231: Efficient Intertemporal Allocations with Recursive Utility

Bernard Dumas, Raman Uppal and Tan Wang

230: Combining Panel Data Sets with Attrition and Refreshment Samples

Keisuke Hirano, Guido Imbens, Geert Ridder and Donald B. Rebin

229: Instrumental Variables Estimation of Quantile Treatment Effects

Alberto Abadie, Joshua Angrist and Guido Imbens

228: Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics

John Mullahy

227: Net Health Benefits: A New Framework for the Analysis of Uncertainty in Cost-Effectiveness Analysis

Aaron A. Stinnett and John Mullahy

226: Regression-Based Tests of Predictive Ability

Kenneth West and Michael McCracken

225: Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

Lawrence Christiano

224: Monotone Instrumental Variables with an Application to the Returns to Schooling

Charles Manski and John Pepper

223: Overidentification Tests with Grouped Data

Caroline Hoxby and M. Daniele Paserman

222: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach

Yacine Ait-Sahalia

221: A Research Assistant's Guide to Random Coefficients Discrete Choice Models of Demand

Aviv Nevo

220: An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics

John Fitzgerald, Peter Gottschalk and Robert Moffitt

219: Anchoring Effects in the HRS: Experimental and Nonexperimental Evidence

Michael Hurd

218: Algorithms for Solving Dynamic Models with Occasionally Binding Constraints

Lawrence Christiano and Jonas Fisher

217: Cointegration and Long-Horizon Forecasting

Peter Christoffersen and Francis Diebold

216: Horizon Length and Portfolio Risk

Christian Gollier and Richard Zeckhauser

215: Evaluating Density Forecasts

Francis Diebold, Todd A. Gunther and Anthony S Tay

214: Moment Estimation with Attrition

John Abowd, Bruno Crépon and Francis Kramarz

213: Measuring Predictability: Theory and Macroeconomic Applications

Francis Diebold and Lutz Kilian

212: An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model

Sanjiv Das

211: Time-to-Build and Cycles

Patrick K. Asea and Paul Zak

210: Observational Agency and Supply-Side Econometrics

Tomas Philipson

209: The Significance of the Market Portfolio

Stefano Athanasoulis and Robert Shiller

208: Computational Economics and Economic Theory: Substitutes or Complements

Kenneth Judd

207: Solving Large Scale Rational Expectations Models

Jess Gaspar and Kenneth Judd

206: Further Investigation of the Uncertain Unit Root in GNP

Yin-Wong Cheung and Menzie Chinn

205: The NBER Manufacturing Productivity Database

Eric Bartelsman and Wayne Gray

204: Hierarchical Bayes Models with Many Instrumental Variables

Gary Chamberlain and Guido Imbens

203: Statistical Mechanics Approaches to Socioeconomic Behavior

Steven Durlauf

202: Imposing Moment Restrictions from Auxiliary Data by Weighting

Guido Imbens and Judith Hellerstein

201: Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model

James Stock and Mark Watson

200: Nonparametric Applications of Bayesian Inference

Gary Chamberlain and Guido Imbens

199: An Introduction to Applicable Game Theory

Robert Gibbons

198: Asymptotics for GMM Estimators with Weak Instruments

James Stock and Jonathan Wright

197: A Practitioner's Guide to Robust Covariance Matrix Estimation

Wouter J. Den Haan and Andrew Levin

196: Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI

Matthew Shapiro and David Wilcox