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195: Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures Downloads
Wouter J. Den Haan and Andrew Levin
194: Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models Downloads
Francis Diebold and Til Schuermann
193: Instrument Relevance in Multivariate Linear Models: A Simple Measure Downloads
John Shea
192: Forecast Evaluation and Combination Downloads
Francis Diebold and Jose Lopez
191: On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates Downloads
Geert Bekaert, Robert Hodrick and David Marshall
190: Existence of Equilibrium and Stratification in Local and Hierarchical Tiebout Economies with Property Taxes and Voting Downloads
Thomas Nechyba
189: On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics Downloads
Arline T. Geronimus, John Bound and Lisa J. Neidert
188: A CES Indirect Production Function Downloads
Boyan Jovanovic
187: Selection Bias Adjustment in Treatment-Effect Models as a Method of Aggregation Downloads
Robert Moffitt
186: Information Theoretic Approaches to Inference in Moment Condition Models Downloads
Guido Imbens, Phillip Johnson and Richard H. Spady
185: Instrumental Variables: A Cautionary Tale Downloads
James Heckman
184: Randomization as an Instrumental Variable Downloads
James Heckman
183: Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator Downloads
Kenneth West
182: Refining Estimates of Marital Status Differences in Mortality at Older Ages Downloads
Sanders Korenman, Noreen Goldman and Haishan Fu
181: Conditioning on the Probability of Selection to Control Selection Bias Downloads
Joshua Angrist
180: A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death Downloads
John Abowd, Bruno Crépon, Francis Kramarz and Alain Trognon
179: One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System Downloads
Charles Goodhart, Takatoshi Ito and Richard Payne
178: Non-Parametric Demand Analysis with an Application to the Demand for Fish Downloads
Joshua Angrist, Kathryn Graddy and Guido Imbens
177: Small Sample Properties of GMM for Business Cycle Analysis Downloads
Lawrence Christiano and Wouter J. Den Haan
176: A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model Downloads
Kenneth West and David Wilcox
175: Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion Downloads
Gilbert Metcalf and Kevin Hassett
174: Dynamic Equilibrium Economies: A Framework for Comparing Models and Data Downloads
Francis Diebold, Lee Ohanian and Jeremy Berkowitz
173: Measuring Volatility Dynamics Downloads
Francis Diebold and Jose Lopez
172: Jackknife Instrumental Variables Estimation Downloads
Joshua Angrist, Guido Imbens and Alan Krueger
171: Testing for Cointegration When Some of the Contributing Vectors are Known Downloads
Michael T. K. Horvath and Mark Watson
170: Natural and Quasi- Experiments in Economics Downloads
Bruce Meyer
169: Comparing Predictive Accuracy Downloads
Francis Diebold and Roberto Mariano
168: Estimating Multiple-Discrete Choice Models: An Application to Computeri-zzation Returns Downloads
Igal Hendel
167: Optimal Prediction Under Asymmetric Loss Downloads
Peter Christoffersen and Francis Diebold
166: Accounting for Dropouts in Evaluations of Social Experiments Downloads
James Heckman, Jeffrey Smith and Christopher Taber
165: Estimating Deterministic Trends in the Presence of Serially Correlated Errors Downloads
Eugene Canjels and Mark Watson
164: Evidence on Structural Instability in Macroeconomic Time Series Relations Downloads
James Stock and Mark Watson
163: Continuous Record Asymptotics for Rolling Sample Variance Estimators Downloads
Dean Foster and Daniel B. Nelson
162: Asymptotic Filtering Theory for Multivariate ARCH Models Downloads
Daniel B. Nelson
161: Asymptotically Optimal Smoothing with ARCH Models Downloads
Daniel B. Nelson
160: Reported Income in the NLSY: Consistency Checks and Methods for Cleaningthe Data Downloads
Nancy Cole and Janet Currie
159: Interpreting Tests of the Convergence Hypothesis Downloads
Andrew Bernard and Steven Durlauf
158: Biases in Twin Estimates of the Return to Schooling: A Note on Recent Research Downloads
David Neumark
157: Econometric Mixture Models and More General Models for Unobservables in Duration Analysis Downloads
James Heckman and Christopher R. Taber
156: Small Sample Bias in GMM Estimation of Covariance Structures Downloads
Joseph Altonji and Lewis M. Segal
155: Small Sample Properties of Generalized Method of Moments Based Wald Tests Downloads
Craig Burnside and Martin Eichenbaum
154: When Are Anonymous Congestion Charges Consistent with Marginal Cost Pricing? Downloads
Richard Arnott and Marvin Kraus
153: Assessing Specification Errors in Stochastic Discount Factor Models Downloads
Lars Hansen and Ravi Jagannathan
152: The Predictive Ability of Several Models of Exchange Rate Volatility Downloads
Kenneth West and Dongchul Cho
151: Instrumental Variables Regression with Weak Instruments Downloads
Doug Staiger and James Stock
150: Split Sample Instrumental Variables Downloads
Joshua Angrist and Alan Krueger
149: Making the Most Out Of Social Experiments: Reducing the Intrinsic Uncertainty in Evidence from Randomized Trials with an Application to the JTPA Exp Downloads
Nancy Clements, James Heckman and Jeffrey Smith
148: The Mixing Problem in Program Evaluation Downloads
Charles Manski
147: Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates Downloads
Leslie Papke and Jeffrey Wooldridge
146: A Two-Stage Estimator for Probit Models with Structural Group Effects Downloads
George Borjas and Glenn T. Sueyoshi
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