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NBER Technical Working Papers

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145: Econometric Evaluation of Asset Pricing Models Downloads
Lars Hansen, John Heaton and Erzo Luttmer
144: Automatic Lag Selection in Covariance Matrix Estimation Downloads
Kenneth West and Whitney Newey
143: Inventory Models Downloads
Kenneth West
142: Why Long Horizons: A Study of Power Against Persistent Alternatives Downloads
John Campbell
141: Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes Downloads
Lars Hansen and Jose Scheinkman
140: Estimating Conditional Expectations when Volatility Fluctuates Downloads
Robert Stambaugh
139: Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model Downloads
Kenneth West and David Wilcox
138: From Each According to His Surplus: Equi-Proportionate Sharing of Commodity Tax Burdens Downloads
James Hines, John C. Hlinko and Theodore J.F. Lubke
137: The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables Downloads
John Bound, David Jaeger and Regina Baker
136: Identification of Causal Effects Using Instrumental Variables Downloads
Joshua Angrist, Guido Imbens and D.B. Rubin
135: On Inflation and Output with Costly Price Changes: A Simple Unifying Result Downloads
Roland Benabou and Jerzy Konieczny
134: Bayesian Inference and Portfolio Efficiency Downloads
Shmuel Kandel, Robert McCulloch and Robert Stambaugh
133: Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates Downloads
David Backus and Stanley Zin
132: Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model Downloads
Daniel B. Nelson and Dean Foster
131: Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures Downloads
Robert Shiller
130: Efficient Tests for an Autoregressive Unit Root Downloads
Graham Elliott, Thomas J. Rothenberg and James Stock
129: Asypmtotic Filtering Theory for Univariate Arch Models Downloads
Daniel B. Nelson and Dean Foster
128: A Utility Based Comparison of Some Models of Exchange Rate Volatility Downloads
Kenneth West, Hali Edison and Dongchul Cho
127: Average Causal Response with Variable Treatment Intensity Downloads
Joshua Angrist and Guido Imbens
126: Seasonal Unit Roots in Aggregate U.S. Data Downloads
J. Joseph Beaulieu and Jeffrey Miron
125: The "Window Problem" in Studies of Children's Attainments: A Methodological Exploration Downloads
Barbara Wolfe, Robert Haveman, Donna Genther and Chong-Bum An
124: Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns Downloads
Stephen Cecchetti, Pok-sang Lam and Nelson Mark
123: Specification Testing in Panel Data With Instrumental Variables Downloads
Gilbert Metcalf
122: Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown Downloads
Graham Elliott and James Stock
121: Deciding Between I(1) and I(0) Downloads
James Stock
120: Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability Downloads
Maurice Obstfeld
119: Computing Markov Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model Downloads
Ariel Pakes and Paul McGuire
118: Identification and Estimation of Local Average Treatment Effects Downloads
Joshua Angrist and Guido Imbens
117: Sources of Identifying Information in Evaluation Models Downloads
Joshua Angrist and Guido Imbens
116: A Note on the Time-Elimination Method For Solving Recursive Dynamic Economic Models Downloads
Casey Mulligan and Xavier Sala-i-Martin
115: Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology Downloads
Joshua Angrist
114: Eastern Data and Western Attitudes Downloads
Edward Leamer
113: Workings of a City: Location, Education, and Production Downloads
Roland Benabou
112: Rational Frenzies and Crashes Downloads
Jeremy Bulow and Paul Klemperer
111: Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation Downloads
Ray Fair
110: The Optimality of Nominal Contracts Downloads
Scott Freeman and Guido Tabellini
109: The Independence Axiom and Asset Returns Downloads
Larry Epstein and Stanley Zin
108: Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement Downloads
Robert Hodrick
107: Randomization and Social Policy Evaluation Downloads
James Heckman
106: The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds Downloads
Danny Quah
105: Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series Downloads
James Stock
104: Financial Intermediation and Monetary Policies in the World Economy Downloads
Vittorio Grilli and Nouriel Roubini
103: A Theory of Workouts and the Effects of Reorganization Law Downloads
Robert Gertner and David Scharfstein
102: Measures of Fit for Calibrated Models Downloads
Mark Watson
101: On the Optimality of Reserve Requirements Downloads
Richard D. Cothren and Roger Waud
100: Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots Downloads
John Campbell and Pierre Perron
99: Standard Risk Aversion Downloads
Miles Kimball
98: Do Short-Term Managerial Objectives Lead to Under- or Over-Investment in Long-Term Projects Downloads
Lucian Bebchuk and Lars Stole
97: Bargaining and the Division of Value in Corporate Reorganization Downloads
Lucian Bebchuk and Howard F. Chang
96: The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects Downloads
Lucian Bebchuk and Chaim Fershtman
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