EconPapers    
Economics at your fingertips  
 

NBER Technical Working Papers

From National Bureau of Economic Research, Inc
National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A..
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


95: The Effect of Insider Trading on Insiders' Reaction to Opportunities to "Waste" Corporate Value Downloads
Lucian Bebchuk and Chaim Fershtman
94: Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors Downloads
Edward Leamer
93: Sorting Out the Differences Between Signaling and Screening Models Downloads
Joseph Stiglitz and Andrew Weiss
92: Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions Downloads
Robert Cumby and John Huizinga
91: Testing For Common Features Downloads
Robert Engle and Sharon Kozicki
90: Spectral Based Testing of the Martingale Hypothesis Downloads
Steven Durlauf
89: Implications of Security Market Data for Models of Dynamic Economies Downloads
Lars Hansen and Ravi Jagannathan
88: Does Correcting for Heteroskedasticity Help? Downloads
Frederic Mishkin
87: Simulated Moments Estimation of Markov Models of Asset Prices Downloads
Darrell Duffie and Kenneth Singleton
86: Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors Downloads
Lars Hansen and Kenneth Singleton
85: On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach Downloads
Benedikt Pötscher and Ingmar Prucha
84: The Ramsey Problem for Congestible Facilities Downloads
Richard Arnott and Marvin Kraus
83: A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems Downloads
James Stock and Mark Watson
82: The Positive Economics of Methodology Downloads
James Kahn, Steve Landsburg and Alan Stockman
81: The Influence Of Probability on Risky Choice: A parametric Examination Downloads
Pamela K. Lattimore, Joanna R. Baker and A. Dryden Witte
80: A Simple, Consistent Estimator for Disturbance Components in Financial Models Downloads
James Levinsohn and Jeffrey Mackie-Mason
79: Estimation of Polynomial Distributed Lags and Leads with End Point Constraints Downloads
Donald Andrews and Ray Fair
78: Full Information Estimation and Stochastic Simulation of Models with Rational Expectations Downloads
Ray Fair and John Taylor
77: Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian Downloads
Bernard Dumas
76: Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock Downloads
Jack Meyer and Robert Rasche
75: The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds Downloads
Alex Kane
74: Endogenous Output in an Aggregate Model of the Labor Market Downloads
R)chard E. Quandt and Harvey Rosen
73: Tests For Unit Roots: A Monte Carlo Investigation Downloads
G. Schwert
72: The R&D Master File Documentation Downloads
Bronwyn Hall, Clint Cumminq, Elizabeth Laderman and Joy Mundy
71: Smart Money, Noise Trading and Stock Price Behavior Downloads
John Campbell and Albert Kyle
70: The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis Downloads
Charles Nelson and Chang-Jin Kim
69: The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One Downloads
Charles Nelson and Richard Startz
68: Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator Downloads
Charles Nelson and Richard Startz
67: The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study Downloads
John Campbell and Robert Shiller
66: The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation Downloads
Andrew Lo and A. Craig MacKinlay
65: Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills Downloads
Robert Engle, Victor Ng and Michael Rothschild
64: Exchange-Rate Dynamics and Optimal Asset Accumulation Revisited Downloads
Maurice Obstfeld
63: Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root Downloads
Charles Nelson
62: Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data Downloads
Kenneth Froot
61: Granger-Causality and Policy Ineffectiveness: A Rejoinder Downloads
Willem Buiter
60: Temporal Aggregation and Structural Inference in Macroeconomics Downloads
Lawrence Christiano and Martin Eichenbaum
59: Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data Downloads
Andrew Lo
58: Bias in Longitudinal Estimation of Wage Gaps Downloads
Gary Solon
57: Testing for Individual Effects in Dynamic Models Using Panel Data Downloads
Douglas Holtz-Eakin
56: Sequential Bargaining Under Asymmetric Information Downloads
Sanford Grossman and Motty Perry
55: A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix Downloads
Whitney Newey and Kenneth West
54: Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons Downloads
Kenneth West
53: Microeconomic Approaches to the Theory of International Comparisons Downloads
Walter Diewert
52: A Fiscal Theory of Hyperdeflations? Some Surprising Monetarist Arithmetic Downloads
Willem Buiter
51: Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models Downloads
N. Gregory Mankiw and Matthew Shapiro
50: Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity Downloads
Danny Quah and Takatoshi Ito
49: Alternative Nonnested Specification Tests of Time Series Investment Models Downloads
Ben Bernanke, Henning Bohn and Peter C. Reiss
48: Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance Downloads
Douglas Holtz-Eakin, Whitney Newey and Harvey Rosen
47: Technical Progress in U.S. Manufacturing Sectors, 1948-1973: An Application of Lie Groups Downloads
Ryuzo Sato and Thomas M. Mitchell
46: Is There Chronic Excess Supply of Labor? Designing a Statistical Test Downloads
Richard E. Quandt and Harvey Rosen
Page updated 2019-06-26
Sorted by number, numeric