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NBER Technical Working Papers

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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
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