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NBER Technical Working Papers

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45: Testing the Random Walk Hypothesis: Power versus Frequency of Observation Downloads
Robert Shiller and Pierre Perron
44: Asset Pricing Theories Downloads
Michael Rothschild
43: Error Components in Grouped Data: Why It's Never Worth Weighting Downloads
William T. Dickens
42: New Econometric Techniques for Marcoeconomic Policy Evaluation Downloads
John Taylor
41: Rational Expectations Models with a Continuum of Convergent Solutions Downloads
Michael Mussa
40: Flexible Functional Forms and Global Curvature Conditions Downloads
Walter Diewert and T.J. Wales
39: Data Problems in Econometrics Downloads
Zvi Griliches
38: Correcting for Truncation Bias Caused by a Latent Truncation Variable Downloads
David Bloom and Mark Killingsworth
37: Errors in Variables in Panel Data Downloads
Zvi Griliches and Jerry Hausman
36: Conditional Projection by Means of Kalman Filtering Downloads
Richard Clarida and Diane Coyle
35: Misperceptions, Moral Hazard, and Incentives in Groups Downloads
Martin Gaynor
34: Policy evaluation and design for continuous time linear rational expectations models: some recent development Downloads
Willem Buiter
33: Consistent Estimation Using Data From More Than One Sample Downloads
William T. Dickens and Brian A. Ross
32: Estimating Autocorrelations in Fixed-Effects Models Downloads
Gary Solon
31: Deep Structral Excavation? A Critique of Euler Equation Methods Downloads
Peter Garber and Robert King
30: Pitfalls in the use of Time as an Explanatory Variable in Regression Downloads
Charles Nelson and Heejoon Kang
29: Optimal and Time-Consistent Polices in Continuous Time Rational Expectations Models Downloads
Willem Buiter
28: Methods of Solution and Simulation for Dynamic Rational Expectations Models Downloads
Olivier Blanchard
27: The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model Downloads
Charles Brown and Robert Moffitt
26: Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model Downloads
Ingmar Prucha and M. Ishaq Nadiri
25: Smoothness Priors and Nonlinear Regression Downloads
Robert Shiller
24: Identification in Dynamic Linear Models with Rational Expectations Downloads
Olivier Blanchard
23: Stochastic Capital Theory I. Comparative Statics Downloads
William Brock, Michael Rothschild and Joseph Stiglitz
22: Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation Downloads
Thomas E. MaCurdy
21: Predetermined and Non-Predetermined Variables in Rational Expectations Models Downloads
Willem Buiter
20: Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples Downloads
Willem Buiter
19: Bliss Points in Mean-Variance Portfolio Models Downloads
David S. Jones and V. Vance Roley
18: On the Estimation of Structural Hedonic Price Models Downloads
James N. Brown and Harvey Rosen
17: Econometric Models for Count Data with an Application to the Patents-R&D Relationship Downloads
Jerry Hausman, Bronwyn Hall and Zvi Griliches
16: Welfare Analysis of Tax Reforms Using Household Data Downloads
Mervyn A. King
15: Arbitrage and Mean-Variance Analysis on Large Asset Markets Downloads
Gary Chamberlain and Michael Rothschild
14: Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics Downloads
Thomas E. MaCurdy
13: Macroeconometric Modelling for Policy Evaluation and Design Downloads
Willem Buiter
12: A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models Downloads
Willem Buiter
11: Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations Downloads
Maurice Obstfeld, Robert Cumby and John Huizinga
10: Granger-Causality and Stabilization Policy Downloads
Willem Buiter
9: The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations Downloads
Willem Buiter
8: Multivariate Refression Models for Paned Data Downloads
Gary Chamberlain
7: A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results Downloads
V. Vance Roley
6: The Role of Economic Policy After the New Classical Macroeconomics Downloads
Willem Buiter
5: Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models Downloads
Ray Fair and John Taylor
4: The Estimation of Distributed Lags in Short Panels Downloads
Zvi Griliches and Ariel Pakes
3: Multiple Shooting in Rational Expectations Models Downloads
David Lipton, James Poterba, Jeffrey Sachs and Lawrence Summers
2: Issues in Controllability and the Theory of Economic Policy Downloads
Willem Buiter and Mark Gersovitz
1: A Stochastic Approach to Disequilibrium Macroeconomics Downloads
Seppo Honkapohja and Takatoshi Ito
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