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.


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
Page updated 2019-06-18
Sorted by number, numeric