NBER Technical Working Papers
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- 345: Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
- Benjamin Malin, Dirk Krueger and Felix Kubler
- 344: Bootstrap-Based Improvements for Inference with Clustered Errors
- A. Cameron, Jonah Gelbach and Douglas Miller
- 343: Do Instrumental Variables Belong in Propensity Scores?
- Jay Bhattacharya and William Vogt
- 342: Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
- Xavier Gabaix and Rustam Ibragimov
- 341: Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security
- Howard Kunreuther, Gabriel Silvasi, Eric T. Bradlow and Dylan Small
- 340: The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds
- Flavio Cunha, James Heckman and Salvador Navarro
- 339: Unconditional Quantile Regressions
- Sergio Firpo, Nicole Fortin and Thomas Lemieux
- 338: Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
- Kenneth West, Ka-fu Wong and Stanislav Anatolyev
- 337: Regression Discontinuity Designs: A Guide to Practice
- Guido Imbens and Thomas Lemieux
- 336: Internal Increasing Returns to Scale and Economic Growth
- John List and Haiwen Zhou
- 335: Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California's Tobacco Control Program
- Alberto Abadie, Alexis Diamond and Jens Hainmueller
- 334: Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
- Justin McCrary
- 333: Using Randomization in Development Economics Research: A Toolkit
- Esther Duflo, Rachel Glennerster and Michael Kremer
- 332: DSGE Models in a Data-Rich Environment
- Jean Boivin and Marc Giannoni
- 331: Vector Multiplicative Error Models: Representation and Inference
- Fabrizio Cipollini, Robert Engle and Giampiero Gallo
- 330: Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
- Richard Crump, V. Joseph Hotz, Guido Imbens and Oscar Mitnik
- 329: Researcher Incentives and Empirical Methods
- Edward Glaeser
- 328: Non-response in the American Time Use Survey: Who Is Missing from the Data and How Much Does It Matter?
- Katharine Abraham, Aaron Maitland and Suzanne M. Bianchi
- 327: Robust Inference with Multi-way Clustering
- A. Cameron, Jonah Gelbach and Douglas Miller
- 326: Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Kenneth West and Todd Clark
- 325: On the Failure of the Bootstrap for Matching Estimators
- Alberto Abadie and Guido Imbens
- 324: Nonparametric Tests for Treatment Effect Heterogeneity
- Richard Crump, V. Joseph Hotz, Guido Imbens and Oscar Mitnik
- 323: Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
- James Stock and Mark Watson
- 322: Regression Discontinuity Inference with Specification Error
- David S. Lee and David Card
- 321: Estimating Macroeconomic Models: A Likelihood Approach
- Jesus Fernandez-Villaverde and Juan F Rubio-Ramirez
- 320: Semiparametric Estimation of a Dynamic Game of Incomplete Information
- Patrick Bajari and Han Hong
- 319: Edgeworth Expansions for Realized Volatility and Related Estimators
- Lan Zhang, Per A. Mykland and Yacine Ait-Sahalia
- 318: Solving General Equilibrium Models with Incomplete Markets and Many Assets
- Martin Evans and Viktoria Hnatkovska
- 317: Generalized Stochastic Gradient Learning
- George Evans, Seppo Honkapohja and Noah Williams
- 316: Dynamic Discrete Choice and Dynamic Treatment Effects
- James Heckman and Salvador Navarro
- 315: Convergence Properties of the Likelihood of Computed Dynamic Models
- Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Manuel Santos
- 314: Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How?
- Joshua Angrist
- 313: Inference with Weak Instruments
- Donald Andrews and James Stock
- 312: Inference with "Difference in Differences" with a Small Number of Policy Changes
- Timothy Conley and Christopher Taber
- 311: Two-Sample Instrumental Variables Estimators
- Atsushi Inoue and Gary Solon
- 310: A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models
- Atsushi Inoue and Gary Solon
- 309: The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems
- Christopher Carroll
- 308: A, B, C's (and D)'s for Understanding VARs
- Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Thomas Sargent
- 307: Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis
- Azeem Shaikh and Edward Vytlacil
- 306: Structural Equations, Treatment Effects and Econometric Policy Evaluation
- James Heckman and Edward Vytlacil
- 305: Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
- Todd Clark and Kenneth West
- 304: Avoiding the Curse of Dimensionality in Dynamic Stochastic Games
- Ulrich Doraszelski and Kenneth Judd
- 303: Optimal Inference in Regression Models with Nearly Integrated Regressors
- Michael Jansson and Marcelo Moreira
- 302: Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
- Marcelo Moreira, Jack R. Porter and Gustavo Suarez
- 301: Identification and Estimation of Discrete Games of Complete Information
- Patrick Bajari, Han Hong and Stephen Ryan
- 300: Volatility Comovement: A Multifrequency Approach
- Laurent Calvet, Adlai Fisher and Samuel B. Thompson
- 299: Optimal Invariant Similar Tests for Instrumental Variables Regression
- Donald Andrews, Marcelo Moreira and James Stock
- 298: The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
- Nelson Mark and Donggyu Sul
- 297: On the Relationship Between Determinate and MSV Solutions in Linear RE Models
- Bennett McCallum
- 296: A Monte Carlo Study of Growth Regressions
- William Hauk and Romain Wacziarg