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National Bureau of Economic Research, Inc / NBER Technical Working Papers Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:nbr:nberte:0100 Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991). (2) RePEc:nbr:nberte:0055 A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix (1986). (3) RePEc:nbr:nberte:0017 Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984). (4) RePEc:nbr:nberte:0205 The NBER Manufacturing Productivity Database (1996). (5) RePEc:nbr:nberte:0233 An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version (1998). (6) RePEc:nbr:nberte:0284 Testing for Weak Instruments in Linear IV Regression (2002). (7) RePEc:nbr:nberte:0240 Predictive Regressions (1999). (8) RePEc:nbr:nberte:0136 Identification of Causal Effects Using Instrumental Variables (1993). (9) RePEc:nbr:nberte:0192 Forecast Evaluation and Combination (1996). (10) RePEc:nbr:nberte:0237 The Role of the Propensity Score in Estimating Dose-Response Functions (1999). (11) RePEc:nbr:nberte:0151 Instrumental Variables Regression with Weak Instruments (1994). (12) RePEc:nbr:nberte:0252 Local Instrumental Variables (2000). (13) RePEc:nbr:nberte:0215 Evaluating Density Forecasts (1997). (14) RePEc:nbr:nberte:0045 Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985). (15) RePEc:nbr:nberte:0103 A Theory of Workouts and the Effects of Reorganization Law (1991). (16) RePEc:nbr:nberte:0150 Split Sample Instrumental Variables (1995). (17) RePEc:nbr:nberte:0220 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics (1998). (18) RePEc:nbr:nberte:0130 Efficient Tests for an Autoregressive Unit Root (1992). (19) RePEc:nbr:nberte:0137 The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables (1993). (20) RePEc:nbr:nberte:0113 Workings of a City: Location, Education, and Production (1991). (21) RePEc:nbr:nberte:0068 Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (1988). (22) RePEc:nbr:nberte:0325 On the Failure of the Bootstrap for Matching Estimators (2006). (23) RePEc:nbr:nberte:0264 Long Memory and Regime Switching (2000). (24) RePEc:nbr:nberte:0011 Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations (1983). (25) RePEc:nbr:nberte:0283 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects (2002). (26) RePEc:nbr:nberte:0115 Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology (1991). (27) RePEc:nbr:nberte:0147 Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates (1993). (28) RePEc:nbr:nberte:0018 On the Estimation of Structural Hedonic Price Models (1982). (29) RePEc:nbr:nberte:0217 Cointegration and Long-Horizon Forecasting (1997). (30) RePEc:nbr:nberte:0251 Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score (2000). (31) RePEc:nbr:nberte:0141 Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (1993). (32) RePEc:nbr:nberte:0232 Solutions to Linear Rational Expectations Models: A Compact Exposition (1998). (33) RePEc:nbr:nberte:0226 Regression-Based Tests of Predictive Ability (1998). (34) RePEc:nbr:nberte:0296 A Monte Carlo Study of Growth Regressions (2004). (35) RePEc:nbr:nberte:0107 Randomization and Social Policy Evaluation (1991). (36) RePEc:nbr:nberte:0117 Sources of Identifying Information in Evaluation Models (1991). (37) RePEc:nbr:nberte:0056 Sequential Bargaining Under Asymmetric Information (1986). (38) RePEc:nbr:nberte:0116 A Note on the Time-Elimination Method For Solving Recursive Dynamic Economic Models (1991). (39) RePEc:nbr:nberte:0133 Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates (1993). (40) RePEc:nbr:nberte:0020 Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples (1984). (41) RePEc:nbr:nberte:0294 Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review (2003). (42) RePEc:nbr:nberte:0279 Parametric and Nonparametric Volatility Measurement (2002). (43) RePEc:nbr:nberte:0253 Estimating Euler Equations (2000). (44) RePEc:nbr:nberte:0128 A Utility Based Comparison of Some Models of Exchange Rate Volatility (1992). (45) RePEc:nbr:nberte:0207 Solving Large Scale Rational Expectations Models (1997). (46) RePEc:nbr:nberte:0247 A Note on Longitudinally Matching Current Population Survey (CPS) Respondents (1999). (47) RePEc:nbr:nberte:0306 Structural Equations, Treatment Effects and Econometric Policy Evaluation (2005). (48) RePEc:nbr:nberte:0238 Predicting the Efficacy of Future Training Programs Using Past Experiences (1999). (49) RePEc:nbr:nberte:0337 Regression Discontinuity Designs: A Guide to Practice (2007). (50) RePEc:nbr:nberte:0287 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand (2002). Latest citations received in: | 2004 | 2003 | 2002 | 2001 Latest citations received in: 2004 (1) RePEc:fip:fedawp:2004-27 Convergence properties of the likelihood of computed dynamic models (2004). Federal Reserve Bank of Atlanta / Working Paper (2) RePEc:ivi:wpasec:2004-15 A REASSESSMENT OF THE RELATIONSHIP BETWEEN INEQUALITY AND GROWTH: WHAT HUMAN CAPITAL INEQUALITY DATA SAY? (2004). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie EC (3) RePEc:nbr:nberte:0302 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak (2004). National Bureau of Economic Research, Inc / NBER Technical Working Papers (4) RePEc:pen:papers:04-034 Convergence Properties of the Likelihood of Computed Dynamic Models (2004). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (5) RePEc:rug:rugwps:04/230 Inequality and Growth: Does Time Change Anything? (2004). Ghent University, Faculty of Economics and Business Administration / Working Papers of Faculty of Economics and Business Administration, Ghent Univers (6) RePEc:wpa:wuwpdc:0402005 Inequality and Growth: Does Time Change Anything (2004). EconWPA / Development and Comp Systems (7) RePEc:zbw:cauewp:2442 The Markov-Switching Multi-Fractal Model of Asset Returns : GMM Estimation and Linear Forecasting of Volatility (2004). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers Latest citations received in: 2003 (1) RePEc:att:wimass:200328 Tipping points, abrupt opinion changes, and punctuated policy change (2003). Wisconsin Madison - Social Systems / Working papers (2) RePEc:cep:cepdps:dp0586 Can We Learn Anything from Economic Geography Proper? (2003). Centre for Economic Performance, LSE / CEP Discussion Papers (3) RePEc:dgr:uvatin:20030016 Did the Healthcard Program ensure Access to Medical Care for the Poor during Indonesias Economic Crisis? (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers (4) RePEc:hhs:lunewp:2003_012 Feasible Estimation in Cointegrated Panels (2003). Lund University, Department of Economics / Working Papers Latest citations received in: 2002 (1) RePEc:cea:doctra:e2002_15 Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? (2002). Fundación Centro de Estudios Andaluces / Economic Working Papers at centrA (2) RePEc:cir:cirwor:2002s-02 Financial Asset Returns, Market Timing, and Volatility Dynamics (2002). CIRANO / CIRANO Working Papers (3) RePEc:cir:cirwor:2002s-91 Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). CIRANO / CIRANO Working Papers (4) RePEc:fam:rpseri:rp56 Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures (2002). International Center for Financial Asset Management and Engineering / FAME Research Paper Series (5) RePEc:fip:fedbwp:02-3 Estimating the Euler equation for output (2002). Federal Reserve Bank of Boston / Working Papers (6) RePEc:ide:wpaper:1037 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2002). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers (7) RePEc:jae:japmet:v:17:y:2002:i:5:p:535-548 Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model (2002). Journal of Applied Econometrics (8) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (9) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (10) RePEc:nbr:nberwo:8956 Closed-Form Likelihood Expansions for Multivariate Diffusions (2002). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:nbr:nberwo:8993 The Impact of Unionization on Establishment Closure: A Regression Discontinuity Analysis of Representation Elections (2002). National Bureau of Economic Research, Inc / NBER Working Papers (12) RePEc:nbr:nberwo:9383 Interpretable Asset Markets? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (13) RePEc:wpa:wuwpfi:0207010 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives (2002). EconWPA / Finance Latest citations received in: 2001 (1) RePEc:cdl:anderf:1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (2) RePEc:jhu:papers:461 A Semiparametric Estimator for Dynamic Optimization Models (2001). The Johns Hopkins University,Department of Economics / Economics Working Paper Archive Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
