2009

"Projection-based GEL Score Test for Subsets of Parameters with Possible Weak Identification"
Saraswata Chaudhuri (email, website)
Download Paper

"Estimating the Veteran Effect with Endogenous Schooling when Instruments are Potentially Weak"
Saraswata Chaudhuri (email, website), Elaina Rose
Download Paper

"A New Method of Projection-based Inference in GMM with Weakly Identified Nuisance Parameters"
Saraswata Chaudhuri (email, website), Eric Zivot
Download Paper

"A New Projection-type Split-Sample Score Test in Linear Instrumental Variable Regression"
Saraswata Chaudhuri (email, website), Thomas Richardson, James Robins, Eric Zivot
Download Paper

"The Limits of Exchange Rate as Nominal Anchor: Evidence from the 1999-2005 Ukrainian Experience"
Patrick Conway (email, web site)
Download Paper

"Instrument and Target Rules as Specifications of Optimal Monetary Policy"
Richard Froyen (email), Alfred Guender
Download Paper

"The Effects of State Medicaid Policies on the Dynamic Savings Patterns and Medicaid Enrollment
of the Elderly"
Donna Gilleskie (email, website), Lara Gardner
Download Paper

"Friendship Formation and Smoking Initiation Among Teens"
Donna Gilleskie (email, website), Yun Sean Zhang
Download Paper

"Cross-Country Variation in Educational Attainment: Structural Change or Within Industry Skill Upgrading?"
Lutz Hendricks (email, website)
Download Paper

"The Skill Composition of U.S. Cities"
Lutz Hendricks (email, website)
Download Paper

"Student Abilities During the Expansion of U.S. Education, 1950-2000"
Lutz Hendricks (email, website), Todd Schoellman
Download Paper

"Robust Estimation and Inference for Extremal Dependence in Time Series"
Jonathan Hill (email, website)
Download Paper

"Tail and Non-Tail Memory with Applications to Extreme Value and Robust Statistics"
Jonathan Hill (email, website)
Download Paper

"Are There Common Values on BC Timber Sales? A Tail-Index Nonparametric Test"
Jonathan Hill (email, website), A. Schneyerov
Download Paper

"Accounting for Changes in Labor Force Participation of Married Women: The Case of the
U.S. since 1959"
Oksana Leukhina (email, website), Michael Bar
Download Paper

"The Role of Mortality in the Transmission of Knowledge"
Oksana Leukhina (email, website), Michael Bar
Download Paper

"Information Asymmetries and an Endogenous Productivity Reversion Mechanism"
Oksana Leukhina (email, website), Nicolas Figueroa
Download Paper

"Confidence Sets for Some Partially Identified Parameters"
Sangsoo Park (email, website), Yanqin Fan
Download Paper

"Confidence Sets for the Quantile of Treatment Effects"
Sangsoo Park (email, website), Yanqin Fan
Download Paper

"Partial Identification of the Distribution of Treatment Effects and its Confidence Sets"
Sangsoo Park (email, website), Yanqin Fan
Download Paper

"Sharp Bounds on the Distribution of Treatment Effects and Their Statistical Inference"
Sangsoo Park (email, website), Yanqin Fan
Download Paper

"GMM Overidentification Test with First Order Underidentification"
Eric Renault (email), Prosper Dovonon
Download Paper

"Affine Fractional Stochastic Volatility Models"
Eric Renault (email), F. Cromte, L. Coutin
Download Paper

"Efficient Derivative Pricing by the Extended Method of Moments"
Eric Renault (email), P. Gagliardini, C. Gourieroux
Download Paper

"Estimation of Stable Distributions by Indirect Inference"
Eric Renault (email), René Garcia, David Veredas
Download Paper