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Records 1 - 20 of 34 matches
The Restricted Likelihood Ratio Test at the Boundary in Autoregressive SeriesJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 618-630, November 2009 Willa W. Chen and Rohit Deo Texas A&M University - Department of Statistics and Stern School of Business, New York University Date Posted: October 20, 2009 Last Revised: October 26, 2009 Accepted Paper Series
Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand EstimationChicago Booth School of Business Research Paper No. 09-07 Jean-Pierre H. Dube , Jeremy T. Fox and Che-Lin Su University of Chicago - Booth School of Business , University of Chicago - Department of Economics and The University of Chicago Booth School of Business Date Posted: February 5, 2009 Last Revised: May 18, 2009 Working Paper Series 291 downloads
Volatility, Liquidity, Credit Spreads and Bankruptcy PredictionAFA 2009 San Francisco Meetings Paper Arthur G. Korteweg and Nick Polson Stanford Graduate School of Business and University of Chicago - Booth School of Business Date Posted: March 26, 2008 Last Revised: December 26, 2008 Working Paper Series 1101 downloads
Bayesian Analysis of Random Coefficient Logit Models Using Aggregate DataRenna Jiang , Puneet Manchanda and Peter E. Rossi University of Chicago - Graduate School of Business , University of Michigan - Ross School of Business and University of Chicago - Booth School of Business Date Posted: June 16, 2007 Last Revised: September 9, 2008 Working Paper Series 338 downloads
Plausibly ExogenousTimothy G. Conley , Christian Hansen and Peter E. Rossi University of Chicago - Booth School of Business , University of Chicago Graduate School of Business and University of Chicago - Booth School of Business Date Posted: May 18, 2007 Last Revised: August 4, 2008 Working Paper Series 359 downloads
Particle Filtering and Parameter LearningMichael S. Johannes and Nick Polson Columbia University - Columbia Business School and University of Chicago - Booth School of Business Date Posted: May 2, 2007 Last Revised: May 2, 2007 Working Paper Series 304 downloads
Admissible Invariant Similar Tests for Instrumental Variables RegressionMIT Department of Economics Working Paper No. 07-09 Victor Chernozhukov , Christian Hansen and Michael Jansson Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago Graduate School of Business and University of California, Berkeley - Department of Economics Date Posted: April 3, 2007 Last Revised: April 3, 2007 Working Paper Series 50 downloads
Can One Predict Next Year's Winning Percentage using OLS Regression on Baseball Statistics?David Abuaf , Tony Y. Chen , Alexander Trifunac Corbin Capital Partners, L.P. , University of Chicago - Booth School of Business , University of Chicago GSB and University of Chicago - Booth School of Business Date Posted: December 11, 2006 Last Revised: December 11, 2006 Working Paper Series 160 downloads
Bias Reduction for Bayesian and Frequentist EstimatorsAlan Bester and Christian Hansen University of Chicago Graduate School of Business and University of Chicago Graduate School of Business Date Posted: November 6, 2006 Last Revised: November 6, 2006 Working Paper Series 52 downloads
The Reduced Form: A Simple Approach to Inference with Weak InstrumentsVictor Chernozhukov and Christian Hansen Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago Graduate School of Business Date Posted: October 17, 2006 Last Revised: October 17, 2006 Working Paper Series 165 downloads
A Semi-Parametric Bayesian Approach to the Instrumental Variable ProblemTimothy G. Conley , Christian Hansen , Robert E. McCulloch and Peter E. Rossi University of Chicago - Booth School of Business , University of Chicago Graduate School of Business , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business Date Posted: July 19, 2006 Last Revised: July 3, 2007 Working Paper Series 237 downloads
Instrumental Variable Quantile RegressionMIT Department of Economics Working Paper No. 06-19 Victor Chernozhukov and Christian Hansen Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago Graduate School of Business Date Posted: June 19, 2006 Last Revised: June 19, 2006 Working Paper Series 128 downloads
Do Switching Costs Make Markets Less Competitive?Jean-Pierre H. Dube , Guenter J. Hitsch and Peter E. Rossi University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and University of Chicago - Booth School of Business Date Posted: June 13, 2006 Last Revised: February 6, 2009 Working Paper Series 408 downloads
Bayesian Model Uncertainty in Smooth Transition AutoregressionsJournal of Time Series Analysis, Vol. 27, No. 1, pp. 99-117, January 2006 Hedibert F. Lopes and Esther Salazar University of Chicago - Booth School of Business and Universidade Federal do Rio de Janeiro (UFRJ) Date Posted: February 21, 2006 Last Revised: June 12, 2007 Accepted Paper Series 7 downloads
Finite Sample Inference for Quantile Regression Models
MIT Department of Economics Working Paper No. 06-03 Victor Chernozhukov , Christian Hansen and Michael Jansson Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago Graduate School of Business and University of California, Berkeley - Department of Economics Date Posted: February 3, 2006 Last Revised: February 3, 2006 Working Paper Series 306 downloads
Category Pricing with State Dependent UtilityJean-Pierre H. Dube , Guenter J. Hitsch , Peter E. Rossi and Maria Ana Vitorino University of Chicago - Booth School of Business , University of Chicago - Booth School of Business , University of Chicago - Booth School of Business and The Wharton School - University of Pennsylvania Date Posted: January 14, 2006 Last Revised: April 22, 2008 Working Paper Series 131 downloads
Inference with 'Difference in Differences' with a Small Number of Policy ChangesNBER Working Paper No. T0312 Timothy G. Conley and Christopher Taber University of Chicago - Booth School of Business and National Bureau of Economic Research (NBER) Date Posted: August 9, 2005 Last Revised: August 9, 2005 Working Paper Series 50 downloads
A Penalty Function Approach to Bias Reduction in Non-linear Panel Models with Fixed EffectsAlan Bester and Christian Hansen University of Chicago Graduate School of Business and University of Chicago Graduate School of Business Date Posted: July 29, 2005 Last Revised: July 29, 2005 Working Paper Series 71 downloads
A Simple Approach to the Parametric Estimation of Potentially Nonstationary DiffusionsCowles Foundation Discussion Paper No. 1522 Federico M. Bandi and Peter C. B. Phillips University of Chicago - Booth School of Business and Yale University - Cowles Foundation Date Posted: July 18, 2005 Last Revised: July 20, 2005 Working Paper Series 53 downloads
Structural Modeling and Policy Simulation: A CommentBart J. Bronnenberg , Peter E. Rossi and Naufel J. Vilcassim CentER, Tilburg University , University of Chicago - Booth School of Business and London Business School Date Posted: September 14, 2004 Last Revised: April 22, 2008 Working Paper Series 174 downloads Records 1 - 20 of 34 matches © 2009 Social Science Electronic Publishing, Inc. All Rights Reserved.
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