SSRN USC Dornsife Institute for New Economic Thinking Research Paper Series

1.

Estimation of Fixed Effects Dynamic Panel Data Models - Linear Differencing or Conditional Expectation

USC-INET Research Paper No. 18-24

Number of pages: 20 Posted: 04 Dec 2018

Working Paper Series

Cheng Hsiao

University of Southern California - Department of Economics

Downloads 17

2.

A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models

USC-INET Research Paper No. 18-23

Number of pages: 89 Posted: 04 Dec 2018

Working Paper Series

George Kapetanios, M. Hashem Pesaran and Simon Reese

King's College, London, University of Southern California - Department of Economics and USC Dornsife Institute for New Economic Thinking

Downloads 14

3.

Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators

USC-INET Research Paper No. 18-22

Number of pages: 15 Posted: 04 Dec 2018

Working Paper Series

Alexander Chudik and M. Hashem Pesaran

Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California - Department of Economics

There are 2 versions of this paper

Downloads 10

4.

Errors in Probabilistic Reasoning and Judgment Biases

USC-INET Research Paper No. 18-21

Number of pages: 199 Posted: 04 Dec 2018 Last Revised: 05 Dec 2018

Working Paper Series

Daniel J. Benjamin

USC, Center for Economic and Social Research (CESR)

There are 3 versions of this paper

Downloads 44

5.

Short T Dynamic Panel Data Models with Individual and Interactive Time Effects

USC-INET Research Paper No. 18-18

Number of pages: 69 Posted: 25 Oct 2018

Working Paper Series

Kazuhiko Hayakawa, M. Hashem Pesaran and L. Vanessa Smith

Hiroshima University, University of Southern California - Department of Economics and University of York

Downloads 17

6.

Screening and Signaling Non-Cognitive Skills: Experimental Evidence from Uganda

USC-INET Research Paper No. 18-19

Number of pages: 77 Posted: 25 Oct 2018 Last Revised: 14 Nov 2018

Working Paper Series

Vittorio Bassi and Aisha Nansamba

University of Southern California - Department of Economics and BRAC International

Downloads 15

7.

Forecasting Panel Data with Structural Breaks and Regime-Specific Grouped Heterogeneity

USC-INET Research Paper No. 18-20

Number of pages: 54 Posted: 25 Oct 2018 Last Revised: 12 Dec 2018

Working Paper Series

Simon Smith

USC Dornsife INET, Department of Economics, USC

Downloads 40

8.

Exponent of Cross-Sectional Dependence for Residuals

USC-INET Research Paper No. 18-15

Number of pages: 53 Posted: 11 Oct 2018

Working Paper Series

Natalia Bailey, George Kapetanios and M. Hashem Pesaran

Monash University, King's College, London and University of Southern California - Department of Economics

There are 2 versions of this paper

Downloads 16

9.

Early-Life Access to a Basic Health Care Program and Adult Outcomes in Indonesia

USC-INET Research Paper No. 18-16

Number of pages: 72 Posted: 11 Oct 2018

Working Paper Series

Md Nazmul Ahsan, Rakesh Banerjee and Riddhi Maharaj

Saint Louis University - Department of Economics, Rice University and Ramakrishna Mission Vidyamandira

Downloads 9

10.

A Bayesian Analysis of Linear Regression Models with Highly Collinear Regressors

USC-INET Research Paper No. 18-17 (Revised)

Number of pages: 30 Posted: 11 Oct 2018

Working Paper Series

M. Hashem Pesaran and Ron Smith

University of Southern California - Department of Economics and Birkbeck College

Downloads 13

11.

Social Promotion and Learning Outcomes: Evidence from India

USC-INET Research Paper No. 18-14

Number of pages: 45 Posted: 27 Sep 2018

Working Paper Series

Md Nazmul Ahsan, Rakesh Banerjee and Siddharth Hari

Saint Louis University - Department of Economics, Rice University and Virginia Tech

Downloads 12

12.

Reforming Fiscal Institutions in Resource-Rich Arab Economies Policy Proposals

USC-INET Research Paper No. 18-12

Number of pages: 41 Posted: 27 Sep 2018 Last Revised: 13 Dec 2018

Working Paper Series

Kamiar Mohaddes, Jeffrey B. Nugent and Hoda Selim

University of Cambridge - Faculty of Economics and Politics, University of Southern California - Department of Economics and Economic Research Forum (ERF)

There are 3 versions of this paper

Downloads 14

13.

House Prices and Monetary Policy in the Euro Area: Evidence from Structural VARs

USC-INET Research Paper No. 18-13

Number of pages: 42 Posted: 27 Sep 2018

Working Paper Series

Andrea Nocera and Moreno Roma

USC Dornsife INET, Department of Economics, USC and European Central Bank (ECB)

Downloads 20

14.

Common Correlated Effects Estimation of Heterogeneous: Dynamic Panel Quantile Regression Models

USC-INET Research Paper No. 18-11

Number of pages: 98 Posted: 10 Sep 2018 Last Revised: 13 Dec 2018

Working Paper Series

Matthew Harding, Carlos Lamarche and M. Hashem Pesaran

University of California, Irvine, University of Kentucky and University of Southern California - Department of Economics

There are 2 versions of this paper

Downloads 45

15.

Illegal Drugs and Public Corruption: Crack Based Evidence from California

USC-INET Research Paper No. 18-10

Number of pages: 19 Posted: 10 Sep 2018

Working Paper Series

Alessandro Flamini, Babak Jahanshahi and Kamiar Mohaddes

University of Pavia, University of Edinburgh - School of Law and University of Cambridge - Faculty of Economics and Politics

There are 2 versions of this paper

Downloads 31

16.

The ET Interview: Professor Hashem Pesaran

USC-INET Research Paper No. 18-09

Number of pages: 57 Posted: 10 Sep 2018

Working Paper Series

Allan Timmermann

UCSD

Downloads 66

17.

Incidental Parameters, Initial Conditions and Sample Size in Statistical Inference for Dynamic Panel Data Models

USC-INET Research Paper No. 18-07

Number of pages: 53 Posted: 16 Apr 2018

Working Paper Series

Cheng Hsiao and Qiankun Zhou

University of Southern California - Department of Economics and Louisiana State University, Baton Rouge - Department of Economics

Downloads 28

18.

Chinese Local Bond Spreads, Monetary Policy and 'Misallocation'

USC-INET Research Paper No. 18-06

Number of pages: 42 Posted: 16 Apr 2018

Working Paper Series

Robert Dekle and Andrew Tsang

University of Southern California - Department of Economics and Hong Kong Monetary Authority

Downloads 30

19.

Land Use Regulations, Migration and Rising House Price Dispersion in the U.S.

USC-INET Research Paper No. 18-08 (Revised)

Number of pages: 67 Posted: 16 Apr 2018 Last Revised: 11 Oct 2018

Working Paper Series

Wukuang Cun and M. Hashem Pesaran

USC Dornsife Institute for New Economic Thinking and University of Southern California - Department of Economics

Downloads 52

20.

Health Status and Labour Market Outcome: Empirical Evidence from Australia

USC-INET Research Paper No. 18-03

Number of pages: 39 Posted: 09 Feb 2018

Working Paper Series

Kannika Damrongplasit, Cheng Hsiao and Xueyan Zhao

Chulalongkorn University - Faculty of Economics, University of Southern California - Department of Economics and Monash University

Downloads 13

21.

A Coupled Component GARCH Model for Intraday and Overnight Volatility

USC-INET Research Paper No. 18-01

Number of pages: 61 Posted: 09 Feb 2018

Working Paper Series

Oliver B. Linton and Jianbin Wu

University of Cambridge and Nanjing University

Downloads 30

22.

Implications of High-Frequency Trading for Security Markets

USC-INET Research Paper No. 18-02

Number of pages: 35 Posted: 09 Feb 2018

Working Paper Series

Oliver B. Linton and Soheil Mahmoodzadeh

University of Cambridge and University of Cambridge - Faculty of Economics

There are 2 versions of this paper

Downloads 122

23.

Uncertainty and Economic Activity: A Multi-Country Perspective

USC-INET Research Paper No. 18-05, Johns Hopkins Carey Business School Research Paper No. 18-04

Number of pages: 87 Posted: 09 Feb 2018

Working Paper Series

Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci

Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School

There are 5 versions of this paper

Downloads 33

24.

Panel Data Approach vs. Synthetic Control Method

USC-INET Research Paper No. 17-33

Number of pages: 41 Posted: 28 Nov 2017

Working Paper Series

Shui Ki Wan, Yimeng Xie and Cheng Hsiao

Hong Kong Baptist University (HKBU), University of Southern California and University of Southern California - Department of Economics

Downloads 120

25.

Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors

USC-INET Research Paper No. 17-34

Number of pages: 24 Posted: 28 Nov 2017

Working Paper Series

M. Hashem Pesaran and Ron Smith

University of Southern California - Department of Economics and Birkbeck College

There are 2 versions of this paper

Downloads 18

26.

Endogenous Risk-Exposure and Systemic Instability

USC-INET Research Paper No. 17-35

Number of pages: 41 Posted: 28 Nov 2017 Last Revised: 06 Feb 2019

Working Paper Series

Chong Shu

University of Southern California, Marshall School of Business, Finance and Business Economics Department

Downloads 88

27.

Biased Beliefs About Random Samples: Evidence from Two Integrated Experiments

USC-INET Research Paper No. 17-32

Number of pages: 66 Posted: 18 Oct 2017

Working Paper Series

Daniel J. Benjamin, Don A. Moore and Matthew Rabin

USC, Center for Economic and Social Research (CESR), University of California, Berkeley - Haas School of Business and Harvard University - Department of Economics

There are 3 versions of this paper

Downloads 14

28.

Real Exchange Rate Movements and the Relative Price of Non-Traded Goods

USC-INET Research Paper No. 17-31

Number of pages: 54 Posted: 17 Oct 2017

Working Paper Series

Caroline Betts and Timothy J. Kehoe

University of Southern California - Department of Economics and University of Minnesota - Twin Cities - Department of Economics

There are 3 versions of this paper

Downloads 19

29.

Characterization and Implementation of Nash Bargaining Solutions with Non-Convexity

USC-INET Research Paper No. 17-30

Number of pages: 43 Posted: 17 Oct 2017

Working Paper Series

Cheng-Zhong Qin, Guofu Tan and Adam Chi Leung Wong

University of California, Santa Barbara (UCSB) - Department of Economics, University of Southern California - Department of Economics and Lingnan University - Department of Economics

There are 2 versions of this paper

Downloads 29

30.

Price Competition in Multi-Sided Markets

USC-INET Research Paper No. 17-29

Number of pages: 42 Posted: 17 Oct 2017

Working Paper Series

Guofu Tan and Junjie Zhou

University of Southern California - Department of Economics and National University of Singapore (NUS), Department of Economics

There are 2 versions of this paper

Downloads 117

31.

Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach

USC-INET Research Paper No. 17-25

Number of pages: 76 Posted: 27 Sep 2017

Working Paper Series

Ida Johnsson and Hyungsik Roger Moon

University of Southern California, Department of Economics, Students and University of Southern California - Department of Economics

Downloads 127

32.

A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels

USC-INET Research Paper No. 17-26

Number of pages: 74 Posted: 27 Sep 2017

Working Paper Series

Alexander Chudik and M. Hashem Pesaran

Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California - Department of Economics

There are 2 versions of this paper

Downloads 27

33.

Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning

USC-INET Research Paper No. 17-27

Number of pages: 24 Posted: 27 Sep 2017

Working Paper Series

Jin-Chuan Duan, Andras Fulop and Yu-Wei Hsieh

National University of Singapore (NUS) - Business School and Risk Management Institute, ESSEC Business School and University of Southern California - Department of Economics

There are 2 versions of this paper

Downloads 14

34.

Inference of Estimators Defined by Mathematical Programming

USC-INET Research Paper No. 17-28

Number of pages: 20 Posted: 27 Sep 2017

Working Paper Series

Yu-Wei Hsieh, Xiaoxia Shi and Matthew Shum

University of Southern California - Department of Economics, University of Wisconsin - Madison and California Institute of Technology

There are 2 versions of this paper

Downloads 17

35.

Jack of All Trades and Master of Knowledge: The Role of Generalists in Novel Knowledge Integration

USC-INET Research Paper No. 17-23

Number of pages: 52 Posted: 15 Aug 2017

Working Paper Series

Frank Nagle and Florenta Teodoridis

Harvard Business School and University of Southern California - Marshall School of Business

Downloads 152

36.

Jive for Panel Dynamic Simultaneous Equations Models

USC-INET Research Paper No. 17-24

Number of pages: 45 Posted: 15 Aug 2017

Working Paper Series

Cheng Hsiao and Qiankun Zhou

University of Southern California - Department of Economics and University of Southern California

Downloads 32

37.

Nonignorable Attrition in Multi-Period Panels with Refreshment Samples

USC-INET Research Paper No. 17-22

Number of pages: 42 Posted: 15 Aug 2017

Working Paper Series

Pierre Hoonhout and Geert Ridder

ISEG Lisbon School of Economics and Management,Universidade de Lisboa and University of Southern California

Downloads 19

38.

Counterfactual Evaluation in Semiparametric Multinomial Choice Models

USC-INET Research Paper No. 17-20

Number of pages: 19 Posted: 26 Jul 2017

Working Paper Series

Khai Chiong, Yu-Wei Hsieh and Matthew Shum

University of Texas at Dallas - Naveen Jindal School of Management, University of Southern California - Department of Economics and California Institute of Technology

There are 2 versions of this paper

Downloads 8

39.

Heterogeneity and Persistence in Returns to Wealth

USC-INET Research Paper No. 17-19

Number of pages: 61 Posted: 26 Jul 2017

Working Paper Series

Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri

Statistics Norway, Einaudi Institute for Economics and Finance (EIEF), International Monetary Fund and Stanford University

There are 4 versions of this paper

Downloads 35

40.

Trade Liberalization and Regional Dynamics

USC-INET Research Paper No. 17-18

Number of pages: 103 Posted: 26 Jul 2017

Working Paper Series

Rafael Dix-Carneiro and Brian Kovak

Duke University and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management

There are 2 versions of this paper

Downloads 27

41.

Computing Moment Inequality Models Using Constrained Optimization

USC-INET Research Paper No. 17-21

Number of pages: 22 Posted: 21 Jun 2017 Last Revised: 01 Aug 2017

Working Paper Series

Baiyu Dong, Yu-Wei Hsieh and Matthew Shum

University of Southern California - Department of Economics, University of Southern California - Department of Economics and California Institute of Technology

Downloads 152

42.

Spatial Nexus in Crime and Unemployment in Times of Crises

USC-INET Research Paper No. 17-08

Number of pages: 37 Posted: 25 May 2017

Working Paper Series

Povilas Lastauskas and Eirini Tatsi

Center for Excellence in Finance and Economic Research and Stockholm University

Downloads 26

43.

Happier People Are Less Likely to Be Unemployed: Evidence from Longitudinal Data in Germany

USC-INET Research Paper No. 17-17

Number of pages: 54 Posted: 27 Apr 2017

Working Paper Series

Kelsey O'Connor

University of Southern California - Department of Economics

Downloads 74

44.

Implementing the Maximum Likelihood Estimation of the Empirical Matching Models: MPEC vs. NFXP

USC-INET Research Paper No. 17-16

Number of pages: 26 Posted: 27 Apr 2017 Last Revised: 17 Apr 2018

Working Paper Series

Baiyu Dong, Yu-Wei Hsieh and Xing Zhang

University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Southern California

Downloads 117

45.

Estimation of Graphical Models with Shape Restriction

USC-INET Research Paper No. 17-15

Number of pages: 19 Posted: 27 Apr 2017 Last Revised: 23 May 2017

Working Paper Series

Khai Chiong and Hyungsik Roger Moon

University of Texas at Dallas - Naveen Jindal School of Management and University of Southern California - Department of Economics

Downloads 58

46.

Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach

USC-INET Research Paper No. 17-14

Number of pages: 50 Posted: 27 Apr 2017

Working Paper Series

Seungwoo Chin, Matthew E. Kahn and Hyungsik Roger Moon

University of Southern California, Department of Economics, Students, University of Southern California and University of Southern California - Department of Economics

Downloads 79

47.

Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

USC-INET Research Paper No. 17-10

Number of pages: 57 Posted: 31 Mar 2017

Working Paper Series

Hyungsik Roger Moon, Matthew Shum and Martin Weidner

University of Southern California - Department of Economics, California Institute of Technology and University College London - Department of Economics

Downloads 192

48.