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The Data Revolution and Economic Analysis
Levin, Jonathan; Einav, Liran - National Bureau of Economic Research (NBER) - 2013
Many believe that "big data" will transform business, government and other aspects of the economy. In this article we discuss how new data may impact economic policy and economic research. Large-scale administrative datasets and proprietary private sector data can greatly improve the way we...
Persistent link: https://www.econbiz.de/10010969342
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No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
Bollerslev, Tim; Andersen, Torben G.; Dobrev, Dobrislav - National Bureau of Economic Research (NBER) - 2007
alleviate microstructure frictions for realized volatility estimation. Size and power of the procedure are explored through …
Persistent link: https://www.econbiz.de/10005084541
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Plant-level Productivity and Imputation of Missing Data in U.S. Census Manufacturing Data
White, T. Kirk; Reiter, Jerome P.; Petrin, Amil - National Bureau of Economic Research (NBER) - 2012
Within-industry differences in measured plant-level productivity are large. A large literature has been devoted to explaining the causes and consequences of these differences. In the U.S. Census Bureau's manufacturing data, the Bureau imputes for missing values using methods known to result in...
Persistent link: https://www.econbiz.de/10009652794
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Does the Use of Worker Flows Improve the Analysis of Establishment Turnover? Evidence from German Administrative Data
Hethey-Maier, Tanja; Schmieder, Johannes F. - National Bureau of Economic Research (NBER) - 2013
work. This paper evaluates the use of the worker flow methodology using a dataset from Germany, the Establishment History …
Persistent link: https://www.econbiz.de/10010721449
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Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
Andersen, Torben G.; Dobrev, Dobrislav; Schaumburg, Ernst - National Bureau of Economic Research (NBER) - 2009
variation measure, the new estimators allow for the development of an asymptotic limit theory in the presence of jumps. Finally …
Persistent link: https://www.econbiz.de/10008628319
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World Trade Flows, 1970-1992, with Production and Tariff Data
Feenstra, Robert C.; Lipsey, Robert E.; Bowen, Harry P. - National Bureau of Economic Research (NBER) - 1997
This paper describes two databases dealing with world bilateral trade flows: the World Trade Database (WTDB) assembled by Statistics Canada, which contains bilateral trade flows for all countries over 1970-1992, classified according to the Standard International Trade Classification, Revision 2...
Persistent link: https://www.econbiz.de/10005714209
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Exploring Differences in Employment between Household and Establishment Data
Abraham, Katharine; Haltiwanger, John; Sandusky, Kristin; … - National Bureau of Economic Research (NBER) - 2009
Using a large data set that links individual Current Population Survey (CPS) records to employer-reported administrative data, we document substantial discrepancies in basic measures of employment status that persist even after controlling for known definitional differences between the two data...
Persistent link: https://www.econbiz.de/10005714746
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Valuing the Reload Features of Executive Stock Options
Jagannathan, Ravi; Huddart, Steven; Saly, Jane - National Bureau of Economic Research (NBER) - 1999
Under Statement of Financial Accounting Standards No. 123, the grant date value of executive stock options excludes the value of any reload feature because, at the time of writing the standard in 1995, the Financial Accounting Standards Board believed it was not feasible to value a reload...
Persistent link: https://www.econbiz.de/10005720692
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Civil War
Miguel, Edward Andrew; Blattman, Christopher - National Bureau of Economic Research (NBER) - 2009
article critically reviews this interdisciplinary literature and charts productive paths forward. Formal theory has focused on … contracts in the absence of the rule of law. Economic theory has made less progress, however, on the thornier (but equally … economic legacies of war, we frame the literature in terms of neoclassical economic growth theory. Emerging stylized facts …
Persistent link: https://www.econbiz.de/10005828494
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Building and Delivering the Virtual World: Commercializing Services for Internet Access
Greenstein, Shane Mitchell - National Bureau of Economic Research (NBER) - 2000
This study analyzes the service offerings of Internet Service Providers (ISPs), the commercial suppliers of Internet access in the United States. It presents data on the services of 2089 ISPs in the summer of 1998. By this time, the Internet access industry had undergone its first wave of entry...
Persistent link: https://www.econbiz.de/10005829004