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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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Death to the log-linearized consumption Euler equation! : (And very poor health to the second-order approximation)
Carroll, Chris - 1997
Persistent link: https://www.econbiz.de/10000648505
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Understanding and misunderstanding randomized controlled trials
Deaton, Angus; Cartwright, Nancy - 2016
Persistent link: https://www.econbiz.de/10011544485
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Simple estimators for treatment parameters in a latent variable framework with an application to estimating the returns to schooling
Heckman, James J.; Tobias, Justin L.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001520893
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Using employee level data in a firm level econometric study
Mairesse, Jacques; Greenan, Nathalie - 1999
Persistent link: https://www.econbiz.de/10001381081
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Demand estimation with machine learning and model combination
Bajari, Patrick L.; Nekipelov, Denis N.; Ryan, Stephen; … - 2015
Persistent link: https://www.econbiz.de/10010496176
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Understanding Markov-Switching rational expectations models
Farmer, Roger E. A.; Zha, Tao; Waggoner, Daniel F. - 2009
Persistent link: https://www.econbiz.de/10003809471
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Industry dynamics : foundations for models with an infinite number of firms
Weintraub, Gabriel; Benkard, C. Lanier; Van Roy, Benjamin - 2010
"This paper explores the connection between three important threads of economic research offering different approaches to studying the dynamics of an industry with heterogeneous firms. Finite models of the form pioneered by Ericson and Pakes (1995) capture the dynamics of a finite number of...
Persistent link: https://www.econbiz.de/10008648862
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Dynamic directed random matching
Duffie, Darrell; Qiao, Lei; Sun, Yeneng - 2015
Persistent link: https://www.econbiz.de/10011420444
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A tractable framework for analyzing a class of nonstationary Markov models
Maliar, Lilia; Maliar, Serguei; Taylor, John B.; … - 2015
Persistent link: https://www.econbiz.de/10011281644