Articles
- Keisuke Hirano & Jack R. Porter, 2009.
"Asymptotics for Statistical Treatment Rules,"
Econometrica,
Econometric Society, vol. 77(5), pages 1683-1701, 09.
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Other versions: See citations under working paper version above.
- Keisuke Hirano & Jack R. Porter, 2003.
"Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support,"
Econometrica,
Econometric Society, vol. 71(5), pages 1307-1338, 09.
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Other versions: See citations under working paper version above.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003.
"Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,"
Econometrica,
Econometric Society, vol. 71(4), pages 1161-1189, 07.
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Other versions: See citations under working paper version above.
- Keisuke Hirano, 2002.
"Semiparametric Bayesian Inference in Autoregressive Panel Data Models,"
Econometrica,
Econometric Society, vol. 70(2), pages 781-799, March.
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Cited by:
- Stéphane Bonhomme & Jean-Marc Robin, 2008.
"Generalized nonparametric deconvolution with an application to earnings dynamics,"
CeMMAP working papers
CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Magnac, Thierry & Roux, Sébastien, 2007.
"Dynamique des salaires dans une cohorte,"
IDEI Working Papers
436, Institut d'Économie Industrielle (IDEI), Toulouse.
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- Mark J. Jensen & John M. Maheu, 2008.
"Bayesian semiparametric stochastic volatility modeling,"
Working Paper
2008-15, Federal Reserve Bank of Atlanta.
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Other versions: - Juarez, Miguel A. & Steel, Mark F. J., 2006.
"Non-Gaussian dynamic Bayesian modelling for panel data,"
MPRA Paper
450, University Library of Munich, Germany.
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- Abel Rodriguez & Enrique ter Horst, 2008.
"Measuring expectations in options markets: An application to the SP500 index,"
Quantitative Finance Papers
0901.0033, arXiv.org.
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- Tong Li & Xiaoyong Zheng, 2008.
"Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 23(6), pages 699-728.
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- Paserman, M. Daniele, 2004.
"Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application,"
IZA Discussion Papers
996, Institute for the Study of Labor (IZA).
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- Kazuhiko Hayakawa, 2007.
"Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity,"
Hi-Stat Discussion Paper Series
d07-212, Institute of Economic Research, Hitotsubashi University.
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- Juarez, Miguel A. & Steel, Mark F. J., 2006.
"Model-based Clustering of non-Gaussian Panel Data,"
MPRA Paper
880, University Library of Munich, Germany.
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- Martin Burda & Matthew Harding & Jerry Hausman, 2008.
"A Bayesian mixed logit-probit model for multinomial choice,"
CeMMAP working papers
CWP23/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Tong Li & Xiaoyong Zheng, 2006.
"Entry and competition effects in first-price auctions: theory and evidence from procurement auctions,"
CeMMAP working papers
CWP13/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Rajeev H. Dehejia, 2002.
"Program evaluation as a decision problem,"
Discussion Papers
0102-23, Columbia University, Department of Economics.
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Other versions:- Dehejia, Rajeev H., 2005.
"Program evaluation as a decision problem,"
Journal of Econometrics,
Elsevier, vol. 125(1-2), pages 141-173.
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- Rajeev Dehejia, 1999.
"Program Evaluation as a Decision Problem,"
NBER Working Papers
6954, National Bureau of Economic Research, Inc.
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- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001.
"Combining Panel Data Sets with Attrition and Refreshment Samples,"
Econometrica,
Econometric Society, vol. 69(6), pages 1645-1659, November.
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Other versions: See citations under working paper version above.
- Claire Chambolle & Keisuke Hirano, 1999.
"Predictive Distributions based on Longitudinal Earnings Data,"
Annales d'Economie et de Statistique,
ADRES, issue 55-56, pages 09, Juillet-D.
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Cited by:
- Anthony W. Lynch & Sinan Tan, 2004.
"Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs,"
NBER Working Papers
10994, National Bureau of Economic Research, Inc.
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- Stéphane Bonhomme & Jean-Marc Robin, 2008.
"Generalized nonparametric deconvolution with an application to earnings dynamics,"
CeMMAP working papers
CWP03/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
- Martin Browning & Mette Ejrnaes & Javaier Alvarez, 2006.
"Modelling income processes with lots of heterogeneity,"
Economics Series Working Papers
285, University of Oxford, Department of Economics.
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Other versions: - Laura Hospido, 2007.
"Modelling heterogeneity and dynamics in the volatility of individual wages,"
Banco de España Working Papers
0738, Banco de España.
[Downloadable!]
Other versions: - Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998.
"Combining Panel Data Sets with Attrition and Refreshment Samples,"
Tinbergen Institute Discussion Papers
98-033/4, Tinbergen Institute.
[Downloadable!]
Other versions:- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rebin, 1998.
"Combining Panel Data Sets with Attrition and Refreshment Samples,"
NBER Technical Working Papers
0230, National Bureau of Economic Research, Inc.
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- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001.
"Combining Panel Data Sets with Attrition and Refreshment Samples,"
Econometrica,
Econometric Society, vol. 69(6), pages 1645-1659, November.
[Downloadable!] (restricted)
- Costas Meghir & Luigi Pistaferri, 2001.
"Income variance dynamics and heterogenity,"
IFS Working Papers
W01/07, Institute for Fiscal Studies.
[Downloadable!]
Other versions:- Costas Meghir & Luigi Pistaferri, 2004.
"Income Variance Dynamics and Heterogeneity,"
Econometrica,
Econometric Society, vol. 72(1), pages 1-32, 01.
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- Meghir, Costas & Pistaferri, Luigi, 2002.
"Income Variance Dynamics and Heterogeneity,"
CEPR Discussion Papers
3632, C.E.P.R. Discussion Papers.
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- Luis M. Viceira, 1999.
"Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income,"
NBER Working Papers
7409, National Bureau of Economic Research, Inc.
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Other versions: - Anthony W. Lynch & Sinan Tan, 2004.
"Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice,"
NBER Working Papers
11010, National Bureau of Economic Research, Inc.
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- Gary Chamberlain, 2000.
"Econometric applications of maxmin expected utility,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.
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- Laura Hospido, 2009.
"Job changes and individual-job specific wage dynamics,"
Banco de España Working Papers
0907, Banco de España.
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This page was last updated on 2009-12-20.
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