| Rank | Item | Citations |
| 1 | Tom Doan, 2025.
"RATS program to replicate Arellano-Bond 1991 dynamic panel,"
Statistical Software Components
RTZ00169, Boston College Department of Economics.
| 162472.1 |
| 2 | Tom Doan, 2025.
"DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test,"
Statistical Software Components
RTS00055, Boston College Department of Economics.
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
- Diebold, Francis X & Mariano, Roberto S, 1995.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
- Francis X. Diebold & Roberto S. Mariano, 1994.
"Comparing Predictive Accuracy,"
NBER Technical Working Papers
0169, National Bureau of Economic Research, Inc.
| 67026.67 |
| 3 | Tom Doan, 2025.
"LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data,"
Statistical Software Components
RTS00242, Boston College Department of Economics.
| 38680.92 |
| 4 | Tom Doan, 2026.
"KILIANAER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data,"
Statistical Software Components
RTJ00087, Boston College Department of Economics.
- Kilian, Lutz, 2006.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
CEPR Discussion Papers
5994, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2009.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
American Economic Review, American Economic Association, vol. 99(3), pages 1053-1069, June.
- Tom Doan, 2025.
"KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data,"
Statistical Software Components
RTZ00226, Boston College Department of Economics.
| 32405.59 |
| 5 | Robert J. Barro, 2024.
"Rare Disasters and Asset Markets in the Twentieth Century,"
CEMA Working Papers
620, China Economics and Management Academy, Central University of Finance and Economics.
| 29581.04 |
| 6 | Tom Doan, 2025.
"ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test,"
Statistical Software Components
RTS00236, Boston College Department of Economics.
- Zivot, Eric & Andrews, Donald W K, 1992.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.
- Eric Zivot & Donald W.K. Andrews, 1990.
"Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis,"
Cowles Foundation Discussion Papers
944, Cowles Foundation for Research in Economics, Yale University.
- Zivot, Eric & Andrews, Donald W K, 2002.
"Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
| 26786.77 |
| 7 | Tom Doan, 2026.
"GARCHMVDCC2: RATS program to demonstrate multivariate GARCH using 2-stage DCC,"
Statistical Software Components
RTJ00027, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS program to demonstrate multivariate GARCH using 2-stage DCC,"
Statistical Software Components
RTZ00068, Boston College Department of Economics.
- Engle, Robert, 2002.
"Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
| 25406.71 |
| 8 | Tom Doan, 2025.
"DIEBOLDYILMAZ_IJF2012: RATS program to replicate Diebold and Yilmaz(2012) spillover calculations,"
Statistical Software Components
RTZ00199, Boston College Department of Economics.
- Francis X. Diebold & Kamil Yilmaz, 2010.
"Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010.
- Diebold, Francis X. & Yilmaz, Kamil, 2012.
"Better to give than to receive: Predictive directional measurement of volatility spillovers,"
International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
| 24220.67 |
| 9 | Tom Doan, 2025.
"BKFILTER: RATS procedure to implement band pass filter using Baxter-King method,"
Statistical Software Components
RTS00026, Boston College Department of Economics.
- Marianne Baxter & Robert G. King, 1999.
"Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
- Marianne Baxter & Robert G. King, 1995.
"Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series,"
NBER Working Papers
5022, National Bureau of Economic Research, Inc.
| 23767.6 |
| 10 | Tom Doan, 2025.
"RATS program to demonstrate IV estimation of VAR in panel data,"
Statistical Software Components
RTZ00185, Boston College Department of Economics.
| 22475.89 |
| 11 | Tom Doan, 2025.
"OLSHODRICK: RATS procedure to compute Hodrick standard errors,"
Statistical Software Components
RTS00147, Boston College Department of Economics.
| 21366.4 |
| 12 | Tom Doan, 2025.
"PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test,"
Statistical Software Components
RTS00160, Boston College Department of Economics.
- Phillips, P.C.B., 1986.
"Testing for a Unit Root in Time Series Regression,"
Cahiers de recherche
8633, Universite de Montreal, Departement de sciences economiques.
- Peter C.B. Phillips & Pierre Perron, 1986.
"Testing for a Unit Root in Time Series Regression,"
Cowles Foundation Discussion Papers
795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
| 21288.75 |
| 13 | Brian J. Aitken & Ann E. Harrison, 2022.
"Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela,"
World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 6, pages 139-152,
World Scientific Publishing Co. Pte. Ltd..
| 20990.61 |
| 14 | Tom Doan, 2025.
"VRATIO: RATS procedure to implement variance ratio unit root test procedure,"
Statistical Software Components
RTS00231, Boston College Department of Economics.
- Andrew W. Lo, A. Craig MacKinlay, 1988.
"Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test,"
The Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
- Andrew W. Lo & A. Craig MacKinlay, 1987.
"Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test,"
NBER Working Papers
2168, National Bureau of Economic Research, Inc.
| 19660.44 |
| 15 | Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023.
"When Should You Adjust Standard Errors for Clustering?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
- Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
Research Papers
repec:ecl:stabus:3596, Stanford University, Graduate School of Business.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey Wooldridge, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
NBER Working Papers
24003, National Bureau of Economic Research, Inc.
- Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
Papers
1710.02926, arXiv.org, revised Sep 2022.
| 17704.62 |
| 16 | Tom Doan, 2026.
"JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations,"
Statistical Software Components
RTJ00047, Boston College Department of Economics.
| 17605.33 |
| 17 | Tom Doan, 2025.
"SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM,"
Statistical Software Components
RTS00251, Boston College Department of Economics.
- Durbin, James & Koopman, Siem Jan, 2001.
"Time Series Analysis by State Space Methods,"
OUP Catalogue,
Oxford University Press, number 9780198523543.
- Durbin, James & Koopman, Siem Jan, 2012.
"Time Series Analysis by State Space Methods,"
OUP Catalogue,
Oxford University Press,
edition 2, number 9780199641178.
| 17567.46 |
| 18 | Tom Doan, 2026.
"MOUNTFORDUHLIGJAE2009: RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR,"
Statistical Software Components
RTJ00058, Boston College Department of Economics.
- Mountford, Andrew & Uhlig, Harald, 2005.
"What are the effects of fiscal policy shocks?,"
SFB 649 Discussion Papers
2005-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Andrew Mountford & Harald Uhlig, 2009.
"What are the effects of fiscal policy shocks?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
- Tom Doan, 2025.
"RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR,"
Statistical Software Components
RTZ00121, Boston College Department of Economics.
- Uhlig, Harald & Mountford, Andrew, 2002.
"What are the Effects of Fiscal Policy Shocks?,"
CEPR Discussion Papers
3338, C.E.P.R. Discussion Papers.
- Andrew Mountford & Harald Uhlig, 2008.
"What are the Effects of Fiscal Policy Shocks?,"
NBER Working Papers
14551, National Bureau of Economic Research, Inc.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002.
"What are the Effects of Fiscal Policy Shocks?,"
Discussion Paper
2002-31, Tilburg University, Center for Economic Research.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002.
"What are the Effects of Fiscal Policy Shocks?,"
Other publications TiSEM
af6a2f09-0045-471e-bba4-b, Tilburg University, School of Economics and Management.
| 16184 |
| 19 | Tom Doan, 2025.
"RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility,"
Statistical Software Components
RTZ00105, Boston College Department of Economics.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-389, October.
| 14793.28 |
| 20 | Dimitri Vayanos & Jean‐Luc Vila, 2023.
"Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 91(3), pages 31-32, May.
- Vayanos, Dimitri & ,, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
CEPR Discussion Papers
7547, C.E.P.R. Discussion Papers.
- Jean-Luc Vila & Dimitri Vayanos, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
FMG Discussion Papers
dp641, Financial Markets Group.
- Dimitri Vayanos & Jean-Luc Vila, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
NBER Working Papers
15487, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
29308, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
106509, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Jean‐Luc Vila, 2021.
"A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 89(1), pages 77-112, January.
| 12856.14 |
| 21 | Dario Caldara & Matteo Iacoviello, 2022.
"Measuring Geopolitical Risk,"
American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
| 12851.57 |
| 22 | Tom Doan, 2025.
"CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method,"
Statistical Software Components
RTS00034, Boston College Department of Economics.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band Pass Filter,"
NBER Working Papers
7257, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999.
"The Band pass filter,"
Working Papers (Old Series)
9906, Federal Reserve Bank of Cleveland.
| 12598.47 |
| 23 | Vayanos, Dimitri & Vila, Jean-Luc, 2023.
"Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440),"
LSE Research Online Documents on Economics
125272, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
29308, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
106509, London School of Economics and Political Science, LSE Library.
| 11236.2 |
| 24 | Tom Doan, 2025.
"RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results,"
Statistical Software Components
RTZ00009, Boston College Department of Economics.
| 11213.77 |
| 25 | Tom Doan, 2025.
"LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias,"
Statistical Software Components
RTS00111, Boston College Department of Economics.
| 11139.08 |
| 26 | Tom Doan, 2025.
"RATS programs to replicate Hansen's GARCH models with time-varying t-densities,"
Statistical Software Components
RTZ00086, Boston College Department of Economics.
- Hansen, B.E., 1992.
"Autoregressive Conditional Density Estimation,"
RCER Working Papers
322, University of Rochester - Center for Economic Research (RCER).
- Hansen, Bruce E, 1994.
"Autoregressive Conditional Density Estimation,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
- Tom Doan, 2025.
"LOGSKEWTGARCH: RATS procedure to compute the log density of skew-t distribution for use with GARCH,"
Statistical Software Components
RTS00260, Boston College Department of Economics.
| 10892.49 |
| 27 | Tom Doan, 2026.
"CHANKAROLYI: RATS programs to replicate CKLS(1992) estimation of interest rate models,"
Statistical Software Components
RTJ00084, Boston College Department of Economics.
- Tom Doan, 2025.
"CHANKAROLYI: RATS program to estimate several versions of the CKLS(1992) model for interest rates,"
Statistical Software Components
RTZ00223, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS programs to replicate CKLS(1992) estimation of interest rate models,"
Statistical Software Components
RTZ00035, Boston College Department of Economics.
- Chan, K C, et al, 1992.
"An Empirical Comparison of Alternative Models of the Short-Term Interest Rate,"
Journal of Finance, American Finance Association, vol. 47(3), pages 1209-1227, July.
| 10761.09 |
| 28 | Berman, Eli & Bound, John & Machin, Stephen J, 2022.
"Implications of Skill-Biased Technological Change: International Evidence,"
University of California at San Diego, Economics Working Paper Series
qt228778pt, Department of Economics, UC San Diego.
- E Berman & J Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
CEP Discussion Papers
dp0367, Centre for Economic Performance, LSE.
- Berman, E. & Bound, J. & Machin, S., 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Papers
25, Centre for Economic Performance & Institute of Economics.
- Berman, Eli & Bound, John & Machin, Stephen, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Institute for Economic Development
315946, Boston University.
- Berman, Eli & Bound, John & Machin, Stephen, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Working Paper Series
486, Research Institute of Industrial Economics.
- Eli Bekman & John Bound & Stephen Machin, 1998.
"Implications of Skill-Biased Technological Change: International Evidence,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(4), pages 1245-1279.
- Berman, E. & Bound, J. & Machin, S., 1997.
"Implications of skill-biased technological change: international evidence,"
LSE Research Online Documents on Economics
20314, London School of Economics and Political Science, LSE Library.
- Eli Berman & John Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
NBER Working Papers
6166, National Bureau of Economic Research, Inc.
- Eli Berman & John Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Boston University - Institute for Economic Development
78, Boston University, Institute for Economic Development.
| 10626.61 |
| 29 | Veronica Guerrieri & Guido Lorenzoni & Ludwig Straub & Iván Werning, 2022.
"Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?,"
American Economic Review, American Economic Association, vol. 112(5), pages 1437-1474, May.
| 10302.91 |
| 30 | Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022.
"How much should we trust staggered difference-in-differences estimates?,"
Journal of Financial Economics, Elsevier, vol. 144(2), pages 370-395.
| 10160.09 |
| 31 | Tom Doan, 2025.
"KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap,"
Statistical Software Components
RTZ00210, Boston College Department of Economics.
| 9967.4 |
| 32 | Tom Doan, 2025.
"HADRI: RATS procedure to implement Hadri test for unit roots in panel data,"
Statistical Software Components
RTS00084, Boston College Department of Economics.
| 9836.42 |
| 33 | Tom Doan, 2026.
"HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
Statistical Software Components
RTJ00086, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
Statistical Software Components
RTZ00207, Boston College Department of Economics.
- Tom Doan, 2025.
"HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
Statistical Software Components
RTZ00225, Boston College Department of Economics.
- Hasbrouck, Joel, 1995.
"One Security, Many Markets: Determining the Contributions to Price Discovery,"
Journal of Finance, American Finance Association, vol. 50(4), pages 1175-1199, September.
| 9161.24 |
| 34 | Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2022.
"Quasi-experimental shift-share research designs,"
LSE Research Online Documents on Economics
117788, London School of Economics and Political Science, LSE Library.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018.
"Quasi-Experimental Shift-Share Research Designs,"
NBER Working Papers
24997, National Bureau of Economic Research, Inc.
- Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2020.
"Quasi-Experimental Shift-Share Research Designs,"
CEPR Discussion Papers
15212, C.E.P.R. Discussion Papers.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2022.
"Quasi-Experimental Shift-Share Research Designs,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 181-213.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018.
"Quasi-Experimental Shift-Share Research Designs,"
Papers
1806.01221, arXiv.org, revised Dec 2020.
| 9067.81 |
| 35 | Robert J. Aumann, 2025.
"Correlated Equilibrium as an Expression of Bayesian Rationality,"
World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 7, pages 175-200,
World Scientific Publishing Co. Pte. Ltd..
- Aumann, Robert J, 1987.
"Correlated Equilibrium as an Expression of Bayesian Rationality,"
Econometrica, Econometric Society, vol. 55(1), pages 1-18, January.
- Robert J. Aumann, 2010.
"Correlated Equilibrium as an expression of Bayesian Rationality,"
Levine's Working Paper Archive
661465000000000377, David K. Levine.
- R. Aumann, 2010.
"Correlated Equilibrium as an expression of Bayesian Rationality,"
Levine's Bibliography
513, UCLA Department of Economics.
| 8905.38 |
| 36 | Tom Doan, 2025.
"DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure,"
Statistical Software Components
RTS00050, Boston College Department of Economics.
- Chow, Gregory C & Lin, An-loh, 1971.
"Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series,"
The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
- Tom Doan, 2025.
"CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series,"
Statistical Software Components
RTS00036, Boston College Department of Economics.
| 8742.65 |
| 37 | Tom Doan, 2026.
"HAMILTONSUSMELJOE1994: RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model,"
Statistical Software Components
RTJ00041, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model,"
Statistical Software Components
RTZ00083, Boston College Department of Economics.
- Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime,"
Journal of Econometrics, Elsevier, vol. 64(1-2), pages 307-333.
| 8682.93 |
| 38 | Robert J. Aumann, 2025.
"Subjectivity and Correlation in Randomized Strategies,"
World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 4, pages 73-113,
World Scientific Publishing Co. Pte. Ltd..
- Aumann, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March.
- AUMANN, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
LIDAM Reprints CORE
167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- R. Aumann, 2010.
"Subjectivity and Correlation in Randomized Strategies,"
Levine's Working Paper Archive
389, David K. Levine.
| 8494.82 |
| 39 | Tom Doan, 2025.
"RATS program to replicate Faust 1998 paper on semi-structural VAR,"
Statistical Software Components
RTZ00178, Boston College Department of Economics.
| 8450.19 |
| 40 | Richard H. Thaler & Cass R. Sunstein, 2023.
"Libertarian paternalism,"
Chapters, in: Cass R. Sunstein & Lucia A. Reisch (ed.), Research Handbook on Nudges and Society, chapter 1, pages 10-16,
Edward Elgar Publishing.
| 8173.38 |
| 41 | Tom Doan, 2025.
"GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks,"
Statistical Software Components
RTS00082, Boston College Department of Economics.
| 7783.91 |
| 42 | Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2022.
"Monetary Policy Communications and Their Effects on Household Inflation Expectations,"
Journal of Political Economy, University of Chicago Press, vol. 130(6), pages 1537-1584.
| 7652.73 |
| 43 | Tom Doan, 2025.
"FRY_PAGAN_JEL2011: RATS program to demonstrate Fry-Pagan(2011) median target estimates for impulse response functions,"
Statistical Software Components
RTZ00201, Boston College Department of Economics.
- Renee Fry & Adrian Pagan, 2010.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
CAMA Working Papers
2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry & Adrian Pagan, 2010.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
NCER Working Paper Series
57, National Centre for Econometric Research.
- Renée Fry & Adrian Pagan, 2011.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
| 7283.68 |
| 44 | Tom Doan, 2026.
"VOLATILITYESTIMATES: RATS program to estimate volatility data from historical prices,"
Statistical Software Components
RTJ00081, Boston College Department of Economics.
| 6993.79 |
| 45 | Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2024.
"Revisiting event-study designs: robust and efficient estimation,"
LSE Research Online Documents on Economics
123781, London School of Economics and Political Science, LSE Library.
- Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2024.
"Revisiting Event-Study Designs: Robust and Efficient Estimation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3253-3285.
- Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2021.
"Revisiting Event Study Designs: Robust and Efficient Estimation,"
Papers
2108.12419, arXiv.org, revised Jan 2024.
- Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2022.
"Revisiting Event Study Designs: Robust and Efficient Estimation,"
CEPR Discussion Papers
17247, C.E.P.R. Discussion Papers.
| 6796.47 |
| 46 | Victor Chernozhukov & Han Hong, 2023.
"An MCMC Approach to Classical Estimation,"
Papers
2301.07782, arXiv.org.
| 6759.92 |
| 47 | Tom Doan, 2025.
"RATS programs to replicate Pedroni PPP tests on panel data,"
Statistical Software Components
RTZ00132, Boston College Department of Economics.
- Peter Pedroni, 2001.
"Purchasing Power Parity Tests In Cointegrated Panels,"
The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 727-731, November.
- Peter Pedroni, 2001.
"Purchasing Power Parity Tests in Cointegrated Panels,"
Department of Economics Working Papers
2001-01, Department of Economics, Williams College.
| 6728.24 |
| 48 | Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2023.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
Management Science, INFORMS, vol. 69(4), pages 1935-1950, April.
- Falk, Armin & Becker, Anke & Dohmen, Thomas & Huffman, David B. & Sunde, Uwe, 2016.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
IZA Discussion Papers
9674, IZA Network @ LISER.
- Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2016.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
Working Papers
2016-003, Human Capital and Economic Opportunity Working Group.
| 6644.53 |
| 49 | Tom Doan, 2025.
"RATS program to replicate Bollerslev-Mikkelson(1996) FIEGARCH models,"
Statistical Software Components
RTZ00173, Boston College Department of Economics.
| 6621.46 |
| 50 | Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023.
"The Forward Guidance Puzzle,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
| 6578.52 |
| 51 | Chenggang Xu, 2024.
"The Fundamental Institutions of China's Reforms and Development,"
CEMA Working Papers
621, China Economics and Management Academy, Central University of Finance and Economics.
| 6510.9 |
| 52 | Tom Doan, 2026.
"OBSERVABLEINDEX: RATS program to estimate observable index model from Sargent-Sims(1977),"
Statistical Software Components
RTJ00060, Boston College Department of Economics.
| 6373.95 |
| 53 | Brian Aitken & Ann Harrison & Robert E. Lipsey, 2022.
"Wages and foreign ownership A comparative study of Mexico, Venezuela, and the United States,"
World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 4, pages 61-87,
World Scientific Publishing Co. Pte. Ltd..
- Aitken, B. & Harrison, A. & Lipsey, R.E., 1995.
"Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela, and the United States,"
Papers
95-21, Columbia - Graduate School of Business.
- Brian Aitken & Ann Harrison & Robert E. Lipsey, 1995.
"Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela and the United States,"
NBER Working Papers
5102, National Bureau of Economic Research, Inc.
- Aitken, Brian & Harrison, Ann & Lipsey, Robert E., 1996.
"Wages and foreign ownership A comparative study of Mexico, Venezuela, and the United States,"
Journal of International Economics, Elsevier, vol. 40(3-4), pages 345-371, May.
| 6331.21 |
| 54 | Tom Doan, 2025.
"RATS programs to replicate Michael-Nobay-Peel ESTAR models,"
Statistical Software Components
RTZ00113, Boston College Department of Economics.
| 6288.95 |