Working Papers

24-13 — Combining Forecasts under Structural Breaks Using Graphical LASSO
Tae-Hwy Lee, Ekaterina Seregina. December 2024.

24-12 — Estimation and Testing of Forecast Rationality with Many Moments
Tae-Hwy Lee, Tao Wang. December 2024.

24-11 — Boosting GMM with Many Instruments When Some Are Invalid and/or Irrelevant
Hao Hao, Tae-Hwy Lee. December 2024.

24-10 — Endogenous Realtor Intermediation and Housing Market Liquidity
Miroslav Gabrovski, Ioannis Kospentaris, Victor Ortego-Marti. December 2024.

24-09 — Second Try's a Charm: The Impact of Financial Aid Policy on Course Retaking Behavior for Low Income Students
Veronica Sovero. October 2024.

24-08 — Harvesting Votes: The Electoral Effects of the Italian Land Reform
Bruno Caprettini, Lorenzo Casaburi, Miriam Venturini. October 2024.

24-07 — The Imperfect Union: Labor Racketeering, Corruption Exposure, and Its Consequences
Miriam Venturini. October 2024.

24-06 — Econometric Inference Using Hausman Instruments
Jinyong Hahn, Zhipeng Liao, Nan Liu, Ruoyao Shi. October 2024.

24-05 — Econometric Inference Using Hausman Instruments
Jinyong Hahn, Zhipeng Liao, Nan Liu, Ruoyao Shi. October 2024.

24-04 — Tenant Rights, Eviction, and Rent Affordability
N. Edward Coulson, Thao Le, Victor Ortego-Marti, Lily Shen. May 2024.

24-03 — Optimal Dynamic Income Taxation under Quasi-Hyperbolic Discounting and Idiosyncratic Productivity Shocks
Yunmin Chen, Jang-Ting Guo. April 2024.

24-02 — Identification and Estimation of Nonstationary Dynamic Binary Choice Models
Cheng Chou, Geert Ridder, Ruoyao Shi. February 2024.

24-01 — Caste Differences in Child Growth: Disentangling Endowment and Investment Effects
Neha Agarwal, Anaka Aiyar, Andrew Bergmann, Joseph Cummins, Jingyan Guo, Vaishali Jain. February 2024.

23-15 — A Truncated Mixture Transition Model for Interval-valued Time Series
Gloria Gonzalez-Rivera, Yun Luo. November 2023.

23-14 — Expecting the unexpected: Stressed scenarios for economic growth
Gloria Gonzalez-Rivera, Vladimir Rodriguez-Caballero, Esther Ruiz. November 2023.

23-13 — The Second-order Bias and Mean Squared Error of Quantile Regression Estimators
Tae-Hwy Lee, Aman Ullah, He Wang. October 2023.

23-12 — Teacher labor market policy and the theory of the second best
Michael Bates, Michael Dinerstein, Andrew Johnston, Isaac Sorkin. October 2023.

23-11 — Elicitability and Encompassing for Volatility Forecasts by Bregman Functions
Tae-Hwy Lee, Ekaterina Seregina, Yaojue Xu. September 2023.

23-10 — Combining Forecasts under Structural Breaks Using Graphical LASSO
Tae-Hwy Lee, Ekaterina Seregina. September 2023.

23-09 — Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant
Hao Hao, Tae-Hwy Lee. September 2023.

23-08 — Inferential Theory for Granular Instrumental Variables in High Dimensions
Saman Banafti, Tae-Hwy Lee. September 2023.

23-07 — Estimation and Testing of Forecast Rationality with Many Moments
Tae-Hwy Lee, Tao Wang. September 2023.

23-06 — Asymmetric AdaBoost for High-dimensional Maximum Score Regression
Jianghao Chu, Tae-Hwy Lee, Aman Ullah. September 2023.

23-05 — Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels
Michael Bates, Leslie Papke, Jeffrey Wooldridge. August 2023.

23-04 — Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity
Michael Bates, Seolah Kim. August 2023.

23-03 — Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance
Justin Dang, Aman Ullah. July 2023.

23-02 — Optimal Portfolio Using Factor Graphical Lasso
Tae-Hwy Lee, Ekaterina Seregina. March 2023.

23-01 — Financial integration and international risk spillovers
Dongwon Lee. January 2023.

22-18 — Testing Attrition Bias in Field Experiments
Dalia Ghanem, Sarojini Hirshleifer, Karen Ortiz-Becerra. November 2022.

22-17 — Home Construction Financing and Search Frictions in the Housing Market
Miroslav Gabrovski, Victor Ortego-Marti. October 2022.

22-16 — Commodity terms of trade volatility and industry growth
Dongwon Lee. October 2022.

22-15 — Semiparametric Partially Linear Varying Coefficient Modal Regression
Aman Ullah, Tao Wang, Weixin Yao. September 2022.

22-14 — Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels
Michael Bates, Jeffrey Wooldridge, Lelsie papke. September 2022.

22-13 — Combining Forecasts under Structural Breaks Using Graphical LASSO
Tae-Hwy Lee, Ekaterina Seregina. September 2022.

22-12 — Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting
Hao Hao, Bai Huang, Tae-Hwy Lee. July 2022.

22-11 — An Averaging Estimator for Two Step M Estimation in Semiparametric Models
Ruoyao Shi. June 2022.

22-10 — Forecasting under Structural Breaks Using Improved Weighted Estimation
Tae-Hwy Lee, Shahnaz Parsaeian, Aman Ullah. May 2022.

22-09 — Weighted Average Estimation in Panel Data
Ali Mehrabani, Aman Ullah. April 2022.

22-08 — Optimal Forecast under Structural Breaks
Tae-Hwy Lee, Shahnaz Parsaeian, Aman Ullah. February 2022.

22-07 — Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19
Aman Ullah, Tao Wang, Weixin Yao. February 2022.

22-06 — Test of Neglected Heterogeneity in Dyadic Models
Jinyong Hahn, Hyungsik Roger Moon, Ruoyao Shi. February 2022.

22-05 — Teacher Labor Market Equilibrium and Student Achievement
Michael Bates, Michael Dinerstein, Andrew Johnston, Isaac Sorkin Sorkin. February 2022.

22-04 — Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting
Justin Dang, Aman Ullah. January 2022.

22-03 — Inferential Theory for Granular Instrumental Variables in High Dimensions
Saman Banafti, Tae-Hwy Lee. January 2022.

22-02 — The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables
Jinyong Hahn, Zhipeng Liao, Geert Ridder, Ruoyao Shi. January 2022.

22-01 — An Averaging Estimator for Two Step M Estimation in Semiparametric Models
Ruoyao Shi. January 2022.

21-15 — Density Forecast of Financial Returns Using Decomposition and Maximum Entropy
Tae-Hwy Lee, He Wang, Zhou Xi, Ru Zhang. November 2021.

21-14 — Analytical Finite Sample Econometrics-from A.L.Nagar to Now
Yong Bao, Aman Ullah. October 2021.

21-13 — On the Positive Slope of the Beveridge Curve in the Housing Market
Miroslav Gabrovski, Victor Ortego-Marti. September 2021.

21-12 — Tax Policy and Aggregate Stability in an Overlapping Generations Model
Jang-Ting Guo, Yan Zhang. August 2021.

21-11 — A Note on the GRS Test
Mark Kamstra, Ruoyao Shi. July 2021.

21-10 — Breusch and Pagan’s (1980) Test Revisited
Jinyong Hahn, Ruoyao Shi. June 2021.

21-09 — Balanced-Budget Rules and Macroeconomic Stability with Overlapping Generations
Jang-Ting Guo, Yan Zhang. May 2021.

21-08 — Efficiency in the Housing Market with Search Frictions
Miroslav Gabrovski, Victor Ortego-Marti. May 2021.

21-07 — The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables
Jinyong Hahn, Zhipeng Liao, Geert Ridder, Ruoyao Shi. May 2021.

21-06 — Expecting the unexpected: economic growth under stress
Gloria Gonzalez-Rivera, Vladimir Rodriguez-Caballero, Esther Ruiz. March 2021.

21-05 — An Averaging Estimator for Two Step M Estimation in Semiparametric Models
Ruoyao Shi. February 2021.

21-04 — Skill Loss during Unemployment and the Scarring Effects of the COVID-19 Pandemic
Paul Jackson, Victor Ortego-Marti. January 2021.

21-03 — On Government Spending and Income Inequality under Monopolistic Competition
Juin-Jen Chang, Jang-Ting Guo, Wei-Neng Wang. January 2021.

21-02 — Modal Regression for Fixed Effects Panel Data
Aman Ullah, Tao Wang, Weixin Yao. January 2021.

21-01 — Efficient Combined Estimation under Structural Breaks
Tae-Hwy Lee, Shahnaz Parsaeian, Aman Ullah. January 2021.

20-27 — Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference
Jianghao Chu, Tae-Hwy Lee, Aman Ullah, Haifeng Xu. December 2020.

20-26 — Global financial integration and monetary policy spillovers
Dongwon Lee. November 2020.

20-25 — Optimal Portfolio Using Factor Graphical Lasso
Tae-Hwy Lee, Ekaterina Seregina. November 2020.

20-24 — Learning from Forecast Errors: A New Approach to Forecast Combination
Tae-Hwy Lee, Ekaterina Seregina. November 2020.

20-23 — THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI
Aman Ullah. October 2020.

20-22 — Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials
Tarek Azzam, Michael Bates, David Fairris. September 2020.

20-21 — Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity
Michael Bates, Seolah Kim. September 2020.

20-20 — Skill Loss during Unemployment and the Scarring Effects of the COVID-19 Pandemic
Paul Jackson, Victor Ortego-Marti. September 2020.

20-19 — An Age Profile Perspective on Two Puzzles in Global Child Health: the Indian Enigma and Economic Growth
Anaka Aiyar, Joseph Cummins. August 2020.

20-18 — Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation
Cheng Chou, Ruoyao Shi. August 2020.

20-17 — What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply
Cheng Chou, Ruoyao Shi. August 2020.

20-16 — Search and Credit Frictions in the Housing Market
Miroslav Gabrovski, Victor Ortego-Marti. August 2020.

20-15 — Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility
Tae-Hwy Lee, Millie Yi Mao, Aman Ullah. July 2020.

20-14 — On the Exact Statistical Distribution of Econometric Estimators and Test Statistics
Yong Bao, Xiaotian Liu, Aman Ullah. June 2020.

20-13 — Improved Average Estimation in Seemingly Unrelated Regressions
Ali Mehrabani, Aman Ullah. June 2020.

20-12 — Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination
Tae-Hwy Lee, Millie Yi Mao, Aman Ullah. June 2020.

20-11 — International Cooperation in Foreign Reserve Policies in the Presence of Competitive Hoarding
Dongwon Lee. June 2020.

20-10 — Testing for Attrition Bias in Field Experiments
Dalia Ghanem, Sarojini Hirshleifer, Karen Ortiz-Becerra. June 2020.

20-09 — Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection
Tong Fang, Tae-Hwy Lee, Zhi Su. May 2020.

20-08 — Firearm Sales and the COVID-19 Pandemic
Matthew D. Lang, Bree J. Lang. May 2020.

20-07 — Endogenous TFP, Labor Market Policies and Loss of Skills
Victor Ortego-Marti. April 2020.

20-06 — Equilibrium Indeterminacy, Endogenous Entry and Exit, and Increasing Returns to Specialization
Shu-Hua Chen, Jang-Ting Guo. April 2020.

20-05 — A Truncated Mixture Transition Model for Interval-valued Time Series
Gloria Gonzalez-Rivera, Yun Luo. April 2020.

20-04 — Progressive Taxation as an Automatic Stabilizer under Nominal Wage Rigidity and Preference Shocks
Miroslav Gabrovski, Jang-Ting Guo. March 2020.

20-03 — Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline
Michael Bates, Seolah Kim. January 2020.

20-02 — Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials
Tarek Azzam, Michael Bates, David Fairris. January 2020.

20-01 — Time-varying Model Averaging
Yongmiao Hong, Tae-Hwy Lee, Yuying Sun, Shouyang Wang, Xinyu Zhang. January 2020.

19-23 — Information Theoretic Estimation of Econometric Functions
Millie Yi Mao, Aman Ullah. November 2019.

19-22 — Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns
T.S. Tuang Buansing, Amos Golan, Aman Ullah. November 2019.

19-21 — Prediction Regions for Interval-valued Time Series
Gloria Gonzalez-Rivera, Yun Luo, Esther Ruiz. October 2019.

19-20 — Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models
Aman Ullah, Shujie Ma, Jeffrey Racine. September 2019.

19-19 — Testing for Attrition Bias in Field Experiments
Sarojini Hirshleifer, Dalia Ghanem, Karen Ortiz-Becerra. August 2019.

19-18 — Bootstrap Aggregating and Random Forest
Tae-Hwy Lee, Aman Ullah, Ran Wang. July 2019.

19-17 — Boosting
Tae-Hwy Lee, Jianghao Chu, Aman Ullah, Ran Wang. May 2019.

19-16 — Indeterminacy with Increasing Returns to Variety and Sector-Specific Externalities
Jang-Ting Guo, Juin-Jen Chang, Wei-Neng Wang. May 2019.

19-15 — Combined Estimation of Semiparametric Panel Data Models
Tae-Hwy Lee, Bai Huang, Aman Ullah. May 2019.

19-14 — Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality
Ruoyao Shi. February 2019.

19-13 — Progressive Taxation, Nominal Wage Rigidity, and Business Cycle Destabilization
Jang-Ting Guo, Miroslav Gabrovski. February 2019.

19-12 — What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply
Ruoyao Shi, Cheng Chou. February 2019.

19-11 — The Cyclical Behavior of the Beveridge Curve in the Housing Market
Victor Ortego-Marti, Miroslav Gabrovski. January 2019.

19-10 — The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation
Tae-Hwy Lee, Aman Ullah, He Wang. January 2019.

19-09 — Forecasting Using Supervised Factor Models
Tae-Hwy Lee, Yundong Tu. January 2019.

19-08 — Variable Selection in Sparse Semiparametric Single Index Models
Tae-Hwy Lee, Jianghao Chu, Aman Ullah. January 2019.

19-07 — Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction
Tae-Hwy Lee, Jianghao Chu, Aman Ullah. January 2019.

19-06 — A Combined Random Effect and Fixed Effect Forecast for Panel Data Models
Tae-Hwy Lee, Bai Huang, Aman Ullah. January 2019.

19-05 — Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects
Tae-Hwy Lee, Bai Huang, Aman Ullah. January 2019.

19-04 — Evaluation of the Survey of Professional Forecasters in the Greenbook's Loss Function
Tae-Hwy Lee, Yiyao Wang. January 2019.

19-03 — Using the Entire Yield Curve in Forecasting Output and Inflation
Tae-Hwy Lee, Eric Hillebrand, Huiyu Huang, Canlin Li. January 2019.

19-02 — A Combined Estimator of Regression Models with Measurement Errors
Tae-Hwy Lee, Bai Huang, Aman Ullah. January 2019.

19-01 — Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models
Aman Ullah, Yoonseok Lee, Debasri Mukherjee. January 2019.

18-17 — Prediction Regions for Interval-valued Time Series
Gloria Gonzalez-Rivera, Yun Luo, Esther Ruiz. October 2018.

18-16 — Search and Credit Frictions in the Housing Market
Victor Ortego-Marti, Miroslav Gabrovski. September 2018.

18-15 — A Matter of Time: An Impact Evaluation of the Brazilian National Land Credit Program
Steven Helfand, Vilma Sielawa, Deepak Singhania. September 2018.

18-14 — No Impact of Rural Development Policies? No Synergies with Conditional Cash Transfers? An Investigation of the IFAD-Supported Gavião Project in Brazil
Steven Helfand, Lorena Viera Costa, André Portela Souza. September 2018.

18-13 — Employment and Output Effects of Federal Regulations on Small Business
Jang-Ting Guo, Dustin Chambers. September 2018.

18-12 — Age-Profile Estimates of the Relationship Between Economic Growth and Child Health
Joseph Cummins, Anaka Aiyar. August 2018.

18-11 — The Inverse Relationship between Farm Size and Productivity: Refocusing the Debate
Steven Helfand, Matthew Taylor. July 2018.

18-10 — Tax Evasion and Financial Development under Asymmetric Information in Credit Markets
Jang-Ting Guo, Fu-Sheng Hung. May 2018.

18-09 — Is Higher Quality Land Developed Earlier?
Richard Arnott, Lopez Juan Carlos. April 2018.

18-08 — Moral Hazard with Non-Additive Uncertainty: When are Actions Implementable?
Urmee Khan, Martin Dumav. April 2018.

18-07 — Optimal Legal Moments and Stabilization Rules
Urmee Khan, Frank Fagan. April 2018.

18-06 — Moral Hazard, Uncertain Technologies, and Linear Contracts
Urmee Khan, Martin Dumav. April 2018.

18-05 — Growth in Stress
Gloria Gonzalez-Rivera, Esther Ruiz, Javier Vicente. April 2018.

18-04 — Housing Market Dynamics with Search Frictions
Victor Ortego-Marti, Miroslav Gabrovski. March 2018.

18-03 — An Averaging GMM Estimator Robust to Misspecification
Ruoyao Shi, Zhipeng Liao. January 2018.

18-02 — Synthetic Control and Inference
Ruoyao Shi, Jinyong Hahn. January 2018.

18-01 — Extreme Returns and Intensity of Trading
Gloria Gonzalez-Rivera, Wei Lin. January 2018.

17-11 — Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries
Urmee Khan, Robert Lieli. October 2017.

17-10 — Age-Profile Estimates of the Relationship Between Economic Growth and Child Health
Joseph Cummins, Anaka Aiyar. October 2017.

17-09 — A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities
Gloria Gonzalez-Rivera, Joao Henrique Mazzeu, Esther Ruiz, Helena Veiga. September 2017.

17-08 — The Credibility of Commitment and Optimal Nonlinear Savings Taxation
Jang-Ting Guo, Alan Krause. September 2017.

17-07 — Differences in Skill Loss During Unemployment Across Industries and Occupations.
Victor Ortego-Marti. July 2017.

17-06 — Does Gerrymandering Violate the Fourteenth Amendment? Insight from the Median Voter Theorem
Craig McLaren. July 2017.

17-05 — Asymmetric Stabilizing Impact of International Reserves
Dongwon Lee, Kyungkeun Kim. May 2017.

17-04 — Macroeconomic Stability under Balanced-Budget Rules and No-Income-Effect Preferences
Jang-Ting Guo, Yan Zhang. April 2017.

17-03 — Month of Birth and Child Height in 40 Countries
Joseph Cummins, Neha Agarwal, Anaka Aiyar, Arpita Bhattacharjee, Christian Gunadi, Deepak Singhania, Matthew Taylor, Evan Wigton-Jones. March 2017.

17-02 — Sectoral Composition of Government Spending, Distortionary Income Taxation, and Macroeconomic (In)stabilit
Jang-Ting Guo, Juin-Jen Chang, Jhy-Yuan Shieh, Wei-Neng Wang. February 2017.

17-01 — Incentives for Effort or Outputs? A Field Experiment to Improve Student Performance
Sarojini Hirshleifer. January 2017.

16-16 — Public and Private Learning in the Market for Teachers: Evidence from the Adoption of Value-Added Measures
Michael Bates. December 2016.

16-15 — Heterogeneous Treatment Effects in the Low Track: Revisiting the Kenyan Primary School Experiment
Joseph Cummins. November 2016.

16-14 — A Comprehensive Approach to Revealed Preference Theory
Hiroki Nishimura, Efe A. Ok, John K.-H. Quah. October 2016.

16-13 — Dynamic Model of the Individual Consumer
Craig McLaren. September 2016.

16-12 — A Model of Rush-Hour Traffic Dynamics in an Isotropic Downtown Area
Richard Arnott, Anatolii Kokoza, Mehdi Naji. August 2016.

16-11 — Cruising for Parking around a Circle
Richard Arnott, Parker Williams. July 2016.

16-10 — Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries
Urmee Khan, Robert Lieli. May 2016.

16-09 — State-dependent Preferences in Prediction Markets and Prices as Aggregate Statistic
Urmee Khan. May 2016.

16-08 — Planning for the Long Run: Programming with Patient, Pareto Responsive Preferences
Urmee Khan, Maxwell B Stinchcombe. May 2016.

16-07 — Extreme Returns and Intensity of Trading
Gloria Gonzalez-Rivera, Wei Lin. April 2016.

16-06 — Density Forecast Evaluation in Unstable Environments
Gloria Gonzalez-Rivera, Yingying Sun. April 2016.

16-05 — Global Risk and International Equity Portfolio Rebalancing
Dongwon Lee, Kyungkeun Kim. March 2016.

16-04 — On Indeterminacy and Growth under Progressive Taxation and Utility-Generating Government Spending
Jang-Ting Guo, Shu-Hua Chen. March 2016.

16-03 — Confidence, Fear and a Propensity to Gamble: The Puzzle of War and Economics in an Age of Catastrophe 1914-45
Roger L. Ransom. February 2016.

16-02 — The One-Percent across Two Centuries: A Replication of Thomas Piketty’s Data on the Distribution of Wealth for the United States
Richard C. Sutch. January 2016.

16-01 — The Accumulation, Inheritance, and Concentration of Wealth during the Gilded Age: An Exception to Thomas Piketty’s Analysis
Richard C. Sutch. January 2016.

15-13 — Loss of Skill during Unemployment and TFP Differences across Countries
Victor Ortego-Marti. December 2015.

15-12 — Changing Social Preferences and Optimal Redistributive Taxation
Jang-Ting Guo, Alan Krause. November 2015.

15-11 — A Model of Rush-Hour Traffic in an Isotropic Downtown Area
Richard Arnott, Anatolii Kokoza, Mehdi Naji. July 2015.

15-10 — Progressive Taxation as an Automatic Destabilizer under Endogenous Growth
Jang-Ting Guo, Shu-Hua Chen. July 2015.

15-09 — Progressive Taxation, Endogenous Growth, and Macroeconomic (In)stability
Jang-Ting Guo, Shu-Hua Chen. July 2015.

15-08 — Existence and Stability of Dynamic Exchange Equilibria
Craig McLaren. July 2015.

15-07 — Dynamic Model of the Individual Consumer
Craig McLaren. July 2015.

15-06 — The Aggregate Value of Land in the Greater Los Angeles Region
Richard Arnott, Huiling Zhang. June 2015.

15-05 — Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data
Gloria Gonzalez-Rivera, Wei Lin. May 2015.

15-04 — The Cyclical Behavior of Unemployment and Vacancies with Loss of Skills during Unemployment
Victor Ortego-Marti. February 2015.

15-03 — Finding SPF Percentiles Closest to Greenbook
Tae-Hwy Lee, Yiyao Wang. February 2015.

15-02 — Resource Misallocation and Aggregate Productivity under Progressive Taxation
Jang-Ting Guo, Yutaro Izumi, Yi-Chan Tsai. February 2015.

15-01 — Grouped Model Averaging for Finite Sample Size
Aman Ullah, Xinyu Zhang. February 2015.

14-40 — Baby Boomlets and Baby Health: Hospital Crowdedness, Treatment Intensity, and Infant Health
Mindy Marks, Kate Choi. November 2014.

14-39 — What are the long run effects of nurse occupational licensure?
Mindy Marks, Marc Law. November 2014.

14-38 — Forecasting with Interval and Histogram Data. Some Financial Applications
Gloria Gonzalez-Rivera, Javier Arroyo, Carlos Mate. November 2014.

14-37 — Economic Development and the Determinants of Spatial Integration in Agricultural Markets
Gloria Gonzalez-Rivera, Steven Helfand. November 2014.

14-36 — Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
Gloria Gonzalez-Rivera, Emre Yoldas. November 2014.

14-35 — A Predictive Model for HIV-1 Co-receptor Selectivity
Gloria Gonzalez-Rivera, Chris Kieslich, David Shin, Aliana Lopez de Victoria, Dimitrios Morikis. November 2014.

14-34 — An Impact Analysis of Tribal Government Gaming in California
Gloria Gonzalez-Rivera, Anil Deolalikar, Martin Johnson, Mindy Marks, Joel Martin. October 2014.

14-33 — Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk
Gloria Gonzalez-Rivera, Javier Arroyo, Carlos Mate, A. Munoz San Roque. October 2014.

14-32 — Forecasting for Economics and Business
Gloria Gonzalez-Rivera. October 2014.

14-31 — Generalized Autocontours: Evaluation of Multivariate Density Models
Gloria Gonzalez-Rivera, Yingying Sun. October 2014.

14-30 — Predicting Rare Events: Evaluating Systemic and Idiosyncratic Risk (editorial)
Gloria Gonzalez-Rivera. October 2014.

14-29 — Interval-valued Time Series: Model Estimation based on Order Statistics
Gloria Gonzalez-Rivera, Wei Lin. October 2014.

14-28 — Density Forecast Evaluation in Unstable Environments
Gloria Gonzalez-Rivera, Yingying Sun. October 2014.

14-27 — Patient Preferences, Intergenerational Equity, and the Precautionary Principle
Urmee Khan, Maxwell Stinchcombe. September 2014.

14-26 — Information Processing in Prediction Markets: An Empirical Investigation
Urmee Khan, Robert Lieli. September 2014.

14-25 — The Virtues of Hesitation
Urmee Khan, Maxwell Stinchcombe. September 2014.

14-24 — Progressive Taxation, Endogenous Growth, and Macroeconomic (In)stability
Jang-Ting Guo, Shu-Hua Chen. September 2014.

14-23 — Money-Income Granger-Causality in Quantiles
Tae-Hwy Lee, Weiping Yang. September 2014.

14-22 — Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
Tae-Hwy Lee, Zhou Xi, Ru Zhang. September 2014.

14-21 — Bagging Constrained Equity Premium Predictors
Tae-Hwy Lee, Eric Hillebrand, Marcelo Medeiros. September 2014.

14-20 — What Makes a Commodity Currency?
Dongwon Lee, Yu-chin Chen. September 2014.

14-19 — The Transitive Core: Inference of Welfare from Nontransitive Preference Relations
Hiroki Nishimura. September 2014.

14-18 — A Unified Approach to Revealed Preference Theory: The Case of Rational Choice
Hiroki Nishimura, Efe A. Ok, John K.-H. Quah. September 2014.

14-17 — On the Use and Misuse of Child Height-for-Age Z-score in the Demographic and Health Surveys
Joseph Cummins. September 2014.

14-16 — The Cyclical Behavior of Unemployment and Vacancies with Loss of Skills during Unemployment
Victor Ortego-Marti. September 2014.

14-15 — Dynamic Nonlinear Income Taxation with Quasi-Hyperbolic Discounting and No Commitment
Jang-Ting Guo, Alan Krause. September 2014.

14-14 — News about Aggregate Demand and the Business Cycle
Jang-Ting Guo, Anca-Ioana Sirbu, Mark Weder. September 2014.

14-13 — Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
Aman Ullah, Yong Bao, Yun Wang. September 2014.

14-12 — A Semiparametric Generalized Ridge Estimator and Link with Model Averaging
Aman Ullah, Alan T.K. Wan, Huansha Wang, Xinyu Zhang, Guohua Zou. September 2014.

14-11 — Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations
Tae-Hwy Lee, Zhou Xi, Ru Zhang. September 2014.

14-10 — Forecasting Realized Volatility Using Subsample Averaging
Tae-Hwy Lee, Huiyu Huang. September 2014.

14-09 — Forecasting Value-at-Risk Using High Frequency Information
Tae-Hwy Lee, Huiyu Huang. September 2014.

14-08 — A Semiparametric Conditional Duration Model
Aman Ullah, Mardi Dungey, Xiangdong Long, Yun Wang. September 2014.

14-07 — Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters
Tae-Hwy Lee, Yiyao Wang. September 2014.

14-06 — Granger-Causality in Quantiles between Financial Markets: Using Copula Approach
Tae-Hwy Lee, Weiping Yang. September 2014.

14-05 — Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
Tae-Hwy Lee, Yundong Tu, Aman Ullah. September 2014.

14-04 — Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Tae-Hwy Lee, Yundong Tu, Aman Ullah. September 2014.

14-03 — Indeterminacy with Progressive Taxation and Sector-Specific Externalities
Jang-Ting Guo, Sharon G. Harrison. September 2014.

14-02 — Unemployment History and Frictional Wage Dispersion
Victor Ortego-Marti. September 2014.

14-01 — Moment Approximation for Unit Root Models with Nonnormal Errors
Aman Ullah, Yong Bao, Ru Zhang. September 2014.