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Firm-Induced Migration Paths and Strategic Human-Capital Outcomes
Firm-induced migration typically entails firms relocating workers to fill value-creating positions at destination locations. But such relocated workers are often exposed to external employment opportunities at their destinations, possibly triggering turnover. We... View Details
- May 1983
- Article
The Fragility of Econometric Reporting
By: Edward Leamer and Dutch Leonard
Keywords: Mathematical Methods
Leamer, Edward, and Dutch Leonard. "The Fragility of Econometric Reporting." Review of Economics and Statistics 65, no. 2 (May 1983).
- October 1982 (Revised June 1994)
- Background Note
Data Resources, Inc.: Note on Econometric Models
Schleifer, Arthur, Jr. "Data Resources, Inc.: Note on Econometric Models." Harvard Business School Background Note 183-097, October 1982. (Revised June 1994.)
- 1997
- Manual
A Solution Manual to 'The Econometrics of Financial Markets'
By: Luis M. Viceira, Petr Adamek, John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay
Keywords: Financial Markets
Viceira, Luis M., Petr Adamek, John Y. Campbell, Andrew W. Lo, and A. Craig MacKinlay. A Solution Manual to 'The Econometrics of Financial Markets'. Princeton University Press, 1997.
- Article
An Optimization-based Econometric Framework for the Evaluation of Monetary Policy
By: Julio J. Rotemberg and Michael Woodford
Rotemberg, Julio J., and Michael Woodford. "An Optimization-based Econometric Framework for the Evaluation of Monetary Policy." NBER Macroeconomics Annual 12 (1997): 297–344.
- February 2005
- Article
An Econometric Analysis of Inventory Turnover Performance in Retail Services
By: Vishal Gaur, Marshall L. Fisher and Ananth Raman
Gaur, Vishal, Marshall L. Fisher, and Ananth Raman. "An Econometric Analysis of Inventory Turnover Performance in Retail Services." Management Science 51, no. 2 (February 2005): 181–194.
- November 2024
- Article
Preference Externality Estimators: A Comparison of Border Approaches and IVs
By: Xi Ling, Wesley R. Hartmann and Tomomichi Amano
This paper compares two estimators—the Border Approach and an Instrumental Variable (IV) estimator—using a unified framework where identifying variation arises from “preference externalities,” following the intuition in Waldfogel (2003). We highlight two dimensions in... View Details
Ling, Xi, Wesley R. Hartmann, and Tomomichi Amano. "Preference Externality Estimators: A Comparison of Border Approaches and IVs." Management Science 70, no. 11 (November 2024): 7892–7910.
- 2022
- Working Paper
A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure
By: Jesse M. Shapiro and Liyang Sun
Linear panel models featuring unit and time fixed effects appear in many areas of empirical economics. An active literature studies the interpretation of the ordinary least squares estimator of the model, commonly called the two-way fixed effects (TWFE) estimator, in... View Details
Shapiro, Jesse M., and Liyang Sun. "A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure." NBER Working Paper Series, No. 29976, April 2022.
- 2021
- Working Paper
Real Credit Cycles
By: Pedro Bordalo, Nicola Gennaioli, Andrei Shleifer and Stephen J. Terry
We incorporate diagnostic expectations, a psychologically founded model of overreaction to news, into a workhorse business cycle model with heterogeneous firms and risky debt. A realistic degree of diagnosticity, estimated from the forecast errors of managers of U.S.... View Details
Bordalo, Pedro, Nicola Gennaioli, Andrei Shleifer, and Stephen J. Terry. "Real Credit Cycles." NBER Working Paper Series, No. 28416, January 2021.
- Teaching
Overview
Charles C.Y. Wang is the Tandon Family Professor of Business Administration at Harvard Business School in the Accounting and Management Unit and is currently course head of Financial Reporting and Control in the MBA core curriculum; he is also a coordinator of the... View Details
- 2005
- Working Paper
Additive Rules for the Quasi-linear Bargaining Problem
By: Christopher P. Chambers and Jerry R. Green
We study the class of additive rules for the quasi-linear bargaining problem introduced by Green. We provide a characterization of the class of all rules that are e¢ cient, translation invariant, additive, and continuous. We present several subfamilies of rules: the... View Details
Keywords: Econometric Models
Chambers, Christopher P., and Jerry R. Green. "Additive Rules for the Quasi-linear Bargaining Problem." Working Paper, January 2005.
- October–December 2022
- Article
Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem
By: Mochen Yang, Edward McFowland III, Gordon Burtch and Gediminas Adomavicius
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to "mine" variables of interest from available data, followed... View Details
Keywords: Machine Learning; Econometric Analysis; Instrumental Variable; Random Forest; Causal Inference; AI and Machine Learning; Forecasting and Prediction
Yang, Mochen, Edward McFowland III, Gordon Burtch, and Gediminas Adomavicius. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem." INFORMS Journal on Data Science 1, no. 2 (October–December 2022): 138–155.
- 2020
- Working Paper
A General Theory of Identification
By: Iavor Bojinov and Guillaume Basse
What does it mean to say that a quantity is identifiable from the data? Statisticians seem to agree
on a definition in the context of parametric statistical models — roughly, a parameter θ in a model
P = {Pθ : θ ∈ Θ} is identifiable if the mapping θ 7→ Pθ is injective.... View Details
Bojinov, Iavor, and Guillaume Basse. "A General Theory of Identification." Harvard Business School Working Paper, No. 20-086, February 2020.
- Article
The Nature of Stochastic Equilibria
By: Jerry R. Green and Mukul Majumdar
This paper formulates the notion of stochastic equilibria as invariant probability distributions consistent with the behavior patterns of individuals and the disequilibrium adjustment mechanism of the economy. Conditions for existence, uniqueness, and stability of such... View Details
Green, Jerry R., and Mukul Majumdar. "The Nature of Stochastic Equilibria." Econometrica 43, no. 4 (July 1975): 647–660.
- January 2021
- Article
A Model of Relative Thinking
By: Benjamin Bushong, Matthew Rabin and Joshua Schwartzstein
Fixed differences loom smaller when compared to large differences. We propose a model of relative thinking where a person weighs a given change along a consumption dimension by less when it is compared to bigger changes along that dimension. In deterministic settings,... View Details
Bushong, Benjamin, Matthew Rabin, and Joshua Schwartzstein. "A Model of Relative Thinking." Review of Economic Studies 88, no. 1 (January 2021): 162–191.
- 1977
- Working Paper
Mitigating Demographic Risk Through Social Insurance
By: Jerry R. Green
A two-period lifetime overlapping generations growth model is used to evaluate the possibility that social insurance can effectively offset economic risks associated with uncertainty about the rate of population growth. Crude measures of the seriousness of this type of... View Details
Keywords: Social Insurance; Econometric Models; Public Sector; Government Administration; Policy; Human Needs; Social Issues; Risk and Uncertainty
Green, Jerry R. "Mitigating Demographic Risk Through Social Insurance." NBER Working Paper Series, No. 215, November 1977.
- Research Summary
Overview
Professor Israeli utilizes econometric methods and field experiments to study pricing and channel management. Her current research examines how the prevalence of the online channel affects both the interactions between manufacturers and their downstream channel... View Details
- Research Summary
Overview
Professor Israeli utilizes econometric methods and field experiments to study pricing and channel management. Her current research examines how the prevalence of the online channel affects both the interactions between manufacturers and their downstream channel... View Details
- Article
Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
By: Jerry R. Green
The existence of an equilibrium is proven for a two-period model in which there are spot transactions and futures transactions in the first period and spot markets in the second period. Prices at that date are viewed with subjective uncertainty by all traders. This... View Details
Green, Jerry R. "Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions." Econometrica 41, no. 6 (November 1973): 1103–1123.
- Article
Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data
By: K. A. Froot
Keywords: Econometrics; Panel Estimation; Autocorrelation; Heteroskedasticity; Mathematical Methods; Economics
Froot, K. A. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data." Journal of Financial and Quantitative Analysis 24, no. 3 (September 1989): 333–355. (Revised from NBER Technical Working Paper No. 62.)