Department of Economics
Littauer Center 123
Cambridge, MA 02138
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: Harvard University
NBER Working Papers and Publications
|September 1996||Hierarchical Bayes Models with Many Instrumental Variables|
with Guido W. Imbens: t0204
|August 1996||Nonparametric Applications of Bayesian Inference|
with Guido W. Imbens: t0200
|October 1982||Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets|
with Michael Rothschild: w0996
Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets." Econometrica, Vol. 51, No. 5 (Sept. 1983), pp. 1281-1304. Also "Funds, Factors and Diversification in Arbitrage Pricing Models, by Gary Chamberlian, see above info. citation courtesy of
|June 1982||Panel Data|
- Chamberlain, Gary. "Multivariate Regression Models For Panel Data," Journal of Econometrics, 1982, v18(1), 5-46.
- Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Grilichesâ€ & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.
|July 1981||Arbitrage and Mean-Variance Analysis on Large Asset Markets|
with Michael Rothschild: t0015
Published: Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, And Mean-Variance Analysis On Large Asset Markets," Econometrica, 1983, v51(5), 1281-1304.
|December 1980||Multivariate Refression Models for Paned Data|
Published: Chamberlain, Gary. "Multivariate Regressikn Models For Panel Data," Journal of Economdtrics, 1982, v18(1), 5-46.
|March 1979||Analysis of Covariance With Qualitative Data|
Published: Chamberlain, Gary. "Analysis of Covariance With Qualitative Data." Review of Economic Studies, Vol. XLVII(1), No. 146 (January, 1980), pp. 225-238.