TG Conley, C Hansen, RE
McCulloch, and PE Rossi. “A Non-Parametric Bayesian Approach to the
Instrumental Variable Problem” (June 2007) Chicago
GSB, SSRN. Forthcoming. Journal of Econometrics.
TG Conley, F Flyer and GR
Tsiang.“Spillovers from
Local Market Human Capital and the Spatial Distribution of Priductivity in
Malaysia.” Advances
in Economic Analysis & Policy: Vol 3: No. 1 (2003), Article 5.
TG Conley and G Topa.
“Identification of Local Interaction Models With Imperfect Location
Data” Journal
of Applied Econometrics Vol. 18 No. 5 (September-October 2003)
605-618.
TG Conley and WD Dupor,
"A Spatial Analysis of Sectoral Complementarity." Journal
of Political Economy Vol 111 Number 2 (April 2003) 311-352.
TG Conley and EA Ligon,
"Economic Distance, Spillovers, and Cross Country Comparisons" Journal
of Economic Growth Vol. 7 (2002) 157-187.
TG Conley and G Topa,
"Socio-economic Distance and Spatial Patterns in Unemployment" Journal of Applied Econometrics Vol
17 Issue 4 (July/August 2002) 303-327.
X Chen and TG Conley, "A
New Semiparametric Spatial Model for Panel Time Series" Journal
of Econometrics Vol. 105 Issue 1 (November 2001) 59-83.
TG Conley and CR Udry,
"Social Learning Through Networks: The Adoption of New Agricultural
Technologies in Ghana. American Journal of Agricultural Economics Vol. 83
Issue 3 (August 2001) 668-673.
TG Conley "GMM Estimation
with Cross Sectional Dependence" Journal
of Econometrics Vol. 92 Issue 1(September 1999) 1-45.
TG Conley and DW Galenson.
"Nativity and Wealth in Mid-Nineteenth-Century Cities" The
Journal of Economic History, Vol.58, No.2 (June 1998) 468-493.
TG Conley, LP Hansen, WF Liu.
"Bootstrapping the Long Run." Macroeconomic Dynamics 1997 Vol.
1, 279-311.
TG Conley, LP Hansen, EGJ
Luttmer, JA Scheinkman. "Short-Term Interest Rates as Subordinated
Diffusions."; Review of Financial Studies Fall 1997 Vol.10 No. 3 pp.
525-577.
TG Conley and DW Galenson.
"Quantile Regression Analysis of Censored Wealth Data"
Historical Methods, Vol.27, No.4 (Fall 1994) 149-165.
Downloadable Working Papers
TG Conley and CR Udry,
"Learning About a New Technology: Pineapple in Ghana" (Sept 2008 Revision); Acrobat File.
AC Bester, TG Conley, CB
Hansen and TJ Vogelsang, “Fixed-b Asymptotics for Spatially Dependent Robust
Noparametric Covariance Estimation” (September 2008) Acrobat
File.
AC Bester, TG Conley, and CB
Hansen, “Inference with Dependant Data Using Cluster Covariance
Estimators” (February 2008) Acrobat
File.
TG Conley, C Hansen, and PE
Rossi.“Plausibly
Exogenous.” (July 2008 Revision)SSRN.
Code to Download
STATA Code and Demonstration
Programs to Implement Instrumental Variables Regression as in
“Plausibly Exogenous.”Plausibly Exogenous Code.
Code for “Note on
Inference with ‘Difference in Differences’ with a Small Number
of Policy Changes.” Differences
in Differences Code.
STATA Code and Demonstration
Programs to Implement the GMM and Spatial Covariance Matrix Estimators
Described in "GMM Estimation with Cross Sectional Dependence" Spatial GMM Code
STATA Code and Demonstration
Programs to do Censored Quantile Regressions Like Those in "Quantile
Regression Analysis of Censored Wealth Data" and "Nativity and
Wealth in Mid-Nineteenth-Century Cities" Censored QR Code
MATLAB Code and
Demonstration Programs to do "Spatial VARs" Like Those in
"A New Semiparametric Spatial Model for Panel Time Series."
(Research funded by the NSF, SES-0296209). Spatial
VAR Code