Timothy G. Conley

University of Chicago GSB
1101 E. 58th Street
Chicago, IL 60537

 

 

Phone: (773) 702-7281
FAX : (773) 702-0458
Email: tim.conley@gsb.uchicago.edu


Research Page

Published Papers

 

  • 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.  “Spatial Econometrics”  Entry for New Palgrave Dictionary of Economics, 2nd Edition, S Durlauf and L Blume, eds. Forthcoming.
  • TG Conley and G Topa, "Estimating Dynamic Local Interactions Models" Forthcoming. Journal of Econometrics.
  • TG Conley and F Molinari, "Spatial Correlation Robust Inference With Errors in Locations or Distance" Forthcoming, Journal of Econometrics.
  • TG Conley and WD Dupor, “The Fed Response to Equity Prices and Inflation”  American Economic Review Papers and Proceedings.  Vol 94, No. 2, (May 2004) 24-28.
  • 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