-
I didn't tell, and I won't tell: dynamic response error in the SIPP (replicat...
Using state administrative records matched to the 1984 Survey of Income and Program Participation, we examine intertemporal relationships in response errors. False negative... -
An empirical application of stochastic volatility models (replication data)
This paper studies the empirical performance of stochastic volatility models for twenty years of weekly exchange rate data for four major currencies. We concentrate on the...
