AC Bester, TG Conley, CB
Hansen and TJ Vogelsang, “Fixed-b Asymptotics for Spatially Dependent Robust Noparametric Covariance Estimation” (May 2009
Revision) Acrobat File.
AC Bester, TG Conley, and CB Hansen,
“Inference with Dependent Data Using Cluster Covariance
Estimators” (January 2009 Revision) Acrobat
File.
TG Conley, C Hansen, and PE
Rossi.“Plausibly
Exogenous.” (July 2008 Revision)SSRN.
Published Papers
TG Conley and CR Taber,
"Inference with ‘Differences in Differences’ with a Small
Number of Policy Changes” (Sept 2008 Revision); Acrobat FileForthcoming Review of Economics and
Statistics.
TG Conley and CR Udry, "Learning About a New Technology: Pineapple
in Ghana" (Sept 2008 Revision); Acrobat File.
Forthcoming American Economic Review
TG Conley, C Hansen, RE
McCulloch, and PE Rossi "A Semi-Parametric Bayesian Approach to the
Instrumental Variable Problem" Journal of Econometrics Vol. 144 Issue
1, Pages 276-305 (May 2008).
TG Conley and G Topa, "Estimating Dynamic Local Interactions
Models" Journal
of Econometrics Volume 140, Issue 1, Pages 282-303 (September 2007)
TG Conley and F Molinari,
"Spatial Correlation Robust Inference With
Errors in Locations or Distance" Journal
of Econometrics Volume 140, Issue 1, Pages 76-96 (September 2007).
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 SectoralComplementarity." Journal
of Political EconomyVol 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 EconometricsVol 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.
Code to Download
STATA Code and Demonstration
Programs to Implement Instrumental Variables Regression as in
“Plausibly Exogenous.”Plausibly Exogenous 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