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Author ID: chamberlain.gary Recent zbMATH articles by "Chamberlain, Gary"
Published as: Chamberlain, Gary; Chamberlain, G.
External Links: MGP · Wikidata · GND
Documents Indexed: 25 Publications since 1975
2 Further Contributions
Biographic References: 1 Publication
Co-Authors: 5 Co-Authors with 8 Joint Publications
83 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 910 times in 769 Documents Cited by Year
Arbitrage, factor structure, and mean-variance analysis on large asset markets. Zbl 0523.90017
Chamberlain, Gary; Rothschild, Michael
175
1983
Asymptotic efficiency in estimation with conditional moment restrictions. Zbl 0618.62040
Chamberlain, Gary
147
1987
Analysis of covariance with qualitative data. Zbl 0431.62042
Chamberlain, Gary
88
1980
Multivariate regression models for panel data. Zbl 0512.62115
Chamberlain, Gary
75
1982
Efficiency bounds for semiparametric regression. Zbl 0774.62038
Chamberlain, Gary
70
1992
A characterization of the distributions that imply mean-variance utility functions. Zbl 0495.90009
Chamberlain, Gary
68
1983
Asymptotic efficiency in semi-parametric models with censoring. Zbl 0604.62063
Chamberlain, Gary
56
1986
Panel data. Zbl 0585.62185
Chamberlain, Gary
53
1984
Funds, factors, and diversification in arbitrage pricing models. Zbl 0523.90018
Chamberlain, Gary
40
1983
Binary response models for panel data: identification and information. Zbl 1185.62196
Chamberlain, Gary
24
2010
A note on the probability of casting a decisive vote. Zbl 0474.90011
Chamberlain, Gary; Rothschild, Michael
20
1981
Random effects estimators with many instrumental variables. Zbl 1140.62353
Chamberlain, Gary; Imbens, Guido
15
2004
The general equivalence of Granger and Sims causality. Zbl 0483.60022
Chamberlain, Gary
13
1982
Decision theory applied to an instrumental variables model. Zbl 1142.91396
Chamberlain, Gary
11
2007
Matrix weighted averages and posterior bounds. Zbl 0321.62042
Chamberlain, Gary; Leamer, Edward E.
11
1976
Asset pricing in multiperiod securities markets. Zbl 0657.90012
Chamberlain, Gary
9
1988
Unobservables with a variance-components structure: ability, scholling, and the economic success of brothers. Zbl 0353.62033
Chamberlain, Gary; Griliches, Zvi
8
1975
A Bayesian interpretation of pretesting. Zbl 0321.62039
Leamer, Edward E.; Chamberlain, Gary
8
1976
Econometrics and decision theory. Zbl 0971.62078
Chamberlain, Gary
7
2000
Decision theory applied to a linear panel data model. Zbl 1160.91320
Chamberlain, Gary; Moreira, Marcelo J.
5
2009
Longitudinal analysis of labor market data. Zbl 0613.62137
3
1985
Education, income, and ability revisited. Zbl 0379.62086
Chamberlain, Gary
2
1977
Education, income, and ability revisited. Zbl 0356.62089
Chamberlain, Gary
1
1977
Unobservables with a variance-components structure: Ability, schooling, and the economic success of brothers. Zbl 0379.62087
Chamberlain, Gary; Griliches, Zvi
1
1977
Binary response models for panel data: identification and information. Zbl 1185.62196
Chamberlain, Gary
24
2010
Decision theory applied to a linear panel data model. Zbl 1160.91320
Chamberlain, Gary; Moreira, Marcelo J.
5
2009
Decision theory applied to an instrumental variables model. Zbl 1142.91396
Chamberlain, Gary
11
2007
Random effects estimators with many instrumental variables. Zbl 1140.62353
Chamberlain, Gary; Imbens, Guido
15
2004
Econometrics and decision theory. Zbl 0971.62078
Chamberlain, Gary
7
2000
Efficiency bounds for semiparametric regression. Zbl 0774.62038
Chamberlain, Gary
70
1992
Asset pricing in multiperiod securities markets. Zbl 0657.90012
Chamberlain, Gary
9
1988
Asymptotic efficiency in estimation with conditional moment restrictions. Zbl 0618.62040
Chamberlain, Gary
147
1987
Asymptotic efficiency in semi-parametric models with censoring. Zbl 0604.62063
Chamberlain, Gary
56
1986
Longitudinal analysis of labor market data. Zbl 0613.62137
3
1985
Panel data. Zbl 0585.62185
Chamberlain, Gary
53
1984
Arbitrage, factor structure, and mean-variance analysis on large asset markets. Zbl 0523.90017
Chamberlain, Gary; Rothschild, Michael
175
1983
A characterization of the distributions that imply mean-variance utility functions. Zbl 0495.90009
Chamberlain, Gary
68
1983
Funds, factors, and diversification in arbitrage pricing models. Zbl 0523.90018
Chamberlain, Gary
40
1983
Multivariate regression models for panel data. Zbl 0512.62115
Chamberlain, Gary
75
1982
The general equivalence of Granger and Sims causality. Zbl 0483.60022
Chamberlain, Gary
13
1982
A note on the probability of casting a decisive vote. Zbl 0474.90011
Chamberlain, Gary; Rothschild, Michael
20
1981
Analysis of covariance with qualitative data. Zbl 0431.62042
Chamberlain, Gary
88
1980
Education, income, and ability revisited. Zbl 0379.62086
Chamberlain, Gary
2
1977
Education, income, and ability revisited. Zbl 0356.62089
Chamberlain, Gary
1
1977
Unobservables with a variance-components structure: Ability, schooling, and the economic success of brothers. Zbl 0379.62087
Chamberlain, Gary; Griliches, Zvi
1
1977
Matrix weighted averages and posterior bounds. Zbl 0321.62042
Chamberlain, Gary; Leamer, Edward E.
11
1976
A Bayesian interpretation of pretesting. Zbl 0321.62039
Leamer, Edward E.; Chamberlain, Gary
8
1976
Unobservables with a variance-components structure: ability, scholling, and the economic success of brothers. Zbl 0353.62033
Chamberlain, Gary; Griliches, Zvi
8
1975
all top 5

Cited by 1,106 Authors

11 Chen, Songnian
11 Lee, Lung-Fei
10 Fan, Jianqing
10 Wooldridge, Jeffrey M.
8 Bodnar, Taras
8 Hahn, Jinyong
8 Newey, Whitney Kent
7 Chernozhukov, Victor
7 Hsiao, Cheng
7 Sentana, Enrique
6 Bai, Jushan
6 Eichner, Thomas
6 Imbens, Guido Wilhelmus
6 Li, Kunpeng
6 Li, Qi
6 Pesaran, M. Hashem
5 Abrevaya, Jason
5 Arellano, Manuel
5 Barigozzi, Matteo
5 Chen, Xiaohong
5 Hallin, Marc
5 Kong, Xinbing
5 Linton, Oliver Bruce
5 Tripathi, Gautam
5 Wagener, Andreas
4 Andrews, Donald Wilfrid Kao
4 Bollerslev, Tim
4 Bravo, Francesco
4 Chamberlain, Gary
4 D’Haultfœuille, Xavier
4 Fernández-Val, Iván
4 Gagliardini, Patrick
4 Gourieroux, Christian
4 He, Yong
4 Hoderlein, Stefan G. N.
4 Liao, Zhipeng
4 Lippi, Marco
4 Moreira, Marcelo J.
4 Renault, Eric
4 Robins, James M.
4 Rodríguez-Póo, Juan Manuel
4 Sarafidis, Vasilis
4 Sickles, Robin C.
4 Smith, Richard J.
4 Windmeijer, Frank A. G.
4 Xiu, Dacheng
4 Zhang, Xinsheng
3 Ai, Chunrong
3 Back, Kerry E.
3 Baltagi, Badi H.
3 Belloni, Alexandre
3 Bertsimas, Dimitris John
3 Canay, Ivan A.
3 Caner, Mehmet
3 Carrasco, Marine
3 Charlier, Erwin
3 Chen, Rong
3 Forni, Mario
3 Gu, Jiaying
3 Holzmann, Hajo
3 Im, Kyung So
3 Jacho-Chávez, David Tomás
3 Jansson, Michael
3 Jun, Sung Jae
3 Kaniovski, Serguei Yu.
3 Kao, Chihwa
3 Kapetanios, George
3 Khan, Shakeeb
3 Kumbhakar, Subal Chandra
3 Lancaster, Tony
3 Lechner, Michael
3 Liao, Yuan
3 Liu, Han
3 Melenberg, Bertrand
3 Ng, Serena
3 Ogasawara, Haruhiko
3 Okui, Ryo
3 Onatski, Alexei
3 Park, Byeong Uk
3 Powell, James L.
3 Severini, Thomas A.
3 Shiu, Ji-Liang
3 Simar, Léopold
3 Trapani, Lorenzo
3 Truquet, Lionel
3 van Praag, Bernard M. S.
3 Vansteelandt, Stijn
3 Zabolotskyy, Taras N.
3 Zhou, Wang
2 Adcock, C. J.
2 Aït-Sahalia, Yacine
2 Al-Najjar, Nabil Ibraheem
2 Amengual, Dante
2 Anatolyev, Stanislav
2 Antoine, Bertille
2 Bailey, Natalia
2 Beisbart, Claus
2 Bergsma, Wicher Pieter
2 Blundell, Richard W.
2 Bond, Stephen D.
...and 1,006 more Authors
all top 5

Cited in 106 Serials

285 Journal of Econometrics
44 Economics Letters
43 Econometric Reviews
35 Econometric Theory
20 Journal of Multivariate Analysis
19 The Annals of Statistics
17 Journal of Economic Theory
13 European Journal of Operational Research
12 Journal of the American Statistical Association
11 Journal of Statistical Planning and Inference
11 Communications in Statistics. Theory and Methods
11 Electronic Journal of Statistics
10 Statistics & Probability Letters
10 The Econometrics Journal
9 Quantitative Finance
8 Journal of Mathematical Economics
7 Theory and Decision
7 Games and Economic Behavior
6 Social Choice and Welfare
6 Statistical Science
6 Journal of Economic Dynamics & Control
6 Computational Statistics and Data Analysis
6 Bernoulli
5 Mathematical and Computer Modelling
5 International Journal of Theoretical and Applied Finance
5 Annals of Finance
4 Statistica Neerlandica
4 Journal of Time Series Analysis
4 Computational Statistics
4 Communications in Statistics. Simulation and Computation
4 Journal of Statistical Computation and Simulation
4 Journal of Nonparametric Statistics
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Mathematics and Financial Economics
4 The Annals of Applied Statistics
4 Journal of Econometric Methods
3 Metrika
3 Scandinavian Journal of Statistics
3 OR Spektrum
3 Statistics
3 Economic Theory
3 Mathematical Finance
3 Decisions in Economics and Finance
3 Journal of Computational and Graphical Statistics
2 The Canadian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 The Journal of Mathematical Sociology
2 Kybernetes
2 Mathematical Social Sciences
2 Insurance Mathematics & Economics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Annals of Operations Research
2 Stochastic Processes and their Applications
2 Computational Economics
2 Statistical Papers
2 Applied Mathematical Finance
2 Lifetime Data Analysis
2 Finance and Stochastics
2 Journal of Applied Statistics
2 Applied Stochastic Models in Business and Industry
2 AStA. Allgemeines Statistisches Archiv
2 Journal of Machine Learning Research (JMLR)
2 Journal of the Korean Statistical Society
2 Sankhyā. Series B
2 Quantitative Economics
1 Archive for History of Exact Sciences
1 Biological Cybernetics
1 Computers & Mathematics with Applications
1 Lithuanian Mathematical Journal
1 Physics Reports
1 Psychometrika
1 Theory of Probability and its Applications
1 International Economic Review
1 International Statistical Review
1 Journal of Mathematical Psychology
1 Journal of Optimization Theory and Applications
1 Statistica
1 Operations Research Letters
1 Optimization
1 Applied Stochastic Models and Data Analysis
1 Probability Theory and Related Fields
1 Computers & Operations Research
1 Journal of Applied Econometrics
1 The Annals of Applied Probability
1 Journal of Risk and Uncertainty
1 Test
1 Statistica Sinica
1 Soft Computing
1 Mathematical Methods of Operations Research
1 Studies in Nonlinear Dynamics and Econometrics
1 Statistical Inference for Stochastic Processes
1 Journal of Economic Growth
1 Entropy
1 Asia-Pacific Financial Markets
1 Computational Management Science
1 Statistical Methods and Applications
1 Advances in Data Analysis and Classification. ADAC
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 SIAM Journal on Financial Mathematics
...and 6 more Serials

Citations by Year

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