Marc Nerlove's Home Page

Update: 06/22/08

Note: Many of my WORD documents and the pdf  or postscript files based on them make use of MathType 4.0 in creating the equations. The fonts will not generally re produce correctly unless you install the fonts used by MathType. To do so 

  1. Download the font package(s) from http://www.mathtype.com/support/fonts/:

        TrueType font installer:   MTW4_TrueType.exe (773k)
        PostScript font installer:  MTW4_PostScript.exe (876k)

    ...and save it to your hard disk. Anywhere you have room will be ok.
  2. Once the download is complete, your web browser may automatically execute this program. If it doesn't, just run it manually. These are self-extracting files and will automatically run the font installer program once the files are extracted. Just follow the installer's instructions.

          Curriculum Vitae, February1, 2008 ( pdf version)

Link to a recent photograph. (750K)

Essays in Panel Data Econometrics, Cambridge University Press, 2002.

Tables to accompany Chapter 4 of Essays in Panel Data Econometrics, Cambridge University Press, 2002 (Caution: WinZip file, 23.1 mb)

Thanks to Fumio Hayashi, who uses it as an extended example in his well-known econometrics text, I now have an electronic version of my paper, “Returns to Scale in Electricity Supply,” Chapter 7 of Measurement in Economics: 167-98 (C. Christ, et al, eds.). Stanford: Stanford University Press, 1963, as well as the data I used and the extended data set of Bill Greene. The files are collected in a single self-extracting WinZIP file (8.7mb) which may be downloaded here. A smaller file of the paper alone (1.76mb) was given to me by Oscar de Melo; download here

Courses:

          Fall Term

      AREC 699/829: Special Topics in Applied Econometrics.

           In 2008, the topic will be Monte Carlo Methods, Bootstrapping, and Simulation of Dynamic  Stochastic Systems (Syllabus)   

            In 2007, the topic was Bayesian Statistics and Econometrics. (Syllabus)

            In 2006, the topic was Likelihood methods in statistics and econometrics; the EM

                   Algorithm and its applications. (Syllabus)

                                  
            In 2005, the topic was Computational Statistics: Monte Carlo, Bootstrapping and Simulation.  (Syllabus)

            In 2003, the topic was Nonparametric Statistics and Econometrics. (Syllabus)

            In 2002, the topic was Panel Data Econometrics.

            In 2001, the topic was Computational Methods in Economics

          Spring Term

AREC 445: Agricultural Development and Policy

 Winter Term Tutorials

Matlab for Econometrics (2002-2008)

"In the Country of the Blind the One-eyed Man is King." H. G. Wells, The Country of the Blind, 1911

Not currently offered

August Introduction to Mathematica with Applications to Microeconomics, Optimization, and Mathematical and Computational Statistics (2001-2004); Homepage for 2004.

GAUSS programs associated with the following courses are no longer accessible:

GAUSS (1997 - 2001)

Short Course on Monte Carlo, Bootstrapping and Estimation by Simulation

Some recently published and some unpublished papers. Comments welcome.

1.  "On the Numerical Accuracy of Mathematica 5.0 for Doing Linear and Nonlinear Regression," The Mathematica Journal, 9(4):824-849 (2005). PDF file.  Appendices in a Mathematica Notebook to accompany this issue. The Notebook may be read using Mathematica or the MathReader.

2. Likelihood Inference in Econometrics, Chapter 1. Unpublished (pdf format)

3. "Zvi Griliches, 1930 -1999: A Critical Appreciation," Economic Journal, 111: F422-F446, (June, 2001). Revised working paper version, 12/14/00 (pdf format) 

4. "In and Out of Africa: A Journal"  Unpublished, 3/31,97. (Word document. Maps have been excised from this version.)

 

5. Argentina and Brazil, November, 2000.   Unpublished.( WORD document, links active; or pdf format.)


6. "Programming Languages: A Short History for Economists," Journal of Economic and Social Measurement, 29(1-3): 389-203. Most recent working paper version,  09/20/03. (pdf format)

 

7. "The Role of Agriculture in General Economic Development: A Reinterpretation of Jorgenson and Lewis,"   pp. 145-167 in Advances in Household Economics, Consumer Behaviour and Economic Policy, edited by Tran Van Hoa, Aldershot: Ashgate, 2005. Most recent working paper version, 2003.  (pdf format)

 

OLSMeat 5/13/05 (Mathematica Notebook. Open with Mathematica or MathReader).

 

You can get in touch with me at 

mnerlove@arec.umd.edu