By Professor Michael Patrick Keane

Journal articles

Prasad E; Keane MP, 1999, 'Consumption and Income Inequality in Poland During the Economic Transition', IMF Working Papers, 99, pp. 1 - 1, http://dx.doi.org/10.5089/9781451843101.001

Harris KM; Keane MP, 1998, 'A model of health plan choice: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data', Journal of Econometrics, 89, pp. 131 - 157, http://dx.doi.org/10.1016/S0304-4076(98)00058-X

Erdem T; Keane MP; Sun B, 1998, 'Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters', Journal of Econometrics, 89, pp. 177 - 196, http://dx.doi.org/10.1016/S0304-4076(98)00060-8

Keane M; Moffitt R, 1998, 'A structural model of multiple welfare program participation and labor supply', International Economic Review, 39, pp. 553 - 589, http://dx.doi.org/10.2307/2527390

Keane MP; Runkle DE, 1998, 'Are Financial Analysts' Forecasts of Corporate Profits Rational?', Journal of Political Economy, 106, pp. 768 - 805, http://dx.doi.org/10.1086/250029

Feinberg SE; Keane MP; Bognanno MF, 1998, 'Trade liberalization and 'delocalization': New evidence from firm-level panel data', Canadian Journal of Economics, 31, pp. 749 - 777, http://dx.doi.org/10.2307/136490

Keane MP, 1997, 'Modeling heterogeneity and state dependence in consumer choice behavior', JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 15, pp. 310 - 327, http://dx.doi.org/10.2307/1392335

Keane MP; Wolpin KI, 1997, 'Introduction to the JBES special issue on structural estimation in applied microeconomics', JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 15, pp. 111 - 114, http://dx.doi.org/10.2307/1392299

Keane MP, 1997, 'Current issues in discrete choice modeling', Marketing Letters, 8, pp. 307 - 322, http://dx.doi.org/10.1023/A:1007912614003

Keane MP; Wolpin KI, 1997, 'Introduction to the jbes special issue on structural estimation in applied microeconomics', Journal of Business and Economic Statistics, 15, pp. 111 - 114, http://dx.doi.org/10.1080/07350015.1997.10524694

Keane MP, 1997, 'Modeling heterogeneity and state dependence in consumer choice behavior', Journal of Business and Economic Statistics, 15, pp. 310 - 327, http://dx.doi.org/10.1080/07350015.1997.10524709

Geweke JF; Keane MP; Runkle DE, 1997, 'Statistical inference in the multinomial multiperiod probit model', Journal of Econometrics, 80, pp. 125 - 165, http://dx.doi.org/10.1016/S0304-4076(97)00005-5

Keane MP; Wolpin KI, 1997, 'The career decisions of young men', Journal of Political Economy, 105, pp. 473 - 522, http://dx.doi.org/10.1086/262080

Erdem T; Keane MP, 1996, 'Decision-making under uncertainty: Capturing dynamic brand choice processes in turbulent consumer goods markets', Marketing Science, 15, pp. 1 - 20, http://dx.doi.org/10.1287/mksc.15.1.1

Keane MP; Prasad ES, 1996, 'The employment and wage effects of oil price changes: A sectoral analysis', Review of Economics and Statistics, 78, pp. 389 - 399, http://dx.doi.org/10.2307/2109786

KEANE MP, 1995, 'DECOMPOSING WAGE VARIATION - REPLY', JOURNAL OF HUMAN RESOURCES, 30, pp. 861 - 863, http://dx.doi.org/10.2307/146236

KEANE MP; RUNKLE DE, 1995, 'TESTING THE RATIONALITY OF PRICE FORECASTS - REPLY', AMERICAN ECONOMIC REVIEW, 85, pp. 290 - 290, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1995QN47200020&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

ELROD T; KEANE MP, 1995, 'A FACTOR-ANALYTIC PROBIT MODEL FOR REPRESENTING THE MARKET-STRUCTURE IN PANEL-DATA', JOURNAL OF MARKETING RESEARCH, 32, pp. 1 - 16, http://dx.doi.org/10.2307/3152106

Elrod T; Keane MP, 1995, 'A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data', Journal of Marketing Research, 32, pp. 1 - 16, http://dx.doi.org/10.1177/002224379503200103

Keane MP; Prasad E, 1995, 'The Employment and Wage Effects of Oil Price Changes: A Sectoral Analysis', IMF Working Papers, 95, pp. i - i, http://dx.doi.org/10.5089/9781451845518.001

Keane MP, 1994, 'A computationally practical simulation estimator for panel data', Econometrica, 62, pp. 95 - 116, http://dx.doi.org/10.2307/2951477

Horowitz JL; Bolduc D; Divakar S; Geweke J; Gönül F; Hajivassiliou V; Koppelman FS; Keane M; Matzkin R; Rossi P; Ruud P, 1994, 'Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior', Marketing Letters, 5, pp. 311 - 322, http://dx.doi.org/10.1007/BF00999207

Geweke J; Keane M; Runkle D, 1994, 'Alternative computational approaches to inference in the multinomial probit model', Review of Economics and Statistics, 76, pp. 609 - 632, http://dx.doi.org/10.2307/2109766

Keane MP; Wolpin KI, 1994, 'The solution and estimation of discrete choice dynamic programming models by simulation and interpolation: Monte Carlo evidence', Review of Economics and Statistics, 76, pp. 648 - 672, http://dx.doi.org/10.2307/2109768

KEANE MP, 1993, 'INDIVIDUAL HETEROGENEITY AND INTERINDUSTRY WAGE DIFFERENTIALS', JOURNAL OF HUMAN RESOURCES, 28, pp. 134 - 161, http://dx.doi.org/10.2307/146091

KEANE M; PRASAD E, 1993, 'SKILL LEVELS AND THE CYCLICAL VARIABILITY OF EMPLOYMENT, HOURS, AND WAGES', INTERNATIONAL MONETARY FUND STAFF PAPERS, 40, pp. 711 - 743, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1993MT10600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Keane MP, 1993, 'Nominal-contracting theories of unemployment: evidence from panel data', American Economic Review, 83, pp. 932 - 952

Keane MP; Prasad E, 1993, 'The Relation Between Skill Levels and the Cyclical Variability of Employment, Hours, and Wages', IMF Working Papers, 92, pp. i - i, http://dx.doi.org/10.5089/9781451974621.001

KEANE MP, 1992, 'A NOTE ON IDENTIFICATION IN THE MULTINOMIAL PROBIT MODEL', JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 10, pp. 193 - 200, http://dx.doi.org/10.2307/1391677

Keane MP, 1992, 'A note on identification in the multinomial probit model', Journal of Business and Economic Statistics, 10, pp. 193 - 200, http://dx.doi.org/10.1080/07350015.1992.10509898

Keane MP; Runkle DE, 1992, 'On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous', Journal of Business and Economic Statistics, 10, pp. 1 - 9, http://dx.doi.org/10.1080/07350015.1992.10509877

KEANE MP; RUNKLE DE, 1992, 'ON THE ESTIMATION OF PANEL-DATA MODELS WITH SERIAL-CORRELATION WHEN INSTRUMENTS ARE NOT STRICTLY EXOGENOUS', JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 10, pp. 1 - 9, http://dx.doi.org/10.2307/1391795

KEANE MP; RUNKLE DE, 1992, 'ON THE ESTIMATION OF PANEL-DATA MODELS WITH SERIAL-CORRELATION WHEN INSTRUMENTS ARE NOT STRICTLY EXOGENOUS - REPLY', JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 10, pp. 26 - 29, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1992HA10800006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Keane MP; Runkle DE, 1992, 'Reply', Journal of Business and Economic Statistics, 10, pp. 26 - 29, http://dx.doi.org/10.1080/07350015.1992.10509882

KEANE MP; RUNKLE DE, 1990, 'TESTING THE RATIONALITY OF PRICE FORECASTS - NEW EVIDENCE FROM PANEL DATA', AMERICAN ECONOMIC REVIEW, 80, pp. 714 - 735, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1990DX68300004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

KEANE M; MOFFITT R; RUNKLE D, 1988, 'REAL WAGES OVER THE BUSINESS-CYCLE - ESTIMATING THE IMPACT OF HETEROGENEITY WITH MICRO DATA', JOURNAL OF POLITICAL ECONOMY, 96, pp. 1232 - 1266, http://dx.doi.org/10.1086/261586

Holden R; Keane M; Lilley M, 'Peer Effects on the United States Supreme Court', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.2916394

Keane MP; Wolpin KI, 'The Effect of Parental Transfers and Borrowing Constraints on Educational Attainment', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.269962

Conference Papers

Keane MP; Prasad ES, 2002, 'Social transfers and inequality during the Polish transition', in Eichier TS; Turnovsky SJ (ed.), INEQUALITY AND GROWTH: THEORY AND POLICY IMPLICATIONS, M I T PRESS, GERMANY, Elmau, pp. 121 - 153, presented at Conference on Inequality and Growth - Theory and Policy Implications, GERMANY, Elmau, 18 January 2002 - 20 January 2002, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000240940000006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

GEWEKE J; KEANE M; RUNKLE D, 1994, 'RECURSIVELY SIMULATING MULTINOMIAL MULTIPERIOD PROBIT PROBABILITIES', in AMERICAN STATISTICAL ASSOCIATION 1994 PROCEEDINGS OF THE BUSINESS AND ECONOMIC STATISTICS SECTION, AMER STATISTICAL ASSOC, CANADA, TORONTO, pp. 1 - 6, presented at Annual Meeting of the American-Statistical-Association, Business-and-Economic-Statistics-Section, CANADA, TORONTO, 13 August 1994 - 18 August 1994, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1994BD50Z00001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Working Papers

Keane MP; Iskhakov F, 2018, Effects of Taxes and Safety Net Pensions on Life-Cycle Labor Supply, Savings and Human Capital: The Case of Australia, Elsevier, http://dx.doi.org10.2139/ssrn.3182093

Keane M; Rogerson R, 2011, Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective, National Bureau of Economic Research, http://dx.doi.org10.3386/w17430, http://dx.doi.org/10.3386/w17430

Fang H; Keane M; Silverman D, 2006, Sources of Advantageous Selection: Evidence from the Medigap Insurance Market, National Bureau of Economic Research, http://dx.doi.org10.3386/w12289, http://dx.doi.org/10.3386/w12289

Feinberg S; Keane MP, 2003, Accounting for the Growth of MNC-based Trade using a Structural Model of U.S. MNCs, Elsevier, http://dx.doi.org10.2139/ssrn.374103

Diermeier D; Keane MP; Merlo A, 2002, A Political Economy Model of Congressional Careers, Elsevier, http://dx.doi.org10.2139/ssrn.333001

Keane MP; Wolpin KI, 2001, Estimating Welfare Effects Consistent with Forward-Looking Behavior. Part II: Empirical Results, Elsevier, http://dx.doi.org10.2139/ssrn.269964

Preprints

Bruins M; Duffy JA; Keane MP; Smith AA, 2015, Generalized Indirect Inference for Discrete Choice Models, , http://dx.doi.org/10.48550/arxiv.1507.06115

Keane MP; Neal T, 2SLS Using Weak Instruments: Implications for Estimating the Frisch Labor Supply Elasticity, , http://dx.doi.org/10.2139/ssrn.3915528

Keane MP; Sauer RM, A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables, , http://dx.doi.org/10.2139/ssrn.448240

Keane MP; Sauer RM, A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables, , http://dx.doi.org/10.2139/ssrn.1359990

Back to profile page