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Marjorie B. McElroy

Professor of Economics
Economics
Box 90097, Durham, NC 27708-0097
319 Social Sciences, Durham, NC

Selected Publications


Committee on the status of women in the economics profession (CSWEP)

Journal Article American Economic Review · May 1, 2016 Full text Cite

Committee on the status of women in the economics profession

Journal Article American Economic Review · January 1, 2014 Full text Cite

Dynamic Optimization in Models for State Panel Data: A Cohort Panel Data Model of the Effects of Divorce Laws on Divorce Rates

Journal Article Economic Research Initiatives at Duke (ERID) Working Paper · June 14, 2011 We present a new approach to the estimation of dynamic models using panel data, not on individuals, but aggregated to some level such as the school, county or state. This approach embeds the reduced form implications of dynamic optimization for exiting a c ... Open Access Cite

"What's New with Nash-Bargained Household Demands?"

Journal Article Southern Economic Journal · July 2002 Cite

Carrots and sticks: fertility effects of China's population policies.

Journal Article The American economic review · January 2000 For 20 years following 1949, average total fertility per woman in China hovered just above six children. The year 1970 marked the beginning of persistent fertility declines. By 1980, the rate had dropped to 2.75, and since 1992 it has remained under 2. Whi ... Full text Open Access Cite

"H. Gregg Lewis--Duke Days: 1975-1992"

Journal Article Journal of Labor Economics · 1994 Cite

LEWIS,H.GREGG - DUKE DAYS - 1975-1992 - THE MELLOW YEARS

Journal Article JOURNAL OF LABOR ECONOMICS · January 1, 1994 Link to item Cite

The residual market factor, the APT, and mean-variance efficiency

Journal Article Review of Quantitative Finance and Accounting · January 1, 1991 The rapidly increasing volume of both published and unpublished work on the arbitrage pricing theory (APT) of Ross (1976) has given rise to a number of misunderstandings at the interface of theoretical and econometric work. In this article we extend the th ... Full text Cite

The Empirical Content of Nash-Bargained Household Behavior

Journal Article The Journal of Human Resources · 1990 Full text Cite

"Nash-Bargained Household Decisions: Reply"

Journal Article International Economic Review · January 1990 Cite

"Arbitrage Pricing Theory as a Restricted Nonlinear Regression Model: NLITSUR Estimates"

Journal Article Journal of Business and Economic Statistics · January 1988 Cite

"Sorting out Risks Using Known APT Factors"

Journal Article Financial Analysts Journal · 1988 Cite

"A Practical Perspective of Mutual Fund Risks: 1974-1982"

Journal Article Investment Management Review · 1988 Cite

Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates

Journal Article Journal of Business and Economic Statistics · January 1, 1988 By replacing the unknown random factors of factor analysis with observed macroeconomic variables, the arbitrage pricing theory (APT) is recast as a multivariate nonlinear regression model with across-equation restrictions. An explicit theoretical justifica ... Full text Open Access Cite

Committee on the status of women in the economics profession (CSWEP)

Journal Article American Economic Review · May 1, 2016 Full text Cite

Committee on the status of women in the economics profession

Journal Article American Economic Review · January 1, 2014 Full text Cite

Dynamic Optimization in Models for State Panel Data: A Cohort Panel Data Model of the Effects of Divorce Laws on Divorce Rates

Journal Article Economic Research Initiatives at Duke (ERID) Working Paper · June 14, 2011 We present a new approach to the estimation of dynamic models using panel data, not on individuals, but aggregated to some level such as the school, county or state. This approach embeds the reduced form implications of dynamic optimization for exiting a c ... Open Access Cite

"What's New with Nash-Bargained Household Demands?"

Journal Article Southern Economic Journal · July 2002 Cite

Carrots and sticks: fertility effects of China's population policies.

Journal Article The American economic review · January 2000 For 20 years following 1949, average total fertility per woman in China hovered just above six children. The year 1970 marked the beginning of persistent fertility declines. By 1980, the rate had dropped to 2.75, and since 1992 it has remained under 2. Whi ... Full text Open Access Cite

"H. Gregg Lewis--Duke Days: 1975-1992"

Journal Article Journal of Labor Economics · 1994 Cite

LEWIS,H.GREGG - DUKE DAYS - 1975-1992 - THE MELLOW YEARS

Journal Article JOURNAL OF LABOR ECONOMICS · January 1, 1994 Link to item Cite

The residual market factor, the APT, and mean-variance efficiency

Journal Article Review of Quantitative Finance and Accounting · January 1, 1991 The rapidly increasing volume of both published and unpublished work on the arbitrage pricing theory (APT) of Ross (1976) has given rise to a number of misunderstandings at the interface of theoretical and econometric work. In this article we extend the th ... Full text Cite

The Empirical Content of Nash-Bargained Household Behavior

Journal Article The Journal of Human Resources · 1990 Full text Cite

"Nash-Bargained Household Decisions: Reply"

Journal Article International Economic Review · January 1990 Cite

"Arbitrage Pricing Theory as a Restricted Nonlinear Regression Model: NLITSUR Estimates"

Journal Article Journal of Business and Economic Statistics · January 1988 Cite

"Sorting out Risks Using Known APT Factors"

Journal Article Financial Analysts Journal · 1988 Cite

"A Practical Perspective of Mutual Fund Risks: 1974-1982"

Journal Article Investment Management Review · 1988 Cite

Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates

Journal Article Journal of Business and Economic Statistics · January 1, 1988 By replacing the unknown random factors of factor analysis with observed macroeconomic variables, the arbitrage pricing theory (APT) is recast as a multivariate nonlinear regression model with across-equation restrictions. An explicit theoretical justifica ... Full text Open Access Cite

Two estimators for the apt model when factors are measured

Journal Article Economics Letters · January 1, 1985 Non-linear SUR and ITSUR techniques are proposed for the estimation of the APT and the CAPM when the factors are observed. These techniques estimate all of the parameters of the model simultaneously and directly impose the model's non-linear parameter rest ... Full text Cite

Goodness of fit for seemingly unrelated regressions. Glahn's R2y.x and Hooper's r̄2

Journal Article Journal of Econometrics · January 1, 1977 This paper presents a measure of goodness of fit for Zellner's seemingly unrelated regressions. The measure is a monotonic transform of the appropriate (asymptotic) F-statistic, is bounded on [0, 1] and is maximized by Zellner's estimation technique. Glahn ... Full text Cite

Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances

Journal Article Journal of Econometrics · January 1, 1977 This paper extend, in an asymptotic sense, the strong and the weaker mean square error criteria and corresponding tests to linear models with non-spherical disturbances where the error covariance matrix is unknown but a consistent estimator for it is avail ... Full text Cite

"A Spliced CES Expenditure System"

Journal Article International Economic Review · October 1975 Cite

The Redistributive Impact of the Atlanta Mass Transit System

Journal Article Southern Economic Journal · July 1975 Full text Cite

"Estimation of Structure Profit Relationships: Comment"

Journal Article American Economic Review · September 1973 Open Access Cite