Econometrics'
Archives at Princeton University 
Number 
Author's
Name 
Title
of Working Papers 
Date 


Working
Paper 

0 
K.
Takeuchi &
E. Wesley 
Selected
Russian Papers on Game Theory 
April
1968 


Research
Papers R1 through R27 

1 
S.N.
Afriat 
The
Equivalence In Two Dimensions Of The Strong And Weak Axioms Of Revealed
Preference. 
April 17, 1962 
2 
S.N.
Afriat 
The
Algebra Of Revealed Preference. 
May 25, 1962 
3 
S.N.
Afriat 
An
Identity Concerning The Relation Between The Paasche
And Laspeyre Indices. 
May 31, 1962 
4 
S.N.
Afriat 
The
Method Of Limits In The Theory Of Index Numbers 
June 15, 1962 
5 
Karl
Borch 
A
Note On Utility And Attitudes To Risk 
December 10, 1962 
6 
Michio Hatanaka 
Quarterly
Estimation Of The Quantity Of Money, Seasonally Unadjusted. 
September 15, 1961 
7 
Karl
Borch 
Price
Movements In The Stock Market 
April 30, 1963 
8 
Oskar Morgenstern 
On
Some Criticisms Of Game Theory 
September
1964 
9 
E.
Phillip Howrey 
Technical
Change, Capital Longevity 
December 16, 1964 
10 
John
G. Cragg 
Aggregation
Of Production Functions 
January 19, 1965 
11 
Kazuo
Mizutani 
On
Economic Entropy 
April
1965 
12 
Michael
D. Godfrey 
Prediction
For NonStationary Stochastic 
December 14, 1965 
13 
Oskar Morgenstern 
Nature’s
Attitude And Rational Behavior 
March
1966 
14 
Alvin
K. Klevorick 
Mathematical
Programming And Capital Budgeting 
September
1966 
15 
M.
Hatanaka & E.P.
Howrey 
On
The LongSwing Hypothess 
September
1966 
16 
O.
Morgenstern & G.L. Thompson 
Private
& Public Consumption & Savings In The Von Neumann Model Of An
Expanding Economy 
October
1966 
17 
E.
J. Kane & A.K. Klevorick 
Absence
Of Money Illusion: A Sine Qua Non 
December
1966 
18 
R.E.
Alcaly & A.K. Klevorick 
Judging
Quality By Prince, Snob Appeal, And The New Consumer Theory 
December
1966 
19 
Camilo Dagum 
A
New Approach To Inflation Through The Joint Analysis Of Economic Efficiency
& Social Welfare 
January
1968 
20 
S.
Peter Burley 
The
Dynamic Stability Of A Continuously Adjusting Cournot
Oligopoly With A Production Lag. 
March
1968 
21 
E. Philip Howrey 
Distributed
Lags And The Effectiveness Of Monetary Policy 
May
1968 
22 
H.H. Kelejian 
Identification
Of Nonlinear Systems: An Alternative To Fisher. 
January
1969 
23 
H.H. Kelejian 
Information
Lost In Aggregation: A Bayesian Approach. 
August
1969 
24 
Ray
C. Fair 
Sales
Expenctions And ShortRun 
November
1969 
25 
Ray
C. Fair 
The
Determination Of Aggregate Price Changes 
February
1970 
26 
Richard
R. Cornwall 
A
Note On Using Profit Functions To Aggregate Production Functions 
March
1971
RevisedSeptember 1971 
27 
H.H. Kelejian 
The
Estimation Of CobbDouglas Type Functions With Multiplicative And Additive
Errors: A Further Analysis 
March
1971 

Memorandum
Papers M1 through M372 
1 
Naval
Research 
Beneficiation
Of United States Manganese Reserves. 
January 15, 1957 
2 
Naval
Research 
Programming
The Supply Of Strategic Materials. 
September 18, 1957 
3 

Econometric
Analysis Of The
United States
Manganese Problem, Final Report,
Part I. 
October
1958 
4 
R.
G. Davis & W.G. Mellon 
On
The Magnification Of Derived Demand. 

5 
J.
Pfanzagel 
A
General Theory Of MeasurementApplication To Utility. 
December
1959

6 
R.
E. Kuenne 
Estimates
Of National And Regional Steel Production In The United States For 1970. 
February 2, 1959 
7 
S.
N. Afriat 
Value
And Expenditure. 
February
1959 
8 
H.
D. Mills 
Structures
In Logistics Operations. 
February
1959 
9 
H.
D. Mills 
Stochastic
Properties Of Elementary Logistic Components. 
February
1959 
10 
Daniel
Orr & W.G. Mellon 
Uncertainty
And The Expansion Of Bank Credit. 
November
1959 
11 
S.
N. Afriat 
The
Concepts Of Equivalence, Order And Scale In The Analysis Of Preferences.

January
1960 
12 
Clive
W. Granger 
First
Report Of The Time Series Project. 
February
1960 
13 
S.
N. Afriat 
The
Axiomatic Concept Of Scale And The Loci Of Preferences In The Theory Of
Consumers' Expenditures. 
March
1960 
14 

Econometric
Analysis Of The United States Manganese Problem, Final Report,
Part II. 
March
1960 
15 
Daniel
Orr 
Production
Stability And Inventory Variation. 
May
1960 
16 
S.
N. Afriat 
Statistical
Projections. 
June
1960 
17 
Richard
Davis 
Preference
Structures And The Measurement Of Military Worth. 
September
1960 
18 
S.
N. Afriat 
The
System Of Inequalities 
October
1960 
19 
O.
Morgenstern 
A
New Look At Economic Time Series Analysis. 
January
1961 
20 
S.
N. Afriat 
Gradient
Configurations And Quadratic Functions. 
January
1961 
21 
S.
N. Afriat 
Expenditure
Configurations. 
February
1961 
22 
R.
J. Aumann 
Subjective
Programming. 
February
1961 
23 
R.
J. Aumann 
Almost
Strictly Competitive Games. 
February
1961 
24 
S.
N. Afriat 
The
CostOfLiving Index: Algebraic Theory. 
March
1961 
25 
Koichi
Miyasawa 
The
NPerson Bargaining Game. 
March
1961 
26 
R.
J. Aumann 
Utility
Theory Without The Completeness Axiom. 
April
1961 
27 
S.
N. Afriat 
The
CostOfLiving Index: Combinatorial Theory. 
April
1961 
28 
R.
Reichardt 
Competition
Through The Introduction Of New Products 
July
1961 
29 
S.
N. Afriat 
Preference
Analysis: A General Method With Application To The CostOfLiving Index.

August
1961 
30 
F.
J. Ascombe & R.J. Aumann 
A
Definition Of Subjective Probability. 
August
1961 
31 
Koichi
Miyasawa 
An
Economic Survival Game. 
September
1961 
32 
R.
J. Aumann 
Mixed
And Behavior Strategies In Infinite Extensive Games. 
October
1961 
33 
Koichi
Miyasawa 
On
The Convergence Of The Learning Process In A 2x2 NonZeroSum TwoPerson
Game. 
October
1961 
34 
R.
J. Aumann & M. Maschler 
The
Bargaining Set For Cooperative Games. 
November
1961 
35 
S.
N. Afriat 
On
Utility: I. The Validity Of The Expected Utility Hypothesis; II. On
Bernoullian Utility For Goods And Money. 
December
1961 
36 
M.
Maschler 
Stable
Payoff Configurations For Quota Games. 
December
1961 
37 
M.
Maschler 
NPerson
Games With Only 1, N1, And NPerson Permissible Coalitions. 
March
1962 
38 
Morton
Davis & Michael Maschler 
Existence
Of Stable Payoff Configurations For Cooperative Games. 
June
1962 
39 
R.
J. Aumann 
Markets
With A Continuum Of Traders, I. 
July
1962 
40 
R.
J. Aumann 
Markets
With A Continuum Of Traders, II. 
July
1962 
41 
C.
W. J. Granger 
The
Effects Of VaryingMonthLength On The Analysis Of Economic Time Series.

July
1962 
42 
W.
G. Mellon 
An
Approach To A General Theory Of Priorities. An Outline Of Problems And
Methods. 
July
1962 
43 
O.
Morgenstern 
On
The Accuracy Of National Income And Growth Statistics. 
August
1962 
44 
C.
W. J. Granger 
Economic
Processes Involving Feedback. 
August
1962 
45 
C.
W. J. Granger & O. Morgenstern 
Spectral
Analysis Of New York Stock Market Prices. 
September
1962 
46 
Karl
Borch 
Reformulation
Of Some Problems In The Theory Of Risk. 
October
1962 
47 
O.
Morgenstern 
The
Command And Control Structure. 
October
1962 
48 
Richard
Quandt 
Some
Small Sample Properties Of Certain Structural Equation Estimators. 
December
1962 
49 
O.
Morgenstern 
Limits
To The Uses Of Mathematics In Economics. 
January
1963 
50 
M.
Maschler 
The
Power Of A Coalition. 
January
1963 
51 
Karl
Borch 
Payment
Of Dividend By Insurance Companies. 
January
1963 
52 
Michio Hatanaka & Mitsuo Suzuki 
A
Theory Of The Pseudospectrum And Its Application
To Nonstationary Dynamic Econometric Models. 
January
1963 
53 
Michio Hatanaka 
A
Spectral Analysis Of Business Cycle Indicators: LeadLag In Terms Of All
Points. 
February
1963 
54 
Karl
Borch 
The
Economics Of Uncertainty. 
March
1963 
55 
O.
Morgenstern 
The
Element Of Time In Value Theory: Perfect Foresight And Economic Equilibrium

April
1963 
56 
R.
J. Aumann 
Markets
With A Continuum Of Traders, III. 
October
1962 
57 
R.
J. Aumann 
Markets
With A Continuum Of Traders, IV. 
October
1962 
58 
Morton
Davis & Michael Maschler 
The
Kernel Of A Cooperative Game. 
June
1963 
59 
H.
F. Karreman 
Computer
Programs For Spectral Analysis Of Economic Time Series. 
June
1963 
60 
Michael
Maschler 
A
Price Leadership Method For Solving The Inspector's NonConstantSum Game.

September
1963 
61 
Morton
Davis 
A
Bargaining Procedure Leading To The Shapley
Curve. 
December
1963 
62 
Morton
Davis 
Verification
Of Disarmament By Inspection: A Game Theoretic Model. 
December
1963 
63 
O.
Morgenstern 
Pareto
Optimum And Economic Organization. 
January
1964 
64 
M.
D. Godfrey & H.F.
Karreman 
A
Spectrum Analysis Of Seasonal Adjustment. 
April
1964 
65 
S.
M. Golfeld & R.E. Quandt 
Tests
To Discriminate Between Linear And Ratio Models. 
May
1964 
66 
Mitsuo Suzuki 
A
Spectral Analysis Of Japanese Economic Time Series Since The 1880's. 
June
1964 
67 
D.
Brillinger 
An
Introduction To Polyspectra. 
June
1964 
68 
J.
G. Cragg 
Small
Sample Properties Of Various SimultaneousEquation Estimators: The Results
Of Some Monte Carlo Experiments. 
October
1964 
69 
Nevins Baxter 
The
CommercialPaper Market. 
October
1964 
70 
R.
E. Quandt 
Old
And New Methods Of Estimation And The Pareto Distribution. 
October
1964 
71 
Gunther Menges 
Predecisions. 
January
1965 
72 
S.
Goldfeld, R.Quandt, & H. Trotter 
Maximization
By Quadratic HillClimbing. 
January
1965 
73 
Michael
Maschler 
Playing
An NPerson Game. An Experiment. 
February
1965 
74 
Bezalel Peleg 
Composition
Of General Sum Games. 
April
1965 
75 
P.
A. Tinsley 
On
The Flexibility Of CostPlus Pricing. 
April
1965 
76 
C.
Tisdell 
Upon
The Pareto Optimality Of Group Behavior. 
May
1965 
77 
M.
Hatanaka 
Another
View Of The Long Swing: Comments On Adelman's
Study Of Long Cycles. 
June
1965 
78 
E.
P. Howrey 
A
Spectral Analysis Of The LongSwing Hypothesis. 
August
1965 
79 
Stephen
Goldfeld & Richard Quandt 
Nonlinear
Simultaneous Equations: Estimation And Prediction. 
October
1965 
80 
K.P.
Heiss 
Game
Theory And Human Conflicts. 
March
1966 
81 
Stephen
Goldfeld & Edward Kane 
The
Determinants Of Member Bank Borrowing: An Econometric Study. 
March
1965 
82 
H.
Grabowski 
The
Determinants And Effects Of Industrial Research And Development. 
September
1966 
83 
E.
P. Howrey 
Stabilization
Policy In Linear Stochastic Systems. 
September
1966 
84 
Ezio Marchi 
"Simple"
Stability Of General NPerson Games. 
February
1967 
85 
Camilo Dagum 
On
Methods And Purposes In Econometric Model Building. 
May
1967 
86 
Ezio Marchi 
A
Game Theoretical Approach To Some Situations In Opinion Making. 
May
1967 
87 
E.
P. Howrey 
Dynamic
Properties Of Stochastic Linear Econometric Models. 
June
1967 
88 
E.
P. Howrey 
Stochastic
Properties Of The KleinGoldberger Model. 
September
1967 
89 
A.
Klevorick 
Capital
Budgeting Under Risk: Mathematical Programming Approach. 
September
1967 
90 
M.
Godfrey & E.P. Howrey 
An
Analysis Of International Consumption Functions. 
September
1967 
91 
W.
H. Witherell 
Dynamics
Of The International Wool Markets. An Econometric Analysis. 
September
1967 
92 
Camilo Dagum 
On
Deterministic And Stochastic Structures. 
December
1967 
93 
Heinz
Schleicher 
Fiscal
Policy, Mathematical Programming And TwoPerson ZeroSum Game Theory.

March
1968 
94 
S.
P. Burley 
Fluctuations
In The Australian Economy: Viewed By Frequency Techniques. 
March
1968 
95 
S.
Goldfeld, R.Quandt, & H. Trotter 
Maximization
By Improved Quadratic HillClimbing And Other Methods. 
April
1968 
96 
M.
Maschler, B.Peleg, & J. Shapley 
Characterization
Of The Kernels Of Convex Games. 
July
1968 
97 
Ezio Marchi 
Foundations
Of NonCooperative Games. 
1968 
98 
Camilo Dagum 
Structural
Permanence, Its Role In The Analysis Of Structural Dualisms And Dependence
And For Prediction And Decision Purposes. 
April
1968 
99 
Camilo Dagum 
NonParametric
And Gaussian Bivariate Transvariation
Theory: Its Application To Economics. 
June
1968 
100 
Camil Dagum 
Multivariate
Transvariation Theory Among Several Distributions
And Its Economic Applications. 
June
1968 
101 
E.
P. Howrey & W.H. Witherell 
Stochastic
Properties Of A Model Of The International Wool Market. 
June
1968 
102 
E.
P. Howrey 
Structural
Change And Postwar Economic Stability: An Econometric Test. 
July
1968 
103 
R.
Cornwall 
Integrating
Measurable And Continuous Correspondence. 
September
1968 
104 
J.
B. Taylor 
Fiscal
And Monetary Stabilization Policies In A Model Of Endogenous Cyclical
Growth. 
October
1968 
105 
R.
Cornwall 
Convexity
And Continuity Properties Of Preference Function. 
October
1968 
106 
R.
Cornwall 
The
Use Of Prices To Characterize The Core Of An Economy. 
November
1968 
107 
R.
Cornwall 
The
Approximation Of Perfect Competition By A Large But Finite Number Of Traders.

December
1968 
108 
Heinz
Schleicher 
On
The "FreeRider" Conditional Probabilities And Recursive Games.
. 
December
1968 
109 
Kenneth
Lewis 
Textile
Mill Fiber Consumption In The United States: An Econometric Analysis. 
February
1968 
110 
Ray
C. Fair 
Excess
Labor And Aggregate Employment Functions. 
August
1969 
111 
James
Case 
A
Game In Economics. 
February
1970 
112 
James
Case &
G. Kimeldorf 
On
Nash Equilibrium Points And Games Of Imperfect Formation. 
June
1970 
113 
James
Case 
A
Bargaining Model For Industrial Wage Dispute. 
June
1970 
114 
Ray
C. Fair 
Labor
Force Participation, Wage Rates, And Money Illusion. 
September
1970 
115 
G.
C. Chow 
Optimal
Control Of Linear Econometric Systems With Finite Time Horizon. 
October
1970 
116 
D.
Bradford 
An
Econometric Model Of The Flight To The Suburbs. 
October
1970 
117 
R.
Cornwall 
Conditions
For The Graph And The Interval Of A Correspondence To Be Open. 
November
1970 
118 
G.
C. Chow & Ray C. Fair 
Maximum
Likelihood Estimation Of Linear Equation Systems With AutoRegressive
Residuals. 
November
1970
Revised  September 1971 
119 
Ray
C. Fair 
Consumer
Sentiment, The Stock Market, And Consumption Functions. 
January
1971
Revised  September 1971 
120 
Ray
C. Fair 
A
Note On The Estimation Of Polynomial Distributed Lags. 
February
1971 
121 
Ray
C. Fair 
A
Comparison Of Alternative Estimators Of Macroeconomic Models. 
March
1971
Revised  September 1971 
122 
Richard
Quandt 
A
Further Approach To The Estimation Of Switching Regressions. 
March
1971 
123 
G.
C. Chow 
Multiperiod Predictions From Stochastic Difference Equations By Bayesian
Methods. 
April
1971 
124 
G.
C. Chow & AnLoh Lin 
Best
Linear Unbiased Interpolation, Distribution, And Extrapolation Of Time
Series By Related Series. 
April
1971 
125 
H.
H. Kelejian 
Random
Parameters In A Simultaneous Equations Framework: Identification And Estimation.

April
1971 
126 

Analysis
And Control Of Dynamic Economic Processes (A Proposal Submitted To The
National Science Foundation). 
January
1971 
127 
Ray
C. Fair 
CapitalLabor
Substitution And The Demand For Capacity. 
August
1971 
128 
Ray
C. Fair 
The
Joint Determination Of Production, Employment, And Investment Decisions.

September
1971 
129 
Ray
C. Fair 
Efficient
Estimation Of Simultaneous Equations With AutoRegressive Errors By Instrumental
Variables. 
September
1971 
130 
S.
Goldfeld, H.Kelejian, & R. Quandt 
Least
Squares And Maximum Likelihood Estimation Of Switching Regressions.

November
1971 
131 
Alan
Blinder 
Estimating
A Micro Wage Equation: Pitfalls And Some Provisional Estimates.

November
1971 
132 
Ray
C. Fair 
Disequilibrium
In Housing Models. 
November
1971 
133 
Alan
Blinder 
A
Model Of Inherited Wealth. 
November
1971 
134 
Alan
Blinder 
Are
Income Taxes Inflationary Or Deflationary? An Expository Note. 
January
1972 
135 
Ray
C. Fair & Harry Kelejian 
Methods
For Estimation For Markets In Disequilibrium: A Further Study. 
January
1972 
136 
George
De Menil 
Aggregate
Price Dynamics. 
December
1971 
137 
D.
R. Chapman 
FullInformation
Maximum Likelihood Program: User's Guide. 
April
1972 
138 
Gregory Chow 
How
Much Could Be Gained By Optimal Stochastic Control Policies. 
April
1972 
139 
Gregory Chow 
Problems
Of Economic Policy From The Viewpoint Of Optimal Control. 
May
1972
Revised  November 1972 
140 
Richard
Quandt 
Testing
Nonnested Hypotheses. 
May
1972 
141 
Gregory Chow
& Douglas Chapman 
Optimal
Control Programs: User's Guide. 
May
1972 
142 
Gregory Chow 
On
The Computation Of FullInformation Maximum Likelihood Estimates For Nonlinear
Equations Systems. 
June
1972 
143 
Michael
Athans & Gregory Chow 
Introduction
To Stochastic Control Theory And Economic Systems. 
June
1972 
144 
A.
Blinder & R. Solow 
Does
Fiscal Policy Matter? 
August
1972 
145 
Gregory Chow 
Effects
Of Uncertainty On Optimal Control Policies. 
September
1972 
146 
Ray
C. Fair 
On
The Solution Of Optimal Control Problems As Maximization Problems. 
February
1973 
147 
Stephen
Goldfeld & Richard Quandt 
The
Estimation Of Structural Shifts By Switching Regressions. 
May
1973 
148 
Adrian
Pagan 
A
Note On The Extraction Of Components From Time Series. 
May
1973 
149 
G.
De Menil, & S. Bhalla 
Direct
Measurement Of Popular Price Expectations. 
July
1973 
150 
M.
Rothschild 
Searching
For The Lowest Price When The Distribution Of Prices Is Unknown. 
August
1973 
151 
Gregory Chow & Michael
Athans 
Introduction
To Selected Papers From The Second NBER Stochastic Control Conference.

September
1973 
152 
M.
Golubitsky & M. Rothschild 
On
The Convergence Of The Age Structure. 
October
1973 
153 
Adrian
Pagan 
Estimation
Of An Evolving Seasonal Pattern As An Application Of Stochastically Varying
Parameter Regression. 
October
1973 
154 
Ray
C. Fair 
An
Evaluation Of A ShortRun Forecasting Model. 
October
1973 
155 
Gregory Chow 
A
Family Of Estimators For Simultaneous Equation Systems. 
October
1973 
156 
Adrian
Pagan 
Optimal
Control Of Econometric Models With Autocorrelated
Disturbance Terms. 
November
1973 
157 
Gregory Chow 
A
Solution To Optimal Control Of Linear Systems With Unknown Parameters.

December
1973 
158 
Oliver
Hart 
On
The Existence Of Equilibrium In A Securities Model. 
January
1974 
159 
Ray
C. Fair 
A
Test Of CapitalLabor Substitution Using Capacity Data. 
January
1974 
160 
Ray
C. Fair 
A
Model Of Firm Behavior Encompassing Price, Production, Investment, And
Employment Decisions. 
January
1974 
161 

This
Memorandum Was Revised And Published At A Later Date As Memorandum No.
193. 

162 
Alan
Blinder 
Distribution
Effects And The Aggregate Consumption Function. 
April
1974 
163 
Oliver
Hart 
A
Proof Of The Impossibility Of Obtaining General Wealth Effect Comparative
Statics Properties In Portfolio Theory. 
April
1974 
164 
M.
Golubitsky, E.B. Keeler & M. Rothschild 
Convergence
Of The Age Structure: Applications Of The Projective Metric. 
May
1974 
165 
Oliver
D. Hart 
A
Model Of The Stock Market With Many Goods. 
May
1974 
166 
Andrew
B. Abel 
A
Comparison Of Three Control Algorithms As Applied To The MonetaristFiscalist Debate. 
May
1974 
167 
Gregory Chow 
Identification
And Estimation In Econometric Systems: A Survey. 
May
1974 
168 
A.
S. Blinder & S. M. Goldfeld 
New
Measures Of Fiscal And Monetary Policy, 19581971. 
July
1974 
169 
S.
M. Goldfeld & R.E. Quandt 
Estimation
In A Disequilibrium Model And The Value Of Information. 
July
1974 
170 
K.
D. Garbade 
Optimal
Policies For Structural Models. 
October
1974 
171 
M.
Rothschild 
Further
Notes On The Allocation Of Effort. 
December
1974 
172 
G.
C. Chow 
Introduction
To Selected Papers From The Third NBER Stochastic Control Conference.

February
1985 
173 
G.
C. Chow & AnLoh Lin 
Best
Linear Unbiased Estimation Of Missing Observations In An Economic Time
Series. 
February
1975 
174 
Martin
Hellwig 
Monopolistic
Discrimination Over Time: Remarks On Periodization
In Economic Models. 
March
1975 
175 
G.
C. Chow 
On
The Control Of Nonlinear Econometric Systems With Unknown Parameters.

March
1975 
176 
G.
C. Chow 
A
Note On The Derivation Of Theil's BLUS Residuals.

March
1975 
177 
M.
F. Hellwig 
A
Model Of Borrowing And Lending With Bankruptcy. 
April
1975 
178 
R.
E. Quandt 
A
Note On Amemiya's Nonlinear TwoStage Least
Squares Estimators. 
May
1975 
179 
N.
M. Kiefer &
J.G. Mackinnon 
Small
Sample Properties Of Demand System Estimates. 
June
1975 
180 
G.
C. Chow 
An
Approach To The Feedback Control Of Nonlinear Econometric Systems.

July
1975 
181 
D.
T. Sant 
Deriving
Estimates Of Structural Parameters From Estimates Of Reduced Form Parameters.

July
1975 
182 
Donald
Sant 
Restricted
Reduced Form From Single Equation Methods: Asymptotic Relative Efficiency.

July
1975 
183 
Irma
Adelman & S. Robinson 
A
Wage And Price Endogenous Model For Planning Income Distribution Policy.

August
1985 
184 
Richard
Quandt 
Some
Quantitative Aspects Of The Economics Journal Literature. 
August
1975 
185 
Willem
Buiter 
On
Two Specifications Of Asset Equilibrium In Macroeconomic Models. 
October
1975 
186 
Kenneth
Garbade 
Two
Methods Of Examining The Stability Of Regression Coefficients. 
October
1975 
187 
W.
H. Buiter 
The
LongRun Effects Of Fiscal Policy. 
October
1975 
188 
W.
H. Buiter 
ShortRun
Disequilibrium In Dynamic MacroModels. 
November
1975 
189 
Gregory Chow 
Control
Methods For Macroeconomic Policy Analysis. 
November
1975 
190 
Richard
Quandt 
Estimating
Mixtures Of Normal Distributions And Switching Regressions. 
November
1975 
191 
Willem
Buiter 
Crowding
Out And The Effectiveness Of Fiscal Policy. 
December
1975 
192 
Willem
Buiter 
Economic
Policy In ShortRun Models And In LongRun Equilibrium; A Theoretical
Framework And Some Applications. 
December
1975 
193 
D.
F. Bradford & G. Hildebrandt 
Observable
Public Good Preferences. 
December
1975 
194 
DerAnn Hsu & Richard
Quandt 
Statistical
Analyses Of Aircraft Hijackings And Political Assassinations. 
February
1976 
195 
Martin
Hellwig 
Bankruptcy,
Limited Liability And The ModiglianiMiller Theorem. 
March
1976 
196 
Alan
S. Blinder 
Indexing
The Economy Through Financial Intermediation. 
March
1976 
197 
Richard
Quandt 
Testing
Hypotheses In Disequilibrium Models. 
June
1976 
198 
Richard
Quandt 
Maximum
Likelihood Estimation Of Disequilibrium Models. 
April
1976 
199 
Gregory
C. Chow 
Usefulness
Of Imperfect Models For The Formulation Of Stabilization Policies.

May
1976 
200 
M.
Nishimizu & C.R. Hulten 
The
Sources Of Japanese Economic Growth: 195571. 
June
1976 
201 
G.
Hildebrandt & L. D'Andrea Tyson 
Performance
Incentives And Planning Under Uncertainty. 
July
1976 
202 
Martin
Hellwig 
A
Model Of Monetary Exchange. 
December
1976 
203 
G.
C. Chow & S.B. Megdal 
An
Econometric Definition Of The InflationUnemployment TradeOff. 
September
1976 
204 
G.
Hildebrandt & L. D'Andrea Tyson 
Performance
Incentives Versus Prices Versus Quantities. 
October
1976 
205 
Gregory
C. Chow 
Evaluation
Of Macroeconomic Policies By Stochastic Control Techniques. 
December
1976 
206 
Gregory
C. Chow 
Effective
Use Of Econometric Models In Macroeconomic Policy Formulation. 
February
1977 
207 
G.
C. Chow & S.B. Megdal 
The
Control Of Large Scale Nonlinear Econometric Systems. 
March
1977 
208 
Harvey
Rosen & Richard Quandt 
Estimation
Of A Disequilibrium Aggregate Labor Market. 
February
1977 
209 
Ettie Butters & Gregory Chow 
Optimal
Control Of Nonlinear System Program: User's Guide. 
April
1977 
210 
Farrell
Bloch 
Residential
Demand For Natural Gas. 
April
1977 
211 
Gregory Chow 
Comparison
Of Econometric Models By Optimal Control Techniques. 
April
1977 
212 
H.
S. Rosen 
An
Approach To The Study Of Income, Utility, And Horizontal Equity. 
Revised
 February 1977 
213 
Gregory Chow 
A
Reformulation Of Simultaneous Equations Models For Markets In Disequilibrium.

August
1977 
214 
Gregory Chow 
Regression
With OneSided Errors In The Dependent Variable. 
August
1977 
215 
S.
Barbera & H. Sonnenschein 
Mixture
Social Welfare Functions. Revised November 1977 
September
1977 
216 
Willem
Buiter 
Optimal
Foreign Exchange Market Intervention With Rational Expectations. 
November
1977 
217 
Willem
Buiter 
ShortRun
And LongRun Effects Of External Disturbances Under A Floating Exchange
Rate. 
November
1977 
218 
H.
S. Rosen 
Housing
Decisions And The U.S. Income Tax: An Econometric Analysis.

April
1977 
219 
Gregory Chow 
Optimal
Control Of Stochastic Differential Equation Systems. 
December
1977
Revised May 1979 
220 
Roger
Gordon 
Empirical
Comparisons Of Alternative Measures Of Economic WellBeing. 
December
1977 
221 
Willem
Buiter 
Walras' Law And All That, Budget Constraints And Balance Sheet
Constraints In Period Models And Continuous Time Models. 
December
1977 
222 
Bryan
Brown 
Sample
Size Requirements In Full Information Maximum Likelihood Estimation.

February
1978 
223 
Willem
Buiter 
UnemploymentInflation
TradeOffs With Rational Expectations In An Open Economy 
February
1978
Revised  June 1978 
224 
William
Novshek & H. Sonnenschein 
Cournot And Walras Equilibrium. 
February
1978 
225 
Gregory Chow 
Econometric
Policy Evaluation And Optimization Under Rational Expectations. 
May
1978 
226 
Jonathan
Eaton 
Fiscal
Policy, Inflation, And The Accumulation Of Risky Capital. 
May
1978 
227 
Jonathan
Eaton 
Price
Variability, Utility And Savings. 
May
1978 
228 
Edward
Green 
NonCooperative
Price Taking In Large Dynamic Markets. 
July
1978 
229 
S.
M. Goldfeld & R.E. Quandt 
Asymptotic
Tests For The Constancy Of Regressions In The Heteroscedastic
Case. 
July
1978 
230 
Bryan
Brown 
Identification
Of Parametric Functions In Linear Simultaneous Equation Models. 
August
1978 
231 
Harvey
Rosen 
Estimating
InterCity Differences In The Price Of Housing. 
September
1978 
232 
Willem
Buiter & Mark Gersovitz 
Issues
In Controllability And The Theory Of Economic Policy. 
September
1978 
233 
W.
Novshek & H. Sonnenschein 
Marginal
Consumers And Neoclassical Demand Theory. 
September
1978 
234 
Gregory Chow 
A
Reconciliation Of The Information And Posterior Probability Criteria For
Model Selection. 
October
1978
Revised  February 1979 
235 
Gregory Chow 
Evaluation
Of Econometric Models By Decomposition And Aggregation. 
October
1978
Revised  November 1979 
236 
Gregory Chow 
The
Estimation Of Total Investable Resources. 
October
1978 
237 
James
Healy & John
Piderit 
The
Interest Arbitrage Equation As A Multiple Input Transfer Function. 
November
1978 
238 
Mark
Gersovitz 
On
Classification Probabilities For The Disequilibrium Model. 
December
1978 
239 
Gregory Chow 
Selection
Of Econometric Models By The Information Criterion. 
March
1979 
240 
Rolf
Henriksen 
Nonlinear
Filtering In Econometric Models. 
April
1979 
241 
Willem
Buiter 
The
Macroeconomics Of Dr. PanglossA Critical Survey
Of The New Classical Macroeconomics. 
April
1979 
242 
Rolf
Henriksen 
A
Note On Truncated Second Order Filters. 
April
1979 
243 
Kenneth
Small 
The
Scheduling Of Consumer Activities: Work Trips. 
May
1979 
244 
J.
Carmichael 
Money,
Inflation And Economic Growth: Conditions For Superneutrality
In A General Optimizing Framework. 
May
1979 
245 
J.
Carmichael 
Economic
Equilibrium And SteadyState Growth With IntergenerationallyDependent
Preferences. 
May
1979 
246 
W.
Novshek & H. Sonnenschein 
Small
Efficient Scale As A Foundation For Walrasian
Equilibrium. 
June
1979 
247 
Henri
Sneessens 
Involuntary
Unemployment And The Consumer's Behavior. 
June
1979 
248 
Richard
Quandt & T.J. Trussell 
Some
Empirical Evidence On Model Selection Rules. 
June
1979 
249 
Edward
Green 
A
Welfare Theory For NonMalevolent Agents. 
July
1979 
250 
Henri
Sneessens 
On
The Econometrics Of Quantity Rationing Models. 
July
1979 
251 
Richard
Quandt & Jonathan Eaton 
A
QuasiWalrasian Model Of Rationing And Labor Supply: Theory And
Estimation. 
November
1979 
252 
Gregory Chow 
Estimation
Of Rational Expectations Models. 
November
1979 
253 
Gregory Chow 
A
Comparison Of The Information And Posterior Probability Criteria For Model
Selection. 
November
1979 
254 
Gregory Chow 
Estimation
And Optimal Control Of Econometric Models Under Rational Expectations.

November
1979 
255 
P.
Dasgupta & J. Stiglitz 
Uncertainty,
Industrial Structure And The Speed Of R&D. 
October
1979 
256 
J.
Stiglitz 
The
Inefficiency Of The Stock Market Equilibrium. 
October
1979 
257 
Gregory Chow 
The
Economy Of The People's Republic Of China: Past Performance And Future Prospects.

December
1979 
258 
David
Sappington 
Limited
Liability Contracts Between Principal And Agent. 
January
1980 
259 
M.
Nishimizu, R. Quandt, & H. Rosen 
The
Demand And Supply For Investment Goods: Does The Market Clear? 
February
1980 
260 
Bryan
Brown & Shlomo Maital 
What
Do Economists Know? An Empirical Study Of Experts' Expectations. 
March
1980 
261 
J.
Stiglitz & P. Dasgupta 
Market
Structure And Resource Depletion, A Contribution To The Theory Of Intertemporal Monopolistic Competition. 
March
1980 
262 
J.
Stiglitz & P. Dasgupta 
Market
Structure And Resource Depletion Under Uncertainty. 
March
1980 
263 
P.
Dasgupta, R. J. Gilbert, & J. Stiglitz 
Invention
And Innovation Under Alternative Market Structures: The Case Of Natural
Resources. 
March
1980 
264 
Stephen
Goldfeld & Richard Quandt 
Single
Market Disequilibrium Models, Estimation And Testing. 
April
1980 
265 
S.
Goldfeld & R. Quandt 
Econometric
Modelling With Nonnormal
Disturbances. 
June
1980 
266 
Carl
Walsh 
Measurement
Error, Budget Identities And The Estimation Of Financial Markets. 
August
1980 
267 
Joseph
Stiglitz & Andrew Weiss 
Credit
Rationing In Markets With Imperfect InformationPart I. 
August
1980 
268 
Joseph
Stiglitz & Andrew Weiss 
Credit
Rationing In Markets With Imperfect Information: Part IIConstraints
As Incentive Devices. 
August
1980 
269 
Richard
Quandt 
Equilibrium
And Disequilibrium: Transitional Models. 
September
1980 
270 
Richard
Quandt 
Autocorrelated Errors In Simple Disequilibrium Models. 
September
1980 
271 
W.
H. Branson & J. Braga De Macedo 
The
Optimal Weighting Of Indicators For A Crawling Peg. 
October
1980 
272 
Kenneth
Small 
The
Incidence Of Congestion Tolls On Urban Highways. 
September
1980 
273 
J.
Braga De Macedo 
Optimal
Currency Diversification For A Class Of RiskAverse International Investors.

December
1980 
274 
Cheng
Hsiao 
Autoregressive
Modeling And Causal Ordering Of Economic Variables. 
December
1980 
275 
Gregory Chow 
Econometric
Analysis By Control Methods, Introduction. 
December
1980 
276 
D.
Newbery & J. Stiglitz 
Risk
Aversion, Supply Response, And The Optimality Of Random Prices. 
February
1981 
277 
D.
Newbery & J. Stiglitz 
The
Choice Of Techniques And The Optimality Of Market Equilibrium With Rational
Expectations. 
February
1981 
278 
W.
Charemza & R.E. Quandt 
Models
And Estimation Of Disequilibrium For Centrally Planned Economies. 
March
1981 
279 
Richard
Quandt 
Classical
And Bayesian Hypothesis Testing: A Compromise. 
April
1981 
280 
Gregory Chow 
Outline
Of An Econometric Model For Chinese Economic Planning. 
April
1981 
281 
D.
Newbery & J. Stiglitz 
Pareto
Inferior Trade And Optimal Trade Policy. 
May
1981 
282 
Leo
Simon 
Bertrand
And Walras Equilibrium. 
May
1981 
283 
S.
Salop & J. Stiglitz 
The
Theory Of Sales: A Simple Model Of Equilibrium Price Dispersion With Identical
Agents. 
June
1981 
284 
J.
Brown, & H. Rosen 
On
The Estimation Of Structural Hedonic Price Models. 
June
1981 
285 
R.
Anderson & H. Sonnenschein 
On
The Existence Of Rational Expectations Equilibrium. 
July
1981 
286 
Anderson,
Sonnenschein 
Rational
Expectations Equilibrium With Linear Models. 
July
1981 
287 
H.
Sonnenschein 
Price
Dynamics Based On The Adjustment Of Firms. 
July
1981 
288 
Dilip Abreu & David Pearce 
On
The Inconsistency Of Certain Axioms On Solution Concepts For NonCooperative
Games. 
August
1981 
289 
R.
J. Arnott & J.E. Stiglitz 
Labor
Turnover, Wage Structure, And Moral Hazard: The Inefficiency Of Competitive
Markets. 
September
1981 
290 
J.E.
Stiglitz 
SelfSelection
And Pareto Efficient Taxation. 
September
1981 
291 
Gregory Chow 
Solution
And Estimation Fo Simultaneous Equations Under
Rational Expectations. 
October
1981 
292 
Kenneth
Small 
Ordered
Logit: A Discrete Choice Model With Proximate Covariance
Among Alternatives. 
December
1981 
293 
B.
Nalebuff & J. Stiglitz 
Prizes
And Incentives: Towards A General Theory Of Compensation And Competition.

January
1982 
294 
A.
Braverman & J. Stiglitz 
Sharecropping
And The Interlinking Of Agrarian Markets. 
January
1982 
295 
Richard
Quandt 
The
Structure Of Disequilibrium Models. 
February
1982 
296 
K.
Small & D. Brownstone 
Efficient
Estimation Of Nested Logit Models: An Application
To Trip Timing. 
March
1982 
297 
B.
Nalebuff & Stiglitz 
Quality
And Prices. 
May
1982 
298 
A.
Braverman & J. Stiglitz 
Moral
Hazard, Incentive Flexibility And Risk: CostSharing Arrangements Under
Sharecropping. 
June
1982 
299 
A.
Braverman & J. Stiglitz 
Sharecropping
And The Interlinking Of Agrarian Markets. 
February
1962 
300 
Gregory Chow 
Note
On MaximumLikelihood Estimation Of Misspecified
Models. 
June
1982 
301 
David
Pearce 
Ex
Ante Equilibrium: Strategic Behavior And The Problem Of Perfection. . 
June
1982 
302 
J.
Stiglitz 
Information,
Screening, And Welfare. 
June
1982 
303 
M.
Rothschild & J. Stiglitz 
A
Model Of Employment Outcomes Illustrating The Effect Of The Structure
Of Information On The Level And Distribution Of Income. 
June
1982 
304 
J.
Stiglitz 
See
Memorandum No. 302. 
September
1982 
305 
Cheng
Hsiao 
Multinomial
Logit Specification Tests. 
July
1983 
306 
Whitney
Newey 
Generalized
Methods Of Moments Specification Testing. 
June
1983 
307 
Gregory Chow 
The
Chinese Economy: Analyses Of Selected Problems. 
August
1983 
308 
Whitney
Newey 
MaximumLikelihood
Step Size And The One Step Theorem. 
June
1982 
309 
Gregory Chow 
A
Model Of Chinese National Income Determination. 
October
1983 
310 
J.
Stiglitz 
Duopolies
Are More Competitive Than Atomistic Markets. 
February
1984 
311 
J.
Stiglitz 
Theory
Of Competition, Incentives, And Risk. 
February
1984 
312 
Hervé Moulin 
Lecture
Notes On The Theory Of Voting. 
February
1984 
313 
Hervé Moulin 
The
Delegation Axiom And EqualSharing Methods. 
May
1984 
314 
Gregory Chow
& Philip Reny 
On
Two Methods For Solving And Estimating Linear Simultaneous Equations Under
Rational Expectations. 
July
1984 
315 
Whitney
Newey 
Nearly
Efficient Moment Restriction Estimation Of Regression Models With Nonnormal Disturbances. 
August
1984 
316 
J.
Stiglitz 
Towards
A More General Theory Of Monopolistic Competition. 
October
1984 
317 
Angus
Deaton 
Panel
Data From TimeSeries Of CrossSections. 
January
1985
RevisedJanuary 1985 
318 
James
Dow & Sergio
Werlang 
The
Consistency Of Welfare Judgements With A Representative
Consumer. 
July
1985 
319 
Carlo
Carraro 
Hierarchical
Games For Macroeconomic Policy Analysis. 
September
1985 
320 
Carlo
Carraro 
Regression
And Kalman Filter Methods For TimeVarying Econometric
Models. 
September
1985 
321 
Ben
Bernanke 
Alternative
Explanations Of The MoneyIncome Correlation. 
January
1986 
322 
S.
Goldfeld & R. Quandt 
The
Econometrics Of Rationing Models. 
May
1986 
323 
John
Campbell & Robert Shiller 
Cointegration And Tests Of Present Value Models. 
March
1986
Revised  March 1986 
324 
R.
Kanbur, & Stiglitz 
Intergenerational
Mobility And Dynastic Inequality. 
April
1986 
325 
Whitney
Newey 
Asymmetric
Least Squares Estimation And Testing. 
June
1986 
326 
Gregory Chow 
Development
Of A More MarketOriented Economy In China. 
August
1986 
327 
Gregory Chow 
Money
And Price Level Determination In China. 
August
1986 
328 
Gregory Chow 
Rational
Versus Adaptive Expectations In Present Value Models. 
Revised
 August 1988 
329 
Jerry
Hausman, Whitney Newey & William Taylor 
Efficient
Estimation And Identification Of Simultaneous Equations Models With Covariance
Restrictions. 
Revised
 March 1986 
330 
Whitney
Newey 
Adaptive
Estimation Of Regression Models Via Moment Restrictions. 
February
1987 
331 
Whitney
Newey & James Powell 
Efficient
Estimation Of Linear And Type I Censored Regression Models Under Conditional
Quantile Restrictions. 
June
1987 
332 
Martin
Evans 
Credibility
And Commitment: Some New Methods For The Design And Evaluation Of Policy
In Continuous Time Rational Expectations Models. 
October
1987 
333 
Franco
Peracchi 
Robust
Estimation Of Engel Curves With Censored Data. 
October
1987 
334 
J.
Campbell & R. Shiller 
Stock
Prices, Earnings, And Expected Dividends. 
January
1988 
335 
Pierre
Perron 
A
Continuous Time Approximation Of The Unstable FirstOrder Autoregressive
Process: The Case Without An Intercept. 
August
1988 
336 
Pierre
Perron 
Testing
For A Random Walk: A Simulation Experiment Of Power When The Sampling
Interval Is Varied. 
Revised
1988 
337 
Pierre
Perron 
A
Continuous Time Approximation To The Stationary FirstOrder Autoregressive
Model. 
October
1988 
338 
Pierre
Perron 
The
Great Crash, The Oil Price Shock And The Unit Root Hypothesis. 
Revised
 November 1988 
339 
Gregory Chow 
Teaching
Economics And Studying Economic Reform In China. 
December
1988 
340 
Gregory Chow 
Market
Socialism And Economic Development In China. 
December
1988 
341 
Whitney
Newey 
Efficient
Instrumental Variables Estimation Of Nonlinear Models. 
Revised
 March 1989 
342 
Whitney
Newey 
Uniform
Convergence In Probability And Stochastic Equicontinuity.

March
1989 
343 
Lin
Zhou 
Impossibility
Of StrategyProof Mechanisms For Economies With Pure Public Goods. 
May
1989 
344 
Jeoren Swinkels 
Subgames And The Reduced Normal Form. 
May
1989 
345 
Pierre
Perron 
Test
Consistency With Varying Sampling Frequency. 
Revised
May 1989 
346 
Whitney
Newey 
The
Asymptotic Variance Of SemiParametric Estimators. 
August
1989 
347 
Pierre
Perron 
Testing
For A Unit Root In A Time Series With A Changing Mean. 
Revised
 August 1989 
348 
Whitney
Newey 
Series
Estimation Of Regression Functionals. 
June
1989, 56 
349 
Pierre
Perron 
The
Adequacy Of Limiting Distributions In The AR(1)
Model With Dependent Errors. 
November
1989
Revised June 1990 
350 
Pierre
Perron 
Further
Evidence On Breaking Trend Functions In Macroeconomic Variables. 
April
1990
Revised  August 1990 
351 
Whitney
Newey 
Locally
Efficient, ResidualBased Estimation Of Nonlinear Simultaneous Equations.

October
1989 
352 
Whitney
Newey 
Efficient
Estimation Of Semiparametric Models Via Moment
Restrictions. 
March
1990 
353 
René
Garcia & Pierre Perron 
An
Analysis Of The Real Interest Rate Under Regime Shifts. 
July
1989
Revised  August 1990 
354 
Pierre
Perron 
The
Limiting Distribution Of The Least Squares Estimator In Nearly Integrated
Seasonal Models. 
September
1990 
355 
Eric
Ghysels & Pierre Perrron 
The
Effect Of Seasonal Adjustment Filters On Tests For A Unit Root. 
April
1990
Revised  October 1990 
356 
Gregory Chow 
Capital
Formation And Economic Growth In China. 
November
1990 
357 
Gregory Chow 
The
MultiplierAccelerator Model In The Light Of Cointegration. 
November
1990 
358 
Gilbert
Metcalf 
Specification
Testing In Panel Data With Instrumental Variables. 
November
1990 
359 
Pierre
Perron & Timothy Vogelsang 
Nonstationarity And Level Shifts With An Application To Purchasing Power
Parity. 
November
1990 
360 
John
Campbell & Pierre Perron 
Pitfalls
And Opportunities: What Macroeconomists Should Know About Unit Roots. 
April
1991 
361 
Gregory Chow 
Dynamic
Optimization Without Dynamic Programming. 
September
1991 
362 
Seiji
Nabeya & Pierre Perron 
Local
Asymptotic Distributions Related To The AR(1)
Model With Dependent Errors. 
May
1991 Revised  July 1991 
363 
Pierre
Perron 
A
Test For Changes In A Polynomial Trend Function For A Dynamic Time Series.

March
1991Revised  July 1991 
364 
Gregory Chow 
Optimal
Control Without Solving The Bellman Equation. 
May
1991 
365 
Gregory Chow 
Statistical
Estimation And Testing Of A Real Business Cycle Model. 
March
1992 
366 
Harald Uhlig 
BVARTEC
 Bayesian VecorAutoRegression With TimeVarying
ErrorCovariances. 
August
1991
Revised  July 1992 
367 
Harald Uhlig 
What
Macroeconomists Should Know About Unit Roots As Well: The Bayesian Perspective 
May
1991
Revised  June 1992 
368 
Gregory Chow 
Multiperiod Competition With Switching Costs: Solution By Lagrange Multipliers.

September
1992 
369 
Gregory Chow 
The
Lagrange Method Of Optimization In Finance. 
March
1994 
370 
James
Powell 
Rescaled
MethodOfMoments Estimation For The BoxCox Regression Model. 
June
1994 
371 
James
Powell 
Estimation
Of Semiparametric Models. 
June
1993 
372 
Yum
K. Kwan 
Estimating
Economic Effects Of Political Movements In China. 
November
1995 



Completed 6/14/2005 