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 Non-Stationary 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 Long-Swing 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 Short-Run |
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
Revised-September 1971 |
| 27 |
H.H. Kelejian |
The
Estimation Of Cobb-Douglas 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 Measurement--Application 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
Cost-Of-Living Index: Algebraic Theory. |
March
1961 |
| 25 |
Koichi
Miyasawa |
The
N-Person Bargaining Game. |
March
1961 |
| 26 |
R.
J. Aumann |
Utility
Theory Without The Completeness Axiom. |
April
1961 |
| 27 |
S.
N. Afriat |
The
Cost-Of-Living 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 Cost-Of-Living 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 Non-Zero-Sum Two-Person
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 |
N-Person
Games With Only 1, N-1, And N-Person 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 Varying-Month-Length 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: Lead-Lag 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 Non-Constant-Sum 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 Simultaneous-Equation Estimators: The Results
Of Some Monte Carlo Experiments. |
October
1964 |
| 69 |
Nevins Baxter |
The
Commercial-Paper 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 Hill-Climbing. |
January
1965 |
| 73 |
Michael
Maschler |
Playing
An N-Person Game. An Experiment. |
February
1965 |
| 74 |
Bezalel Peleg |
Composition
Of General Sum Games. |
April
1965 |
| 75 |
P.
A. Tinsley |
On
The Flexibility Of Cost-Plus 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 Long-Swing 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 N-Person 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 Klein-Goldberger 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 Two-Person Zero-Sum 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 Hill-Climbing 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 Non-Cooperative 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 |
Non-Parametric
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 "Free-Rider" 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 Auto-Regressive
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 & An-Loh 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 |
Capital-Labor
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 Auto-Regressive 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 |
Full-Information
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 Full-Information 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 Short-Run 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 Capital-Labor 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 Monetarist-Fiscalist 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, 1958-1971. |
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 & An-Loh 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 Two-Stage 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
Long-Run Effects Of Fiscal Policy. |
October
1975 |
| 188 |
W.
H. Buiter |
Short-Run
Disequilibrium In Dynamic Macro-Models. |
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 Short-Run Models And In Long-Run Equilibrium; A Theoretical
Framework And Some Applications. |
December
1975 |
| 193 |
D.
F. Bradford & G. Hildebrandt |
Observable
Public Good Preferences. |
December
1975 |
| 194 |
Der-Ann Hsu & Richard
Quandt |
Statistical
Analyses Of Aircraft Hijackings And Political Assassinations. |
February
1976 |
| 195 |
Martin
Hellwig |
Bankruptcy,
Limited Liability And The Modigliani-Miller 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: 1955-71. |
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 Inflation-Unemployment Trade-Off. |
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 One-Sided 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 |
Short-Run
And Long-Run 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 Well-Being. |
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 |
Unemployment-Inflation
Trade-Offs 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 |
Non-Cooperative
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
Inter-City 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. Pangloss--A 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 Steady-State Growth With Intergenerationally-Dependent
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 Non-Malevolent Agents. |
July
1979 |
| 250 |
Henri
Sneessens |
On
The Econometrics Of Quantity Rationing Models. |
July
1979 |
| 251 |
Richard
Quandt & Jonathan Eaton |
A
Quasi-Walrasian 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 Information--Part I. |
August
1980 |
| 268 |
Joseph
Stiglitz & Andrew Weiss |
Credit
Rationing In Markets With Imperfect Information: Part II--Constraints
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 Risk-Averse 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 Non-Cooperative
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 |
Self-Selection
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: Cost-Sharing Arrangements Under
Sharecropping. |
June
1982 |
| 299 |
A.
Braverman & J. Stiglitz |
Sharecropping
And The Interlinking Of Agrarian Markets. |
February
1962 |
| 300 |
Gregory Chow |
Note
On Maximum-Likelihood 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 |
Maximum-Likelihood
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 Equal-Sharing 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 Time-Series Of Cross-Sections. |
January
1985
Revised-January 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 Time-Varying Econometric
Models. |
September
1985 |
| 321 |
Ben
Bernanke |
Alternative
Explanations Of The Money-Income 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 Market-Oriented 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 First-Order 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 First-Order 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 Strategy-Proof 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 Semi-Parametric 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, Residual-Based 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
Multiplier-Accelerator 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 Vecor-Auto-Regression With Time-Varying
Error-Covariances. |
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
Method-Of-Moments Estimation For The Box-Cox 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 |