
AUTHOR INDEX M
CFDP = Cowles Foundation Discussion Paper; CFP = Cowles
Commission/Foundation Paper (Reprint);
CFM = Cowles Commission/Foundation Monograph; CCDP = Cowles Commission Discussion Paper
NOTE: Maroon-colored links are to outside sites, if
you or your university/college does not have
an electronic subscription to the relevant journal/site, you may be unable to download the
article.
Individual copies may be ORDERED
directly from Cowles. |
| MAASDOUMI, Esfandiar |
CFDP 568, "On
the Behavior of Inconsistent Instrumental Variable Estimators" (1980) (with Peter
C.B. Phillips) [24pp, abstract] [CFP
554] |
CFDP 1356,
"Consistent Testing for Stochastic Dominance: A Subsampling Approach"
(2002) (3/2002) (with Oliver Linton, Yoon-Jae Whang) [51pp] |
|
CFP 554, "On
the Behavior of Inconsistent Instrumental Variable Estimators." Journal of
Econometrics (1982), 19: 183-201 (with Peter C.B. Phillips) [CFDP 568] |
|
| MACCHERONI, Fabio |
CFDP 1294,
"Expected Utility Theory without the Completeness Axiom" (2001) (with Juan
Dubra, Efe A. Ok) [12pp, abstract] |
|
| MACUNOVICH, Diane J. |
CFDP 1116,
"Explaining the Labor Force Participation of Women 2024" (1996) (with Ray
C. Fair) [24pp, abstract] |
|
| MADDALA, G.S. |
CFDP 301, "On
the Asymptotic Properties of Certain Two-Step Procedures Commonly Used in the Estimation
of Distributed Lag Models" (1970) (with David M. Grether) [22pp] [CFP 373] |
CFDP 302, "On
Durbin's Test for Serial Correlation in Distributed Lag Models" (1970) (with A.S.
Rao) [11pp, NO p. 8] [CFP 402] |
|
CFP 373, "On
the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag
Models." International Economic Review (October 1972), 13(3): 737-744 (with
David M. Grether) [CFDP 301] |
CFP 402, "Test
for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially
Correlated Errors." Econometrica (July 1973), 41(4): 761-774 (with A.S. Rao)
[CFDP 302] |
|
| MAGDALINOS, Tassos |
CFDP 1471,
"Limit Theory for Moderate Deviations from a Unit Root" (2004) (with Peter C.B.
Phillips) [27pp, abstract] |
CFDP 1517,
"Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence"
(2005) (with Peter C.B. Phillips) [46pp, abstract]
[CFP 1202] |
CFDP 1614,
"Limit Theory for Explosively Cointegrated Systems" (2007) (with Peter C.B.
Phillips) [24pp, abstract] |
|
CFP 1172, "Limit Theory for Moderate
Deviations from a Unit Root." Journal of Econometrics (2007), 136: 115-130
(with Peter C.B. Phillips) |
CFP 1202, "Limit Theory for Moderate Deviations from Unity under
Weak Dependence." In G. D. A. Phillips and E. Tzavalis, eds., The Refinement of
Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis.
Cambridge University, 2007, pp.123-162 (with Tassos Magdalinos) [CFDP 1517] |
|
| MAGILL, Michael |
CFDP 863,
"Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete"
(1988) (with John Geanakoplos, M. Quinzii, J. Dreze) [53pp, abstract] [CFP 751] |
CFDP 1380,
"Demography and the Long-run Predictability of the Stock Market" (2002) (with
John Geanakoplos, Martine Quinzii) [32pp] |
CFDP 1380R,
"Demography and the Long-run Predictability of the Stock Market" (7/2004) (with
John Geanakoplos, Martine Quinzii) [55pp, abstract]
[CFP 1099] |
|
CFP 751.
"Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete." Journal
of Mathematical Economics (1990), 19: 113-151 (with John Geanakoplos, M. Quinzii, J.
Dreze) [CFDP 863] |
CFP 1099, "Demography and the
Long-Run Predictability of the Stock Market." Brookings Papers on Economic
Activity (2004), 1: 241-325 (with John Geanakoplos, Martine Quinzii) [CFDP 1380R] |
|
| MAHESWARAN, S. |
CFDP 1008,
"Empirical Implications of Arbitrage-Free Asset Markets" (1992) [32pp, (with
Christopher A. Sims) abstract] |
|
| MAILATH, George J. |
CFDP 1236,
"Repeated Games with Almost-Public Monitoring" (1999) (with Stephen Morris)
[52pp, abstract] Reprinted in Journal
of Economic Theory (2002), 102: 189-228 [CFP 1034] |
CFDP 1451,
"Purification in the Infinitely-Repeated Prisoners' Dilemma" (2004) (with V.
Bhaskar, Stephen Morris) [19pp, abstract] |
CFDP 1479,
"Coordination Failure in Repeated Games with Almost-Public Monitoring" (2004)
(with Stephen Morris) [37pp, abstract]
Reprinted in Theoretical Economics (2006), 1: 311-340 |
CFDP 1479R,
"Coordination Failure in Repeated Games with Almost-Public Monitoring" (2005)
(with Stephen Morris) [35pp, abstract]
Reprinted in Theoretical Economics (2006), 1: 311-340 |
CFDP 1571,
"Purification in the Infinitely-Repeated Prisoners' Dilemma" (2006) (with V.
Bhaskar, Stephen Morris) [16pp, abstract] |
CFDP 1573,
"Extreme Adverse Selection, Competitive Pricing, and Market Breakdown" (2006)
(with Georg Nöldeke) [46pp, abstract] |
CFDP 1575,
"Common Learning" (2006) (with Martin W. Cripps, Jeffrey C. Ely, Larry
Samuelson) [34pp, abstract] |
CFDP 1575R,
"Common Learning" (2006) (Revised 6/21/2007) (with Martin W. Cripps, Jeffrey C.
Ely, Larry Samuelson) [33pp, abstract] |
|
|
CFP 1034, "Repeated Games with
Almost-Public Monitoring." Journal of Economic Theory (2002), 102: 189-228
(with Stephen Morris) [CFDP 1236] |
|
| MALINVAUD, Edmond |
CCDP Economics 2007,
"Note on a Proposition of Welfare Economics Optimum Amount of Capital in a Stationary
Economy, "Plus Supplement (Economics 2007A) [25pp] (1951) |
CCDP Economics 2014,
"Efficient Allocation of Resources and Capital Accumulation" [16pp] (1951) |
CCDP Economics 2026,
"Capital Accumulation and Efficient Allocation of Resources" [30pp] (1951) [CFP
71] |
|
CFP 71,
"Capital Accumulation and Efficient Allocation of Resources." Econometrica
(April 1953), 21(2): 233-268 [CCDP Ec2026] |
|
|
|
| MALMQUIST, Sten |
|
|
| MAMMEN, E. |
CFDP 1160, "The
Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak
Conditions" (1997) (with Oliver Linton, J. Nielsen) [39pp, abstract] |
CFDP 1205,
"Estimating Yield Curves by Kernel Smoothing Methods" (1998) (with Oliver
Linton, J. Nielsen, C. Tanggaard) [50pp, abstract] |
CFDP 1375,
"More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated
Errors" (2002) (with Zhijie Xiao, Oliver Linton, Raymond J. Carroll) [49pp, abstract] |
|
| MANDELBROT, Benoit |
CFDP 1164, "A
Multifractal Model of Asset Returns" (1997) (with Adlai Fisher, Laurent Calvet)
[40pp, abstract] |
CFDP 1165,
"Large Deviations and the Distribution of Price Changes" (1997) (with Laurent
Calvet, Adlai Fisher) [31pp, abstract] |
CFDP 1166,
"Multifractality of Deutschemark/US Dollar Exchange Rates" (1997) (with Adlai
Fisher, Laurent Calvet) [77pp, abstract] |
CFDP 1238,
"Survey of Multifractality in Finance" (1999) [26pp] [CFP 991] |
CFDP 1287,
"Multifractal Products of Cylindrical Pulses" (2001) (with Julien Barral) [27pp] |
|
CFP 991,
"Multifractal Structure of Financial Prices and its Implications." In Scientific
Bridges for 2000 and Beyond, 1999, pp. 131-148 [CFDP 1238] |
|
| MANDLER, Michael |
CFDP 1320,
"Accessible Pareto-Improvements: Using Market Information to Reform
Inefficiencies" [39pp, abstract] |
CFDP 1322,
"Compromises Between Cardinality and Ordinality in Preference Theory and Social
Choice" [40pp, abstract] |
|
| MANKIW, N. Gregory |
CFDP 725,
"Trends, Random Walks, and Tests of the Permanent Income Hypothesis" (1984)
(with Matthew D. Shapiro) [15pp, abstract]
[CFP 628] |
CFDP 738, "Risk
and Return: Consumption Beta Versus Market Beta" (1985) (with Matthew D. Shapiro)
[30pp, abstract] [CFP 657] |
CFDP 743, "Do
We Reject Too Often? Small Sample Bias in Tests of Rational Expectations" (1985)
(with Matthew D. Shapiro) [20pp, abstract]
[CFP 637] |
CFDP 758, "An
Unbiased Reexamination of Stock Market Volatility" (1985) (with David Romer, Matthew
D. Shapiro) [22pp] [CFP 623] |
|
CFP 597, "Are
Preliminary Announcements of the Money Stock Rational Forecasts?" Journal of
Monetary Economics (1984), 14: 15-27 (with David E. Runkle, Matthew D. Shapiro) |
CFP 623, "An
Unbiased Reexamination of Stock Market Volatility." Journal of Finance (July
1985), 40(3): 677-687 (with David Romer, Matthew D. Shapiro) [CFDP 758] |
CFP 628,
"Trends, Random Walks, and Tests of the Permanent Income Hypothesis." Journal
of Monetary Economics (1985), 16: 165-174 (with Matthew D. Shapiro) [CFDP 725] |
CFP 637, "DO WE
REJECT TOO OFTEN? Small Sample Properties of Tests of Rational Expectations Models." Economics
Letters (1986), 20: 139-145 (with Matthew D. Shapiro) [CFDP 743] |
CFP 651, "News
or Noise: An Analysis of GNP Revisions." Survey of Current Business (May
1986), 20-25 (with Matthew D. Shapiro) |
CFP 657, "Risk
and Return: Consumption Beta Versus Market Beta." Review of Economics and
Statistics (August 1986), 68(3): 453-458 (with Matthew D. Shapiro) [CFDP 738] |
|
| MANNE, Alan S. |
CFDP 16, "A
Note on the Modigliani-Hohn Production Smoothing Model" (1956) [14pp] [CFP 113] |
CFDP 23,
"Programming of Economic Lot Sizes" (1957) [39pp] [CFP 116] |
CFDP 37, "A
Target Assignment Problem" (1957) [9pp] [CFP 120] |
CFDP 54,
"Capacity Expansion and Probabilistic Growth" (1958) [36pp] |
CFDP 54R,
"Capacity Expansion and Probabilistic Growth" (1958) [37pp] [CFP 172] |
CFDP 62,
"Linear Programming and Sequential Decision Models" (1959) [16pp, abstract] [CFP 148] |
CFDP 73, "On
the Job Shop Scheduling Problem" (1959) [7pp, abstract] [CFP 145] |
CFDP 84,
"Comment on 'Interindustry Economics' by Chenery and Clark" (1959) [11pp, abstract] [CFP 167] |
CFDP 95,
"Product-Mix Alternatives: Flood Control, Electric Power, and Irrigation" (1960)
[44pp] [CFP 175] |
CFDP 96,
"Programming of Economic Development" (1960) [16pp] |
CFDP 118,
"Input-Output and Activity Analysis in Industrial Concerns" (1961) [12pp] |
|
CFP 113, "A
Note on the Modigliani-Hohn Production Smoothing Function." Management Science
(July 1957), 3(4): 371-379 [CFDP 16] |
CFP 116,
"Programming of Economic Lot Sizes." Management Science (January 1958),
4(2): 115-135 [CFDP 23] |
CFP 120, "A
Target-Assignment Problem." Operations Research (May-June 1958), 6(3):
346-351 [CFDP 37] |
CFP 145, "On
the Job-Shop Scheduling Problem." Operations Research (March-April 1960),
8(2): 219-223 [7pp, abstract] [CFDP 73] |
CFP 148,
"Linear Programming and Sequential Decisions." Management Science (April
1960), 6(3): 259-267 [16pp, abstract] [CFDP
62] |
CFP 167,
"Comments on Interindustry Economics." Naval Research Logistics Quarterly
(December 1960), 7(4): 385-391 [CFDP 84] |
CFP 172,
"Capacity Expansion and Probabilistic Growth." Econometrica (October
1961), 29(4): 632-649 [CFDP 54R] |
CFP 175,
"Product-Mix Alternatives: Flood Control, Electric Power, and Irrigation." International
Economic Review (January 1962), 3(1): 30-59 [CFDP 95] |
|
CFM 18, Studies in
Process Analysis: Economy-Wide Production Capabilities. New York: John Wiley & Sons,
1963 |
|
| MANSFIELD, Edwin |
CFDP 126,
"Entry, Gibrat's Law, Innovation, and the Growth of Firms" (1961) [49pp] [CFP 187] |
CFDP 132R,
"Intrafirm Rates of Diffusion of an Innovation" (1961) [35pp] [CFP 206] |
CFDP 134, "The
Speed of Response of Firms to New Techniques" (1961) [43pp] |
CFDP 134R,
"The Speed of Response of Firms to New Techniques" (1961) [42pp] |
CFDP 136, "The
Expenditures of the Firm on Research and Development" (1961) [57pp] [CFP 216] |
CFDP 137, "Size
of Firm, Market Structure, and Innovation" (1961) [38pp] [CFP 208] |
|
CFP 187,
"Entry, Gibrat's Law, Innovation, and the Growth of Firms." American Economic
Review (1962), 52(5): 1023-1051 [CFDP 126] |
CFP 206,
"Intrafirm Rates of Diffusion of an Innovation." Review of Economics and
Statistics (1963), 45(4): 348-359 [CFDP
132R, 35pp] |
CFP 208, "Size
of Firm, Market Structure, and Innovation." Journal of Political Economy
(1963), 71(6): 556-576 [CFDP 137, 38pp] |
CFP 216,
"Industrial Research and Development Expenditures: Determinants, Prospects, and
Relation to Size of Firm and Inventive Output." Journal of Political Economy
(August 1964), 72(4): 319-340 [CFDP 136] |
CFP 261b, Comment
on "Recent Empirical Studies of the CES and Related Production Functions" by
Marc Nerlove |
|
| MANTEL, Rolf R. |
CFDP 409,
"Implications of Microeconomic Theory for Community Excess Demand Functions"
(1975) [24pp, abstract] [CFP 451] |
CFDP 428, "The
Linear Exchange Model and Induced Welfare Optima" (1976) [14pp] |
CFDP 514,
"Market Induced Welfare Optima" (1979) [20pp] |
|
CFP 451,
"Implications of Microeconomic Theory for Community Excess Demand Functions." In
Frontiers of Quantitative Economics, Vol. III, North-Holland, 1977, pp. 111-126
[CFDP 409] |
|
| MARIMON, Ramon |
CFDP 686,
"Stochastic Equilibrium and Turnpike Property: The Discounted Case" (1983)
[91pp] |
|
| MARINO, Alexandre |
CFDP 1535,
"Continuous versus Discrete Market Games" (2005) (with Bernard De Meyer) [20pp, abstract] |
|
| MARKOWITZ, Harry M. |
|
|
CFDP 27, "A
Simplex Method for the Portfolio Selection Problem" (1957) [6pp] [CFP 60] |
|
CFP 57, "The
Utility of Wealth." Journal of Political Economy (April 1952), 60(2): 151-158 |
CFP 60,
"Portfolio Selection." Journal of Finance (March 1952), 7(1): 77-91 [CFDP
27] |
CFP 67, "Social
Welfare Functions Based on Individual Rankings." The American Journal of Sociology
(November 1952), 58(3): 257-262 (with Leo A. Goodman) [6pp] [CCDP Ec2017] |
|
CFM 16, Portfolio
Selection: Efficient Diversification of Investments. New York: John Wiley & Sons, 1959 |
|
| MARMER, Vadim |
CFDP 1501,
"Exactly Distribution-Free Inference in Instrumental Variables Regression with
Possibly Weak Instruments" (2005) (with Donald W.K. Andrews) [29pp, abstract] |
|
| MAROTZKE, J. |
CFP 1134, "Abrupt Climate
Change." Science (March 28, 2003), 299: 2005-2010 (with R.B. Alley, W.D. Nordhaus,
J.T. Overpeck, J.T. Peteet, R.A. Pielke Jr., R.T. Pierrehumbert, P.B. Rhines, T.F.
Stocker, L.D. Talley, J.M. Wallace) |
|
| MARSCHAK, Jacob |
CCDP Economics 204,
"Taxation and Entrepreneur's Choice (with acknowledgements to K. Arrow)" [8pp]
(1947) |
CCDP Economics 209,
"Second Note on the Response of Entrepreneurs to Taxes" [3pp] (1947) |
CCDP Economics 226,
"Measureable Utility and the Theory of Assets" [23pp] (1948) |
CCDP Economics 226a,
"Measureable Utility and the Theory of Assets" (abbreviated and revised version)
[5pp] (1948) |
CCDP Economics 235,
"Liquidity of Assets and Contracts under Complete Information" (plus amended
Section 7) [24pp] (1948) |
CCDP Economics 240,
"Third Thoughts on Liquidity and Uncertainty" [4pp] (1948) |
CCDP Economics 249,
"A Remark on Arrow's "Homogeneous System in Mathematical Economics: A Comment
(Economics 242)" [2pp] (1949) |
CCDP Economics 250,
"20 Lectures on Income, Employment, and Price Level" [63pp] (1949) |
CCDP Economics 253,
"Is the Production Function Redundant?" (plus corrections, Economics 253a)
(1949) |
CCDP Economics 256,
"Some Notes on Aggregation and Cross-section Studies" [3pp] (1949) |
CCDP Economics 265,
"Prospects, Strategies, Assets" [61pp] (1949) |
CCDP Economics 266,
"20 Lectures on Introduction to Econometrics" [48pp] (1949) |
CCDP Economics 272,
"The Rationale of the Demand for Money and 'Money Illusion'" (Sections 1-4)
[16pp] (1949) [CFP 46] |
CCDP Economics 272a,
"The Rationale of the Demand for Money and 'Money Illusion'" [2pp] (1949) [CFP
46] |
CCDP Economics 283,
"Demand for Money and Goods in a Riskless Economy with Pure Exchange" [3pp]
(1950) |
CCDP Economics 285,
"Amoroso's Theory of Interest" [2pp] (1950) |
CCDP Economics 2003,
"A Note on Markowitz's Theory of Investment Companies" [3pp] (1951) |
CCDP Economics 2012,
"A Simplification of the Axiomatics of 'Measurable Utility'" [9pp] (1951) |
CCDP Economics 2015,
"Optimal Aggregation of Inventories under Certainty" [4pp] (1951) |
CCDP Economics 2018,
"Criteria for Planning under Incomplete Information" (with Roy Radner) [53pp]
(1951) |
CCDP Economics 2034,
"Organized Decision-making" [15pp] (1952) |
CCDP Economics 2051,
"Basic Problems in the Economics Theory" [55pp] (1952) |
CCDP Economics 2052, "The Conference Problem" (1952) [No
copy of this paper exists] |
CCDP Economics 2069,
"Note on Some Proposed Decision Criteria" (with Roy Radner) [12pp] (1953) |
CCDP Economics 2076,
"Structural and Operational Communication Problems in Teams, I" (with Roy
Radner) [34pp] (1953) |
CCDP Economics 2078,
"Conditions under which Communication Is Superfluous" (with Leo Tornqvist) [5pp]
(1953) |
CCDP Economics 2093,
"The Firm as a Team" (with Roy Radner) [15pp] (1953) |
CCDP Economics 2097,
"Mathematical Models and Experiments on Decision-making" [18pp] (1954) |
CCDP Economics 2099,
"On the Theory of Location in the Short Run" (with Martin J. Beckmann) [29pp]
(1954) |
CCDP Economics 2106,
"Scaling of Utilities and Probabilities" [19pp] (1954) |
CCDP Economics 2111,
"Elements for a Theory of Teams" [17pp] (1954) [CFP 94] |
|
CFDP 5, "Team
Decision Problems" (1955) (with Roy Radner) [77pp] |
CFDP 6,
"Remarks on the Rationale of Leadership" (1955) [4pp] |
CFDP 7,
"Suggested Experiments on Tastes and Beliefs" (1955) [7pp] |
CFDP 22,
"Experimental Tests of Stochastic Decision Theory" (1957) (with Donald Davidson)
[18pp] [CFP 137] |
CFDP 31,
"Theory of Teams: Introduction" (1957) [21pp] |
CFDP 42,
"Random Orderings" (1957) (with H.D. Block) [33pp] |
CFDP 59a,
"Economic Theory of Teams. Chapter 1" (1958) (with Roy Radner) [20pp] |
CFDP 59b,
"Economic Theory of Teams. Chapter 2" (1958) (with Roy Radner) [22pp] |
CFDP 59c,
"Economic Theory of Teams. Chapter 3" (1958) (with Roy Radner) [29pp] |
CFDP 59e,
"Economic Theory of Teams. Chapter 5" (1958) (with Roy Radner) [40pp] |
CFDP 65,
"Efficient and Viable Organizational Forms" (1959) [19pp] [CFP 150a] |
CFDP 66,
"Random Orderings and Stochastic Theories of Responses" (1959) (with H.D. Block)
[68pp] [CFP 147] |
CFDP 70,
"Remarks on the Economics of Information" (1959) [35pp] [CFP 146] |
CFDP 74,
"Binary Choice Constraints on Random Utility Indicators" (1959) [25pp] [CFP 155] |
CFDP 82,
"Theory of an Efficient Several-Person Firm" (1959) [12pp] [CFP 150b] |
|
CFP 5, "Random Simultaneous
Equations and the Theory of Production." Econometrica (July-October 1944),
12(3-4): 143-205 (with William H. Andrews) |
CFP 9, "A Cross
Section of Business Cycle Discussion." American Economic Review (1945), 35:
369-381 |
CFP 13b,
"Neumann's and Morgenstern's New Approach to Static Economics." American
Economic Review, 35, 1945, and Journal of Political Economy (April 1946),
54(2): 97-115 |
CFP 17,
"Estimating Relations from Nonexperimental Observations: Abstracts of Papers
Presented at Cleveland, January 25, 1946." Econometrica (April 1946), 14(2):
166-172 (with Leonid Hurwicz, Tjalling C. Koopmans, Roy Bergh Leipnik) |
CFP 25b, "On
Mathematics for Economists." Econometrica (August 1947), 29(3): 269-273 |
CFP 32,
"Statistical Inference from Non-Experimental Observation: An Economic Example."
Proceedings of the International Statistical Conference Held in Washington, DC, September
6-18, 1947, 3, 1949, Vol. III, pp. 289-296 |
CFP 37, "Role
of Liquidity Under Complete and Incomplete Information." Papers and Proceedings of
American Economic Review (May 1949), 39(3): 182-195 |
CFP 43a,
"Rational Behavior, Uncertain Prospects, and Measurable Utility." Econometrica
(April 1950), 18(2): 111-141 |
CFP 43b,
"Abstracts on Papers Presented at Boulder, August 29, 1949." Econometrica
(April 1950), 18(2): 175-177 (with Tjalling C. Koopmans) |
CFP 44,
"Optimal Inventory Policy." Presented at the Logistics Conference of the RAND
Corporation, Summer 1950, Santa Monica, CA, 1951, pp. 250-272 |
CFP 46, "The
Rationale of the Demand for Money and of 'Money Illusion'." Metroeconomica
(1950), 2: 273-274 (abstract) and Econometrica (July 1950), 18(3): 72-100 [CCDP
Ec272, 272a] |
CFP 53, "Why
Should Statisticians and Businessmen Maximize Moral Expectation?" In Proceedings
of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1951, pp.
493-506 |
CFP 82, "Three
Lectures on Probability in the Social Sciences." In Paul F. Lazarsfeld, ed., Mathematical
Thinking in the Social Sciences, 1954, pp. 166-215 |
CFP 94,
"Elements for a Theory of Teams." Management Science (January 1955),
1(2): 127-137 [CCDP Ec2111] |
CFP 95,
"Towards an Economic Theory of Organization and Information." In Thrall, Davis
and Coombs, eds., Decision Processes, John Wiley, 1954, pp. 187-220 |
CFP 96, "Note
on Some Proposed Decision Criteria." In Thrall, Davis and Coombs, eds., Decision
Processes, John Wiley, 1954, pp. 61-68 (with Roy Radner) |
CFP 137,
"Experimental Tests of a Stochastic Decision Theory." In C. West Churchman and
Philburn Ratoosh, eds., Measurement: Definitions and Theories, John Wiley, 1959,
pp. 233-269 (with Donald Davidson) [CFDP 22] |
CFP 146,
"Remarks on the Economics of Information." In Contributions to Scientific
Research in Management, University of California Printing Department, Berkeley, 1960,
pp. 79-98 [CFDP 70] |
CFP 147,
"Random Orderings and Stochastic Theories of Responses." In Contributions to
Probability and Statistics, Stanford University Press, 1960, pp. 97-132 (with H.D.
Block) [CFDP 66] |
CFP 149a, "An
Identity in Arithmetic." Bulletin of the American Mathematical Society (May
1959), 65(3): 123-124 (with H.D. Block) |
CFP 150a,
"Efficient and Viable Organizational Forms." In Modern Organization Theory,
Wiley, 1959, pp. 137-143 [CFDP 65,
19pp] |
CFP 150b,
"Theory of an Efficient Several-Person Firm." In General Systems, Vol. 4,
Society for General Systems Research, University of Michigan, 1960, pp. 541-548 [CFDP 82] |
CFP 155,
"Binary-Choice Constraints and Random Utility Indicators." In Mathematical
Methods in the Social Sciences, 1959, Stanford University Press, 1960, pp. 312-329
[CFDP 74] |
|
CFM 22, Economic
Theory of Teams. New Haven: Yale University Press, 1972 |
|
CC Special Paper No. 2, Jacob Marschak, Sam H. Schurr, and Philip
Sporn, "The Economic Aspects of Atomic Power," Bulletin of the Atomic
Scientists, Vol. 2, Nos. 5 and 6, September, 1946, pp. 14; Proceedings Supplement
of American Economic Review, Vol. 37, No. 2, May, 1947, pp. 98117. |
CC Special Publication, Income,
Employment, and the Price Level (2,124 kb), notes on class lectures by Jacob Marschak.
Autumn, 1948 and 1949, edited and with a Preface by David I. Fand and Harry Markowitz |
CC Special Publication, Economic Aspects of
Atomic Power (11,735 kb), An Exploratory Study under the direction of Sam H. Scurr and
Jacob Marschak. Princeton: Princeton University Press, 1950. 289 pages. An analysis of the
potential applicability of atomic power in selected industries and its economic effects in
both industrialized and underdeveloped areas. |
|
| MARSCHAK, Thomas |
CFP 99, "An
Activity Analysis Approach to Location Theory." Proceedings of the 2nd Symposium
in Linear Programming, National Bureau of Standards, U.S. Department of Commerce,
1955, pp. 331-379 (with Martin J. Beckmann) |
|
| MARSHALL, A. |
|
|
| MARX, Ive |
CFP 1139, "To What Extent Do Fiscal
Regimes Equalize Opportunities for Income Acquisition Among Citizens?" Journal of
Public Economics (2003), 87: 539-565 (with J.E. Roemer, R. Aaberge, U. Colombino, J.
Fritzell, S.P. Jenkins, A. Lefranc, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo,
T. Tranaes, A. Trannoy, G.G. Wagner, I. Zubir) |
|
| MAS-COLELL, Andreu |
CFDP 770R,
"Real Indeterminacy with Financial Assets" (1985) (with John Geanakoplos) [14pp,
abstract] [CFP 721] |
|
CFP 501,
"Efficiency Properties of Strategic Market Games: An Axiomatic Approach." Journal
of Economic Theory (April 1980), 22(2): 339-362 (with Pradeep Dubey, Martin Shubik) |
CFP 721, "Real
Indeterminacy with Financial Assets." Journal of Economic Theory (February
1989), 47(1): 22-38 (with John Geanakoplos) [CFDP 770R] |
CFP 873,
"Stationary Markov Equilibria." Econometrica (July 1994), 62(4): 745-781
(with John Geanakoplos, D. Duffie, John Geanakoplos, A. McLennan) |
|
| MASSELL, Benton F. |
CFDP 58,
"Capital Formation and Technological Change" (1958) [43pp] [CFP 152] |
CFDP 85R,
"Investment, Replacement, and an Index of Technology" (1960) [17pp] |
|
CFP 152,
"Capital Formation and Technological Change in United States Manufacturing." Review
of Economics and Statistics (1960) 42(2)1: 182-188 [CFDP 58] |
|
| MATZKIN, Rosa L. |
CFDP 830,
"Semiparametric Estimation of Monotonic and Concave Utility Functions: The Discrete
Choice Case" (1987) [40pp, abstract]
[CFP 795] |
CFDP 844,
"Testing Strictly Concave Rationality" (1987) (with Marcel K. Richter) [20pp, abstract] [CFP 782] |
CFDP 889,
"Nonparametric and Distribution-Free Estimation of the Binary Choice and the
Threshold-Crossing Models" (1988) [53pp, abstract] [CFP 809] |
CFDP 894,
"Nonparametric Tests of Maximizing Behavior Subject to Nonlinear Sets" (1988)
[59pp, abstract] |
CFDP 918, "A
Nonparametric Maximum Rank Correlation Estimator" (1989) [23pp, abstract] |
CFDP 957,
"Estimation of Multinomial Models Using Weak Monotonicity Assumptions" (1990)
[35pp, abstract |
CFDP 958,
"Least Concavity and the Distribution-Free Estimation of Non-Parametric Concave
Functions" (1990) [56pp, abstract] |
CFDP 1109,
"Testable Restrictions on the Equilibrium Manifold" (1994) (with Donald J.
Brown) [24pp, abstract] |
CFDP 1175,
"Estimation of Nonparametric Functions in Simultaneous Equations Models, with an
Application to Consumer Demand" (1998) (with Donald J. Brown) [18pp, abstract] |
|
CFP 782,
"Testing Strictly Concave Rationality." Journal of Economic Theory (April
1991), 53(2): 287-303 (with Marcel K. Richter) [CFDP 844] |
CFP 795,
"Semiparametric Estimation of Monotone and Concave Utility Functions for
Polychotomous Choice Models." Econometrica (Sept. 1991), 59(5): 1315-1327
[CFDP 830] |
CFP 803,
"Axioms of Revealed Preference for Nonlinear Choice Sets." Econometrica
(November 1991), 59(6): 1779-1786 |
CFP 809,
"Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing
Binary Choices Models." Econometrica (March 1992, 60(2): 239-270 [CFDP 889] |
|
| MAY, Kenneth |
CFP 19a, "The
Aggregation Problem for a One-Industry Model." Econometrica (October 1946),
14(4): 285-298 |
CFP 19d,
"Technological Change and Aggregation." Econometrica (January 1947),
15(1): 51-63 |
|
| MAYNARD, Alex |
CFP 1035, "Rethinking an Old
Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly." Journal
of Applied Econometrics (2001), 16: 671-708 (with Peter C.B. Phillips) |
|
| McANULTY, J.C. |
CFP 74,
"Goodwin's Nonlinear Theory of the Business Cycle: An Electro-Analog Solution." Econometrica
(July 1953), 21(3): 390-411 (with J.B. Naines, Robert H. Strotz) |
|
| McCARTHY, Samuel |
CFDP 1396, "Who
Refers To Whom: A Study of Research References and the Relationship between Research
Reports and Final Publication" (2003) (with Martin Shubik, Jianfeng Yu) [23pp, abstract] |
|
| McCULLOCH, J. Huston |
CFDP 843, Appendix
to "The Term Structure of Interest Rates. U.S. Government Term Structure Data"
by Robert J. Shiller (1987) [119pp, abstract]
[CFP 766] |
|
CFP 766, Appendix to
"The Term Structure of Interest Rates. U.S. Government Term Structure Data," by
Robert J. Shiller. In B.M. Friedman and F.H. Hahn, eds., Handbook of Monetary Economics,
Vol. 1, 1990. pp. 675-715 [CFDP 843] |
| McDERMOTT, John |
CFDP 1053,
"Nonlinear Econometric Models with Deterministically Trending Variables" (1993)
(with Donald W.K. Andrews) [25pp, abstract]
[CFP 907] |
|
CFP 907,
"Nonlinear Econometric Models with Deterministically Trending Variables." Review
of Economic Studies (1995), 62: 343-360 (with Donald W.K. Andrews) [CFDP 1053] |
|
| McFADDEN, Daniel |
CFDP 474,
"Quantitative Methods for Analyzing Travel Behaviour of Individuals: Some Recent
Developments" (1977) [47pp, abstract] |
CFDP 477,
"Modelling the Choice of Residential Location" (1977) [33pp] |
CFDP 967, "The
Method of Simulated Scores for the Estimation of LDV Models with an Application to
External Debt Crisis" (1991) (with Vassilis A. Hajivassiliou) [63pp, abstract] |
CFDP 1021R,
"Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and
Computational Results" (1994) (with Vassilis A. Hajivassiliou, Paul Ruud) [43pp, abstract] [CFP 924] |
|
CFP 924,
"Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives:
Theoretical and Computational Results." Journal of Econometrics (1996), 72:
85-134 (with Vassilis A. Hajivassiliou, Paul A. Ruud) [CFDP 1021R] |
|
| McFARLAND, James W. |
CFDP 1055,
"Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since
1984" (1993) (with Peter C.B. Phillips) [18pp, abstract] [CFP 1068] |
CFDP 1080,
"Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the
1920's" (1994) (with Peter C.B. Phillips, Patrick C. McMahon) [32pp, abstract] [CFP 921] |
|
CFP 921,
"Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the
1920s." Journal of Applied Econometrics (1996), 11: 1-22 (with Peter C.B.
Phillips, Patrick C. McMahon) [CFDP 1080] |
CFP 1068,
"Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since
1984." Journal of International Money and Finance, (1997), 16(6): 885-907
(with Peter C.B. Phillips) [CFDP 1055] |
|
| McGUIRE, C. Bartlett |
CCDP Economics 2048,
"Highway Capacity and Traffic Congestion: A Preliminary Study" [22pp] (1952) |
CCDP Economics 2087,
"The Allocation of Switching Work in a System of Classification Yards" (with
M.J. Beckmann, T.C. Koopmans, C.B. Winsten) [2pp] (1953) |
|
CFDP 53, "Some
Models of a Sales Organization" (1958) [32pp] |
CFDP 71,
"Comparisons of Information Structures" (1959) [33pp] |
CFDP 75, "Some
Team Models of a Sales Organization" (1959) [52pp] [CFP 160] |
|
CFP 160, "Team
Models of a Sales Organization." Management Science (January 1961), 7(2):
101-130 [CFDP 75] |
|
CC Special Publication, Studies
in the Economics of Transportation (7,259 kb), by Martin J. Beckmann, C.B. McGuire,
and Christopher B. Winsten, introduction by Tjalling C. Koopmans. 1956. 232 pages. This
exploratory study of highway and railroad systems examines their theoretical aspects and
develops concepts and methods for assessing the capabilities and efficiency of existing
and projected traffic systems |
|
| McGUIRE, Paul |
CFDP 1144,
"Stochastic Algorithms for Dynamic Models: Markov Perfect Equilibrium, and the
'Curse' of Dimensionality" (1997) (with Ariel Pakes) [32pp, abstract] |
|
| McKENZIE, Lionel W. |
CFDP 13, "A
Direct Approach to the Slutsky Relation" (1956) [7pp] |
CFDP 15, "A
Simple Analysis of the Leontief System" (1956) [9pp] [CFP 114] |
|
CFP 72b,
"Specialisation and Efficiency in World Production." Review of Economic
Studies (June 1954), 21(3)(56): 165-180 |
CFP 111,
"Demand Theory Without a Utility Index." Review of Economic Studies
(1956-7), 24(3)(65): 185-189 |
CFP 114, "An
Elementary Analysis of the Leontief System." Econometrica (1957), 25(3):
456-462 [CFDP 15] |
|
| McLEAN, Richard P. |
CFDP 540, "Some
Relationships Between Discrete and Continuous Models of an Urban Economy" (1979)
(with Thomas J. Muench) [39pp] |
CFDP 549, "An
Application of the KhachianShor Algorithm to a Class of Linear Complementary
Problems" (1980) (with Ilan Adler, J. Scott Provan) [12pp, abstract] |
CFDP 1503,
"Aggregation of Expert Opinions" (2005) (with Dino Gerardi, Andrew Postlewaite)
[40pp, abstract] |
|
| McLENNAN, A. |
CFP 873,
"Stationary Markov Equilibria." Econometrica (July 1994), 62(4): 745-781
(with John Geanakoplos, D. Duffie, John Geanakoplos, Andreu Mas-Colell) |
|
| McMAHON, Patrick C. |
CFDP 1080,
"Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the
1920's" (1994) (with Peter C.B. Phillips, James W. McFarland) [32pp, abstract] Reprinted in Journal of
Applied Econometrics (1996), 11: 1-22 [CFP 921] |
|
CFP 921,
"Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the
1920s." Journal of Applied Econometrics (1996), 11: 1-22 (with Peter C.B.
Phillips, James W. McFarland) [CFDP 1080] |
|
| McMANUS, Maurice |
CFP 126, "A
Note on Dynamic Stability." Econometrica (1958), 26(3): 448-454 (with Kenneth
J. Arrow) |
|
| MEISELMAN, David |
CFP 224b,
"Reply to Donald Hester." Review of Economics and Statistics (1964),
46(4): 369-376 (with Milton Friedman) |
|
| MENDELSOHN, Robert |
CFDP 1010, "The
Impact of Climate on Agriculture: A Ricardian Approach" (1992) (with William D.
Nordhaus, Daigee Shaw) [49pp, abstract]
Reprinted as "The Impact of Global Warming on Agriculture: A Ricardian Analysis"
in American Economic Review (1994), 84(4): 753-771 [CFP 876] |
CFDP 1045,
"Measuring the Impact of Global Warming in Agriculture" (with William D.
Nordhaus, Daigee Shaw) [42pp, abstract] |
|
CFP 876, "The
Impact of Global Warming on Agriculture: A Ricardian Analysis." American Economic
Review (1994), 84(4): 753-771 (with William D. Nordhaus, Daigee Shaw) [CFDP 1010] |
|
| MENKE, John R. |
|
|
| MICCO, Alejandro |
CFDP 1480,
"Effective Labor Regulation and Microeconomic Flexibility" (updated 10/2006)
(with Ricardo J. Caballero, Kevin N. Cowan, Eduardo M.R.A. Engel) [32pp, abstract] |
|
| MIESZKOWSKI, Peter M. |
CFDP 304, "The
Property Tax: An Excise Tax or a Profits Tax?" (1970) [46pp] |
CFDP 307, "An
Estimate of Racial Discrimination in Rental Housing" (1971) (with Thomas King) [44pp] |
|
CFP 316, "Tax
Incidence Theory: The Effects of Taxes on the Distribution of Income." Journal of
Economic Literature (December 1969), 7(4): 1103-1124 |
CFP 336, "The
Effects of Unionization on the Distribution of Income: A General Equilibrium
Approach." Quarterly Journal of Economics (November 1970), 84(4): 539-561
(with Harry G. Johnson) |
|
| MILGROM, Paul R. |
CFDP 672,
"Organizing Production in a Large Economy with Costly Communication" (1983)
(with Robert J. Weber) [9pp, abstract] |
CFDP 708, "Job
Discrimination, Market Forces and the Invisibility Hypothesis" (1983) [44pp] |
CFDP 708R,
"Job Discrimination, Market Forces and the Invisibility Hypothesis" (1985)
[40pp, abstract] |
CFDP 709,
"Price and Advertising Signals of Product Quality" (1984) (with J. Roberts)
[28pp, abstract] [CFP 676] |
CFDP 742,
"Aggregation and Linearity in the Provision of Intertemporal Incentives" (1984)
(with Bengt Holmstrom) [45pp, abstract] |
CFDP 749,
"Relying on the Information of Interested Parties" (1984) (with J. Roberts)
[35pp, abstract] |
CFDP 775R, "A
Theory of Hierarchies Based on Limited Managerial Attention" (with John Geanakoplos)
(1988) [33pp, abstract] [CFP 794] |
CFDP 779,
"Auction Theory" (1984) [53pp, abstract] |
CFDP 797,
"Quasirents, Influence and Organization Form" (1986) [42pp, abstract] |
CFDP 875,
"Information and Timing in Repeated Partnerships" (1988) (with David Pearce,
Dilip Abreu) [37pp, abstract] |
|
CFP 576a, "The
Value of Information in a Sealed-Bid Auction." Journal of Mathematical Economics
(1982), 10: 105-114 (with Robert J. Weber) |
CFP 576b,
"Competitive Bidding and Proprietary Information." Journal of Mathematical
Economics (1983), 11: 161-169 (with Richard Englebrecht-Wiggans, Robert J. Weber) |
CFP 676, "Price
and Advertising Signals of Product Quality." Journal of Political Economy
(1986), 94(4): 796-821 (with John Roberts) [CFDP 709] |
CFP 794, "A
Theory of Hierarchies Based on Limited Managerial Attention." Journal of the
Japanese and International Economies (1991), 5: 205-225 (with John Geanakoplos) [CFDP
775R] |
|
| MILLER, John M. |
CFDP 1037,
"Some Dynamics of a Strategic Market Game with a Large Number of Agents" (with
Martin Shubik) [29pp, abstract] [CFP
881] |
|
CFP 881, "Some
Dynamics of a Strategic Market Game with a Large Number of Agents." Journal of
Economics (1994), 60(1): 1-28 (with Martin Shubik) [CFDP 1037] |
|
| MILLER, Merton H. |
CFP 210b, "The
Corporation Income Tax and Corporate Financial Policies." In Stabilization
Policies, prepared for the Commission on Money and Credit, 1963, pp. 331-380 |
|
| MILLS, Edwin S. |
CFDP 114,
"Output, Sales and Inventory Policy in the Competitive Firm and the Stability of a
Competitive Market" (1961) [61pp] |
CFDP 123, "Some
Empirical Estimates of Short Run Price and Output Policies" (1961) [29pp] |
|
| MILNOR, John |
CCDP Economics 2024,
"An Axiomatic Approach to Measurable Utility" (with I.N. Herstein) [6pp] (1951)
[CFP 65] |
CCDP Economics 2039,
"An Axiomatic Approach to Measurable Utility" (with I.N. Hersten) [10pp] (1952)
[CFP 65] |
|
CFP 65, "An
Axiomatic Approach to Measurable Utility." Econometrica, 21, 1953.
"Linear Regression Limit Theory for Nonstationary Panel Data." Econometrica
(April 1953), 21(2): 291-297 (with I.N. Herstein) [CCDP Ec2024, Ec2039] |
|
| MINEHART, Deborah F. |
CFDP 1231,
"Vertical Integration: Networks, and Markets" (1999) (with Rachel E. Kranton)
[43pp, abstract |
CFDP 1232,
"Competition for Goods in Buyer-Seller Networks" (1999) (with Rachel E. Kranton)
[38pp, abstract |
|
| MITCHELL, Olivia S. |
CFDP 1193,
"Social Security Money's Worth" (1998) (with John Geanakoplos, Stephen P. Zeldes
[49pp, abstract] [CFP 1005] |
CFDP 1194,
"Would a Privatized Social Security System Really Pay a Higher Rate of Return?"
(1998) (with John Geanakoplos, Stephen P. Zeldes [28pp, abstract] [CFP 1002] |
|
CFP 1002,
"Would a Privatized Social Security System Really Pay a Higher Rate of Return?"
In R. Douglas Arnond, Michael J. Graetz and Alicia H. Munnell, eds., Framing the Social
Security Debate: Values, Politics and Economics, 1998, pp. 137-157 (with John
Geanakoplos, Stephen P. Zeldes) [CFDP 1194] |
CFP 1005,
"Social Security Money's Worth." In O. Mitchell, R. Myers and H. Young, eds., Prospects
for Social Security Reform, 1999, pp. 79-151 (with John Geanakoplos, Stephen P.
Zeldes) [CFDP 1193] |
|
| MODIGLIANI, Franco |
CCDP Economics 236,
"Contributions to the Discussion of K.J. Arrow's paper on 'The Possibility of a
Universal Social Welfare Function'" [5pp] (1948) |
CCDP Economics 2038,
"Some Considerations on the Expectations and Planning Horizon Relevant to
Entrepreneurial Decisions" [29pp] (1952) |
CCDP Economics 2038a,
"Solution of Certain Problems of Production Planning over Time Illustrating the
Effect of the Inventory Constraint" (with F. Hohn) [21pp] (1952) |
|
| MOISEEV, N.N. |
CFDP 358, "Some
Problems of Centralized Economy" (1973) (with A.G. Schmidt) [28pp] |
|
| MONAHAN, Christopher
J. |
CFDP 942, "An
Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Estimator" (1990) (with Donald W.K. Andrews) [35pp, abstract] [CFP 814] |
|
CFP 814, "An
Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Estimator." Econometrica (July 1992), 60(4): 953-966 (with Donald W.K.
Andrews) [CFDP 942] |
|
| MONASH, Curt Alfred |
CFDP 623,
"Stochastic Games I: Foundations" (1982) [16pp] |
CFDP 624,
"Stochastic Games II: The Minmax Theorem" (1982) [31pp] |
|
| MONTIAS, John M. |
CFP 357, "On
the Description and Comparison of Economic Systems." In Alexander Eckstein, ed., Comparison
of Economic Systems, Theoretical and Methodological Approaches, University of
California Press, Berkeley, 1971, pp. 27-78 (with Tjalling C. Koopmans) |
|
| MOON, Hyungsik Roger |
CFDP 1191, "How
to Estimate Autoregressive Roots Near Unity" (1998) (with Peter C.B. Phillips, Zhijie
Xiao [39pp, abstract] [CFP 1028] |
CFDP 1221,
"Nonstationary Panel Data Analysis: An Overview of Some Recent Developments"
(1999) (with Peter C.B. Phillips) [24pp, abstract]
[CFP 1009] |
CFDP 1222,
"Linear Regression Limit Theory for Nonstationary Panel Data" (1999) (with Peter
C.B. Phillips) [77pp, abstract] [CFP
986] |
CFDP 1224,
"Estimation of Autoregressive Roots Near Unity Using Panel Data" (1999) (with
Peter C.B. Phillips) [63pp, abstract]
[CFP 1018] |
CFDP 1246,
"Maximum Likelihood Estimation in Panels with Incidental Trends" (1999) (with
Peter C.B. Phillips) [30pp, abstract]
[CFP 999] |
CFDP 1274, "GMM
Estimation of Autoregressive Roots Near Unity with Panel Data" (2000) (with Peter
C.B. Phillips) [54pp, abstract] |
CFDP 1390, GMM
Estimation of Autoregressive Roots Near Unity with Panel Data" (2003) (with Peter
C.B. Phillips) [62pp, abstract] [CFP
1085] |
CFDP 1435,
"Incidental Trends and the Power of Panel Unit Root Tests" (2003) (with Peter
C.B. Phillips, Benoit Perron) [43pp, abstract]
[CFP 1215] |
|
CFP 986,
"Linear Regression Limit Theory for Nonstationary Panel Data." Econometrica
(September 1999), 67(5): 1057-1111 (with Peter C.B. Phillips) [CFDP 1222] |
CFP 999,
"Maximum Likelihood Estimation in Panels with Incidental Trends." Oxford
Bulletin of Economics and Statistics, Special Issue (1999), 711-747 (with Peter C.B.
Phillips) [CFDP 1246] |
CFP 1009, "Nonstationary Panel Data
Analysis: An Overview of Some Recent Developments." Econometric Reviews
(2000), 19(3): 263-286 (with Peter C.B. Phillips) [CFDP 1221] |
CFP 1018, "Estimation of Autoregressive Roots Near Unity Using
Panel Data." Econometric Theory (2000), 16: 927-997 [CFDP 1224] |
CFP 1028, "How to Estimate Autoregressive Roots Near Unity." Econometric
Theory (2001), 17: 29-59 (with Peter C.B. Phillips, Zhijie Xiao) [CFDP 1191] |
CFP 1085, "GMM Estimation of
Autoregressive Roots Near Units with Panel Data." Eco | | | |