| No. |
Author(s) |
Title |
| CFDP 780 |
Tobin, James |
"The Monetary-Fiscal Mix: Long-Run
Implications" (January 1986) [15pp, abstract]
Reprinted in AEA Papers and Proceedings (May 1986), 76(2): 213-218 [CFP 645] |
| CFDP 781 |
Phillips, Peter C.B. |
"Regression Theory for Near-Integrated
Time Series" (January 1986) [34pp, abstract] |
| CFDP 781R |
Phillips, Peter C.B. |
"Regression Theory for Near-Integrated
Time Series" (Revised January 1987) [42pp, abstract] Reprinted in Econometrica (September 1988), 56(5):
1021-1043 [CFP 711] |
| CFDP 782 |
Phillips, Peter C.B. |
"Towards a Unified Asymptotic Theory
for Autoregression" (February 1986) [28pp, abstract] |
| CFDP 782R |
Phillips, Peter C.B. |
"Towards a Unified Asymptotic Theory
for Autoregression" (Revised August 1986) [28pp, abstract] Reprinted in Biometrika (1987), 74: 535-547 [CFP 685] |
| CFDP 783 |
Nordhaus, William D.
Andrew, John |
"The Share Economy: A Symposium"
(February 1986) [80pp, abstract] |
| CFDP 784 |
Aliprantis, Charalambos
Brown, Donald J.
Burkinshaw, Owen |
"Edgeworth Equilibria in Production
Economies" (March 1986) [42pp, abstract]
Reprinted in Journal of Economic Theory (December 1987), 43(2): 252-291 [CFP 700] |
| CFDP 785 |
Campbell, John Y.
Shiller, Robert J. |
"Cointegration and Tests of Present
Value Models" (March 1986) [41pp, abstract]
Reprinted in Journal of Political Economy (October 1987), 95: 1062-1088; also in
Robert F. Engle and Clive W.J. Granger (eds.), Long-Run Economic Relationships:
Readings in Cointegration, Oxford University Press, 1991, pp. 191-217; and Andrew W.
Lo (ed.), Financial Econometrics, Edward Elgar, 2005 |
| CFDP 786 |
Andrews, Donald W.K.
Phillips, Peter C.B. |
"Best Median Unbiased Estimation in
Linear Regression with Bounded Asymmetric Loss Functions" (March 1986) [28pp, abstract] Reprinted in Journal of the
American Statistical Association (September 1987), 82(399): 886-893 [CFP 690] |
| CFDP 787 |
Bracken, Paul
Shubik, Martin |
"Issues Arising in Management and
Control of Naval Forces" (April 1986) [20pp, abstract] |
| CFDP 788 |
Durlauf, Steven N.
Phillips, Peter C.B. |
"Trends Versus Random Walks in Time
Series Analysis" (April 1986) [40pp, abstract]
Reprinted in Econometrica (Nov. 1988), 56(6): 1333-1354 [CFP 744] |
| CFDP 789 |
Verkerke, J. Hoult
Shubik, Martin |
"Defense Economics and Economic
Warfare Revisited" (April 1986) [39pp, abstract]
Reprinted as "Open Questions in Defense Economics and Economic Warfare" in Journal
of Conflict Resolution (Sept. 1989), 33(3): 480-499 [CFP 741] |
| CFDP 790 |
Andrews, Donald W.K. |
"Consistency in Nonlinear Econometric
Models: A Generic Uniform Law of Large Numbers" (April 1986) [26pp, abstract] Reprinted in Econometrica
(November 1987), 55(6): 1465-1471 [CFP 693] |
| CFDP 791 |
Abreu, Dilip
Pearce, David
Stacchetti, Ennio |
"Toward a Theory of Discounted
Repeated Games with Imperfect Monitoring" (April 1986) [34pp, abstract] Reprinted in Econometrica
(Sept. 1990), 58(5): 1041-1063 [CFP 762] |
| CFDP 792 |
Hajivassiliou, Vassilis A. |
"Two Misspecification Tests for the
Simple Switching Regressions Disequilibrium Model" (April 1986) [11pp, abstract] Reprinted in Economics Letters
(1986), 22: 343-348 [CFP 673] |
| CFDP 793 |
Nordhaus, William D. |
"Resources, Technology, and
Development: Will the Table Be Bare When Poor Countries Get There?" (May 1986) [21pp,
abstract] Reprinted in Indian
Economic Review (1986), 21(2): 81-94 [CFP
660] |
| CFDP 794 |
Shiller, Robert J.
Pound, John |
"Survey Evidence on Diffusion of
Interest Among Institutional Investors" (May 1986) [26pp, abstract] Reprinted in Journal of
Economic Behavior and Organization (August 1989), 12(1): 47-66 |
| CFDP 795R |
Phillips, Peter C.B.
Perron, Pierre |
"Testing for a Unit Root in Time
Series Regression" (July 1986, revised September 1987) [31pp, abstract] Reprinted in Biometrika
(1988), 75(2): 335-346 [CFP 706] |
| CFDP 796 |
Phillips, Peter C.B. |
"Weak Convergence to the Matrix
Stochastic Integral BdB" (July 1986) [18pp, abstract] Reprinted in Journal of Multivariate Analysis
(February 1988), 24(2): 252-264 [CFP 697] |
| CFDP 797 |
Milgrom, Paul R. |
"Quasirents, Influence and
Organization Form" (July 1986) [42pp, abstract] |
| CFDP 798 |
Andrews, Donald W.K. |
"On the Performance of Least Squares
in Linear Regression with Undefined Error Means" (July 1985) [54pp, abstract] |
| CFDP 799 |
Powers, Imelda Yeung |
"Limiting Distributions of the Number
of Pure Strategy Nash Equilibria in n-Person Games" (August 1986) [43pp, abstract] Reprinted in International
Journal of Game Theory (1990), 19(3): 277-286 |
| CFDP 800 |
Andrews, Donald W.K. |
"Power in Econometric
Applications" (August 1986) [54pp, abstract]
Reprinted in Econometrica (September 1989), 57(5): 1059-1090 [CFP 737] |
| CFDP 801 |
Phillips, Peter C.B.
Park, Joon Y. |
"On the Formulation of Wald Tests of
Nonlinear Restrictions" (September 1986) [33pp, abstract] Reprinted in Econometrica (September 1988), 56(5):
1065-1083 [CFP 718] |
| CFDP 802 |
Phillips, Peter C.B.
Park, Joon Y. |
"Asymptotic Equivalence of OLS and GLS
in Regressions with Integrated Regressors" (September 1986) [21pp, abstract] Reprinted in American
Statistical Association (1988), 83(401): 111-115, 1988 [CFP 703] |
| CFDP 803 |
Hajivassiliou, Vassilis A. |
"Temporal Dependence in Limited
Dependent Variable Models: Theoretical and Monte-Carlo Results" (August 1986) [38pp, abstract] |
| CFDP 804 |
Shubik, Martin |
"Enough Commodity Money and the
Selection of a Unique Competitive Equilibrium" (October 1986) [8pp, abstract] |
| CFDP 805 |
Shubik, Martin |
"A Game Theoretic Approach to the
Theory of Money and Financial Institutions" (November 1986) [75pp, abstract] Reprinted in B.M. Friedman and
F.H. Hahn, eds., Handbook of Monetary Economics, Elsevier Science, Vol. 1, 1990,
pp. 172-219 [CFP 767] |
| CFDP 806 |
Shubik, Martin |
"The Unique Minimal Cash Flow
Competitive Equilibrium" (October 1986) [7pp, abstract] Reprinted in Economics Letters (1987), 27: 303-306 [CFP 702] |
| CFDP 807 |
Bewley, Truman F. |
"Knightian Decision Theory: Part
1" (November 1986) [53pp, abstract]
Reprinted in Decisions in Economics and Finance (2002), 25(2): 79-110 [CFP
1053] |
| CFDP 808 |
Fair, Ray C.
Shapiro, Matthew D.
Dominguez, Kathryn M. |
"Forecasting the Depression: Harvard
Versus Yale" (November 1986) [39pp, abstract]
Reprinted in American Economic Review (1988), 78(4): 595-596 [CFP 710] |
| CFDP 809R |
Phillips, Peter C.B.
Ouliaris, Sam |
"Testing for Cointegration Using
Principal Component Methods" (Revised July 1987) [37pp; NO p. 2, abstract] Reprinted in Journal of
Economic Dynamics and Control (1988), 12: 205-230 [CFP 723] |
| CFDP 810 |
Fair, Ray C. |
"Interest Rate and Exchange Rate
Determination" (December 1986) [43pp, abstract] |
| CFDP 811R |
Park, Joon Y.
Phillips, Peter C.B. |
"Statistical Inference in Regressions
with Integrated Processes: Part 1" (Revised August 1987) [49pp, abstract] Reprinted in Econometric
Theory (1988), 4: 468-497 [CFP 715] |
| CFDP 812 |
Campbell, John Y.
Shiller, Robert J. |
"The Dividend-Price Ratio and
Expectations of Future Dividends and Discount Factors" (December 1986) [39pp, abstract] Reprinted in Review of
Financial Studies (Fall 1988), 1: 195-228; also in Andrew W. Lo (ed.), Market
Efficiency: Stock Market Behavior in Theory and Practice, Edward Elgar, 1996 |
| CFDP 813 |
Fair, Ray C. |
"International Evidence on the Demand
for Money" (December 1986) [17pp, abstract]
Reprinted in Review of Economics and Statistics (August 1987), 69(3): 473-480 [CFP 732] |
| CFDP 814R |
Amir, R.
Sahi, Siddhartha
Shubik, Martin |
"A Strategic Market Game with Complete
Markets" (December 1986, revised September 1987) [25pp, abstract] Reprinted in Journal of
Economic Theory (June 1990), 51(1): 126-143 [CFP 757] |
