| No. |
Author(s) |
Title |
| CFDP 1144 |
Pakes, Ariel
McGuire, Paul |
"Stochastic Algorithms for Dynamic
Models: Markov Perfect Equilibrium, and the "Curse" of Dimensionality"
[32pp, abstract] |
| CFDP 1145 |
Shiller, Robert J. |
"Expanding the Scope of Individual
Risk Management: Moral Hazard and Other Behavioral Considerations" [17pp, abstract] |
| CFDP 1146R |
Andrews, Donald W.K. |
"Consistent Moment Selection
Procedures for Generalized Method of Moments Estimation" [23pp, abstract] Reprinted in Econometrica
(May 1999), 67(3): 543-564 [CFP
979] |
| CFDP 1147 |
De Waegenaere, A.
Polemarchakis, Heracles
Ventura, L. |
"Asset Markets and Investment
Decisions" [25pp, abstract] |
| CFDP 1148 |
Fan, Yanqin
Linton, Oliver |
"Some Higher Order Theory for a
Consistent Nonparametric Model Specification Test" [39pp, abstract] |
| CFDP 1149 |
Tobin, James |
"Can We Grow Faster?" [25pp, abstract] |
| CFDP 1150 |
Tobin, James |
"Supply Constraints on Employment and
Output: NAIRU Versus Natural Rate" [25pp, abstract] |
| CFDP 1151 |
Linton, Oliver |
"Second-Order Approximation for
Semiparametric Instrumental Variable Estimators and Test Statistics" [34pp, abstract] |
| CFDP 1152 |
Nordhaus, William D. |
"Beyond the CPI: An Augmented Cost of
Living Index (ACOLI)" [15pp, abstract] |
| CFDP 1153 |
Andrews, Donald W.K. |
"Estimation When a Parameter Is on a
Boundary: Theory and Applications" [92pp, abstract] Reprinted in Econometrica (November 1999), 67(6):
1341-1383 [CFP 988] |
| CFDP 1154 |
Athanasoulis, Stefano
Shiller, Robert J. |
"The Significance of the Market
Portfolio" [32pp, abstract]
Reprinted in Review of Financial Studies (Summer 2000), 13(2): 301-329 [CFP 997] |
| CFDP 1155 |
Chao, John C.
Phillips, Peter C.B. |
"Model Selection in Partially
Nonstationary Vector Autoregressive Processes with Reduced Rank Structure" [47pp, abstract] |
| CFDP 1156 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William D. |
"A Stochastic Infinite-Horizon Economy
with Secured Lending, or Unsecured Lending and Bankruptcy" [33pp, abstract] |
| CFDP 1157 |
Andrews, Donald W.K. |
"A Simple Counterexample to the
Bootstrap" [8pp, abstract] |
| CFDP 1158 |
Moselle, Boaz
Polak, Ben |
"A Model of a Predatory State"
[45pp, abstract] Reprinted in Journal
of Law, Economics and Organization (2001), 17(1): 1-33 [CFP 1019] |
| CFDP 1159 |
Tobin, James |
"The Experiment in Applied
Econometrics" [9pp] |
| CFDP 1160 |
Linton, Oliver
Mammen, E.
Nielsen, J. |
"The Existence and Asymptotic
Properties of a Backfitting Projection Algorithm Under Weak Conditions" [39pp, abstract] |
| CFDP 1161 |
Xiao, Zhijie
Phillips, Peter C.B. |
"An ADF Coefficient Test for a Unit
Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy"
[18pp, abstract] Reprinted in Econometrics
Journal (1998), 1: 27-43 [CFP 1005] |
| CFDP 1162 |
Choi, In
Phillips, Peter C.B. |
"Regressions for Partially Idenied,
Cointegrated Simultaneous Equations" [33pp, abstract] |
| CFDP 1163 |
Corbae, Dean
Ouliaris, Sam
Phillips, Peter C.B. |
"Band Spectral Regression with
Trending Data" [46pp, abstract]
Reprinted in Econometrica (May 2002), 70(3): 1067-1109 [CFP 1039] |
| CFDP 1164 |
Mandelbrot, Benoit
Fisher, Adlai
Calvet, Laurent |
"A Mulractal Model of Asset
Returns" [39pp, abstract] |
| CFDP 1165 |
Calvet, Laurent
Fisher, Adlai
Mandelbrot, Benoit |
"Large Deviations and the Distribution
of Price Changes" [30pp, abstract] |
| CFDP 1166 |
Fisher, Adlai
Calvet, Laurent
Mandelbrot, Benot |
"Mulractality of Deutschemark/US
Dollar Exchange Rates" [40pp, abstract] |
| CFDP 1167 |
Bewley, Truman F. |
"Why Not Cut Pay?" [40pp, abstract] Reprinted in European Economic
Review (1998), 42: 459-490 [CFP
963] |
| CFDP 1168 |
Fair, Ray C. |
"Evaluating the Information Content
and Money Making Ability of Forecasts from Exchange Rate Equations" [35pp, abstract] |
| CFDP 1169 |
Hall, George J. |
"Non-Convex Costs and Capital
Utilization: A Study of Production Scheduling at Automobile Assembly Plants" [38pp, abstract] |
