| No. |
Author(s) |
Title, Where published |
| CFP 657 |
Mankiw, N. Gregory
Shapiro, Matthew D. |
"Risk and Return: Consumption Beta
Versus Market Beta." Review of Economics and Statistics (August 1986), 68(3):
453-458 [CFDP 738, 30pp] |
| CFP 658 |
Andrews, Donald W.K. |
"A Note on the Unbiasedness of
Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the
Linear Model." Econometrica (May 1986), 54(3): 687-698 [CFDP 734R, 31pp] |
| CFP 659 |
Phillips, Peter C.B.
Durlauf, Steven N. |
"Multiple Time Series Regression with
Integrated Processes." Review of Economic Studies (1986), 53: 473-495 [CFDP 768, 43pp] |
| CFP 660 |
Nordhaus, William D. |
"Resources, Technology, and
Development: Will the Table Be Bare When Poor Countries Get There?" Indian
Economic Review (1986), 21(2): 81-94 [CFDP
793, 21pp] |
| CFP 661 |
Shubik, Martin |
"Strategic Market Game: A Dynamic
Programming Application to Money, Banking and Insurance." Mathematical Social
Sciences (1986), 12: 265-278 [CFDP 715,
22pp] |
| CFP 662 |
Shapiro, Matthew D. |
"Capital Utilization and Capital
Accumulation: Theory and Evidence." Journal of Applied Econometrics (1986), 1:
211-234 [CFDP 736, 54pp] |
| CFP 663 |
Andrews, Donald W.K. |
"Stability Comparisons of
Estimators." Econometrica (September 1986), 54(5): 1207-1235 [CFDP 710R2, 54pp, abstract] |
| CFP 664 |
Phillips, Peter C.B. |
"Fractional Matrix Calculus and the
Distribution of Multivariate Tests." In I.B. MacNeill and G.J. Umphrey, eds., Time
Series and Econometric Modelling, Reidel Publishing, 1987, pp. 219-234 [CFDP 767, 23pp] |
| CFP 665 |
Nordhaus, William D. |
"The Council of Economic Advisers:
Conscience or Advocate?" Carnegie-Rochester Conference Series on Public Policy,
25, North-Holland, pp. 265-278 |
| CFP 666 |
Shapiro, Matthew D. |
"Investment, Output, and the Cost of
Capital." Brookings Papers on Economic Activity (1986), 1: 111-164 |
| CFP 667 |
Phillips, Peter C.B. |
"Understanding Spurious Regressions in
Econometrics." Journal of Econometrics (1986), 33: 311-340 [CFDP 757, 38pp] |
| CFP 668 |
Shubik, Martin
Wooders, Myrna Holtz |
"Near-Markets and Market Games." Economic
Studies Quarterly (December 1986), 37(4): 289-299 [CFDP 657, 59pp] |
| CFP 669 |
Phillips, Peter C.B. |
"Large Deviation Expansions in
Econometrics." In Advances in Econometrics, Vol. 5, JAI Press, 1986, pp.
199-226 |
| CFP 670 |
Shiller, Robert J. |
"The Volatility of Stock Market
Prices." Science (January 2, 1987), 235: 33-37 |
| CFP 671 |
Bewley, Truman F. |
"Stationary Monetary Equilibrium with
a Continuum of Independently Fluctuating Consumers." In Werner Hildenbrand and Andreu
Mas-Colell, eds., Contributions to Mathematical Economics in Honor of Gerard Debreu,
North-Holland, 1986, pp. 79-102 |
| CFP 672 |
Andrews, Donald W.K.
Phillips, Peter C.B. |
"A Simplified Proof of a Theorem on
the Difference of the Moore-Penrose Inverses of Two Positive Semi-Definite Matrices."
Communications in Statistics, Theory and Methods (1986), 15(10): 2973-2975 |
| CFP 673 |
Hajivassiliou, Vassilis A. |
"Two Misspecification Tests for the
Simple Switching Regressions Disequilibrium Model." Economics Letters (1986),
22: 343-348 [CFDP 792, 10pp] |
| CFP 674 |
Phillips, Peter C.B. |
"Time Series Regression with a Unit
Root." Econometrica (March 1987), 55(2): 277-301 [CFDP 740R, 45pp] |
| CFP 675 |
Phillips, Peter C.B. |
"An Everywhere Convergent Series
Representation of the Distribution of Hotelling's Generalized T02."
Journal of Multivariate Analysis (April 1987), 21(2): 238-249 [CFDP 723R, 17pp] |
| CFP 676 |
Milgrom, Paul
Roberts, John |
"Price and Advertising Signals of
Product Quality." Journal of Political Economy (1986), 94(4): 796-821 [CFDP 709, 28pp] |
| CFP 677 |
Shapiro, Matthew D. |
"Are Cyclical Fluctuations in
Productivity Due More to Supply Shocks or Demand Shocks?" AEA Papers and
Proceedings (May 1987), 77(2): 118-124 [CFDP
822, 19pp] |
| CFP 678 |
Aliprantis, Charalambos
Brown, Donald J.
Burkinshaw, Owen |
"An Economy with Infinite Dimensional
Commodity Space and Empty Core." Economics Letters (1987), 23: 1-4 |
| CFP 679 |
Phillips, Peter C.B. |
"Asymptotic Expansions in
Nonstationary Vector Autoregressions." Econometric Theory (1987), 3: 45-68 [CFDP 765, 35pp] |
| CFP 680 |
Cooper, Russell
Hayes, Beth |
"Multi-Period Insurance
Contracts." International Journal of Industrial Organization (1987), 5:
211-231 [CFDP 673R, 34pp] |
| CFP 681 |
Perron, Pierre
Phillips, Peter C.B. |
"Does GNP Have a Unit Root?" Economics
Letters (1987), 23: 139-145 |
| CFP 682 |
Andrews, Donald W.K. |
"Least Squares Regression with
Integrated or Dynamic Regressors Under Weak Error Assumptions." Econometric Theory
(1987), 3: 98-116 |
| CFP 683 |
Howe, Roger |
"Sections and Extensions of Concave
Functions." Journal of Mathematical Economics (1987), 16: 53-64 [CFDP 760, 17pp] |
| CFP 684 |
Van der Heyden, Ludo |
"On a Theory of Scarf." In A.J.J.
Talman and G. Van der Laan, eds., The Computation and Modelling of Economic Equilibria,
North-Holland, 1987, pp. 177-192 |
| CFP 685 |
Phillips, Peter C.B. |
"Towards a Unified Asymptotic Theory
for Autoregression." Biometrika (1987), 74: 535-547 [CFDP 782R, 28pp, abstract] |
| CFP 686 |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"The Revelation of Information in
Strategic Market Games." Journal of Mathematical Economics (1987), 16:
105-137 [CFDP 634R, 51pp] |
| CFP 687 |
Van der Laan, G.
Talman, A.J.J.
Van der Heyden, Ludo |
"Simplicial Variable Dimension
Algorithms for Solving the Nonlinear Complementarity Problem on a Product of Unit
Simplicies Using a General Labelling." Mathematics of Operations Research
(August 1987), 12(3): 377-397 |
| CFP 688 |
Hajivassiliou, Vassilis A. |
"The External Debt Repayments Problems
of LCDs." Journal of Econometrics (1987), 36: 205-230 |
| CFP 689 |
Clarida, Richard H. |
"Consumption, Liquidity Constraints
and Asset Accumulation in the Presence of Random Income Fluctuations." International
Economic Review (June 1987), 28(2): 339-351 [CFDP 705R, 24pp] |
| CFP 690 |
Andrews, Donald W.K.
Phillips, Peter C.B. |
"Best Median-Unbiased Estimation in
Linear Regression with Bounded Asymmetric Loss Functions." Journal of the American
Statistical Association (September 1987), 82(399): 886-893 [CFDP 786, 28pp] |
|
