| No. |
Author(s) |
Title, Where published |
| CFP 858 |
Toda, Hiro Y.
Phillips, Peter C.B. |
"Vector Autoregression and
Causality." Econometrica (November 1993), 61(6): 1367-1393 [CFDP 977, 51pp] |
| CFP 859 |
Beltratti, Andrea E.
Shiller, Robert J. |
"Actual and Warranted Relations
Between Asset Prices." Oxford Economic Papers (1993), 45: 387-402 [CFDP 970, 22pp] |
| CFP 860 |
Nordhaus, William D. |
"Reflections on the Economics of
Climate Change." Journal of Economic Perspectives (Fall 1993), 7(4): 11-25 |
| CFP 861 |
Quintos, Carmela E.
Phillips, Peter C.B. |
"Parameter Constancy in Cointegrating
Regressions." Empirical Economics (1993), 18: 675-706 |
| CFP 862 |
Hajivassiliou, Vassilis A. |
"Simulation Estimation Methods for
Limited Dependent Variable Models." In G.S. Maddala, C.R. Rao and H.D. Vinod, eds., Handbook
of Statistics, Elsevier, Vol. 11, 1993, pp. 519-543 [CFDP 1007, 33pp] |
| CFP 863 |
Andrews, Donald W.K. |
"Asymptotics for Semiparametric
Econometric Models via Stochastic Equicontinuity." Econometrica (January
1994), 62(1): 43-72 [CFDP 908R,
100pp] |
| CFP 864 |
Phillips, Peter C.B. |
"Some Exact Distribution Theory for
Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction
Models." Econometrica (January 1994), 62(1): 73-93 [CFDP 999, 13pp] |
| CFP 865 |
Shubik, Martin |
"Prominence, Symmetry, or Other?"
Games and Economic Behavior (1994), 6: 328-332 |
| CFP 866 |
Loretan, Mico
Phillips, Peter C.B. |
"Testing the Covariance Stationarity
of Heavy-tailed Time Series." Journal of Empirical Finance (1994), 1: 211-248
[CFDP 947, 77pp] |
| CFP 867 |
Andrews, Donald W.K.
Chen, Hong-Yuan |
"Approximately Median-Unbiased
Estimation of Autoregressive Models." Journal of Business and Economic Statistics
(April 1994), 12(2): 186-204 [CFDP 1026,
47pp] |
| CFP 868 |
Zhou, Lin |
"A New Bargaining Set of an N-Person
Game and Endogenous Coalition Formation." Games and Economic Behavior (1994)
6: 512-526 [CFDP 974, 23pp] |
| CFP 869 |
Sims, Christopher A. |
"A Simple Model for Study of the
Determination of the Price Level and the Interaction of Monetary and Fiscal Policy." Economic
Theory (1994), 4: 381-399 |
| CFP 870 |
Andrews, Donald W.K.
Pollard, David |
"An Introduction to Functional Central
Limit Theorems for Dependent Stochastic Processes." International Statistical
Review (1994), 62(1): 119-132 [CFDP 951,
16pp] |
| CFP 871 |
Hajivassiliou, Vassilis A. |
"A Simulation Estimation Analysis of
the External Debt Crises of Developing Countries." Journal of Applied Econometrics
(1994), 9: 109-131 [CFDP 1057, 27pp] |
| CFP 872 |
Fair, Ray C. |
"How Fast Do Old Men Slow Down." Review
of Economics and Statistics (1994), 76(1): 103-118 [CFDP 989, 16pp] |
| CFP 873 |
Duffie, D.
Geanakoplos, John
Mas-Colell, Andreu
McLennan, A. |
"Stationary Markov Equilibria." Econometrica
(July 1994), 62(4): 745-781 |
| CFP 874 |
Andrews, Donald W.K. |
"The Large Sample Correspondence
Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests." Econometrica
(September 1994), 62(5): 1207-1232 [CFDP
1035, 40pp, abstract] |
| CFP 875 |
Zhou, Lin |
"The Set of Nash Equilibria of a
Supermodular Game Is a Complete Lattice." Games and Economic Behavior (1994),
7: 295-300 |
| CFP 876 |
Mendelsohn, Robert
Nordhaus, William D.
Shaw, Daigee |
"The Impact of Global Warming on
Agriculture: A Ricardian Analysis." American Economic Review (1994), 84(4):
753-771 [CFDP 1010, 49pp] |
| CFP 877 |
Tobin, James |
"Poverty in Relation to Macroeconomic
Trends, Cycles, and Policies." In Sheldon H. Danziger, Gary D. Sandefur, and Daniel
H. Weinberg, eds., Confronting Poverty, Prescription for Change, Harvard University
Press, 1994, pp. 148-167 [CFDP 1030R,
34pp] |
| CFP 878 |
Phillips, Peter C.B.
Ploberger, Werner |
"Posterior Odds Testing for a Unit
Root with Data-based Model Selection." Econometric Theory (1994), 10: 774-808
[CFDP 1017, 35pp] |
| CFP 879 |
Andrews, Donald W.K.
Ploberger, Werner |
"Optimal Tests When a Nuisance
Parameter Is Present Only Under the Alternative." Econometrica (November
1994), 62(6): 1383-1414 [CFDP 1015,
62pp] |
| CFP 880 |
Scarf, Herbert E. |
"The Allocation of Resources in the
Presence of Indivisibilities." Journal of Economic Perspectives (Fall 1994),
8(4): 111-128 [CFDP 1068, 22pp, abstract] |
| CFP 881 |
Miller, John M.
Shubik, Martin |
"Some Dynamics of a Strategic Market
Game with a Large Number of Agents." Journal of Economics (1994), 60(1): 1-28
[CFDP 1037, 29pp] |
|
|
| No. |
Author(s) |
Title, Where published |
| CFP 882 |
Geanakoplos, John |
"Common Knowledge." In R.J.
Aumann and S. Hart, eds., Handbook of Game Theory, Vol. 2, North-Holland, 1994, pp.
1437-1496 |
| CFP 883 |
Nordhaus, William D. |
"Policy Games: Coordination and
Independence in Monetary and Fiscal Policies." Brookings Papers on Economic
Activity (1994), 2: 139-216 (with discussion) |
| CFP 884 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William D. |
"Construction of Stationary Markov
Equilibria in a Strategic Market Game." Mathematics of Operations Research
(November 1994), 19(4): 975-1006 [CFDP 1033,
44pp] |
| CFP 885 |
Phillips, Peter C.B.
van Dijk, Herman K. |
"Bayes Methods and Unit Roots." Econometric
Theory (1994), 10: 453-460 |
| CFP 886 |
Hajivassiliou, Vassilis A.
Ruud, Paul A. |
"Classical Estimation Methods for LDV
Models Using Simulation." In R.F. Engle and D.L. McFadden, eds., Handbook of
Econometrics, Vol. IV, 1994, North-Holland, pp. 2384-2441 [CFDP 1051, 46pp] |
| CFP 887 |
Andrews, Donald W.K. |
"Empirical Process Methods in
Econometrics." In R.F. Engle and D.L. McFadden, eds., Handbook of Econometrics,
Vol. IV, North-Holland, 1994, pp. 2248-2294 [CFDP 1059, 58pp] |
| CFP 888 |
Bárány, Imre
Howe, Roger
Scarf, Herbert E. |
"The Complex of Maximal Lattice Free
Simplices." Mathematical Programming (1994), 66: 273-281 [CFDP 1032, 15pp] |
| CFP 889 |
Nordhaus, William D. |
"Climate and Economic
Development." Proceedings of the World Bank Annual Conference on Development
Economics, 1993, pp. 355-376 |
| CFP 890 |
Toda, Hiro Y.
Phillips, Peter C.B. |
"Vector Autoregression and Causality:
A Theoretical Overview and Simulation Study." Econometric Reviews (1994),
13(2): 259-285 [CFDP 1001, 42pp] |
| CFP 891 |
Zivot, Eric
Phillips, Peter C.B. |
"A Bayesian Analysis of Trend
Determination in Economic Time Series." Econometric Reviews (1994), 13(3):
296-336 [CFDP 1002, 73pp] |
| CFP 892 |
Scarf, Herbert E.
Shallcross, David F. |
"The Frobenius Problem and Maximal
Lattice Free Bodies." Mathematics of Operation Research (August 1993), 18(3):
511-515 [CFDP 945, 12pp] |
| CFP 893 |
Phillips, Peter C.B. |
"Nonstationary Time Series and
Cointegration." Journal of Applied Econometrics (1995), 10: 87-94 [CFDP 1081, 15pp, abstract] |
| CFP 894 |
Corbae, Dean
Ouliaris, Sam
Phillips, Peter C.B. |
"A Reexamination of the Consumption
Function Using Frequency Domain Regressions." Empirical Economics (1994), 19:
595-609 [CFDP 997, 18pp] |
| CFP 895 |
Tobin, James |
"International Currency Regimes,
Capital Mobility and Macroeconomic Policy." Greek Economic Review (Autumn
1993), 15(1): 1-14 [CFDP 993, 20pp] |
| CFP 896 |
Klevorick, Alvin K.
Levin, Richard C.
Nelson, Richard R.
Winter, Sidney G. |
"On the Sources and Significance of
Interindustry Differences in Technological Opportunities." Research Policy
(1995), 24: 185-205 [CFDP 1052, 47pp] |
| CFP 897 |
Phillips, Peter C.B. |
"Bayes Models and Forecasts of
Australian Macroeconomic Time Series." In Colin P. Hargreaves, ed., Nonstationary
Time Series Analysis and Cointegration, Oxford University Press, 1994, pp. 53-86 [CFDP 1024, 33pp] |
| CFP 898 |
Bewley, Truman F. |
"A Depressed Labor Market as Explained
by Participants." American Economic Review (1995), 85(2): 250-254 |
| CFP 899 |
Tobin, James |
"Democratic Values and Capitalist
Efficiency: The Liberal Reconciliation." In W. Lawson Taitte, ed., Moral Values in
Liberalism and Conservatism, University of Texas Press, 1995, pp. 77-103 |
| CFP 900 |
Blood, Deborah J.
Phillips, Peter C.B. |
"Recession Headline News, Consumer
Sentiment, The State of the Economy and Presidential Popularity: A Time Series Analysis
1989-1993." International Journal of Public Opinion Research (1995), 7(1):
2-22 |
| CFP 901 |
Dubey, Pradeep
Geanakoplos, John |
"The Value of Money in a
Finite-Horizon Economy: A Role for Banks." In Partha Dasgupta, Douglas Gale, Oliver
Hart and Eric Maskin, eds., Economic Analysis of Markets and Games, 1992, pp.
407-444 |
| CFP 902 |
Andrews, Donald W.K. |
"Nonparametric Kernel Estimation for
Semiparametric Models." Econometric Theory (1995), 11: 560-596 |
| CFP 903 |
Phillips, Peter C.B.
Loretan, Mico |
"On the Theory of Testing Covariance
Stationarity Under Moment Condition Failure." In G.S. Maddala, Peter C.B. Phillips
and T.N. Srinivasan, eds., Advanced in Econometrics and Quantitative Economics,
Blackwell, 1995, pp. 189-233 |
| CFP 904 |
Klevorick, Alvin K. |
"The Economic Theory of Crime and the
Problems in a Society in Transition." International Journal of the Economics of
Business (1995), 2(2), 1995: 560-596 |
| CFP 905 |
Phillips, Peter C.B. |
"Fully Modified Least Squares and
Vector Autoregression." Econometrica (September 1995), 63(5): 1023-1078 [CFDP 1047, 79pp] |
| CFP 906 |
Cook, William
Rutherford, Thomas
Scarf, Herbert E.
Shallcross, David F. |
"An Implementation of the Generalized
Basis Reduction Algorithm for Integer Programming." ORSA Journal of Computing
(Spring 1993), 5(2): 206-212 [CFDP 990,
13pp] |
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