| 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] |
|
