| No. |
Author(s) |
Title, Where published |
| CFP 907 |
Andrews, Donald W.K.
McDermott, John |
"Nonlinear Econometric Models with
Deterministically Trending Variables." Review of Economic Studies (1995), 62:
343-360 [CFDP 1053, 25pp] |
| CFP 908 |
Phillips, Peter C.B. |
"Bayesian Prediction: A
Response." Journal of Econometrics (1995), 69: 351-365 |
| CFP 909 |
Shiller, Robert J. |
"Conversation, Information, and Herd
Behavior." Rhetoric and Economic Behavior (May 1995), 85(2): 181-185 [CFDP 1092, 15pp, abstract] |
| CFP 910 |
Linton, Oliver |
"Adaptive Estimation in ARCH
Models." Econometric Theory (1993), 9: 539-569 [CFDP 1054, 56pp] |
| CFP 911 |
Phillips, Peter C.B. |
"Bayesian Model Selection and
Prediction with Empirical Applications." Journal of Econometrics (1995), 69:
289-331 [CFDP 1023, 31pp, abstract] |
| CFP 912 |
Phillips, Peter C.B. |
"Robust Nonstationary
Regression." Econometric Theory (1995), 11: 912-951 [CFDP 1064, 49pp, abstract] |
| CFP 913 |
Kitamura, Yuichi
Phillips, Peter C.B. |
"Efficient IV Estimation in
Nonstationary Regression." Econometric Theory (1995), 11: 1095-1130 |
| CFP 914 |
Phillips, Peter C.B. |
"Trending Multiple Time Series." Econometric
Theory (1995), 11: 811-817 |
| CFP 915 |
Linton, Oliver |
"Second Order Approximation in the
Partially Linear Regression Model." Econometrica (September 1995), 63(5):
1079-1112 [CFDP 1065, 47pp, abstract] |
| CFP 916 |
Andrews, Donald W.K.
Ploberger, Werner |
"Admissibility of the Likelihood Ratio
Test When a Nuisance Parameter Is Present Only Under the Alternative." Annals of
Statistics (1995), 23(5): 1609-1629 [CFDP
1058, 32pp, abstract] |
| CFP 917 |
Phillips, Peter C.B.
Ploberger, Werner |
"An Asymptotic Theory of Bayesian
Inference for Time Series." Econometrica (March 1996), 64(2): 381-412 |
| CFP 918 |
Linton, Oliver
Nielsen, Jens Perch |
"A Kernel Method of Estimating
Structured Nonparametric Regression Based on Marginal Integration." Biometrika
(1995), 82(1): 93-100 |
| CFP 919 |
Chang, Yoosoon
Phillips, Peter C.B. |
"Time Series Regression with Mixtures
of Integrated Processes." Econometric Theory (1995), 11: 1033-1094 |
| CFP 920 |
Nordhaus, William D. |
"Locational Competition and the
Environment: Should Countries Harmonize Their Environmental Policies." In Horst
Siebert, ed., Locational Competition in the World Economy: Symposium 1994, J.C.B.
Mohr, 1995, pp. 261-287 [CFDP 1079,
36pp, abstract] |
| CFP 921 |
Phillips, Peter C.B.
McFarland, James W.
McMahon, Patrick C. |
"Robust Tests of Forward Exchange
Market Efficiency with Empirical Evidence from the 1920s." Journal of Applied
Econometrics (1996), 11: 1-22 [CFDP
1080, 32pp, abstract] |
| CFP 922 |
Shiller, Robert J.
Kon-Ya, Fumiko
Tsutsui, Yoshiro |
"Why Did the Nikkei Crash? Expanding
the Scope of Expectations Data Collection." Review of Economics and Statistics
(1996) 78(1): 156-164 [CFDP 1012, 45pp,
abstract] |
| CFP 923 |
Andrews, Donald W.K. |
"Admissibility of the Likelihood Ratio
Test When the Parameter Space is Restricted Under the Alternative." Econometrica
(May 1996), 64(3): 705-718 |
| CFP 924 |
Hajivassiliou, Vassilis A.
McFadden, Daniel
Ruud, Paul A. |
"Simulation of Multivariate Normal
Rectangle Probabilities and Their Derivatives: Theoretical and Computational
Results." Journal of Econometrics (1996), 72: 85-134 [CFDP 1021R, 43pp, abstract] |
| CFP 925 |
Andrews, Donald W.K.
Lee, Inpyo
Ploberger, Werner |
"Optimal Changepoint Tests for Normal
Linear Regressions." Journal of Econometrics (1996), 70: 9-38 [CFDP 1016, 32pp, abstract] |
| CFP 926 |
Phillips, Peter C.B. |
"Econometric Model
Determination." Econometrica (July 1996), 64(4): 763-812 [CFDP 1083, 90pp, abstract] |
| CFP 927 |
Fair, Ray C. |
"Econometrics and Presidential
Elections." Journal of Economic Perspectives (Summer 1996), 10(3): 89-102 |
| CFP 928 |
Brandenburger, Adam
Polak, Ben |
"When Managers Cover Their Posteriors:
Making the Decision the Market Wants to See." Rand Journal of Economics
(Autumn 1996), 27(3): 523-541 |
| CFP 929 |
Shubik, Martin |
"Why Equilibrium? A Note on the
Noncooperative Equilibria of Some Matrix Games." Journal of Economic Behavior and
Organization (1996), 29: 537-539 |
| CFP 930 |
Nordhaus, William D.
Yang, Zilli |
"A Regional Dynamic
General-Equilibrium Model of Alternative Climate-Change Strategies." American
Economic Review (September 1996), 86(4): 741-765 |
| CFP 931 |
Fair, Ray C. |
"Computing Median Unbiased Estimates
in Microeconometric Models." Journal of Applied Econometrics (1996), 11:
431-435 |
|
|
| No. |
Author(s) |
Title, Where published |
| CFP 932 |
Klevorick, Alvin K. |
"The Fractured Unity of Antitrust Law
and the Antitrust Jurisprudence of Justice Stevens." Rutgers Law Journal
(1996), 27(3): 637-661 |
| CFP 933 |
Andrews, Donald W.K.
Ploberger, Werner |
"Testing for Serial Correlation
Against an ARMA (1,1) Process." Journal of the American Statistical Association
(September 1996), 91(435): 1331-1342 [CFDP
1077, 29pp, abstract] |
| CFP 934 |
Fair, Ray C. |
"The Effect of Economic Events on
Votes for President: 1992 Update." Political Behavior (1996), 18(2): 119-139 [CFDP 1084, 21pp, abstract] |
| CFP 935 |
Klevorick, Alvin K. |
"The Race to the Bottom in a Federal
System: Lessons from the World of Trade Policy." Yale Law and Policy Review/Yale
Journal of Regulation Symposium: Constructing a New Federalism (1996), 177 |
| CFP 936 |
Phillips, Peter C.B.
Lee, Chin Chin |
"Efficiency Gains from
Quasi-Differencing Under Nonstationarity." In P.M. Robinson and M. Rosenblatt, eds., Athens
Conference on Applied Probability and Time Series, Vol. II, Springer, 1996. pp.
300-314 [CFDP 1134, 14pp, abstract] |
| CFP 937 |
Tobin, James |
"The Natural Rate as New Classical
Macroeconomics." In Rod Cross, ed., The Natural Rate of Unemployment: Reflections
on 25 Years of the Hypothesis, Cambridge University Press, New York, 1995, pp. 32-42 [CFDP 1061, 18pp, abstract] |
| CFP 938 |
Fair, Ray C. |
"Computational Methods for
Macroeconometric Models 1997." Chapter 3 in H.M. Amman, D.A. Kendrick and J. Rust,
eds., Handbook of Computational Economics, Vol. 1, Elsevier, 1996, pp. 144-169 |
| CFP 939 |
Tobin, James |
"A Currency Transactions Tax, Why and
How." Open Economies Review (1996), 7: 493-499 |
| CFP 940 |
Fair, Ray C.
Howrey, E. Philip |
"Evaluating Alternative Monetary
Policy Rules." Journal of Monetary Economics (1996), 38: 173-193 [CFDP 1091, 21pp, abstract] |
| CFP 941 |
Nordhaus, William D.
Popp, David |
"What Is the Value of Scientific
Knowledge? An Application to Global Warming Using the PRICE Model." The Energy
Journal (1997), 18(1): 1-45 [CFDP 1117,
49pp, abstract] |
| CFP 942 |
Jayawardene, A.K.
Shubik, Martin |
"Trade with Assignats or Landbank
Money: Equilibria in a Finite-Person Strategic Market Game." Journal of
Mathematical Economics (1997), 27: 143-162 |
| CFP 943 |
Chao, John
Phillips, Peter C.B. |
"An Empirical Bayesian Approach to
Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices."
In Jack C. Lee, Wesley O. Johnson and Arnold Zellner, eds., Modelling and Prediction,
Springer, New York, 1996, pp. 325-349 |
| CFP 944 |
Phillips, Peter C.B. |
"Unit-Root Tests." In Samuel
Kotz, ed., Encyclopedia of Statistical Sciences, Update Vol. 1, 1997, pp. 531-542 [CFDP 1104, 25pp, abstract] |
| CFP 945 |
Andrews, Donald W.K. |
"A Stopping Rule for the Computation
of Generalized Method of Moments Estimators." Econometrica (July 1997), 65(4):
913-931 [CFDP 1120, 29pp, abstract] |
| CFP 946 |
Shiller, Robert J. |
"Public Resistance to Indexation: A
Puzzle." Brookings Papers on Economic Activity (1997), 1: 159-228 |
| CFP 947 |
Tobin, James |
"An Overview of The General
Theory." In G.C. Harcourt and P.A. Riach, eds., A "Second Edition" of
The General Theory, Vol. 2, Routledge, 1997, pp. 3-27 [CFDP 1093, 40pp, abstract] |
| CFP 948 |
Blood, Deborah J.
Phillips, Peter C.B. |
"Economic Headline News on the Agenda:
New Approaches to Understanding Causes and Effects." In M. McCombs, D.L. Shaw and D.
Weaver, eds., Communication and Democracy, Lawrence Erlbaum Assoc., 1997, pp.
97-113 |
| CFP 949 |
Andrews, Donald W.K. |
"A Conditional Kolmogorov Test." Econometrica
(September 1997), 65(5): 1097-1128 [CFDP
1111R, 44pp, abstract] |
| CFP 950 |
Tobin, James |
"Comments by Professor James
Tobin." Journal of Applied Econometrics (1997), 12: 647-650 |
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