| 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 |
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