| CFPs | CFDPs | Author
Index | ORDER |
PAPERS (REPRINTS), 2006
NOTE: If you or your
university/college has an electronic subscription to the
relevant journals, you should be able to download the linked
articles below.
Otherwise, you may ORDER individual reprints
directly from Cowles. |
|
| No. |
Author(s) |
Title, Where published |
| CFP 1119 |
Phillips, Peter C.B.
Yu, Jun |
"Jackknifing Bond Option Prices,"
Review of Financial Studies, (2005), 18(2): 707-742 [CFDP 1392, 51pp, abstract] |
| CFP 1120 |
Geanakoplos, John
Polemarchakis, H.M. |
"Walrasian Indeterminacy and Keynesian
Macroeconomics." Review of Economic Studies (1986), 53:755-779 [CFDP 778, 52pp, abstract] |
| CFP 1121 |
Chaudhri, Vivek
Geanakoplos, John |
"A Note on the Economic
Rationalization of Gun Control." Economics Letters (1998), 58(1): 51-53 |
| CFP 1122 |
Shubik, Martin |
"Quantum Economics, Uncertainty and
the Optimal Grid Size." Economics Letters (1999), 64: 277-278 |
| CFP 1123 |
Morris, Stephen
Skiadas, Costis |
"Rationalizable Trade." Games
and Economic Behavior (2000), 31: 311-323 [CFDP 1211, 14pp, abstract] |
| CFP 1124 |
Yu, Jun
Phillips, Peter C.B. |
"A Gaussian Approach for Continuous
Time Models of the Short-term Interest Rate." Econometrics Journal (December
2001), 4: 211-225 [CFDP 1309, 22pp, abstract] |
| CFP 1125 |
Andrews, Donald W.K.
Buchinsky, Moshe |
"Evaluation of a Three-Step Method for
Choosing the Number of Bootstrap Repetitions." Journal of Econometrics (2001),
103: 345-386 [CFDP 1141R, 52pp, abstract] |
| CFP 1126 |
Morris, Stephen |
"Faulty Communication: Some Variations
on the Electronic Mail Game." Advances in Theoretical Economics (2001), 1(1):
1-23 [CFDP 1271R, 22pp, abstract] |
| CFP 1127 |
Amato, Jeffrey
Morris, Stephen
Shin, Hyun Song |
"Communication and Monetary
Policy." Oxford Review of Economic Policy (2002), 18: 495-503 [CFDP 1405, 21pp, abstract] |
| CFP 1128 |
Morris, Stephen
Shin, Hyun Song |
"Coordination Risk and the Price of
Debt." European Economic Review (2004), 48: 133-153 [CFDP 1241R, 28pp, abstract] |
| CFP 1129 |
Roemer, John E. |
"Egalitarianism against the Veil of
Ignorance." The Journal of Philosophy (April 2002), 99(4): 167-222 [CFDP 1328, 27pp, abstract] |
| CFP
1130 |
Fair, Ray C. |
"Events That Shook the Market." Journal
of Business (2002), 75(4): 713-731 |
| CFP 1131 |
Andrews, Donald W.K. |
"Generalized Method of Moments
Estimation When a Parameter Is on a Boundary." Journal of Business and Economic
Statistics (October 2002), 20(4): 530-544 |
| CFP 1132 |
Phillips, Peter C.B.
Jin, Sainan |
"The KPSS Test with Seasonal
Dummies." Economics Letters (2002), 77(2): 239-243 [CFDP 1373, 6pp, abstract] |
| CFP 1133 |
Shubik, Martin |
"The Uses of Teaching Games in Game
Theory Classes and Some Experimental Games." Simulation and Gaming (June
2002), 33(2): 139-156 [CFDP 1289, 15pp,
abstract] |
| CFP 1134 |
Nordhaus, W.D., et al. |
"Abrupt Climate Change." Science
(March 28, 2003), 299: 2005-2010 (with R.B. Alley, J. Marotzke, J.T. Overpeck, J.T.
Peteet, R.A Pielke, R.A. Jr., R.T. Pierrehumbert, P.B. Rhines, T.F.Stocker, L.D. Talley,
J.M. Wallace) |
| CFP 1135 |
Kumar, Alok
Shubik, Martin |
"A Computational Analysis of Core
Convergence in a Multiple Equilibria Economy." Games and Economic Behavior
(2003), 42(2): 253-266 [CFDP 1290,
22pp, abstract] |
| CFP 1136 |
Phillips, Peter C.B.
Sul, Donggyu |
"Dynamic Panel Estimation and
Homogeneity Testing Under Cross Section Dependence." Econometrics Journal
(June 2003), 6(1): 217-259 [CFDP 1362,
56pp, abstract] |
| CFP 1137 |
Phillips, Peter C.B. |
"In Memory of John Denis Sargan."
Econometric Theory (2003), 19: 417-422 |
| CFP 1138 |
Andrews, Donald W.K. |
"Tests for Parameter Instability and
Structural Change with Unknown Change Point: A Corrigendum." Econometrica
(January 2003), 71(1): 395-397 |
| CFP 1139 |
Roemer, John E., et al. |
"To What Extent Do Fiscal Regimes
Equalize Opportunities for Income Acquisition Among Citizens?" Journal of Public
Economics (2003), 87: 539-565 (with R. Aaberge, U. Colombino, J. Fritzell, S.P.
Jenkins, A. Lefranc, I. Marx, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T.
Tranaes, A. Trannoy, G.G. Wagner, I. Zubiri) |
| CFP 1140 |
Roemer, John E. |
"Eclectic Distributional Ethics."
Politics, Philosophy and Economics (2004), 3(3): 267-281 [CFDP 1408, 27pp, abstract] |
| CFP 1141 |
Lieberman, Offer
Phillips, Peter C.B. |
"Error Bounds and Asymptotic
Expansions for Toeplitz Product Functionals of Unbounded Spectra." Journal of Time
Series Analysis (2004), 25(5): 733-753 [CFDP
1374, 22pp, abstract] |
| CFP 1142 |
Powers, Michael R.
Schizer, David M.
Martin Shubik |
"Market Bubbles and Wasteful
Avoidance: Tax and Regulatory Constraints on Short Sales." Tax Law Review
(2004), 57: 233-274 [CFDP 1413, 54pp, abstract] |
| CFP 1143 |
Jeffrey, Andrew
Kristensen, Dennis
Linton, Oliver
Nguyen, Thong
Phillips, Peter C.B. |
"Nonparametric Estimation of a
Multifactor Heath-Jarrow-Morton Model: An Integrated Approach." Journal of
Financial Econometrics (2004), 2(2): 251-289 [CFDP 1311, 47pp, abstract] |
| CFP 1144 |
Shubik, Martin
Smith, Eric |
"The Physics of Time and Dimension in
the Economics of Financial Control." Physica A (2004), 340: 656-667 |
| CFP 1145 |
Fostel, A.
Scarf, Herbert E.
Todd, M.J. |
"Two New Proofs of Afriat's
Theorem." Economic Theory (2004), 24: 211-219 [CFDP 1415, 10pp, abstract] |
| CFP 1146 |
Roemer, John E.
Veneziani, Roberto |
"What We Owe Our Children, They Their
Children, ...." Journal of Public Economic Theory (2004), 6(5): 637-654 [CFDP 1326, 42pp, abstract] |
| CFP 1147 |
Shubik, Martin |
"A Double Auction Market: Teaching,
Experiment, and Theory." Simulation and Gaming (June 2005), 36(2): 166-182 [CFDP 1443, 21pp, abstract] |
| CFP 1148 |
Campbell, John Y.
Shiller, Robert J. |
"An Interview with Robert J.
Shiller," interviewed by John Y. Campbell. Macroeconomic Dynamics (2004),
8(5): 649-683 |
| CFP
1149 |
Phillips, Peter C.B. |
"Automated Discovery in
Econometrics." Econometric Theory (2005), 21: 3-20 [CFDP 1469, 21pp, abstract] |
| CFP 1150 |
Shiller, Robert J. |
"Behavioral Economics and
Institutional Innovation." Southern Economic Journal (2005), 72(2): 269-283 [CFDP 1499, 24pp, abstract] |
| CFP 1151 |
Phillips, Peter C.B. |
"Challenges of Trending Time Series
Econometrics." Mathematics and Computers in Simulation (2005), 68: 401-416 [CFDP 1472, 20pp, abstract] |
| CFP 1152 |
Phillips, Peter C.B.
Yu, Jun |
"Comment: A Selective Overview of
Nonparametric Methods in Financial Econometrics." Statistical Science (2005),
20(4): 338-343 |
| CFP 1153 |
Andrews, Donald W.K. |
"Cross-Section Regression with Common
Shocks, Econometrica (September 2005), 73(5): 1551-1585 [CFDP 1428, 43pp, abstract] |
| CFP 1154 |
Roemer, John E. |
"Distribution and Politics: A Brief
History and Prospect." Social Choice and Welfare (2005), 25:507-525 [CFDP 1487, 35pp, abstract] |
| CFP 1155 |
Fair, Ray C. |
"Estimates of the Effectiveness of
Monetary Policy." Journal of Money, Credit and Banking (August 2005), 645-660
[CFDP 1298, 31pp, abstract] |
| CFP 1156 |
Shimotsu, Katsumi
Phillips, Peter C.B. |
"Exact Local Whittle Estimation of
Fractional Integration." The Annals of Statistics (2005), 33(4): 1890-1933 [CFDP 1367, 36pp, abstract] |
| CFP 1157 |
Lieberman, Offer
Phillips, Peter C.B. |
"Expansions for Approximate Maximum
Likelihood Estimators of the Fractional Difference Parameter." Econometrics
Journal (2005), 8: 367-37 [CFDP 1474,
19pp, abstract] |
| CFP 1158 |
Phillips, Peter C.B. |
"HAC Estimation by Automated
Regression." Econometric Theory (2005), 21: 116-142 [CFDP 1470, 24pp, abstract] |
| CFP 1159 |
Phillips, Peter C.B.
Xu, Ke-Li |
"Inference in Autoregression under
Heteroskedasticity." Journal of Time Series Analysis (2006), 27(2): 289-308 |
| CFP 1160 |
Farmer, J. Doyne
Shubik, Martin
Smith, Eric |
"Is Economics the Next Physical
Science?" Physics Today (September 2005), 37-42 [CFDP 1520, 9pp, abstract] |
| CFP 1161 |
Sul, Donggyu
Phillips, Peter C.B.
Choi, Chi-Young |
"Prewhitening Bias in HAC
Estimation." Oxford Bulletin of Economics and Statistics (2005), 67(4):
517-546 [CFDP 1436, 28pp, abstract] |
| CFP 1162 |
Lieberman, Offer
Andrews, Donald W.K. |
"Valid Edgeworth Expansions for the
Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time
Series." Econometric Theory (2005), 21: 710-734 [CFDP 1361, 25pp, abstract] |
| CFP 1163 |
Roemer, John E. |
"Will Democracy Engender
Equality?" Economic Theory (2005), 25: 217-234 [CFDP 1281R, 56pp, abstract] |
| CFP 1164 |
Roemer, John E.
Van der Straeten, Karine |
"Xenophobia and the Size of the Public
Sector in France: A Politico-economic Analysis." Journal of Economics (2005),
86(2): 95-144 [CFDP 1478, 75pp, abstract] |
| CFP 1165 |
Han, Chirok
Phillips, Peter C.B. |
"GMM with Many Moment
Conditions." Econometrica (January 2006), 74(1): 147-192 [CFDP 1515, 45pp, abstract] |
| CFP 1166 |
Giraitis, Liudas
Phillips, Peter C.B. |
"Uniform Limit Theory for Stationary
Autoregression." Journal of Time Series Analysis (2006), 27(1): 51-60 [CFDP 1475, 9pp, abstract] |
| CFP 1167 |
Phillips, Peter C.B.
Yu, Jun |
"Comment." Journal of
Business and Economic Statistics (April 2006), 24(2): 202-208 |
| CFP 1168 |
Andrews, Donald W.K.
Moreira, Marcelo J.
Stock, James H. |
"Optimal Two-sided Invariant Similar
Tests for Instrumental Variables Regression." Econometrica (May 2006),
74(3): 715-752 [CFDP 1476, 83pp, abstract] |
| CFP 1169 |
Scarf, Herbert E.
Woods, Kevin M. |
"Neighborhood Complexes and Generating
Functions for Affine Semigroups." Discrete and Computational Geometry
(2006), 35: 385-403 [CFDP 1458,
24pp, abstract] |
| CFP 1170 |
Phillips, Peter C.B.
Sun, Yixiao
Jin Sainan |
"Spectral Density Estimation and
Robust Hypothesis Testing Using Steep Origin Kernels without Truncation." International
Economic Review (August 2006), 47(3): 837-894 |
| CFP 1171 |
Phillips, Peter C.B. |
"A Remark on Bimodality and Weak
Instrumentation in Structural Equation Estimation." Econometric Theory
(2006), 22: 947-960 [CFDP 1540, 13pp, abstract] |
| CFP 1172 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Limit Theory for Moderate Deviations
from a Unit Root." Journal of Econometrics (2007), 136: 115-130 |
| CFP 1173 |
Phillips, Peter C.B. |
"Econometric Analysis of Fisher's
Equation." American Journal of Economics and Sociology (January 2005),
61(1): 125-168 |
| CFP
1174 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Price Competition." Journal
of Economic Theory (2006) 127: 232-263 [CFDP 1412, 45pp, abstract] |
| CFP 1175 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Pricing of New Experience
Goods." Journal of Political Economy (2006), 114(4): 713-743 [CFDP 1463R, 34pp, abstract] |
| CFP 1176 |
Bergemann, Dirk
Hege, Ulrich |
"The Financing of Innovation: Learning
and Stopping." RAND Journal of Economics (Winter 2005), 36(4): 719-752 [CFDP 1292R, 50pp, abstract] |
| CFP 1177 |
Bergemann, Dirk
Ozmen, Deran |
"Optimal Pricing with Recommender
Systems." Proceedings of the 7th ACM Conference on Electronic Commerce, Ann
Arbor, MI, 2006, pp. 43-51 [CFDP 1563,
12pp, abstract] |
| CFP 1178 |
Phillips, Peter C.B.
Sun, Yixiao
Jin, Sainan |
"Long Run Variance Estimation and
Robust Regression Testing Using Sharp Origin Kernels with No Truncation." Journal
of Statistical Planning and Inference (2007), 137: 985-1023 [CFDP 1437, 47pp, abstract] |
| CFP
1179 |
Moon, Hyungsik R.
Perron, Benoit
Phillips, Peter C.B. |
"On the Breitung Test for Panel Unit
Roots and Local Asymptotic Power." Econometric Theory (2006), 22: 1179-1190 |
| CFP 1180 |
Shiller, Robert J. |
"Tools for Financial Innovation:
Neoclassical versus Behavioral Finance." The Financial Review (2006), 41:
1-8 |
| CFP 1181 |
Case, Karl E.
Quigley, John M.
Shiller, Robert J. |
"Comparing Wealth
Effects: The Stock Market vs. the Housing Market." Advances in Macroeconomics
(2005) 5(1): 1–34 [CFDP 1335, 25pp, abstract] |
| CFP 1182 |
Shiller, Robert J. |
"Life-Cycle Portfolios as Government
Policy," Economists’ Voice (2005), 2(1), Article 14 |
| CFP 1183 |
Jung, Jeeman
Shiller, Robert J. |
"Samuelson's Dictum and the Stock
Market." Economic Inquiry (2005), 43(2): 221-228 [CFDP 1386, 18pp, abstract] |
| CFP 1184 |
Roemer, John E. |
"The Global Welfare Economics of
Immigration." Social Choice and Welfare (2006), 27: 311-325 |
| CFP 1185 |
Moreno-Ternero, Juan D.
Roemer, John E. |
"Impartiality, Priority, and
Solidarity in the Theory of Justice." Econometrica (2006), 74, 1419-1427 [CFDP 1477A, 29pp, abstract & CFDP 1477B, 24pp, abstract] |
| CFP 1186 |
Roemer, John E. |
"Review Essay: The 2006 World
Development Report: Equity and Development." Journal of Economic Inequality
(2006), 4: 233-244 |
| CFP 1187 |
Roemer, John E. |
"Games with Vector-Valued Payoffs and
Their Application to Competition between Organizations." Economics Bulletin
(2005), 3(16): 1-13 |
| CFP 1188 |
Roemer, John E.
Van der Straeten, Karine |
"The Political Economy of Xenophobia
and Distribution: The Case of Denmark." Scandinavian Journal of Economics
(2006), 108(2): 251-277 |
| CFP 1189 |
Lee, Woojin
Van der Straeten, Karine
Roemer, John E. |
"Racism, Xenophobia, and
Redistribution." Journal of the European Association (April-May 2006),
4(2-3): 446-454 |
| CFP 1190 |
Lee, Woojin
Roemer, John E. |
"Racism and Redistribution in the
United States: A Solution to the Problem of American Exceptionalism." Journal of
Public Economics (2006), 90: 1027-1052 [CFDP 1462, 83pp, abstract] |
| CFP 1191 |
Roemer, John E. |
"Party Competition under Private and
Public Financing: A Comparison of Institutions." Advances in Theoretical
Economics (2006): 6(1): Article 2 |
| CFP 1192 |
Roemer, John E. |
"Modeling Party Competition in General
Elections." In B. Weingast and D. Wittman, eds., Oxford Handbook of Political
Economy, 2006, pp. 1010-1030 [CFDP 1488,
37pp, abstract] |
| CFP 1193 |
Fair, Ray C. |
"Policy Effects in the Post Boom U.S.
Economy." Topics in Macroeconomics (2005), 5(1): Article 19 [CFDP 1497, 35pp, abstract] |
| CFP 1194 |
Fair, Ray C. |
"Testing for a New Economy in the
1990s: The Stock Market Accounted for a Major Part of the Boom." Business
Economics (January 2004), 43-53 [CFDP
1388, 26pp, abstract] |
| CFP 1195 |
Fair, Ray C. |
"Bootstrapping Macroeconometric
Models." Studies in Nonlinear Dynamics and Econometrics (2003), 7(4):
Article 1 [CFDP 1345, 28pp, abstract] |
PAPERS (REPRINTS), 2007
NOTE: If you or your university/college has an
electronic subscription to the
relevant journals, you should be able to download the linked
articles below.
Otherwise, you may ORDER individual reprints
directly from Cowles. |
|
|
| CFP 1196 |
Bergemann, Dirk
Ozmen, Deran |
"Efficient Recommender Systems." Proceedings
of the 8th IEEE International Conference on E-Commerce Technology and the 3rd IEEE
International Conference on Enterprise Computing, and E-Services [CFDP 1568, 4pp, abstract] |
| CFP 1197 |
Phillips, Peter C.B. |
"Unit Root Log Periodogram
Regression." Journal of Econometrics (2007), 138: 104-124 [CFDP 1244, 22pp, abstract] |
| CFP 1198 |
Dimand, Robert W.
Geanakoplos, John |
"Introduction," to Celebrating
Irving Fisher: The Legacy of a Great Economist, ed. by J. Geanakoplos and R. Dimand. American
Journal of Economics and Sociology (2005), 64(1): 3-18 |
| CFP 1199 |
Dubey, Pradeep
Geanakoplos, John |
"Determinacy with Nominal Assets and
Outside Money." Economic Theory (2006), 27(1): 79-106 [CFDP 1427R, 29pp, abstract] |
| CFP 1200 |
Dubey, Pradeep
Geanakoplos, John |
"Money and Production, and Liquidity
Trap." International Journal of Economic Theory (2006), 2(3/4): 295-317 [CFDP 1574, 26pp, abstract] |
| CFP 1201 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William
Geanakoplos, John |
"The Inflationary Bias of Real
Uncertainty and the Harmonic Fisher Equation," Economic Theory (2006),
28(3): 481-512 |
| CFP 1202 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Limit Theory for Moderate Deviations
from Unity under Weak Dependence." In G. D. A. Phillips and E. Tzavalis, eds., The
Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic
Analysis. Cambridge University, 2007, pp.123-162 [CFDP 1517, 46pp, abstract] |
| CFP 1203 |
Jin, Sainan
Phillips, Peter C.B.
Sun, Yixiao |
"A New Approach to Robust Inference in
Cointegration." Economics Letters (May 2006), 91(2): 300-306 [CFDP 1538, 15pp, abstract] |
| CFP 1204 |
Phillips, Peter C.B.
Sul, Donggyu |
"Bias in Dynamic Panel Estimation with
Fixed Effects, Incidental Trends and Cross Section Dependence." Journal of
Econometrics, (March 2007), 137(1): 162-188 [CFDP 1438, 35pp, abstract] |
| CFP 1205 |
Bandi, Federico M.
Phillips, Peter C.B. |
"A Simple Approach to the Parametric
Estimation of Potentially Nonstationary Diffusions." Journal of Econometrics,
(April 2007), 137(2): 354-395 [CFDP 1522,
49pp, abstract] |
| CFP 1206 |
Phillips, Peter C.B. |
"Regression with Slowly Varying
Regressors and Nonlinear Trends." Econometric Theory (2007), 23: 557-614 |
| CFP 1207 |
Bergemann, Dirk
Morris, Stephen |
"An Ascending Auction for
Interdependent Values: Uniqueness and Robustness to Strategic Uncertainty." American
Economic Review Papers and Proceedings, 97(2): 125-130, May 2007 (with Stephen
Morris) [CFDP 1600, 14pp, abstract] |
| CFP 1208 |
Bergemann, Dirk
Välimäki, Juuso |
"Information in Mechanism
Design." In Richard Blundell, Whitney Newey and Torsten Persson, eds., Proceedings
of the 9th World Congress of the Econometric Society. Cambridge: Cambridge University
Press, 2006, pp. 186-221 [CFDP 1532R,
42pp, abstract] |
| CFP 1209 |
Case, Karl E.
Shiller, Robert J. |
"A Decade of Boom and Bust in Single
Family Home Prices: Boston and Los Angeles, 1983–1993". Revue D'Economie
Financiere (December 1993), pp. 389–407 and reprinted in New England Economic
Review (March/April 1994), 40–51. |
| CFP 1210 |
Phillips, Peter C.B.
Sul, Donggyu |
"Some Empirics on Economic Growth
under Heterogeneous Technology." Journal of Macroeconomics 29 (2007) 455-469 |
| CFP 1211 |
Fair, Ray C. |
"Evaluating Inflation Targeting Using
a Macroeconometric Model." economics -- The Open-Access, Open-Assessment
E-Journal, 2007-8 [CFDP 1570,
51pp, abstract] |
| CFP 1212 |
Fair, Ray C. |
"Estimated Age Effects in Athletic
Events and Chess." Experimental Aging Research (2007), 37-57. [CFDP 1495, 27pp, abstract] |
| CFP 1213 |
Fair, Ray C. |
"A Comparison of Five Federal Reserve
Chairmen: Was Greenspan the Best?" The B.E. Journal of Macroeconomics (2007),
7(1) (Contributions), Article 12 [CFDP 1577,
36pp, abstract] |
| CFP 1214 |
Phillips, Peter C.B.
Jin, Sainan
Hu, Ling |
"Nonstationary Discrete Choice: A
Corrigendum and Addendum." Journal of Econometrics (2007), 141: 115-130 [CFDP 1516, 53pp, abstract] |
| CFP 1215 |
Moon, Hyungsik Roger
Perron, Benoit
Phillips, Peter C.B. |
"Incidental Trends and the Power of
Panel Unit Root Tests." Journal of Econometrics (December 2007), 141(2):
416-459 [CFDP 1435, 43pp, abstract] |
| CFP 1216 |
Phillips, Peter C.B.
Sul, Donggyu |
"Transition Modeling and Econometric
Convergence Tests." Econometrica (2007), 75(6): 1771-1855 [CFDP 1595, 72pp, abstract] |
| CFP 1217 |
Phillips, Peter C.B.
Kim, Chang Sik |
"Long-Run Covariance Matrices for
Fractionally Integrated Processes." Econometric Theory (December 2007),
23(6): 1233-1247 [CFDP 1611, 14pp, abstract] |
| CFP 1218 |
Bergemann, Dirk
Pesendorfer, Martin |
"Information Structures in Optimal
Auctions," Journal of Economic Theory (2007), 137: 580-609 [CFDP 1323, 47pp, abstract] |
| CFP 1219 |
Xu, Ke-Li
Phillips, Peter C.B. |
"Adaptive Estimation of Autoregressive
Models with Time-Varying Variances." Journal of Econometrics (2008), 142:
265-280 |
| CFP 1220 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for Stationary Very
Nearly Unit Root Processes." Journal of Time Series Analysis (2008), 29(1):
203-210 [CFDP 1607, 8pp, abstract] |
| CFP 1221 |
Sun, Yixiao
Phillips, Peter C.B.
Jin, Sainan |
"Optimal Bandwith Selection in
Heteroskedasticity-Autocorrelation Robust Testing." Econometrica (2008), 76(1): 175-194
PLUS 25 pp. Supplement |
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