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Content
1994
- 0154 When Are Anonymous Congestion Charges Consistent with Marginal Cost Pricing?
by Richard Arnott & Marvin Kraus - 0153 Assessing Specification Errors in Stochastic Discount Factor Models
by Lars Peter Hansen & Ravi Jagannathan - 0152 The Predictive Ability of Several Models of Exchange Rate Volatility
by Kenneth D. West & Dongchul Cho - 0151 Instrumental Variables Regression with Weak Instruments
by Douglas Staiger & James H. Stock - 0149 Making the Most Out Of Social Experiments: Reducing the Intrinsic Uncertainty in Evidence from Randomized Trials with an Application to the JTPA Exp
by Nancy Clements & James Heckman & Jeffrey Smith - 0129 Asypmtotic Filtering Theory for Univariate Arch Models
by Daniel B. Nelson & Dean P. Foster - 0098 Do Short-Term Managerial Objectives Lead to Under- or Over-Investment in Long-Term Projects
by Lucian Arye Bebchuk & Lars A. Stole - 0085 On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach
by Benedikt M. Potscher & Ingmar R. Prucha - 0084 The Ramsey Problem for Congestible Facilities
by Richard Arnott & Marvin Kraus
1993
- 0148 The Mixing Problem in Program Evaluation
by Charles F. Manski - 0147 Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates
by Leslie E. Papke & Jeffrey M. Wooldridge - 0146 A Two-Stage Estimator for Probit Models with Structural Group Effects
by George J. Borjas & Glenn T. Sueyoshi - 0145 Econometric Evaluation of Asset Pricing Models
by Lars Peter Hansen & John Heaton & Erzo G.J. Luttmer - 0143 Inventory Models
by Kenneth D. West - 0142 Why Long Horizons: A Study of Power Against Persistent Alternatives
by John Y. Campbell - 0141 Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
by Lars Peter Hansen & Jose Alexandre Scheinkman - 0140 Estimating Conditional Expectations when Volatility Fluctuates
by Robert F. Stambaugh - 0139 Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model
by Kenneth D. West & David W. Wilcox - 0137 The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables
by John Bound & David A. Jaeger & Regina Baker - 0136 Identification of Causal Effects Using Instrumental Variables
by Joshua D. Angrist & Guido W. Imbens & D.B. Rubin - 0135 On Inflation and Output with Costly Price Changes: A Simple Unifying Result
by Roland Benabou & Jerzy Konieczny - 0134 Bayesian Inference and Portfolio Efficiency
by Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh - 0133 Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
by David K. Backus & Stanley E. Zin - 0131 Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures
by Robert J. Shiller
1992
- 0132 Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model
by Daniel B. Nelson & Dean P. Foster - 0130 Efficient Tests for an Autoregressive Unit Root
by Graham Elliott & Thomas J. Rothenberg & James H. Stock - 0128 A Utility Based Comparison of Some Models of Exchange Rate Volatility
by Kenneth D. West & Hali J. Edison & Dongchul Cho - 0126 Seasonal Unit Roots in Aggregate U.S. Data
by J. Joseph Beaulieu & Jeffrey A. Miron - 0125 The "Window Problem" in Studies of Children's Attainments: A Methodological Exploration
by Barbara Wolfe & Robert Haveman & Donna Genther & Chong-Bum An - 0124 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
by Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark - 0122 Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
by Graham Elliott & James H. Stock - 0121 Deciding Between I(1) and I(0)
by James H. Stock - 0119 Computing Markov Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model
by Ariel Pakes & Paul McGuire - 0090 Spectral Based Testing of the Martingale Hypothesis
by Steven N. Durlauf - 0081 The Influence Of Probability on Risky Choice: A parametric Examination
by Pamela K. Lattimore & Joanna R. Baker & A. Dryden Witte
1991
- 0117 Sources of Identifying Information in Evaluation Models
by Joshua D. Angrist & Guido W. Imbens - 0116 A Note on the Time-Elimination Method For Solving Recursive Dynamic Economic Models
by Casey B. Mulligan & Xavier Sala-i-Martin - 0115 Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology
by Joshua D. Angrist - 0114 Eastern Data and Western Attitudes
by Edward E. Leamer - 0113 Workings of a City: Location, Education, and Production
by Roland Benabou - 0112 Rational Frenzies and Crashes
by Jeremy Bulow & Paul Klemperer - 0111 Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation
by Ray C. Fair - 0110 The Optimality of Nominal Contracts
by Scott Freeman & Guido Tabellini - 0109 The Independence Axiom and Asset Returns
by Larry G. Epstein & Stanley E. Zin - 0108 Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement
by Robert J. Hodrick - 0107 Randomization and Social Policy Evaluation Revisited
by James J. Heckman - 0106 The Relative Importance of Permanent and Transitory Components: Identi- fication and Some Theoretical Bounds
by Danny Quah - 0105 Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
by James H. Stock - 0104 Financial Intermediation and Monetary Policies in the World Economy
by Vittorio Grilli & Nouriel Roubini - 0103 A Theory of Workouts and the Effects of Reorganization Law
by Robert Gertner & David Scharfstein - 0102 Measures of Fit for Calibrated Models
by Mark W. Watson - 0101 On the Optimality of Reserve Requirements
by Richard D. Cothren & Roger N. Waud - 0100 Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
by John Y. Campbell & Pierre Perron - 0099 Standard Risk Aversion
by Miles S. Kimball - 0097 Bargaining and the Division of Value in Corporate Reorganization
by Lucian Arye Bebchuk & Howard F. Chang - 0096 The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects
by Lucian Arye Bebchuk & Chaim Fershtman - 0095 The Effect of Insider Trading on Insiders' Reaction to Opportunities to "Waste" Corporate Value
by Lucian Arye Bebchuk & Chaim Fershtman - 0094 Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors
by Edward E. Leamer - 0088 Does Correcting for Heteroskedasticity Help?
by Frederic S. Mishkin - 0078 Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
by Ray C. Fair & John B. Taylor - 0075 The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds
by Alex Kane
1990
- 0093 Sorting Out the Differences Between Signaling and Screening Models
by Joseph Stiglitz & Andrew Weiss - 0092 Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
by Robert E. Cumby & John Huizinga - 0091 Testing For Common Features
by Robert F. Engle & Sharon Kozicki - 0089 Implications of Security Market Data for Models of Dynamic Economies
by Lars Peter Hansen & Ravi Jagannathan - 0087 Simulated Moments Estimation of Markov Models of Asset Prices
by Darrell Duffie & Kenneth J. Singleton - 0062 Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data
by Kenneth A. Froot
1989
- 0083 A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
by James H. Stock & Mark W. Watson - 0082 The Positive Economics of Methodology
by James A. Kahn & Steve Landsburg & Alan C. Stockman - 0080 A Simple, Consistent Estimator for Disturbance Components in Financial Models
by James A. Levinsohn & Jeffrey K. MacKie-Mason - 0079 Estimation of Polynomial Distributed Lags and Leads with End Point Constraints
by Donald W.K. Andrews & Ray C. Fair - 0077 Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian
by Bernard Dumas - 0076 Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock
by Jack Meyer & Robert H. Rasche - 0074 Endogenous Output in an Aggregate Model of the Labor Market
by Richard E. Quandt & Harvey S. Rosen - 0050 Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity
by Danny Quah & Takatoshi Ito - 0048 Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance
by Douglas Holtz-Eakin & Whitney K. Newey & Harvey S. Rosen - 0040 Flexible Functional Forms and Global Curvature Conditions
by W. Erwin Diewert & T.J. Wales
1988
- 0073 Tests For Unit Roots: A Monte Carlo Investigation
by G. William Schwert - 0072 The R&D Master File Documentation
by Bronwyn H. Hall & Clint Cumminq & Elizabeth S. Laderman & Joy Mundy - 0071 Smart Money, Noise Trading and Stock Price Behavior
by John Y. Campbell & Albert S. Kyle - 0070 The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis
by Charles R. Nelson & Chang-Jin Kim - 0069 The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One
by Charles R. Nelson & Richard Startz - 0068 Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
by Charles R. Nelson & Richard Startz - 0067 The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
by John Y. Campbell & Robert J. Shiller - 0066 The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation
by Andrew W. Lo & A. Craig MacKinlay - 0065 Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills
by Robert F. Engle & Victor Ng & Michael Rothschild - 0064 Exchange-Rate Dynamics and Optimal Asset Accumulation Revisited
by Maurice Obstfeld
1987
- 0063 Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root
by Charles R. Nelson - 0035 Misperceptions, Moral Hazard, and Incentives in Groups
by Martin Gaynor
1986
- 0061 Granger-Causality and Policy Ineffectiveness: A Rejoinder
by Willem H. Buiter - 0060 Temporal Aggregation and Structural Inference in Macroeconomics
by Lawrence J. Christiano & Martin S. Eichenbaum - 0059 Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data
by Andrew W. Lo - 0058 Bias in Longitudinal Estimation of Wage Gaps
by Gary Solon - 0057 Testing for Individual Effects in Dynamic Models Using Panel Data
by Douglas Holtz-Eakin - 0056 Sequential Bargaining Under Asymmetric Information
by Sanford J. Grossman & Motty Perry - 0055 A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
by Whitney K. Newey & Kenneth D. West - 0054 Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons
by Kenneth D. West
1985
- 0053 Microeconomic Approaches to the Theory of International Comparisons
by W. Erwin Diewert - 0052 A Fiscal Theory of Hyperdeflations? Some Surprising Monetarist Arithmetic
by Willem H. Buiter - 0051 Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models
by N. Gregory Mankiw & Matthew D. Shapiro - 0049 Alternative Nonnested Specification Tests of Time Series Investment Models
by Ben S. Bernanke & Henning Bohn & Peter C. Reiss - 0047 Technical Progress in U.S. Manufacturing Sectors, 1948-1973: An Application of Lie Groups
by Ryuzo Sato & Thomas M. Mitchell - 0046 Is There Chronic Excess Supply of Labor? Designing a Statistical Test
by Richard E. Quandt & Harvey S. Rosen - 0045 Testing the Random Walk Hypothesis: Power versus Frequency of Observation
by Robert J. Shiller & Pierre Perron - 0044 Asset Pricing Theories
by Michael Rothschild - 0043 Error Components in Grouped Data: Why It's Never Worth Weighting
by William T. Dickens
1984
- 0042 New Econometric Techniques for Marcoeconomic Policy Evaluation
by John B. Taylor - 0041 Rational Expectations Models with a Continuum of Convergent Solutions
by Michael Mussa - 0039 Data Problems in Econometrics
by Zvi Griliches - 0038 Correcting for Truncation Bias Caused by a Latent Truncation Variable
by David E. Bloom & Mark R. Killingsworth - 0037 Errors in Variables in Panel Data
by Zvi Griliches & Jerry A. Hausman - 0036 Conditional Projection by Means of Kalman Filtering
by Richard H. Clarida & Diane Coyle - 0034 Policy evaluation and design for continuous time linear rational expectations models: some recent development
by Willem H. Buiter - 0033 Consistent Estimation Using Data From More Than One Sample
by William T. Dickens & Brian A. Ross - 0032 Estimating Autocorrelations in Fixed-Effects Models
by Gary Solon - 0020 Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples
by Willem H. Buiter - 0017 Econometric Models for Count Data with an Application to the Patents-R&D Relationship
by Jerry A. Hausman & Bronwyn H. Hall & Zvi Griliches
1983
- 0031 Deep Structral Excavation? A Critique of Euler Equation Methods
by Peter M. Garber & Robert G. King - 0030 Pitfalls in the use of Time as an Explanatory Variable in Regression
by Charles R. Nelson & Heejoon Kang - 0029 Optimal and Time-Consistent Polices in Continuous Time Rational Expectations Models
by Willem H. Buiter - 0028 Methods of Solution and Simulation for Dynamic Rational Expectations Models
by Olivier J. Blanchard - 0027 The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model
by Charles Brown & Robert Moffitt - 0021 Predetermined and Non-Predetermined Variables in Rational Expectations Models
by Willem H. Buiter - 0011 Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
by Maurice Obstfeld & Robert E. Cumby & John Huizinga - 0003 Multiple Shooting in Rational Expectations Models
by David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers
1982
- 0026 Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model
by Ingmar R. Prucha & M. Ishaq Nadiri - 0025 Smoothness Priors and Nonlinear Regression
by Robert J. Shiller - 0024 Identification in Dynamic Linear Models with Rational Expectations
by Olivier J. Blanchard - 0023 Stochastic Capital Theory I. Comparative Statics
by William A. Brock & Michael Rothschild & Joseph E. Stiglitz - 0022 Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation
by Thomas E. MaCurdy - 0018 On the Estimation of Structural Hedonic Price Models
by James N. Brown & Harvey S. Rosen
1981
- 0019 Bliss Points in Mean-Variance Portfolio Models
by David S. Jones & V. Vance Roley - 0016 Welfare Analysis of Tax Reforms Using Household Data
by Mervyn A. King - 0015 Arbitrage and Mean-Variance Analysis on Large Asset Markets
by Gary Chamberlain & Michael Rothschild - 0014 Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics
by Thomas E. MaCurdy - 0013 Macroeconometric Modelling for Policy Evaluation and Design
by Willem H. Buiter - 0012 A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models
by Willem H. Buiter - 0010 Granger-Causality and Stabilization Policy
by Willem H. Buiter - 0009 The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations
by Willem H. Buiter - 0002 Issues in Controllability and the Theory of Economic Policy
by Willem H. Buiter & Mark Gersovitz
1980
- 0008 Multivariate Refression Models for Paned Data
by Gary Chamberlain - 0007 A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results
by V. Vance Roley - 0006 The Role of Economic Policy After the New Classical Macroeconomics
by Willem H. Buiter - 0005 Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models
by Ray C. Fair & John B. Taylor - 0004 The Estimation of Distributed Lags in Short Panels
by Zvi Griliches & Ariel Pakes
1979
- 0001 A Stochastic Approach to Disequilibrium Macroeconomics
by Seppo Honkapohja & Takatoshi Ito