Submissions from 2000
Confidence Intervals, Donald W.K. Andrews and Moshe Buchinsky
Bargaining and Markets: Complexity and the Walrasian Outcome, Hamid Sabourian
Default in a General Equilibrium Model with Incomplete Markets, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Information Acquisition and Efficient Mechanism Design, Dirk Bergemann and Juuso Välimäki
Submissions from 1999
Coordination Risk and the Price of Debt, Stephen Morris and Hyun Song Shin
Coordination Risk and the Price of Debt, Stephen Morris and Hyun Song Shin
Discrete Fourier Transforms of Fractional Processes, Peter C.B. Phillips
Maximum Likelihood Estimation in Panels with Incidental Trends, Hyungsik Roger Moon and Peter C.B. Phillips
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors, Yoosoon Chang, Joon Y. Park, and Peter C.B. Phillips
Political Correctness, Stephen Morris
Unit Root Log Periodogram Regression, Peter C.B. Phillips
Repeated Games with Almost-Public Monitoring, George J. Mailath and Stephen Morris
Stationary Multi Choice Bandit Problems, Dirk Bergemann and Juuso Välimäki
Strategic Buyers and Privately Observed Prices, Dirk Bergemann and Juuso Välimäki
Survey of Multifractality in Finance, Benoit Mandelbrot
World Income Components: Measuring and Exploiting Risk-Sharing Opportunities, Stefano G. Athanasoulis and Robert J. Shiller
Contractual Intermediaries, Garey Ramey and Joel Watson
Consistent Model and Moment Selection Criteria for GMM Estimation with Application to Dynamic Panel Data Models, Donald W.K. Andrews and Biao Lu
On Minsky's Agenda for Reform, James Tobin
Higher-order Improvements of a Computationally Attractive k-step Bootstrap for Extremum Estimators, Donald W.K. Andrews
Higher-order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators, Donald W.K. Andrews
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis, Donald W.K. Andrews
Vertical Integration, Networks, and Markets, Rachel E. Kranton and Deborah F. Minehart
Vertical Integration, Networks, and Markets], Rachel E. Kranton and Deborah F. Minehart
An Empirical Model of Inventory Investment by Durable Commodity Intermediaries, George J. Hall and John Rust
Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations, Peter C.B. Phillips
Entry and Innovation in Vertically Differentiated Markets, Dirk Bergemann and Juuso Välimäki
Estimation of Autoregressive Roots Near Unity Using Panel Data, Hyungsik Roger Moon and Peter C.B. Phillips
Linear Regression Limit Theory for Nonstationary Panel Data, Peter C.B. Phillips and Hyungsik Roger Moon
Nonstationary Binary Choice, Joon Y. Park and Peter C.B. Phillips
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments, Peter C.B. Phillips and Hyungsik Roger Moon
Toward a Theory of Reinsurance and Retrocession, Michael R. Powers and Martin Shubik
Conditioning Institutions and Renegotiation, Garey Ramey and Joel Watson
Starting Small and Commitment, Joel Watson
Starting Small in an Unfamiliar Environment, James Rauch and Joel Watson
Contract-Theoretic Approaches to Wages and Displacement, Wouter J. den Haan, Garey Ramey, and Joel Watson
Experimentation in Markets, Dirk Bergemann and Juuso Välimäki
Liquidity Flows and Fragility of Business Enterprises, Wouter J. den Haan, Garey Ramey, and Joel Watson
Empirical Limits for Time Series Econometric Models, Werner Ploberger and Peter C.B. Phillips
Measuring Bubble Expectations and Investor Confidence, Robert J. Shiller
Rationalizable Trade, Stephen Morris and Costis Skiadas
The Hierarchical Approach to Modeling Knowledge and Common Knowledge, Ronald Fagin, John Geanakoplos, Joseph Y. Halpern, and Moshe Y. Vardi
Pareto Improving Price Regulation When the Asset Market Is Incomplete, Jean-Jacques Herings and Heracles M. Polemarchakis
Work Motivation, Truman F. Bewley
Decomposable Choice Under Uncertainty, Simon Grant, Atsushi Kajii, and Ben Polak
Preference for Information and Dynamic Consistency, Simon Grant, Atsushi Kajii, and Ben Polak
Submissions from 1998
A Theory of the Onset of Currency Attacks, Stephen Morris and Hyun Song Shin
Cheap Talk and Co-ordination with Payoff Uncertainty, Sandeep Baliga and Stephen Morris
Dynamic Common Agency, Dirk Bergemann and Juuso Välimäki
Estimating Yield Curves by Kernel Smoothing Methods, Oliver B. Linton, E. Mammen, Jens Perch Nielsen, and C. Tanggaard
Fiat Money and the Efficient Financing of the Float, Production and Consumption. Part I: The Float, Martin Shubik
Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables, John C. Chao and Peter C.B. Phillips
New Unit Root Asymptotics in the Presence of Deterministric Trends, Peter C.B. Phillips
Price Competition for an Informed Buyer, Giuseppe Moscarini and Marco Ottaviani
Requiem for Kyoto: An Economic Analysis of the Kyoto Protocol, William D. Nordhaus and Joseph G. Boyer
Rissanen's Theorem and Econometric Time Series, Werner Ploberger and Peter C.B. Phillips
The Health of Nations: Irving Fisher and the Contribution of Improved Longevity to Living Standard, William D. Nordhaus
Finance Applications of Game Theory, Franklin Allen and Stephen Morris
A Primer on Unit Root Testing, Peter C.B. Phillips and Zhijie Xiao
Higher Order Approximations for Wald Statistics in Cointegrating Regressions, Zhijie Xiao and Peter C.B. Phillips
How to Estimate Autoregressive Roots Near Units, Peter C.B. Phillips, Hyungsik Roger Moon, and Zhijie Xiao
Nonlinear Regressions with Integrated Time Series, Joon Y. Park and Peter C.B. Phillips
Social Security Money's Worth, John Geanakoplos, Olivia S. Mitchell, and Stephen P. Zeldes
Would a Privatized Social Security System Really Pay a Higher Rate of Return, John Geanakoplos, Olivia S. Mitchell, and Stephen P. Zeldes
A Monetary Policy: Recent Theory and Practice, James Tobin
Financial Globalization: Can National Currencies Survive?, James Tobin
Nonparametric Censored Regression, Arthur Lewbel and Oliver B. Linton
Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing, Robert J. Shiller
A Strategic Market Game with Active Bankruptcy, John Geanakoplos, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Asymptotics for Nonlinear Transformations of Integrated Time Series, Joon Y. Park and Peter C.B. Phillips
Econometric Analysis of Fisher’s Equation, Peter C.B. Phillips
Game Theory, Complexity and Simplicity. Part III: Critique and Prospective, Martin Shubik
Nonstationary Density Estimation and Kernel Autoregression, Peter C.B. Phillips and Joon Y. Park
Designing Indexed Units of Account, Robert J. Shiller
Moral Hazard in Home Equity Conversion, Robert J. Shiller and Allan N. Weiss
On the Skiadas ‘Conditional Preference Approach’ to Choice Under Uncertainty, Simon Grant, Atsushi Kajii, and Ben Polak
Wald Revisited: The Optimal Level of Experimentation, Giuseppe Moscarini and Lones Smith
Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand, Donald J. Brown and Rosa L. Matzkin
Some Simple Games for Teaching and Research. Part 1: Cooperative Games, Martin Shubik
The Equivalence of the Dekel-Fudenberg Iterative Procedure and Weakly Perfect Rationalizability, Jean-Jacques Herings and Vincent J. Vannetelbosch
Human Behavior and the Efficiency of the Financial System, Robert J. Shiller
Indexed Units of Account: Theory and Assessment of Historical Experience, Robert J. Shiller
Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets, Donald J. Brown and Chris Shannon
Submissions from 1997
Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations, Ray C. Fair
Non-Convex Costs and Capital Utilization: A Study of Production Scheduling at Automobile Assembly Plants, George J. Hall
Why Not Cut Pay?, Truman F. Bewley
A Multifractal Model of Asset Returns, Benoit Mandelbrot, Adlai Fisher, and Laurent Calvet
An ADF Coefficient Test for A Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy, Zhijie Xiao and Peter C.B. Phillips
Band Spectral Regression with Trending Data, Dean Corbae, Sam Ouliaris, and Peter C.B. Phillips
Large Deviations and the Distribution of Price Changes, Laurent Calvet, Adlai Fisher, and Benoit Mandelbrot
Multifractality of Deutschemark/US Dollar Exchange Rates, Adlai Fisher, Laurent Calvet, and Benoit Mandelbrot
Regressions for Partially Identified, Cointegrated Simultaneous Equations, In Choi and Peter C.B. Phillips
The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions, Oliver B. Linton, E. Mammen, and Jens Perch Nielsen
A Model of a Predatory State, Boaz Moselle and Ben Polak
A Stochastic Infinite-horizon Economy with Secured Lending, or Unsecured Lending and Bankruptcy, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Simple Counterexample to the Bootstrap, Donald W.K. Andrews
The Experiment in Applied Econometrics, James Tobin
Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure, John C. Chao and Peter C.B. Phillips
Estimation When a Parameter Is on a Boundary: Theory and Applications, Donald W.K. Andrews
The Significance of the Market Portfolio, Stefano G. Athanasoulis and Robert J. Shiller
Beyond the CPI: An Augmented Cost of Living Index (ACOLI), William D. Nordhaus
Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form, Oliver B. Linton
Can We Grow Faster?, James Tobin
Supply Constraints on Employment and Output: NAIRU versus Natural Rate, James Tobin
Asset Markets and Investment Decisions, A. De Waegenaere, Heracles M. Polemarchakis, and L. Ventura
Some Higher Order Theory for a Consistent Nonparametric Model Specification Test, Yanqin Fan and Oliver B. Linton
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation, Donald W.K. Andrews
Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations, Robert J. Shiller
Stochastic Algorithms for Dynamic Models: Markov Perfect Equilibrium, and the ‘Curse’ of Dimensionality, Ariel Pakes and Paul McGuire
Submissions from 1996
Promises Promises, John Geanakoplos
The Generalized War of Attrition, Jeremy I. Bulow and Paul D. Klemperer
Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys’ Prior, John C. Chao and Peter C.B. Phillips
Conditional Independence Restrictions: Testing and Estimation, Oliver B. Linton and Pedro Gozalo
Hyperfinite Asset Pricing Theory, M. Ali Khan and Yeneng Sun
Market Diffusion with Two-Sided Learning, Dirk Bergemann and Juuso Välimäki
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Internals, and Tests, Donald W.K. Andrews and Moshe Buchinsky
Prices, Asset Markets and Indeterminacy, Heracles M. Polemarchakis and P. Siconolfi
Spurious Regression Unmasked, Peter C.B. Phillips
Efficiency Gains from Quasi-Differencing under Nonstationarity, Peter C.B. Phillips and Chin Chin Lee
Exchange and Optimality, S. Ghosal and Heracles M. Polemarchakis
Price Variations in a Stock Market with Many Agents, Per Bak, Maya Paczuski, and Martin Shubik
Estimated Inflation Costs Had European Unemployment Been Reduced in the 1980s by Macro Prices, Ray C. Fair
Nash and Walras Equilibrium Via Brouwer, John Geanakoplos
Nash and Walras Equilibrium via Brouwer, John Geanakoplos
Nash and Walras Equilibrium via Brouwer, John Geanakoplos
The Limiting Behavior of Kernel Estimates of the Lyapunov Exponent for Stochastic Time Series, Yoon-Jae Whang and Oliver B. Linton
The Hangman's Paradox and Newcomb's Paradox as Psychological Games, John Geanakoplos
A Scorecard for Indexed Government Debt, John Y. Campbell and Robert J. Shiller
Hedging with Derivatives in Incomplete Markets, Charalambos D. Aliprantis, Donald J. Brown, and J. Werner
Matrices with Identical Sets of Neighbors, Imre Bárány and Herbert E. Scarf
Tests of Seasonal and Non-Seasonal Serial Correlation, Donald W.K. Andrews, Xuemei Liu, and Werner Ploberger
Three Brief Proofs of Arrow's Impossibility Theorem, John Geanakoplos
A Stopping Rule for the Computation of Generalized Method of Moments Estimators, Donald W.K. Andrews
Market Experimentation and Pricing, Dirk Bergemann and Juuso Välimäki
Semiparametric Estimation of a Sample Selection Model, Donald W.K. Andrews and Marcia A. Schafgans
Testing the Standard View of the Long-Run Unemployment-Inflation Relationship, Ray C. Fair
Three Brief Proofs of Arrow's Impossibility Theorem, John Geanakoplos
Three Brief Proofs of Arrow's Impossibility Theorem, John Geanakoplos
Two Brief Proofs of Arrow's Impossibility Theorem, John Geanakoplos
An Asymptotic Expansion in the Garch(1,1) Model, Oliver B. Linton
Explaining the Labor Force Participation of Women 20-24, Ray C. Fair and Diane J. Macunovich
What is the Value of Scientific Knowledge? An Application to Global Warming Using the PRICE Model, William D. Nordhaus and David Popp
Why Do People Dislike Inflation?, Robert J. Shiller
Learning and Strategic Pricing, Dirk Bergemann and Juuso Välimäki
Preference for Information, Simon Grant, Atsushi Kajii, and Ben Polak
Time and Money, Martin Shubik
Submissions from 1995
A Conditional Kolmogorov Test, Donald W.K. Andrews
Evaluating the Probability of Failure of a Banking Firm, Moshe Buchinsky and Oved Yosha
Labor Income Indices Designed for Use in Contracts Promoting Income Risk Management, Robert J. Shiller and Ryan Schneider
Testable Restrictions on the Equilibrium Manifold, Donald J. Brown and Rosa L. Matzkin
Information Externalities, Share-Price Based Incentives and Managerial Behaviour, Simon Grant, Stephen King, and Ben Polak
Testing Additivity in Generalized Nonparametric Regression Models, Pedro Gozalo and Oliver B. Linton
Adaptive Testing in ARCH Models, Oliver B. Linton and Douglas G. Steigerwald
Automated Forecasts of Asia-Pacific Economic Activity, Peter C.B. Phillips
Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's, Peter C.B. Phillips
Unit Root Tests, Peter C.B. Phillips
A Strategic Market Game with Secured Lending, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Banks versus Bonds: A Simple Theory of Comparative Financial Institutions, Sandeep Baliga and Ben Polak
How Should We Measure Sustainable Income?, William D. Nordhaus
Mortgage Default Risk and Real Estate Prices: The Use of Index-Based Futures and Options in Real Estate, Robert J. Shiller, Karl E. Case, and Allan N. Weiss
World Income Components: Measuring and Exploiting International Risk Sharing Opportunities, Robert J. Shiller and Stefano G. Athanasoulis
Quantile Regression Model with Unknown Censoring Point, Moshe Buchinsky and Jinyong Hahn
An Overview of the General Theory, James Tobin
A Bound on the Number of Nash Equilibria in a Coordination Game, Thomas Quint and Martin Shubik
Conversation, Information, and Herd Behavior, Robert J. Shiller
Dumb Bugs and Bright Noncooperative Players: Games, Context and Behavior, Thomas Quint, Martin Shubik, and Dickey Yan
Evaluating Alternative Monetary Policy Rules, Ray C. Fair and E. Philip Howrey
Unemployment and Liquidity Constraints, Vassilis A. Hajivassiliou and Yannis M. Ioannides
Submissions from 1994
A Model of Migration, Thomas Quint and Martin Shubik
On the Number of Nash Equilibria in a Bimatrix Game, Thomas Quint and Martin Shubik
The Topological Structure of Maximal Lattice Free Convex Bodies: The General Case, Imre Bárány, Herbert E. Scarf, and David F. Shallcross
Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models, Oliver B. Linton
Error Bands for Impulse Responses, Christopher A. Sims and Tao Zha
The Effect of Economic Events on Votes for President: 1992 Update, Ray C. Fair
Do Real Output and Real Wage Measures Capture Reality? The History of Lighting Suggests Not, William D. Nordhaus
Fully Modified IV, GIVE and GMM Estimation with Possibly Non-stationary Regressions and Instruments, Yuichi Kitamura and Peter C.B. Phillips
Model Determination and Macroeconomic Activity, Peter C.B. Phillips
Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future, Peter C.B. Phillips
Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920’s, Peter C.B. Phillips, James W. McFarland, and Patrick C. McMahon
Testing for Serial Correlation against an ARMA(1,1) Process, Donald W.K. Andrews and Werner Ploberger
Insurance Market Games: Scale Effects and Public Policy, Michael R. Powers, Martin Shubik, and Shuntian Yao
Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically, Pedro Gozalo and Oliver B. Linton
Home Equity Insurance, Robert J. Shiller and Allan N. Weiss
Financing Trade and the Price Level: Problems with the Description of Markets, Expectations, Money and Credit, Martin Shubik
Health Care Reform as Seen by a General Economist, James Tobin
Is Monetary Policy Becoming Less Effective?, Ray C. Fair
Ponzi Finance, Government Solvency and the Redundancy or Usefulness of Public Debt, Willem H. Buiter and Kenneth M. Kletzer
Applied Nonparametric Methods, Wolfgang Härdle and Oliver B. Linton
A Limit Theorem for a Smooth Class of Semiparametric Estimators, Ariel Pakes and Steven Olley
Marching to Different Drummers: Coordination and Independence in Monetary and Fiscal Policies, William D. Nordhaus
The Allocation of Resources in the Presence of Indivisibilities, Herbert E. Scarf
Submissions from 1993
Second Order Approximation in the Partially Linear Regression Model, Oliver B. Linton
Robust Nonstationary Regression, Peter C.B. Phillips
Macroeconomic Shocks in an Aggregative Disequilibrium Model, Vassilis A. Hajivassiliou
The Natural Rate as New Classical Macroeconomics, James Tobin
A Simulation Estimation Analysis of the External Debt Crises of Developing Countries, Vassilis A. Hajivassiliou
Empirical Process Methods in Econometrics, Donald W.K. Andrews
The Theory of Money and Financial Institutions, Martin Shubik
Common Knowledge, John Geanakoplos
Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984, Peter C.B. Phillips and James W. McFarland
Nonlinear Econometric Models with Deterministically Trending Variables, Donald W.K. Andrews and John McDermott
On the Sources and Significance of Interindustry Differences in Technological Opportunities, Alvin K. Klevorick, Richard C. Levin, Richard R. Nelson, and Sidney G. Winter
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only under the Alternative, Donald W.K. Andrews and Werner Ploberger
Classical Estimation Methods for LDV Models Using Simulation, Vassilis A. Hajivassiliou and Paul A. Ruud
Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization, Vassilis A. Hajivassiliou
Aggregate Income Risks and Hedging Mechanisms, Robert J. Shiller
The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part I, Martin Shubik and Shuntian Yao
The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part II, Martin Shubik and Shuntian Yao
Fully Modified Least Squares and Vector Autoregression, Peter C.B. Phillips
Hypothesis Testing with a Restricted Parameter Space, Donald W.K. Andrews
Measuring the Impact of Global Warming in Agriculture, Robert Mendelsohn, William D. Nordhaus, and Daigee Shaw
Adaptive Estimation in ARCH Models, Oliver B. Linton
An Old Keynesian Counterattacks, James Tobin
A Strategic Market Game with Seigniorage Costs of Fiat Money, Martin Shubik and Dimitrios P. Tsomocos
Behavioral Heterogeneity and Cournot Oligopoly Equilibrium, Jean-Michel Grandmont
Submissions from 1992
An Alternative Theory of Firm and Industry Dynamics, Richard Ericson and Ariel Pakes
Hyper-Consistent Estimation of a Unit Root in Time Series Regression, Peter C.B. Phillips
Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures, Robert J. Shiller
Some Dynamics of a Strategic Market Game with a Large Number of Agents, John M. Miller and Martin Shubik
Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models, Peter C.B. Phillips
The Complex of Maximal Lattice Free Simplices, Imre Bárány, Roger Howe, and Herbert E. Scarf
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests, Donald W.K. Andrews
Construction of Stationary Markov Equilibria in a Strategic Market Game, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics, Peter C.B. Phillips and Werner Ploberger
Is Gold an Efficient Store of Value?, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Poverty in Relation to Macroeconomic Trends, Cycles, and Policies, James Tobin
Tjalling Charles Koopmans (August 28, 1910–February 26, 1985), Herbert E. Scarf
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series, Donald W.K. Andrews and Hong-Yuan Chen
Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy, Peter C.B. Phillips
Bayes Models and Forecasts of Australian Macroeconomic Time Series, Peter C.B. Phillips
Bayesian Model Selection and Prediction with Empirical Applications, Peter C.B. Phillips
On the Periodic Structure of the Business Cycle, Eric Ghysels
A Nine Variable Probabilistic Macroeconomic Forecasting Model, Christopher A. Sims
Expectations Driven Nonlinear Business Cycles, Jean-Michel Grandmont
Rolling the ‘Dice’: An Optimal Transition Path for Controlling Greenhouse Gases, William D. Nordhaus
An Introduction to Econometric Random Variables, Donald W.K. Andrews
A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions under Uncertainty and Liquidity Constraints, Vassilis A. Hajivassiliou and Yannis M. Ioannides
Christmas, Spring and the Dawning of Economic Recovery, Eric Ghysels
Posterior Odds Testing for a Unit Root with Data-Based Model Selection, Peter C.B. Phillips and Werner Ploberger
Simulation of Multivariate Normal Orthant Probabilities: Theoretical and Computational Results, Vassilis A. Hajivassiliou, Daniel McFadden, and Paul A. Ruud
Optimal Changepoint Tests for Normal Linear Regression, Donald W.K. Andrews, Inpyo Lee, and Werner Ploberger
Optimal Tests When a Nuisance Parameter is Present Only under the Alternative, Donald W.K. Andrews and Werner Ploberger
Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets, Robert J. Shiller, Fumiko Kon-Ya, and Yoshiro Tsutsui
Interpreting the Macroeconomic Time Series Facts: The Effects of Moentary Policy, Christopher A. Sims
Money, James Tobin
Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations, Ray C. Fair
The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics, Ray C. Fair
The ‘Dice’ Model: Background and Structure of a Dynamic Integrated Climate-Economy Model of the Economics of Global Warming, William D. Nordhaus
The Impact Climate on Agriculture: A Ricardian Approach, Robert Mendelsohn, William D. Nordhaus, and Daigee Shaw
Empirical Implications of Arbitrage-Free Asset Markets, S. Maheswaran and Christopher A. Sims
Index-Based Futures and Options Markets in Real Estate, Karl E. Case, Robert J. Shiller, and Allan N. Weiss
Simulation Estimation Methods for Limited Dependent Variable Models, Vassilis A. Hajivassiliou
Transactions Loans, Intertemporal Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions Loans, Martin Shubik and Shuntian Yao
Submissions from 1991
A Bayesian Analysis of Trend Determination in Economic Time Series, Eric Zivot and Peter C.B. Phillips
A Reexamination of the Consumption Function Using Frequency Domain Regressors, Dean Corbae, Sam Ouliaris, and Peter C.B. Phillips
Classification of Two-Person Ordinal Bimatrix Games, Imre Bárány, Jon Lee, and Martin Shubik
Commentary on Irving Fisher, James Tobin
English Translation, Yale University Press, James Tobin
International Currency Regimes, Capital Mobility, and Macroeconomic Policy, James Tobin
On the Internationalization of Portfolios, William C. Brainard and James Tobin
Price Flexibility and Output Stability: An Old Keynesian View, James Tobin
The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence, Peter C.B. Phillips
The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models, Peter C.B. Phillips
Unidentified Components in Reduced Rank Regression Estimation of ECM's, Peter C.B. Phillips
Unit Roots, Peter C.B. Phillips
Vector Autoregression and Causality: A Theoretical Overview and Simulation Study, Hiro Y. Toda and Peter C.B. Phillips
An Implementation of the Generalized Basis Reduction Algorithm for Integer Programming, William Cook, Thomas Rutherford, Herbert E. Scarf, and David F. Shallcross
Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum, Peter C.B. Phillips
Comment on ‘To Criticize the Critics’, by Peter C.B. Phillips, Christopher A. Sims
Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions, Ariel Pakes
How Fast Do Old Men Slow Down?, Ray C. Fair
The Ecology of Markets, William D. Nordhaus
Transformations of the Commodity Space, Behavioral Heterogeneity and the Aggregation Problem, Jean-Michel Grandmont
Repeated Games: Cooperation and Rationality, David G. Pearce
Stabilizing the Soviet Economy, William D. Nordhaus
A Bound of the Proportion of Pure Strategy Equilibria in Generic Games, Faruk Gul, David G. Pearce, and Ennio Stacchetti
An ‘Average’ Lyapunov Convexity Theorem and Some Core Equivalence Results, Lin Zhou
Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?, Denis Kwiatkowski, Peter C.B. Phillips, and Peter Schmidt
The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study, Hiro Y. Toda and Peter C.B. Phillips
Time Series Modelling with a Bayesian Frame of Reference: I. Concepts and Illustrations, Peter C.B. Phillips and Werner Ploberger
Vector Autoregression and Causality, Hiro Y. Toda and Peter C.B. Phillips
Exactly Unbiased Estimation of First Order Autoregressive/Unit Root Models, Donald W.K. Andrews
-Person Game and Endogenous Coalition Formation, Lin Zhou
Dual Distribution in Franchising, Nancy Gallini and Nancy A. Lutz
Strictly Fair Allocations in Large Exchange Economies, Lin Zhou
Actual and Warranted Relations Between Asset Prices, Andrea E. Beltratti and Robert J. Shiller
Arithmetic Repeat Sales Price Estimators, Robert J. Shiller
Economic Equilibrium and Soviet Economic Reform, Herbert E. Scarf
Shortest Integer Vectors, Herbert E. Scarf and David F. Shallcross
Tests of Specification for Parametric and Semiparametric Models, Yoon-Jae Whang and Donald W.K. Andrews
The Invisible Hand in Modern Macroeconomics, James Tobin
The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis, Vassilis A. Hajivassiliou and Daniel McFadden
Submissions from 1990
A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders), Martin Shubik and Dimitrios P. Tsomocos
Default and Bankruptcy in a Multistage Exchange Economy, Martin Shubik
A Strategic Market Game of a Finite Economy with a Mutual Bank, Martin Shubik and Jingang Zhao
On the Convex Hull of the Integer Points, Antal Balog and Imre Bárány
Estimation of Multinomial Models Using Weak Monotonicity Assumptions, Rosa L. Matzkin
Least Concavity and the Distribution-Free Estimation of Non-Parametric Concave Functions, Rosa L. Matzkin
The Price for the Widow's Cruse: Or the Value of an Infinitely Productive Asset, Martin Shubik
Inefficiency of Strategy-Proof Allocation Mechanisms in Pure Exchange Economies, Lin Zhou
Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models, Vassilis A. Hajivassiliou and Axel Borsch-Supan
Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?, Robert J. Shiller and Andrea E. Beltratti
The Hybrid Solutions of an n-Person Game, Jingang Zhao
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes, Donald W.K. Andrews and David Pollard
International Diversification of Social and Private Risk: The US and Japan, Stephen S. Golub
Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared, Robert J. Shiller, Maxim Boycko, and Vladimir Korobov
A Shortcut to LAD Estimator Asymptotics, Peter C.B. Phillips
Operational Algebra and Regression t-Tests, Peter C.B. Phillips
Testing Covariance Stationarity under Moment Condition Failure with an Application to Common Stock Returns, Peter C.B. Phillips and Mico Loretan
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends, Peter C.B. Phillips
The Frobenius Problem and Maximal Lattice Free Bodies, Herbert E. Scarf and David F. Shallcross
The Generalized Basis Reduction Algorithm, Herbert E. Scarf and László Lovász
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Eric Zivot and Donald W.K. Andrews
Voting by Committees, Salvador Barberà, Hugo Sonnenschein, and Lin Zhou
Tests for Parameter Instability and Structural Change with Unknown Change Point, Donald W.K. Andrews
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator, Donald W.K. Andrews and Christopher J. Monahan
Financial Integration, Liquidity and Exchange Rates, Vittorio Grilli and Nouriel Roubini
Generic Uniform Convergence, Donald W.K. Andrews
A Colored Version of Tverberg's Theorem, Imre Bárány and D. G. Larman
Aggregation and Imperfect Competition: On the Existence of Equilibrium, Andrew S. Caplin and Barry Nalebuff
Aggregation and Social Choice: A Mean Voter Theorem, Andrew S. Caplin and Barry Nalebuff
Growth and Distribution: A Neoclassical Kaldor-Robinson Exercise, James Tobin
Testing Game-Theoretic Models of Price-Fixing Behaviour, Vassilis A. Hajivassiliou
Submissions from 1989
On the Theory of Macroeconomic Policy, James Tobin
Mathematical Programming and Economic Theory, Herbert E. Scarf
Alternative Approaches to the Political Business Cycle, William D. Nordhaus
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations, In Choi and Peter C.B. Phillips
Asymptotics for Linear Processes, Peter C.B. Phillips and Victor Solo
Estimating Long Run Economic Equilibria, Peter C.B. Phillips and Mico Loretan
Observability and Optimality, John Geanakoplos and Heracles M. Polemarchakis
Solving Systems of Simultaneous Equations in Economics, John Geanakoplos and Wayne Shafer
Testing for a Unit Root in the Presence of Deterministic Trends, Peter C.B. Phillips and Peter Schmidt
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality, Donald W.K. Andrews and Yoon-Jae Whang
Inflationary Expectations and Price Setting Behavior, Ray C. Fair
Risk Analysis in Economics: An Application to University Finances, William D. Nordhaus
Full Information Estimation and Stochastic Simulation of Models with Rational Expectations, Ray C. Fair and John B. Taylor
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model, Philip H. Dybvig and Nancy A. Lutz
An Introduction to General Equilibrium with Incomplete Asset Markets, John Geanakoplos
A Nonparametric Maximum Rank Correlation Estimator, Rosa L. Matzkin
Existence of Walras Equilibrium without a Price Player of Generalized Game, John Geanakoplos and Pradeep Dubey
Neighbors of the Origin for Four by Three Matrices, David F. Shallcross
On Integer Points in Polyhedra: A Lower Bound, Imre Bárány, Roger Howe, and László Lovász
The Reconciliation of Micro and Macro Economics, Martin Shubik
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables, Donald W.K. Andrews
Asymptotic Optimality of Generalized CL, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors, Donald W.K. Andrews
Asymptotics for Semiparametric Econometric Models: I. Estimation, Donald W.K. Andrews
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples, Donald W.K. Andrews
Do the Secondary Markets Believe in Life After Debt?, Vassilis A. Hajivassiliou
Game Theory without Partitions, and Applications to Speculation and Consensus, John Geanakoplos
Renegotiation and Symmetry in Repeated Games, Dilip Abreu, David G. Pearce, and Ennio Stacchetti
The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets, John Geanakoplos and Martin Shubik
Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold, Martin Shubik and Shuntian Yao
Market Innovation and Entrepreneurship: A Knightian View, Truman F. Bewley
Time Series Regression with a Unit Root and Infinite Variance Errors, Peter C.B. Phillips
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation, Donald W.K. Andrews
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains, In Choi and Peter C.B. Phillips
The Transactions Cost of Money (A Strategic Game Analysis), Martin Shubik and Shuntian Yao
Liquidity and Bankruptcy with Incomplete Markets: Pure Exchange, Pradeep Dubey and John Geanakoplos
The Production Smoothing Model Is Alive and Well, Ray C. Fair
Repeated Trade and the Velocity of Money, Pradeep Dubey, Siddhartha Sahi, and Martin Shubik
The Durbin-Watson Ratio under Infinite Variance Errors, Peter C.B. Phillips and Mico Loretan
Submissions from 1988
Nonparametric Tests of Maximizing Behavior Subject to Nonlinear Sets, Rosa L. Matzkin
Reflections on Econometric Methodology, Peter C.B. Phillips
The Interaction of Implicit and Explicit Contracts in Repeated Agenc, David G. Pearce and Ennio Stacchetti
The Behavior of Home Buyers in Boom and Post-Boom Markets, Robert J. Shiller and Karl E. Case
The Interaction of Implicit and Explicit Contracts in Repeated Agency, Martin Shubik
A Little Magic with the Cauchy Distribution, Peter C.B. Phillips
A New Proof of Knight's Theorem on the Cauchy Distribution, Peter C.B. Phillips
The Macroeconomics of Government Finance, Michael Haliassos and James Tobin
Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models, Rosa L. Matzkin
The Power of Commitment, Chien-fu Chou and John Geanakoplos
The Shapes of Polyhedra, Ravi Kannan, László Lovász, and Herbert E. Scarf
Correlated Equilibrium with Generalized Information Structures, Adam Brandenburger, Eddie Dekel, and John Geanakoplos
Capital Structure and Dividend Irrelevance with Asymmetric Information, Philip H. Dybvig and Jaime F. Zender
Default and Efficiency in a General Equilibrium Model with Incomplete Markets, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Estimation and Inference in Models of Cointegration: A Simulation Study, Bruce E. Hansen and Peter C.B. Phillips
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Donald W.K. Andrews
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Donald W.K. Andrews
The Stabilization of the U.S. Economy: Evidence from the Stock Market, Matthew D. Shapiro
Error Correction and Long Run Equilibrium in Continuous Time, Peter C.B. Phillips
Spanning, Valuation and Options, Donald J. Brown and Stephen A. Ross
Spectral Regression for Cointegrated Time Series, Peter C.B. Phillips
Testing for a Unit Root in the Presence of a Maintained Trend, Sam Ouliaris, Joon Y. Park, and Peter C.B. Phillips
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models, Donald W.K. Andrews
Information and Timing in Repeated Partnerships, Dilip Abreu, Paul R. Milgrom, and David G. Pearce
Sources of Business Cycle Fluctuations, Matthew D. Shapiro and Mark W. Watson
Gold, Liquidity and Secured Loans in a Multistage Economy. Part I: Gold as Money, Martin Shubik and Shuntian Yao
Knightian Decision Theory and Econometric Inference, Truman F. Bewley
Statistical Inference in Instrumental Variables Regression with I(1) Processes, Peter C.B. Phillips and Bruce E. Hansen
Warranties as Signals under Consumer Moral Hazard, Nancy A. Lutz
A Centered Projective Algorithm for Linear Programming, Michael J. Todd and Yinyu Ye
Appropriating the Returns from Industrial R&D, Richard C. Levin, Alvin K. Klevorick, Richard R. Nelson, and Sidney G. Winter
Common Knowledge of Summary Statistics, Adam Brandenburger and John Geanakoplos
Distributions, Peter C.B. Phillips
Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete, John Geanakoplos, Michael Magill, Martine Quinzii, and Jacques Dréze
Increases in Risk Aversion and Portfolio Choice in a Complete Market, Philip H. Dybvig
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans, Philip H. Dybvig and Chi-fu Huang
Optimal Inference in Cointegrated Systems, Peter C.B. Phillips
Stock Prices, Earnings and Expected Dividends, John Y. Campbell and Robert J. Shiller
The Informational Content of Ex Ante Forecasts, Ray C. Fair and Robert J. Shiller
Submissions from 1987
Renegotiation-Proof Equilibria: Collective Rationality and Intertemporal Cooperation, David G. Pearce
VAR Models as Structural Approximations, Ray C. Fair
A Note on an Optimal Garnishing Rule, Martin Shubik and Pradeep Dubey
Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence, Robert J. Shiller
Multiple Regression with Integrated Time Series, Peter C.B. Phillips
Prices of Single Family Homes Since 1970: New Indexes for Four Cities, Karl E. Case and Robert J. Shiller
Inventories, Investment, Inflation and Taxes, James Tobin
The Noncooperative Equilibria of a Trading Economy with Complete Markets and Consistent Prices, Siddhartha Sahi and Shuntian Yao
An Aggregative Disequilibrium Model of the U.S. Labour Market, Vassilis A. Hajivassiliou
Bimodal t-Ratios, Peter C.B. Phillips and Vassilis A. Hajivassiliou
Partially Identified Econometric Models, Peter C.B. Phillips
Testing Strictly Concave Rationality, Rosa L. Matzkin and Marcel K. Richter
The Term Structure of Interest Rates (with U.S. Government Term Structure Data), Robert J. Shiller and J. Huston McCulloch
Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations, Peter C.B. Phillips
Asymptotic Properties of Residual Based Tests for Cointegration, Peter C.B. Phillips and Sam Ouliaris
Effects of the Changing U.S. Age Distribution on Macroeconomic Equations, Ray C. Fair and Kathryn M. Dominguez
Joint Distribution Theory for Some Statistics Based on LIML and TSLS, Grant H. Hillier
Silver and Gold and Liquidity, Martin Shubik
Valuation and Optimality in Exchange Economies with a Countable Number of Agents, Charalambos D. Aliprantis, Donald J. Brown, and Owen Burkinshaw
Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP, Thomas Rutherford
Knightian Decision Theory, Part II: Intertemporal Problems, Truman F. Bewley
Equilibria in Exchange Economies with a Countable Number of Agents, Charalambos D. Aliprantis, Donald J. Brown, and Owen Burkinshaw
Distributional Analysis of Portfolio Choice, Philip H. Dybvig
Econometric Modeling as Information Aggregation, Ray C. Fair and Robert J. Shiller
Inference in Econometric Models with Structural Change, Donald W.K. Andrews and Ray C. Fair
Measuring Market Power in U.S. Industry, Matthew D. Shapiro
Semiparametric Estimation of Monotonic and Concave Utility Functions: The Discrete Choice Case, Rosa L. Matzkin
The Effect of Economic Events on Votes for President: 1984 Update, Ray C. Fair
Game Theory. Models of Strategic Behavior and Nuclear Deterrence, Martin Shubik
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market, Philip H. Dybvig
Sequential Games of Resource Extraction: Existence of Nash Equilibria, Rabah Amir
Are Cyclical Fluctuations in Productivity Due More to Supply Shocks or Demand Shocks?, Matthew D. Shapiro
Spherical Matrix Distributions and Cauchy Quotients, Peter C.B. Phillips
Supply Shocks in Macroeconomics, Matthew D. Shapiro
The Future of Social Security: One Economist's Assessment, James Tobin
Conditional and Unconditional Statistical Independence, Peter C.B. Phillips
Financial Intermediaries, James Tobin
Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model, Ray C. Fair
Sources of Output and Price Variability in a Macroeconometric Model, Ray C. Fair
Statistical Inference in Regressions with Integrated Processes: Part 2, Joon Y. Park and Peter C.B. Phillips
Ultimate Sources of Aggregate Variability, Robert J. Shiller
Submissions from 1986
Statistical Inference in Regressions with Integrated Processes: Part 1, Joon Y. Park and Peter C.B. Phillips
A Strategic Market Game with Complete Markets, Rabah Amir, Siddhartha Sahi, and Martin Shubik
Interest Rate and Exchange Rate Determination, Ray C. Fair
International Evidence on the Demand for Money, Ray C. Fair
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors, John Y. Campbell and Robert J. Shiller
A Game Theoretic Approach to the Theory of Money and Financial Institutions, Martin Shubik
Forecasting the Depression: Harvard versus Yale, Ray C. Fair, Matthew D. Shapiro, and Kathryn M. Dominguez
Knightian Decision Theory: Part 1, Truman F. Bewley
Enough Commodity Money and the Selection of a Unique Competitive Equilibrium, Martin Shubik
Testing for Cointegration Using Principal Component Methods, Peter C.B. Phillips and Sam Ouliaris
The Unique Minimal Cash Flow Competitive Equilibrium, Martin Shubik
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors, Peter C.B. Phillips and Joon Y. Park
On the Formulation of Wald Tests of Nonlinear Restrictions, Peter C.B. Phillips and Joon Y. Park
Limiting Distributions of the Number of Pure Strategy Nash Equilibria in n-Person Games, Imelda Yeung Powers
Power in Econometric Applications, Donald W.K. Andrews
Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results, Vassilis A. Hajivassiliou
Quasirents, Influence and Organization Form, Paul R. Milgrom
Testing for a Unit Root in Time Series Regression, Peter C.B. Phillips and Pierre Perron
Weak Convergence to the Matrix Stochastic Integral BdB, Peter C.B. Phillips
Resources, Technology, and Development: Will the Table Be Bare When Poor Countries Get There?, William D. Nordhaus
Survey Evidence on Diffusion of Interest Among Institutional Investors, Robert J. Shiller and John Pound
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers, Donald W.K. Andrews
Defense Economics and Economic Warfare Revisited, J. Hoult Verkerke and Martin Shubik
Issues Arising in Management and Control of Naval Forces, Paul Bracken and Martin Shubik
Toward a Theory of Discounted Repeated Games with Imperfect Monitoring, Dilip Abreu, David G. Pearce, and Ennio Stacchetti
Trends versus Random Walks in Time Series Analysis, Steven N. Durlauf and Peter C.B. Phillips
Two Misspecification Tests for the Simple Switching Regressions Disequilibrium Model, Vassilis A. Hajivassiliou
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions, Ray C. Fair
Cointegration and Tests of Present Value Models, John Y. Campbell and Robert J. Shiller
Edgeworth Equilibria in Production Economies, Charalambos D. Aliprantis, Donald J. Brown, and Owen Burkinshaw
The Share Economy: A Symposium, William D. Nordhaus and Andrew John
Towards a Unified Asymptotic Theory for Autoregression, Peter C.B. Phillips
Towards a Unified Asymptotic Theory for Autoregression, Peter C.B. Phillips
Regression Theory for Near-Integrated Time Series, Peter C.B. Phillips
Regression Theory for Near-Integrated Time Series, Peter C.B. Phillips
The Monetary-Fiscal Mix: Long-Run Implications, James Tobin
Submissions from 1985
Auction Theory, Paul R. Milgrom
Comparative Statics and Local Indeterminacy in OLG Economies: An Application of the Multiplicative Ergodic Theorem, John Geanakoplos and Donald J. Brown
On Finitely Repeated Games and Pseudo-Nash Equilibria, Chien-fu Chou and John Geanakoplos
The Uses, Value and Limitation of Game Theoretic Methods in Defense Analysis, Martin Shubik
Walrasian Indeterminacy and Keynesian Macroeconomics, John Geanakoplos and Heracles M. Polemarchakis
Asymptotic Results for Generalized Wald Tests, Donald W.K. Andrews
A Theory of Hierarchies Based on Limited Managerial Attention, John Geanakoplos and Paul R. Milgrom
Forecasting Efficiency: Concepts and Applications, William D. Nordhaus
Fractional Matrix Calculus and the Distribution of Multivariate Tests, Peter C.B. Phillips
Multiple Time Series Regression with Integrated Processes, Peter C.B. Phillips and Steven N. Durlauf
Neoclassical Theory in America: J. B. Clark and Fisher, James Tobin
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications, Donald W.K. Andrews
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory, Donald W.K. Andrews
The Many Properties of Money: A Strategic Market Game Analysis, Martin Shubik
The Term Structure of Euromarket Interest Rates: An Empirical Investigation, John Y. Campbell and Richard H. Clarida
Asymptotic Expansions in Nonstationary Vector Autoregressions, Peter C.B. Phillips
Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete, John Geanakoplos and Heracles M. Polemarchakis
Sections and Extensions of Concave Functions, Roger Howe
On the Performance of Least Squares in Linear Regression with Undefined Error Means, Donald W.K. Andrews
A Characterization of Globally Optimal Paths in the Non-Classical Growth Model, Rabah Amir
Edgeworth Equilibria, Charalambos D. Aliprantis, Donald J. Brown, and Owen Burkinshaw
Enough Gold in a Society without and with Money-Lenders, Martin Shubik
Understanding Spurious Regressions in Econometrics, Peter C.B. Phillips