Discussion Papers

CFDP 1060R Donald W. K. Andrews, "Hypothesis Testing with a Restricted Parameter Space," (April 1993, Revised June 1994) [63pp, Abstract] , (See: 960)
CFDP 1059 Donald W. K. Andrews, "Empirical Process Methods in Econometrics," (September 1993) [58pp, Abstract] , (See: 887)
CFDP 1058 Donald W. K. Andrews, Werner Ploberger, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only under the Alternative," (July 1993) [32pp, Abstract] , (See: 916)
CFDP 1057 Vassilis A. Hajivassiliou, "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," (September 1993) [27pp, Abstract] , (See: 871)
CFDP 1056 Martin Shubik, "The Theory of Money and Financial Institutions," (September 1993) [32pp, Abstract]
CFDP 1055 Peter C. B. Phillips, James W. McFarland, "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," (August 1993, Revised June 1996) [18pp, Abstract] , (See: 1068)
CFDP 1054 Oliver B. Linton, "Adaptive Estimation in ARCH Models," (March 1993) [56pp, Abstract] , (See: 910)
CFDP 1053 Donald W. K. Andrews, John McDermott, "Nonlinear Econometric Models with Deterministically Trending Variables," (August 1993) [25pp, Abstract] , (See: 907)
CFDP 1052 Alvin K. Klevorick, Richard C. Levin, Richard R. Nelson, Sidney G. Winter, "On the Sources and Significance of Interindustry Differences in Technological Opportunities," (August 1993) [47pp, Abstract] , (See: 896)
CFDP 1051 Vassilis A. Hajivassiliou, Paul A. Ruud, "Classical Estimation Methods for LDV Models Using Simulation," (July 1993) [46pp, Abstract]
CFDP 1050 Martin Shubik, Shuntian Yao, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part II," (June 1993) [32pp, Abstract] , (See: 770)
CFDP 1049 Vassilis A. Hajivassiliou, "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," (July 1993) [39pp, Abstract] , (See: 857)
CFDP 1048 Robert J. Shiller, "Aggregate Income Risks and Hedging Mechanisms," (June 1993) [37pp, Abstract]
CFDP 1047 Peter C. B. Phillips, "Fully Modified Least Squares and Vector Autoregression," (May 1993) [81pp, Abstract] , (See: 905)
CFDP 1046 Martin Shubik, Shuntian Yao, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part I," (June 1993) [42pp, Abstract]
CFDP 1045 Robert Mendelsohn, William D. Nordhaus, Daigee Shaw, "Measuring the Impact of Global Warming in Agriculture," (April 1993) [42pp, Abstract]
CFDP 1044 Jean-Michel Grandmont, "Behavioral Heterogeneity and Cournot Oligopoly Equilibrium," (March 1993) [30pp, Abstract]
CFDP 1043 Martin Shubik, Dimitrios P. Tsomocos, "A Strategic Market Game with Seigniorage Costs of Fiat Money," (March 1993, Revised January 2001) [16pp, Abstract] , (See: 1033)
CFDP 1042 James Tobin, "An Old Keynesian Counterattacks," (March 1993) [29pp, Abstract] , (See: 843)
CFDP 1041 Richard Ericson, Ariel Pakes, "An Alternative Theory of Firm and Industry Dynamics," (December 1992) [69pp, Abstract]
CFDP 1040 Peter C. B. Phillips, "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," (December 1992) [20pp, Abstract]
CFDP 1039 Peter C. B. Phillips, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," (November 1992) [28pp, Abstract] , (See: 864)
CFDP 1038 Peter C. B. Phillips, Werner Ploberger, "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," (October 1992) [66pp, Abstract]
CFDP 1037 John M. Miller, Martin Shubik, "Some Dynamics of a Strategic Market Game with a Large Number of Agents," (November 1992) [29pp, Abstract] , (See: 881)
CFDP 1036 Robert J. Shiller, "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," (November 1992) [35pp, Abstract] , (See: 856)
CFDP 1035 Donald W. K. Andrews, "The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests," (November 1992) [40pp, Abstract] , (See: 874)
CFDP 1034 Christopher A. Sims, "A Nine Variable Probabilistic Macroeconomic Forecasting Model," (June 1992) [37pp, Abstract]
CFDP 1033 Ioannis Karatzas, Martin Shubik, William D. Sudderth, "Construction of Stationary Markov Equilibria in a Strategic Market Game," (October 1992) [44pp, Abstract] , (See: 884)
CFDP 1032 Imre Bárány, Roger Howe, Herbert E. Scarf, "The Complex of Maximal Lattice Free Simplices," (November 1992) [15pp, Abstract] , (See: 888)
CFDP 1031R Pradeep Dubey, John Geanakoplos, Martin Shubik, "Is Gold an Efficient Store of Value?," (September 1992, Revised February 2002) [15pp, Abstract] , (See: 1084)
CFDP 1030R James Tobin, "Poverty in Relation to Macroeconomic Trends, Cycles, and Policies," (September 1992, Revised May 1993) [35pp, Abstract] , (See: 877)
CFDP 1029 Herbert E. Scarf, "Tjalling Charles Koopmans (August 28, 1910–February 26, 1985)," (September 1992) [29pp, Abstract]
CFDP 1028 Eric Ghysels, "On the Periodic Structure of the Business Cycle," (July 1992) [25pp, Abstract]
CFDP 1027 Eric Ghysels, "Christmas, Spring and the Dawning of Economic Recovery," (May 1992) [25pp, Abstract]
CFDP 1026 Donald W. K. Andrews, Hong-Yuan Chen, "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," (August 1992) [47pp, Abstract] , (See: 867)
CFDP 1025 Peter C. B. Phillips, "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," (August 1992) [69pp, Abstract]
CFDP 1024 Peter C. B. Phillips, "Bayes Models and Forecasts of Australian Macroeconomic Time Series," (August 1992) [33pp, Abstract] , (See: 897)
CFDP 1023 Peter C. B. Phillips, "Bayesian Model Selection and Prediction with Empirical Applications," (July 1992) [31pp, Abstract] , (See: 911)
CFDP 1022 Jean-Michel Grandmont, "Expectations Driven Nonlinear Business Cycles," (June 1992) [39pp, Abstract]
CFDP 1021R Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud, "Simulation of Multivariate Normal Orthant Probabilities: Theoretical and Computational Results," (May 1992, Revised October 1994) [43pp, Abstract] , (See: 924)
CFDP 1020 Donald W. K. Andrews, "An Introduction to Econometric Random Variables," (May 1992) [40pp, Abstract] , (See: 837)
CFDP 1019 William D. Nordhaus, "Rolling the ‘Dice’: An Optimal Transition Path for Controlling Greenhouse Gases," (June 1992) [33pp, Abstract] , (See: 836)
CFDP 1018 Vassilis A. Hajivassiliou, Yannis M. Ioannides, "A Note on the Dual Approach to the Existence and Characterization of Optimal Consumption Decisions under Uncertainty and Liquidity Constraints," (May 1992) [24pp, Abstract]
CFDP 1017 Peter C. B. Phillips, Werner Ploberger, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," (May 1992) [35pp, Abstract] , (See: 878)
CFDP 1016 Donald W. K. Andrews, Inpyo Lee, Werner Ploberger, "Optimal Changepoint Tests for Normal Linear Regression," (April 1992) [32pp, Abstract] , (See: 925)
CFDP 1015 Donald W. K. Andrews, Werner Ploberger, "Optimal Tests When a Nuisance Parameter is Present Only under the Alternative," (April 1992) [62pp, Abstract] , (See: 879)
CFDP 1014 Martin Shubik, Shuntian Yao, "Transactions Loans, Intertemporal Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions Loans," (January 1992) [24pp, Abstract]
CFDP 1013 James Tobin, ")," (March 1992) [33pp, Abstract] , (See: 826)
CFDP 1012 Robert J. Shiller, Fumiko Kon-Ya, Yoshiro Tsutsui, "Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets," (March 1992) [53pp, Abstract]
CFDP 1011 Christopher A. Sims, "Interpreting the Macroeconomic Time Series Facts: The Effects of Moentary Policy," (March 1992) [30pp, Abstract] , (See: 823)