Discussion Papers

CFDP 910 Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models: III. Testing and Examples," (May 1989) [53pp, Abstract]
CFDP 909R Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation," (March 1989, Revised July 1990) [98pp, Abstract]
CFDP 908R Donald W. K. Andrews, "Asymptotics for Semiparametric Econometric Models: I. Estimation," (May 1989, Revised May 1990) [97pp, Abstract] , (See: 863)
CFDP 907 Donald W. K. Andrews, "An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables," (May 1989) [27pp, Abstract] , (See: 792)
CFDP 906 Donald W. K. Andrews, "Asymptotic Optimality of Generalized CL, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors," (May 1989) [24pp, Abstract] , (See: 790)
CFDP 905 Truman F. Bewley, "Market Innovation and Entrepreneurship: A Knightian View," (April 1989) [47pp, Abstract]
CFDP 904 Martin Shubik, Shuntian Yao, "Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold," (April 1989) [29pp, Abstract] , (See: 770)
CFDP 903 Martin Shubik, Shuntian Yao, "The Transactions Cost of Money (A Strategic Game Analysis)," (March 1989) [24pp, Abstract] , (See: 789)
CFDP 902 John Geanakoplos, Wayne Shafer, "Solving Systems of Simultaneous Equations in Economics," (October 1989) [31pp, Abstract] , (See: 749)
CFDP 901 John Geanakoplos, Heracles M. Polemarchakis, "Observability and Optimality," (October 1989) [12pp, Abstract] , (See: 752)
CFDP 900 Pradeep Dubey, John Geanakoplos, "Liquidity and Bankruptcy with Incomplete Markets: Pure Exchange," (February 1989) [60pp, Abstract]
CFDP 899 In Choi, Peter C. B. Phillips, "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," (March 1989) [78pp, Abstract] , (See: 850)
CFDP 898R Peter C. B. Phillips, Mico Loretan, "The Durbin-Watson Ratio under Infinite Variance Errors," (January 1989, Revised August 1989) [41pp, Abstract] , (See: 772)
CFDP 897R Peter C. B. Phillips, "Time Series Regression with a Unit Root and Infinite Variance Errors," (April 1989, Revised August 1989) [29pp, Abstract] , (See: 755)
CFDP 896 Ray C. Fair, "The Production Smoothing Model Is Alive and Well," (February 1989) [21pp, Abstract] , (See: 740)
CFDP 895 Pradeep Dubey, Siddhartha Sahi, Martin Shubik, "Repeated Trade and the Velocity of Money," (January 1989) [16pp, Abstract] , (See: 842)
CFDP 894 Rosa L. Matzkin, "Nonparametric Tests of Maximizing Behavior Subject to Nonlinear Sets," (December 1988) [59pp, Abstract]
CFDP 893 Peter C. B. Phillips, "Reflections on Econometric Methodology," (December 1988) [42pp, Abstract] , (See: 727)
CFDP 892 David G. Pearce, Ennio Stacchetti, "The Interaction of Implicit and Explicit Contracts in Repeated Agenc," (December 1988) [30pp, Abstract]
CFDP 891 Martin Shubik, "The Interaction of Implicit and Explicit Contracts in Repeated Agency," (November 1988) [37pp, Abstract]
CFDP 890 Robert J. Shiller, Karl E. Case, "The Behavior of Home Buyers in Boom and Post-Boom Markets," (November 1988) [39pp, Abstract]
CFDP 889 Rosa L. Matzkin, "Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models," (September 1988) [53pp, abstract pp, Abstract] , (See: 809)
CFDP 888 Michael Haliassos, James Tobin, "The Macroeconomics of Government Finance," (October 1988) [110pp, Abstract]
CFDP 887 Peter C. B. Phillips, "A New Proof of Knight's Theorem on the Cauchy Distribution," (October 1988) [6pp, Abstract]
CFDP 886 Peter C. B. Phillips, "A Little Magic with the Cauchy Distribution," (October 1988) [14pp, Abstract]
CFDP 885 Chien-fu Chou, John Geanakoplos, "The Power of Commitment," (September 1988) [44pp, Abstract]
CFDP 884R Adam Brandenburger, Eddie Dekel, John Geanakoplos, "Correlated Equilibrium with Generalized Information Structures," (August 1988, Revised August 1989) [21pp, Abstract] , (See: 819)
CFDP 883 Ravi Kannan, László Lovász, Herbert E. Scarf, "The Shapes of Polyhedra," (September 1988) [31pp, Abstract] , (See: 753)
CFDP 882R Peter C. B. Phillips, "Error Correction and Long Run Equilibrium in Continuous Time," (June 1988, Revised July 1989) [40pp, Abstract] , (See: 788)
CFDP 881 Bruce E. Hansen, Peter C. B. Phillips, "Estimation and Inference in Models of Cointegration: A Simulation Study," (July 1988) [38pp, Abstract]
CFDP 880 Sam Ouliaris, Joon Y. Park, Peter C. B. Phillips, "Testing for a Unit Root in the Presence of a Maintained Trend," (June 1988) [40pp, Abstract]
CFDP 879R Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Efficiency in a General Equilibrium Model with Incomplete Markets," (July 1988, Revised February 1989) [37pp, Abstract]
CFDP 878 Philip H. Dybvig, Jaime F. Zender, "Capital Structure and Dividend Irrelevance with Asymmetric Information," (July 1988) [37pp, Abstract]
CFDP 877R Donald W. K. Andrews, "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," (July 1988, Revised July 1989) [62pp, Abstract], (See: CFDP 877) , (See: 780)
CFDP 877 Donald W. K. Andrews, "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," (July 1988) [85pp, Abstract], (See: CFDP 877R) , (See: 780)
CFDP 876 Matthew D. Shapiro, "The Stabilization of the U.S. Economy: Evidence from the Stock Market," (July 1988) [32pp, Abstract] , (See: 724)
CFDP 875 Dilip Abreu, Paul R. Milgrom, David G. Pearce, "Information and Timing in Repeated Partnerships," (May 1988) [37pp, Abstract]
CFDP 874R Donald W. K. Andrews, "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," (May 1988, Revised June 1989) [66pp, Abstract] , (See: 776)
CFDP 873 Donald J. Brown, Stephen A. Ross, "Spanning, Valuation and Options," (June 1988) [20pp, Abstract]
CFDP 872 Peter C. B. Phillips, "Spectral Regression for Cointegrated Time Series," (June 1988) [33pp, Abstract] , (See: 796)
CFDP 871 Martin Shubik, Shuntian Yao, "Gold, Liquidity and Secured Loans in a Multistage Economy. Part I: Gold as Money," (March 1988) [45pp, Abstract] , (See: 731)
CFDP 870 Matthew D. Shapiro, Mark W. Watson, "Sources of Business Cycle Fluctuations," (April 1988) [61pp, Abstract]
CFDP 869R Peter C. B. Phillips, Bruce E. Hansen, "Statistical Inference in Instrumental Variables Regression with I(1) Processes," (March 1988, Revised April 1989) [58pp, Abstract] , (See: 743)
CFDP 868 Truman F. Bewley, "Knightian Decision Theory and Econometric Inference," (March 1988) [47pp, Abstract]
CFDP 867 Nancy A. Lutz, "Warranties as Signals under Consumer Moral Hazard," (March 1988) [42pp, Abstract] , (See: 739)
CFDP 866R Peter C. B. Phillips, "Optimal Inference in Cointegrated Systems," (February 1988, Revised August 1989) [30pp, Abstract] , (See: 777)
CFDP 865 Peter C. B. Phillips, " Distributions," (February 1988) [19pp, Abstract]
CFDP 864 Adam Brandenburger, John Geanakoplos, "Common Knowledge of Summary Statistics," (February 1988) [10pp, Abstract]
CFDP 863 John Geanakoplos, Michael Magill, Martine Quinzii, Jacques Dréze, "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," (February 1988) [53pp, Abstract] , (See: 751)
CFDP 862 Richard C. Levin, Alvin K. Klevorick, Richard R. Nelson, Sidney G. Winter, "Appropriating the Returns from Industrial R&D," (February 1988) [79pp, Abstract] , (See: 714)