Details about Donald Brown

E-mail:
Workplace:	Cowles Foundation for Research in Economics, Yale University, (more information at EDIRC)

Access statistics for papers by Donald Brown.

Last updated 2007-01-27. Update your information in the RePEc Author Service.

Short-id: pbr50

---

Jump to Journal Articles Chapters

Working Papers

2006

1. Tests of Independence in Separable Econometric Models: Theory and Application
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
   Also in
   Working Papers, Economic Growth Center, Yale University (2006)
2. Two Algorithms for Solving the Walrasian Equilibrium Inequalities
   Working Papers, Economic Growth Center, Yale University
   Also in
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2006)

2005

3. Competition, Consumer Welfare, and the Social Cost of Monopoly
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
4. Decision Methods for Solving Systems of Walrasian Inequalities
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
5. Randomized Sign Test for Dependent Observations on Discrete Choice under Risk
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
6. Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
7. The Nonparametric Approach to Applied Welfare Analysis
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2004

8. Competition, Consumer Welfare and Monopoly Power
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
9. Rationalizing and Curve-Fitting Demand Data with Quasilinear Utilities
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
10. Tests of Independence in Separable Econometric Models
    Yale School of Management Working Papers, Yale School of Management
    Also in
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
11. The Computation of Counterfactual Equilibria in Homothetic Walrasian Economies
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
12. The Social Cost of Monopoly Power
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
13. The Strong Law of Demand
    Yale School of Management Working Papers, Yale School of Management
    Also in
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations

2003

14. Indeterminacy, Nonparametric Calibration and Counterfactual Equilibria
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2001

15. Weighted Minimum Mean-Square Distance from Independence Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See Also Journal Article in Econometrica (2002)

2000

16. Asymptotics in Minimum Distance from Independence Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1999

17. Minimum-Cost Portfolio Insurance
    Discussion Paper Serie A, University of Bonn, Germany
    See Also Journal Article in Journal of Economic Dynamics and Control (2000)

1998

18. Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
19. Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    Also in
    Economics Working Papers, University of California at Berkeley (1997)
    GE, Growth, Math methods, EconWPA (1998)
    See Also Journal Article in Econometrica (2000)

1997

20. Hedging with Derivatives in Incomplete Markets
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
21. Three Lectures on the Walrasian Hypotheses for Exchange Economies
    Working Papers, Economic Growth Center, Yale University
    Also in
    Working Papers, Yale - Economic Growth Center (1997)

1996

22. Portfolio Dominance and Optimality in Infinite Securities Markets
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
23. Portfolio Dominance and Optimality in Infinite Security Markets
    Discussion Paper Serie B, University of Bonn, Germany
    See Also Journal Article in Journal of Mathematical Economics (1998)
24. Yudin Cones and Inductive Limit Topologies
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations

1995

25. Testable Restrictions on the Equilibrium Manifold
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See Also Journal Article in Econometrica (1996)

1994

26. Walrasian Comparative Studies
    Economics Working Papers, University of California at Berkeley

1993

27. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    Also in
    Discussion Paper Serie A, University of Bonn, Germany (1991)
    Working Papers, Stanford - Institute for Thoretical Economics (1992)
    See Also Journal Article in Review of Economic Studies (1995)
28. Computing Equilibria in the GEI Model
    Working Papers, Stanford - Hoover Institution
29. Walrasian Comparative Statics
    Discussion Paper Serie A, University of Bonn, Germany View citations

1988

30. Spanning, Valuation and Options
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Economic Theory (1991)

1987

31. Equilibria in Exchange Economies with a Countable Number of Agents
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
32. Valuation and Optimality in Exchange Economies with a Countable Number of Agents
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1986

33. Edgeworth Equilibria in Production Economies
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1985

34. Comparative Statics and Local Indeterminacy in OLG Economies: An Application of the Multiplicative Ergodic Theorem
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
35. Edgeworth Equilibria
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Econometrica (1987)

1984

36. On a General Existence Theorem for Marginal Cost Pricing Equilibria
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See Also Journal Article in Journal of Economic Theory (1986)

1983

37. The Optimality of Regulated Pricing: A General Equilibrium Analysis
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1982

38. Equilibrium in Markets with a Riesz Space of Commodities
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See Also Journal Article in Journal of Mathematical Economics (1983)
39. Existence, Local Uniqueness, and Optimality of a Marginal Cost Pricing Equilibrium in an Economy with Increasing Returns
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
40. Marginal Versus Average Cost Pricing in the Presence of a Public Monopoly
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1981

41. Existence of Equilibrium in a Hyperfinite Exchange Economy: I and II
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1978

42. Equity, Efficiency and Increasing Returns
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Review of Economic Studies (1979)
43. Myopic Economic Agents
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Econometrica (1981)
44. The Structure of Neutral Monotonic Social Functions
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1977

45. An Extension of the Brown-Robinson Equivalence Theorem
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1975

46. Acyclic Aggregation over Finite Sets of Alternatives
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
47. Collective Rationality
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
48. The Values of a Nonstandard Competitive Allocation
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1973

49. Acyclic Choice
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1972

50. Existence of a Competitive Equilibrium in a Nonstandard Exchange Economy
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See Also Journal Article in Econometrica (1976)
51. The Cores of Large Standard Exchange Economies
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Journal of Economic Theory (1974)

1971

52. Nonstandard Exchange Economies
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See Also Journal Article in Econometrica (1975)

Journal Articles

2005

1. Brown and Kubler on Brainard and Scarf
   American Journal of Economics and Sociology, 2005, 64, (1), 85-87

2002

2. Weighted Minimum Mean-Square Distance from Independence Estimation
   Econometrica, 2002, 70, (5), 2035-2051
   See Also Working Paper (2001)

2000

3. Minimum-cost portfolio insurance
   Journal of Economic Dynamics and Control, 2000, 24, (11-12), 1703-1719 View citations
   See Also Working Paper (1999)
4. Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
   Econometrica, 2000, 68, (6), 1529-1540 View citations
   See Also Working Paper (1998)

1998

5. Portfolio dominance and optimality in infinite security markets
   Journal of Mathematical Economics, 1998, 30, (3), 347-366 View citations
   See Also Working Paper (1996)

1996

6. Computing Equilibria When Asset Markets Are Incomplete
   Econometrica, 1996, 64, (1), 1-27 View citations
7. Testable Restrictions on the Equilibrium Manifold
   Econometrica, 1996, 64, (6), 1249-62 View citations
   See Also Working Paper (1995)

1995

8. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
   Review of Economic Studies, 1995, 62, (1), 101-14 View citations
   See Also Working Paper (1993)

1991

9. Spanning, Valuation and Options
   Economic Theory, 1991, 1, (1), 3-12 View citations
   See Also Working Paper (1988)

1990

10. Valuation and Optimality in the Overlapping Generations Model
    International Economic Review, 1990, 31, (2), 275-88

1987

11. An economy with infinite dimensional commodity space and empty core
    Economics Letters, 1987, 23, (1), 1-4
12. Edgeworth Equilibria
    Econometrica, 1987, 55, (5), 1109-37 View citations
    See Also Working Paper (1985)

1986

13. On a general existence theorem for marginal cost pricing equilibria
    Journal of Economic Theory, 1986, 38, (2), 371-379 View citations
    See Also Working Paper (1984)

1983

14. Equilibria in markets with a Riesz space of commodities
    Journal of Mathematical Economics, 1983, 11, (2), 189-207 View citations
    See Also Working Paper (1982)
15. Marginal vs. Average Cost Pricing in the Presence of a Public Monopoly
    American Economic Review, 1983, 73, (2), 189-93 View citations
16. Spanning and arbitrage in securities markets with options: A state preference aproach
    Mathematical Social Sciences, 1983, 4, (2), 186-186

1981

17. Myopic Economic Agents
    Econometrica, 1981, 49, (2), 359-68 View citations
    See Also Working Paper (1978)

1980

18. Two-part tariffs, marginal cost pricing and increasing returns in a general equilibrium model
    Journal of Public Economics, 1980, 13, (1), 25-49 View citations

1979

19. Equity, Efficiency, and Increasing Returns
    Review of Economic Studies, 1979, 46, (4), 571-85 View citations
    See Also Working Paper (1978)

1976

20. Existence of a Competitive Equilibrium in a Nonstandard Exchange Economy
    Econometrica, 1976, 44, (3), 537-46 View citations
    See Also Working Paper (1972)

1975

21. Aggregation of Preferences
    The Quarterly Journal of Economics, 1975, 89, (3), 456-69 View citations
22. Nonstandard Exchange Economies
    Econometrica, 1975, 43, (1), 41-56 View citations
    See Also Working Paper (1971)

1974

23. An approximate solution to Arrow's problem
    Journal of Economic Theory, 1974, 9, (4), 375-383
24. The cores of large standard exchange economies
    Journal of Economic Theory, 1974, 9, (3), 245-254 View citations
    See Also Working Paper (1972)

Chapters

1991

1. Equilibrium analysis with non-convex technologies
   Chapter 36 in Handbook of Mathematical Economics, 1991, vol. 4, pp 1963-1995