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Cowles Foundation Discussion Papers
from Cowles Foundation, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC . Series data maintained by Glena Ames ().
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984: Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions
Ariel Pakes
983: Repeated Games: Cooperation and Rationality
David G. Pearce
982: Stabilizing the Soviet Economy
William D. Nordhaus
981: A Bound of the Proportion of Pure Strategy Equilibria in Generic Games
Faruk Gul , David G. Pearce and Ennio Stacchetti
980: Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
Peter C. B. Phillips and Werner Ploberger
979: 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
978: The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
Hiro Y. Toda and Peter C. B. Phillips
977: Vector Autoregression and Causality
Hiro Y. Toda and Peter C. B. Phillips
976: An 'Average' Lyapunov Convexity Theorem and Some Core Equivalence Results
Lin Zhou
975: Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models
Donald W. K. Andrews
974: A Refined Bargaining Set of an n-Person Game and Endogenous Coalition Formation
Lin Zhou
973: Dual Distribution in Franchising
Nancy T. Gallini and Nancy A. Lutz
972: Strictly Fair Allocations in Large Exchange Economies
Lin Zhou
971: Arithmetic Repeat Sales Price Estimators
Robert J. Shiller
970: Actual and Warranted Relations Between Asset Prices
Andrea E. Beltratti and Robert J. Shiller
969: Economic Equilibrium and Soviet Economic Reform
Herbert E. Scarf
968: Tests of Specification for Parametric and Semiparametric Models
Yoon-Jae Whang and Donald W. K. Andrews
967: The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis
Vassilis Hajivassiliou and Daniel L. McFadden
966: The Invisible Hand in Modern Macroeconomics
James Tobin
965: Shortest Integer Vectors
Herbert E. Scarf and David F. Shallcross
964: A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
Martin Shubik and Dimitrios Panayotis Tsomocos
963: Default and Bankruptcy in a Multistage Exchange Economy
Martin Shubik
962: On the Convex Hull of the Integer Points
Antal Balog and Imre Barany
961: A Strategic Market Game of a Finite Economy with a Mutual Bank
Martin Shubik and Jingang Zhao
960: Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models
Vassilis Hajivassiliou and Borsch-Supan, Axel
959: The Price for the Widow's Cruse: Or the Value of an Infinitely Productive Asset
Martin Shubik
958: Least Concavity and the Distribution-Free Estimation of Non-Parametric Concave Functions
Rosa L. Matzkin
957: Estimation of Multinomial Models Using Weak Monotonicity Assumptions
Rosa L. Matzkin
956: The Hybrid Solutions of an n-Person Game
Jingang Zhao
955: International Diversification of Social and Private Risk: The US and Japan
Stephen S. Golub
954: Inefficiency of Strategy-Proof Allocation Mechanisms in Pure Exchange Economies
Lin Zhou
953: Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?
Robert J. Shiller and Andrea E. Beltratti
952: Popular Attitudes Towards Free Markets: The Soviet Union and the United States Compared
Robert J. Shiller , Maxim Boycko and Vladimir Korobov (Maxim Boyko )
951: A Functional Central Limit Theorem for Strong Mixing Stochastic Processes
Donald W. K. Andrews and David Pollard
950: To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends
Peter C. B. Phillips
949: A Shortcut to LAD Estimator Asymptotics
Peter C. B. Phillips
948: Operational Algebra and Regression t-Tests
Peter C. B. Phillips
947: Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns
Peter C. B. Phillips and Mico Loretan
946: The Generalized Basis Reduction Algorithm
Herbert E. Scarf and Laszlo Lovasz
945: The Frobenius Problem and Maximal Lattice Free Bodies
Herbert E. Scarf and David F. Shallcross
944: Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Eric Zivot and Donald W. K. Andrews
943: Tests for Parameter Instability and Structural Change with Unknown Change Point
Donald W. K. Andrews
942: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
Donald W. K. Andrews and Christopher J. Monahan
941: Voting by Committees
Salvador Barberà , Hugo F. Sonnenschein and Lin Zhou
940: Generic Uniform Convergence
Donald W. K. Andrews
939: Financial Integration, Liquidity and Exchange Rates
Vittorio Grilli and Nouriel Roubini
938: Aggregation and Social Choice: A Mean Voter Theorem
Andrew Caplin and Barry Nalebuff
937: Aggregation and Imperfect Competition: On the Existence of Equilibrium
Andrew Caplin and Barry Nalebuff
936: A Colored Version of Tverberg's Theorem
Imre Barany and D.G. Larman
935: Testing Game Theoretic Models of Price-Fixing Behaviour
Vassilis Hajivassiliou