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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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883: The Shapes of Polyhedra
Herbert E. Scarf , Rajesh kannan and Laszlo Lovasz
882: Error Correction and Long Run Equilibrium in Continuous Time
Peter C. B. Phillips
881: Estimation and Inference in Models of Cointegration: A Simulation Study
Peter C. B. Phillips and Bruce E. Hansen
880: Testing for a Unit Root in the Presence of a Maintained Trend
Peter C. B. Phillips , Sam Ouliaris and Joon Y. Park
879: Default and Efficiency in a General Equilibrium Model with Incomplete Markets
Pradeep Dubey , John Geanakoplos and Martin Shubik
878: Capital Structure and dividend Irrelevance with Asymmetric Information
Philip H. Dybvig and Jaime F. Zender
877: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Donald W. K. Andrews
876: The Stabilization of the U.S. Economy: Evidence from the Stock Market
Matthew D. Shapiro
875: Information and Timing in Repeated Partnerships
David G. Pearce , Dilip Abreu and Paul Milgrom
874: Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
Donald W. K. Andrews
873: Spanning, Valuation and Options
Donald Brown and Stephen A. Ross
872: Spectral Regression for Cointegrated Time Series
Peter C. B. Phillips
871: Gold, Liquidity and Secured Loans in a Multistage Economy. Part I: Gold as Money
Martin Shubik and Shuntian Yao
870: Sources of Business Cycle Fluctuations
Matthew D. Shapiro and Joel Watson
869: Statistical Inference in Instrumental Variables
Peter C. B. Phillips and Bruce E. Hansen
868: Knightian Decision Theory and Econometric Inference
Truman F. Bewley
867: Warranties as Signals Under Consumer Moral Hazard
Nancy A. Lutz
866: Optimal Inference in Cointegrated Systems
Peter C. B. Phillips
865: The Characteristic Function of the Dirichlet and Multivariate F Distributions
Peter C. B. Phillips
864: Common Knowledge of Summary Statistics
Adam Brandenburger and John Geanakoplos
863: Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete
John Geanakoplos , Michael Magill , Martine Quinzii and Jacques H. Dreze
862: Appropriating the Returns from Industrial R&D
Richard C. Levin , Alvin K. Klevorick , Richard R. Nelson and Sidney Winter
861: A Centered Projective Algorithm for Linear Programming
Michael Todd and Yinyu Ye
860: Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
Philip H. Dybvig and Huang, Chi-fu
859: Increases in Risk Aversion and Portfolio Choice in a Complete Market
Philip H. Dybvig
858: Stock Prices, Earnings and Expected Dividends
John Y. Campbell and Robert J. Shiller
857: The Informational Content of Ex Ante Forecasts
Ray Fair and Robert J. Shiller
856: VAR Models as Structural Approximations
Ray Fair
855: Renegotiation-Proof Equilibria: Collective Rationality and Intertemporal Cooperation
David G. Pearce
854: A Note on an Optimal Garnishing Rule
Martin Shubik and Pradeep Dubey
853: Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence
Robert J. Shiller
852: Multiple Regression with Integrated Time Series
Peter C. B. Phillips
851: Prices of Single Family Homes Since 1970: New Indexes for Four Cities
Karl E. Case and Robert J. Shiller
850: The Noncooperative Equilibria of a Trading Economy with Complete Markets and Consistent Prices
Siddhartha Sahi and Shuntian Yao
849: Inventories, Investment, Inflation and Taxes
James Tobin
848: An Aggregative Disequilibrium Model of the U.S. Labour Market
Vassilis Hajivassiliou
847: Asymptotic Properties of Residual Based Tests for Cointegration
Peter C. B. Phillips and Sam Ouliaris
846: Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations
Peter C. B. Phillips
845: Partially Identified Econometric Models
Peter C. B. Phillips
844: Testing Strictly Concave Rationality
Rosa L. Matzkin and Marcel K. Richter
843: The Term Structure of Interest Rates. U.S. Government Term Structure Data
Robert J. Shiller and J. Huston McCulloch
842: Bimodal t-Ratios
Peter C. B. Phillips and Vassilis Hajivassiliou
841: Silver and Gold and Liquidity
Martin Shubik
840: Joint Distribution Theory for Some Statistics Based on LIML and TSLS
Grant H. Hillier
839: Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
Ray Fair and Kathryn M. E. Dominguez
838: Valuation and Optimality in Exchange Economies with a Countable Number of Agents
Donald Brown , Charalambos Aliprantis and Owen Burkinshaw
837: Implementational Issues and Computational Performance Solving Applied General Equilibrium Models with SLCP
Thomas F. Rutherford
836: A Modeling System for Applied General Equilibrium Analysis
Thomas F. Rutherford
835: Knightian Decision Theory, Part II. Intertemporal Problems
Truman F. Bewley
834: Equilibria in Exchange Economies with a Countable Number of Agents
Donald Brown , Charalambos Aliprantis and Owen Burkinshaw