EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Cowles Foundation Discussion Papers
from Cowles Foundation for Research in Economics, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC . Series data maintained by Glena Ames ().
Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
933: Testing for a Unit Root in the Presence of Deterministic Trends
Peter C. B. Phillips and Peter Schmidt
932: Asymptotics for Linear Processes
Peter C. B. Phillips and Victor Solo
931: On the Theory of Macroeconomic Policy
James Tobin
930: Mathematical Programming and Economic Theory
Herbert E. Scarf
929: Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations
In Choi and Peter C. B. Phillips
928: Estimating Long Run Economic Equilibria
Peter C. B. Phillips and Mico Loretan
927: Alternative Approaches to the Political Business Cycle
William D. Nordhaus
925: Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
Donald W. K. Andrews and Yoon-Jae Whang
924: Risk Analysis in Economics: An Application to University Finances
William D. Nordhaus
923: Inflationary Expectations and Price Setting Behavior
Ray C. Fair
922: Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model
Nancy A. Lutz and Philip H. Dybvig
921: Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
Ray C. Fair and John B. Taylor
920: Renegotiation and Symmetry in Repeated Games
David G. Pearce , Dilip Abreu and Ennio Stacchetti
919: An Introduction to General Equilibrium with Incomplete Asset Markets
John Geanakoplos
918: A Nonparametric Maximum Rank Correlation Estimator
Rosa Liliana Matzkin
917: On Integer Points in Polyhedra: A Lower Bound
Imre Barany , Roger Howe and Laszlo Lovasz
916: Neighbors of the Origin for Four by Three Matrices
David F. Shallcross
915: The Reconciliation of Micro and Macro Economics
Martin Shubik
914: Game Theory Without Partitions, and Applications to Speculation and Consensus
John Geanakoplos
913: The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets
John Geanakoplos and Martin Shubik
912: Existence of Walras Equilibrium Without a Price Player of Generalized Game
John Geanakoplos and Pradeep Dubey
911: Do the Secondary Markets Believe in Life After Debt?
Vassilis Argyrou Hajivassiliou
910: Asymptotics for Semiparametric Econometric Models: III. Testing and Examples
Donald W. K. Andrews
909: Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation
Donald W. K. Andrews
908: Asymptotics for Semiparametric Econometric Models: I. Estimation
Donald W. K. Andrews
907: An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables
Donald W. K. Andrews
906: Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors
Donald W. K. Andrews
905: Market Innovation and Entrepreneurship: A Knightian View
Truman F. Bewley
904: Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold
Martin Shubik and Shuntian Yao
903: The Transactions Cost of Money (A Strategic Game Analysis)
Martin Shubik and Shuntian Yao
902: Solving Systems of Simultaneous Equations in Economics
John Geanakoplos and Wayne Shafer
901: Observability and Optimality
John Geanakoplos and Heracles M. Polemarchakis
900: Liquidity and Bankruptcy with Incomplete Markets: Pure Exchange
John Geanakoplos and Pradeep Dubey
899: Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains
Peter C. B. Phillips and In Choi
898: The Durbin-Watson Ratio Under Infinite Variance Errors
Peter C. B. Phillips and Mico Loretan
897: Time Series Regression with a Unit Root and Infinite Variance Errors
Peter C. B. Phillips
896: The Production Smoothing Model Is Alive and Well
Ray C. Fair
895: Repeated Trade and the Velocity of Money
Martin Shubik , Pradeep Dubey and Siddhartha Sahi
894: Nonparametric Tests of Maximizing Behavior Subject to Nonlinear Sets
Rosa Liliana Matzkin
893: Reflections on Econometric Methodology
Peter C. B. Phillips
892: The Interaction of Implicit and Explicit Contracts in Repeated Agency
David G. Pearce and Ennio Stacchetti
891: The Interaction of Implicit and Explicit Contracts in Repeated Agency
Martin Shubik
890: The Behavior of Home Buyers in Boom and Post-Boom Markets
Robert J. Shiller and Karl E. Case
889: Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models
Rosa Liliana Matzkin
888: The Macroeconomics of Government Finance
James Tobin and Michael Haliassos
887: A New Proof of Knight's Theorem on the Cauchy Distribution
Peter C. B. Phillips
886: A Little Magic with the Cauchy Distribution
Peter C. B. Phillips
885: The Power of Commitment
John Geanakoplos and Chien-fu Chou
884: Correlated Equilibrium with Generalized Information Structures
John Geanakoplos , Adam Brandenburger and Eddie Dekel
883: The Shapes of Polyhedra
Herbert E. Scarf , Rajesh kannan and Laszlo Lovasz