University of California at San Diego, Economics Working Paper Series

From Department of Economics, UC San Diego
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2003: Model-Free Volatility Prediction

Dimitris N. Politis

2003: Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium

Kate Antonovics and Robert Town

2003: Testing Conditional Independence Via Empirical Likelihood

Liangjun Su and Halbert White

2003: On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Tae-Hwan Kim and Halbert White

2003: Bounded Rationality in Randomization

Steven Scroggin

2003: A Consistent Characteristic-Function-Based Test for Conditional Independence

Liangjun Su and Halbert White

2003: Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital

Kate Antonovics and Arthur Goldberger

2003: Tests of Conditional Predictive Ability

Raffaella Giacomini and Halbert White

2003: Competing Against the Opposite Sex

Kate Antonovics, Peter Arcidiacono and Randall Walsh

2003: Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series

Yixiao Sun

2003: Games and Discrimination: Lessons From the Weakest Link

Kate Antonovics, Peter Arcidiacono and Randall Walsh

2003: Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes

Yixiao Sun

2003: A Convergent t-statistic in Spurious Regressions

Yixiao Sun

2003: A simple model that generates stylized facts of returns

Gawon Yoon

2002: Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset

Ross M. Starr

2002: Common Factors in Conditional Distributions

Clive Granger, Timo Teräsvirta and Andrew Patton

2002: Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence

Donald Andrews and Yixiao Sun

2002: Methods to Estimate Dynamic Stochastic General Equilibrium Models

Francisco Ruge-Murcia

2002: Structurally-Induced Volatility Clustering

Mark Machina and Clive Granger

2002: Hypernormal Densities

Raffaella Giacomini, Christian Haefke, Halbert White and Andreas Gottschling

2002: Hard Evidence and Mechanism Design

Jesse Bull and Joel Watson

2002: Evidence Disclosure and Verfiability

Jesse Bull and Joel Watson

2002: Testing for Unit Roots with Stationary Covariates

Graham Elliott and Michael Jansson

2002: Monetary General Equilibrium With Transaction Costs

Ross M. Starr

2002: Monetary General Equilibrium with Transaction Costs

Ross M. Starr

2002: How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data

Bradley S. Paye and Allan Timmermann

2002: Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods

Raffaella Giacomini

2002: Evaluation and Combination of Conditional Quantile Forecasts

Raffaella Giacomini and Ivana Komunjer

2002: The Renegotiation-Proofness Principle and Costly Renegotiation

Joel Watson and Jim Brennan

2002: Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions

Graham Elliott and Allan Timmermann

2002: Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression

Halbert White and Tae-Hwan Kim

2002: Robustifying the Classical Model of Risk Preferences and Beliefs

Mark Machina

2002: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Silvia Goncalves and Halbert White

2002: Persistent Racial Wage Inequality

Kate Antonovics

2002: General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money

Ross M. Starr

2002: Hidden Cointegration

Clive Granger and Gawon Yoon

2002: Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted

Valerie Ramey and Neville Francis

2002: Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

Xiaohong Chen and Halbert White

2002: Contract, Mechanism Design, and Technological Detail

Joel Watson

2001: Tests for Unit Roots and the Initial Observation

Ulrich Muller and Graham Elliott

2001: The Law and Economics of Costly Contracting

Alan Schwartz and Joel Watson

2001: Overcoming Informational Barriers to International Resource Allocation: Prices and Ties

James Rauch and Alessandra Casella

2001: Entrepreneurship in International Trade

James Rauch and Joel Watson

2001: Estimation of Copula Models for Time Series of Possibly Different Length

Andrew Patton

2001: Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples

Ross M. Starr

2001: Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions

Vincent Crawford

2001: Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Robert Engle and Kevin Sheppard

2001: Shocks and Institutions in a Job Matching Model

Wouter J. den Haan, Christian Haefke and Garey Ramey

2001: Revisiting Okun's Law: An Hysteretic Perspective

Yann Schorderet

2001: Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy

Ana María Herrera and James Hamilton

2001: Almost-Objective Uncertainty

Mark Machina

2001: Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula

Andrew Patton

2001: Aggregationn of Space-Time Processes

Raffaella Giacomini and Clive Granger

2001: Adaptive Expectations, Underparameterization and the Lucas Critique

George Evans and Garey Ramey

2001: Consistent Estimation for Aggregated GARCH

Ivana Komunjer

2001: Unit Root Testing via the Continuous-Path Block Bootstrap

Efstathios Paparoditis and Dimitris N Politis

2001: The Comovements Between Real Activity and Prices

Wouter J. den Haan and Steven W Sumner

2001: Self-Generating Variables in a Cointegrated VAR Framework

Clive Granger and Gawon Yoon

2001: Recurrent Trade Agreements and the Value of External Enforcement

Mikhail Klimenko, Garey Ramey and Joel Watson

2001: Regime Switching and Monetary Policy Measurement

Michael Owyang and Garey Ramey

2001: Structural Breaks, Incomplete Information and Stock Prices

Allan Timmermann