University of California at San Diego, Economics Working Paper Series

From Department of Economics, UC San Diego
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2000: Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance

Julian Betts and Robert Fairlie

2000: Liquidity Flows and Fragility of business Enterprises

Wouter J. den Haan, Garey Ramey and Joel Watson

2000: Liquidity Flows and Fragility of Business Enterprises

Wouter J. den Haan, Garey Ramey and Joel Watson

2000: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

Silvia Goncalves and Halbert White

2000: The Effects of Unions on Research and Development: An Empirical Analysis Using Multi-Year Data

Julian Betts

2000: Market Makers' Supply and Pricing of Financial Market Liquidity

Pu Shen and Ross M. Starr

2000: Min, Max, and Sum

Uzi Segal and Joel Sobel

2000: The Impact of 401(k) Plans on Retirement

Leora Friedberg and Anthony Webb

2000: Why is there Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples

Ross M. Starr

2000: Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights

Tae-Hwan Kim, Halbert White and Douglas Stone

2000: Payoff Kinks in Preferences Over Lotteries

Mark Machina

2000: A Re-examination of the Predictability of Economic Activity Using the Yield Spread

James Hamilton and Dong Heon Kim

2000: Analytical Evaluation of the Power of Tests for the Absence of Cointegration

Elena Pesavento

2000: Impacts of Trades in an Error-Correction Model of Quote Prices

Robert Engle and Andrew Patton

2000: Public Preferences Towards Environmental Risks: The Case of Trihalomethanes

Richard Carson and Robert Cameron Mitchell

2000: Cognition and Behavior in Normal-Form Games: An Experimental Study

Bruno Broseta, Miguel Costa-Gomes and Vincent Crawford

2000: Incentives and Equity Under Standards-Based Reform

Julian Betts and Robert Costrell

2000: The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes

Peter Hansen

2000: Confidence Intervals for Autoregressive Coefficients Near One

Graham Elliott and James H Stock

2000: Market Responses to Interindustry Wage Differentials

George Borjas and Valerie Ramey

2000: On the Robustness of Unit Root Tests in the Presence of Double Unit Roots

Niels Haldrup and Peter Lildholdt

2000: A Dual Dutch Auction in Taipei: The Choice of Numeraire and Auction Form in Multi-Object Auctions with Bundling

Vincent Crawford and Ping-Sing Kuo

2000: Local Power Functions of Tests for Double Unit Roots

Niels Haldrup and Peter Lildholdt

2000: Evidence Disclosure and Verifiability

Jesse Bull and Joel Watson

2000: Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach

Michael Jansson and Niels Haldrup

2000: Measurement Errors and Outliers in Seasonal Unit Root Testing

Niels Haldrup, Antonio Montañés and Andreu Sansó

2000: Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

Wouter J. den Haan and Andrew Levin

2000: The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women

Julian Betts

2000: Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models

Robert Engle

2000: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

2000: Testing for Unit Roots with Stationary Covariances

Graham Elliott and Michael Jansson

2000: James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

2000: The Cost Channel of Monetary Transmissions

Marvin J Barth and Valerie Ramey

2000: Conditioning Institutions and Renegotiation

Garey Ramey and Joel Watson

2000: Economic and Legal Aspects of Costly Recontracting

Alan Schwartz and Joel Watson

2000: Bootstrapping the Information Matrix Test

Christopher Stomberg and Halbert White

2000: Properties of Nonlinear Transformations of Fractionally Integrated Processes

Ingolf Dittmann and Clive Granger

2000: Contingent Valuation: Controversies and Evidence

Richard Carson and Nicholas Flores

2000: John Nash and the Analysis of Strategic Behavior

Vincent Crawford

2000: A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk

Patrice Bertail, Christian Haefke, D N Politis and Halbert White

1999: A Pedagogical Proof of Arrow's Impossibility Theorem

Valentino Dardanoni

1999: Contingent Valuation: A User's Guide

Richard Carson

1999: Why is there Money? Convergence to a Monetary Equilibrium in a General Equilibrium Model with Transaction Costs

Ross M. Starr

1999: Closed Form Integration of Artificial Neural Networks with Some Applications to Finance

Andreas Gottschling, Christian Haefke and Halbert White

1999: Estimating Restricted Cointegrating Vectors

Graham Elliott

1999: Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone

Giampiero Gallo

1999: CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles

Robert Engle and Simone Manganelli

1999: Model Instability and Choice of Observation Window

Mohammad Pesaran and Allan Timmermann

1999: Contractual Intermediaries

Garey Ramey and Joel Watson

1999: A Quantal Response Equilibrium Model of Order Statistic Games

Kang-Oh Yi

1999: The Impact of the Use of Forecasts in Information Sets

Giampiero Gallo, Clive Granger and Yongil Jeon

1999: Capacity and Capacity Utilization in Fishing Industries

James E Kirkley and Dale Squires

1999: Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings

Uzi Segal and Joel Sobel

1999: Time and the Price Impact of a Trade

Alfonso Dufour and Robert Engle

1999: Occasional Structural Breaks and Long Memory

Clive Granger and Namwon Hyung

1999: Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk

Clive Granger and Chor-yiu (CY) Sin

1999: The Impact of Technological Change on Older Workers: Evidence from Data on Computers

Leora Friedberg

1999: Job Destruction and the Experiences of Displaced Workers

Wouter J. den Haan, Garey Ramey and Joel Watson

1999: Starting Small and Commitment

Joel Watson

1999: Starting Small in an Unfamiliar Environment

James Rauch and Joel Watson

1999: Bureaucratic Structure and Bureaucratic Performance in Less Developed Countries

James Rauch and Peter B. Evans

1999: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim and Halbert White

1999: Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market

Robert Engle

1999: M-Testing Using Finite and Infinite Dimensional Parameter Estimators

Halbert White and Yongmiao Hong

1999: Contract-Theoretic Approaches to Wages and Displacement

Wouter J. den Haan, Garey Ramey and Joel Watson

1999: A Parametric Approach to Flexible Nonlinear Inference

James Hamilton

1999: Educational Attainment as a Determinant of International Trade Flows

David Riker