Working Papers

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11002: Using Copulas to Model Time Dependence in Stochastic Frontier Models

Christine Amsler, Artem Prokhorov and Peter Schmidt

11001: Efficient estimation of parameters in marginals in semiparametric multivariate models

Valentyn Panchenko and Artem Prokhorov

10004: How Optimism Leads to Price Discovery and Efficiency in a Dynamic Matching Market

Dipjyoti Majumdar, Artyom Shneyerov and Huan Xie

10003: Bartlett-type Correction of Distance Metric Test

Wanling Huang and Artem Prokhorov

10002: A Goodness-of-fit Test for Copulas

Wanling Huang and Artem Prokhorov

10001: Second Order Bias of Quasi-MLE for Covariance Structure Models

Artem Prokhorov

09009: Large Locational Differences in Unemployment Despite High Labor Mobility: Impact of Moving Cost on Aggregate Unemployment and Welfare

Damba Lkhagvasuren

09008: Credibility for Sale: the Effect of Disclosure on Information Acquisition and Transmission

Ming Li and Tymofiy Mylovanov

09007: How Important is Human Capital? A Quantitative Theory Assessment of World Income Inequality

Andres Erosa, Tatyana Koreshkova and Diego Restuccia

09006: The Impact of Medical and Nursing Home Expenses and Social Insurance Policies on Savings and Inequality

Karen Kopecky and Tatyana Koreshkova

09005: Nominal Rigidities, Monetary Policy and Pigou Cycles

Stéphane Auray, Paul Gomme and Shen Guo

09004: Second-order approximation of dynamic models without the use of tensors

Paul Gomme and Paul Klein

09003: Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test

Jonathan B. Hill and Artyom Shneyerov

09002: Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas

Artem Prokhorov and Peter Schmidt

09001: Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors

Nikolay Gospodinov and Ye Tao

08012: Discretization of Highly-Persistent Correlated AR(1) Shocks

Damba Lkhagvasuren and Ragchaasuren Galindev

08011: Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels

Nikolay Gospodinov and Masayuki Hirukawa

08010: Local GMM Estimation of Time Series Models with Conditional Moment Restrictions

Nikolay Gospodinov and Taisuke Otsu

08009: A New Look at the Forward Premium Puzzle

Nikolay Gospodinov

08008: A psychologically-based model of voter turnout

Ming Li and Dipjyoti Majumdar

08007: Social Norms, Information and Trust among Strangers: Theory and Evidence

John Duffy, Huan Xie and Yong-Ju Lee

08006: Social Norms and Trust among Strangers

Huan Xie and Yong-Ju Lee

08005: Bargaining with Uncertain Value Distributions

Huan Xie

08004: On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models

Artem Prokhorov

08003: GMM Redundancy Results for General Missing Data Problems

Artem Prokhorov and Peter Schmidt

08002: The Return to Capital and the Business Cycle

Paul Gomme, B Ravikumar and Peter Rupert

08001: Measuring the Welfare Costs of Inflation in a Life-cycle Model

Paul Gomme

05003: Rosenberg's "Learning by Using" and Technology Diffusion

Toshihiko Mukoyama

05002: Costs of Business Cycles for Unskilled Workers

Toshihiko Mukoyama and Aysegul Sahin

05001: Ordinally Bayesian Incentive Compatible Stable Matchings

Dipjyoti Majumdar

04005: A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Masayuki Hirukawa

04004: Strenghtening Intellectual Property rights: Experience from the 1986 Taiwanese Patent Reforms

Shih-Tse Lo

04003: To Disclose or Not to Disclose: Cheap Talk with Uncertain Biases

Ming Li

04002: Why Did the Average Duration of Unemployment Become So Much Longer?

Toshihiko Mukoyama and Aysegul Sahin

04001: Stable International Environmental Agreements: An Analytical Approach

Effrosyni Diamantoudi and Eftichios Sartzetakis