Econometric Society 2004 North American Winter Meetings

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536: Market Price of Risk Specifications for Affine Models: Theory and Evidence

Patrick Cheridito and Damir Filipovic

527: Efficient Mechanisms for Bilateral Trading with Cooperative Investment

Rui Zhao

517: Market Structure and Multiple Equilibria in Airline Markets

Elie Tamer and Federico Ciliberto

514: The Effect of Outside Options on Bargaining Under Asymmetric Information

Abraham L. Wickelgren

513: The Impact of Chronic Disease Burden on Education, Fertility and Economic Growth – Evidence from the American South

Fabian Lange and Hoyt Bleakley

512: Generalized Indirect Inference for Discrete Choice Models

Anthony Smith and Michael Keane

509: Exclusive Contracts, Loss to Delay and Incentives to Invest

Giancarlo Spagnolo and Christian Groh

506: Do Migration Restrictions Matter?

Gustavo Ventura and Paul Klein

504: Gender Wage Gaps in the Netherlands with Sample Selection Adjustments

James Albrecht and Aico van Vuuren

501: Testing for structural change in regression with long memory processes

Stepana Lazarova

498: Balanced Budget Rules and Aggregate Instability: The Role of Consumption Taxes

Chryssi Giannitsarou

496: Networks of Relations

Giancarlo Spagnolo and Steffen Lippert

495: Optimal Contracts for Teams of Money Managers

Pegaret Pichler

492: Career Progression and Formal versus on the Job Training

Jerome Adda and Christian Dustmann

491: Testing Asset Pricing Model with Coskweness

Giovanni Urga, Giovanni Barone Adesi and Patrick Gagliardini

490: A Nonlinear Model of the Business Cycle

Simon Potter and Edward Leamer

487: Testing Distributional Assumptions: A GMM Approach

Nour Meddahi and Christian Bontemps

485: Divide et Impera. Optimnal Deterrence Mechanisms Against Cartels and Organized Crime

Giancarlo Spagnolo

483: Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes

Marcel Rindisbacher, Jerome Detemple and René Garcia

474: EXCHANGE RATE REGIMES AND FISCAL PERFORMANCE. DO FIXED EXCHANGE RATE REGIMES GENERATE MORE DISCIPLINE THAN FLEXIBLE ONES?

Guillermo Vuletin

469: Are the directions of stock price changes predictable? A generalized cross-spectral approach

Jaehun Chung and Yongmiao Hong

467: A Specification Test for Time Series Models by a Normality

Jin-Chuan Duan

466: Team Size and Geographic Dispersion in Scientific Research

James Adams and Grant Black

465: Can They Take it With Them? The Portability of Star Knowledge Workers' Performance: Myth or Reality?

Boris Groysberg and Ashish Nanda

463: Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity

Byeongseon Seo

461: On the inadmissibility of classical tests in unit-root-type situations

Werner Ploberger

456: Why Issue Mandatory Convertibles? Theory and Empirical Evidence

An Yan, Debarshi Nandy and Thomas Chemmanur

451: The Determinants of Care Quality in a Health Maintenance Organization

Randy Cebul and Jim Rebitzer

445: Knowledge Hierarchies in Law Firms

Luis Garicano and Thomas Hubbard

441: Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments

Norman Swanson and John Chao

439: Estimating Switching Costs for Heterogeneous Consumers: An Application to Wireless Number Portability

V. Viard and Katja Seim

436: On the Asymptotic Efficiency of GMM

Jean-Pierre Florens and Marine Carrasco

434: Mortgages as Recursive Contracts

Milton Marquis and John Krainer

433: Hard Evidence and Mechanism Design

Joel Watson and Jesse Bull

432: Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature

Jesper Lund, Torben Andersen and Luca Benzoni

431: Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?

Feng Zhao, Robert Jarrow and Haitao Li

428: The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty

J. Huston McCulloch

426: Optimal Expectations

Jonathan Parker and Markus Brunnermeier

425: Predatory Trading

Lasse Pedersen and Markus Brunnermeier

419: Ambiguous Contracting: Natural Language and Judicial Interpretation

Shurojit Chatterji and Dragan Filipovich

414: Survival Auctions

Lixin Ye, John Kagel and Svetlana Pevnitska

413: Consistency conditions for affine term structure models

Sergei Levendorskii

411: Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models

Christopher Sims, Jinill Kim and Sunghyun Kim

405: Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes

Jingzhi Huang and Liuren Wu

402: Giving Little by Little: Dynamic Voluntary Contribution Games

Lise Vesterlund, John Duffy and Jack Ochs

397: Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange

Yaron Leitner

394: Multi-Agent Bilateral Bargaining with Endogenous Protocol

Quan Wen and Sang-Chul Suh

393: Finite-Sample Inference Methods for Quantile Regression Models

Christian Hansen and Victor Chernozhukov

392: Savings Adequacy and Retirement Expectations Among Older Married Couples

Debra Dwyer and Hugo Benitez-Silva

385: Are Good Workers Employed by Good Firms? A Simple Test of Positive Assortative Matching Models

John Abowd and Francis Kramarz