Econometric Society 2004 North American Winter Meetings

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382: Parameter Set Inference in a Class of Econometric Models

Elie Tamer, Victor Chernozhukov and Han Hong

373: Monopoly rights can reduce income big time

Berthold Herrendorf and Arilton Teixeira

370: BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS

Luc Bauwens and Jeroen Rombouts

364: Small sample confidence intervals for multivariate impulse response functions at long horizons

Barbara Rossi and Elena Pesavento

363: Agent Heterogeneity and Learning: An Application to Labor Markets

Simon Woodcock

361: Employment and Child Care Decisions of Mothers and the Well-being of their Children

Raquel Bernal

360: The Effect of the Payroll Tax on Earnings: A Test of Competing Models of Wage Determination

Kevin Lang

356: Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk

Santosh Mishra, Gloria Gonzalez-Rivera and Tae Hwy Lee

354: Durable Goods Monopoly with Quality Improvements over Time

Gary Biglaiser and James Anton

350: Matching and Price Competition

Jonathan Levin and Jeremy Bulow

346: What Does the Walrasian Auctioneer Know? (Or: The Relationship Between Technology Adoption and Financial Innovation.)

Ana Fernandes

339: Monotone Methods for Equilibrium Selection under Perfect Foresight Dynamics

Josef Hofbauer, Daisuke Oyama and Satoru Takahashi

335: Social Interactions in Schooling

Alfonso Rosolia and Piero Cipollone

334: Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques

Hielke Buddelmeyer and Kenneth Troske

332: An Empirical Investigation of Habit-Based Asset Pricing Models

Sydney Ludvigson and Xiaohong Chen

330: Can Business and Social Networks Explain the Border Effect Puzzle?

Thierry Mayer, Pierre-Philippe Combes and Miren Lafourcade

328: The empirical relevance of the New Keynesian Phillips curve

Ragnar Nymoen, Gunnar Bårdsen and Eilev Jansen

326: Risk Sharing through Financial Markets with Endogenous Enforcement of Trades

Thorsten Koeppl

324: Nonlinear estimators with integrated regressors but without exogeneity

Robert de Jong

317: Mergers Mechanisms

S Viswanathan, Sandro Brusco and Giuseppe (Pino) Lopomo

311: Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership

Paul Ehling

303: Horizontal Versus Vertical Tax Competition: An Empirical Test

Mario Jametti and Marius Brülhart

299: Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Sainan Jin, Peter Phillips and Yixiao Sun

298: Monetary Policy and Labor Market Institutions

Ester Faia and Christian Haefke

291: FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes

Merih Uctum and Isamu Kato

287: TOPOLOGIES OF SOCIAL INTERACTIONS

Yannis Ioannides

284: Bayesian Inference for Econometric Models using Empirical Likelihood Functions

Frank Schorfheide and Hyungsik Moon

282: Counteroffers: When Will They Occur?

John Barron and Mark Berger

280: Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India

Alessandro Tarozzi

279: Countervailing Power and Product Diversity

Zhiqi Chen

278: Culture as Organizational Capital in Economic Growth

Charles E. Swanson and Dimitrios Diamantaras

271: Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US

Soyoung Kim and Nouriel Roubini

269: Exit Option in Hierarchical Agency

Doyoung Kim, Jacques Lawarree and Dongsoo Shin

266: Coordination, Specialization and Incentives: An Equilibrium Model of Firm Boundaries

Frank Mathewson and Ignatius Horstmann

264: Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated

Norman Swanson and Valentina Corradi

263: When Promotions Induce Good Managers to Be Lazy

Antoine Renucci and Frédéric Loss

255: The performance of reverse auctions versus request for quotes when procuring goods with quality differences

J. Swarthout and Jason Shachat

253: Evaluating Incentive Options

Wei Xiong and Ronnie Sircar

248: Product Market Competition and the Boundaries of the firm

Jean-Etienne de Bettignies

236: Martingale Tests of Value-at-Risk

Peter Christoffersen and Jeremy Berkowitz

234: Properties of Optimal Forecasts

Allan Timmermann and Andrew Patton

233: The Economics of Clear Advice and Extreme Options

Dezsoe Szalay

225: Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models

Jiti Gao and Maxwell King

210: Estimation of Average Treatment Effects With Misclassification

Arthur Lewbel

205: A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing

Joseph Nichols

202: A Bayesian semiparametric approach to pricing the S&P 500 index options

Marcin Kacperczyk

201: Multivariate Hypernormal Densities

Andreas Gottschling and Christian Haefke

199: Higher order approximations of IV statistics that indicate their properties under weak or many instruments

Frank Kleibergen

198: Quantile Regression under Misspecification

Ivan Fernandez-Val, Joshua Angrist and Victor Chernozhukov

196: Inference of Structural Econometric Models: A Unified Approach

Tong Li