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From Princeton, Department of Economics - Econometric Research Program
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368: Multiperiod Competition with Switching Costs: Solution by Lagrange Multipliers
Gregory Chow
367: What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective
Harald Uhlig
366: BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances
Harald Uhlig
365: Statistical Estimation and Testing of a Real Business Cycle Model
Gregory Chow
364: Optimal Control Without Solving the Bellman Equations
Gregory Chow
363: A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series
Pierre Perron
362: Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors
S. Nabeya and Pierre Perron
361: Dynamic Optimization Without Dynamic Programming
Gregory Chow
360: Pitfalls and Opportunities: What Macroeconomics should know about unit roots
John Campbell and Pierre Perron
359: Nonstationary and Level Shifts With An Application To Purchasing Power Parity
Timothy Vogelsang and Pierre Perron
358: Specification Testing In Panel Data With Instrumental Variables
Gilbert Metcalf
357: THE MULTIPLIER-ACCELERATOR MODEL IN THE LIGHT OF COINTEGRATION
Gregory Chow
356: CAPITAL FORMATION AND ECONOMIC GROWTH IN CHINA
Gregory Chow
355: THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT
Eric Ghysels and Pierre Perron
354: THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS
Pierre Perron
353: AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS
René Garcia and Pierre Perron
352: EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS
Whitney Newey
351: LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS
Whitney Newey
350: FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES
Pierre Perron
349: THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS
Pierre Perron
348: SERIES ESTIMATION OF REGRESSION FUNCTIONALS
Whitney Newey
347: TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN
Pierre Perron
346: THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS
Whitney Newey
345: TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY
Pierre Perron
344: SUBGAMES AND THE REDUCED NORMAL FORM
Jeroen Swinkels
343: IMPOSSIBILITY OF STRATEGY-PROOF MECHANISMS FOR ECONOMIES WITH PURE PUBLIC GOODS
Lin Zhou
342: UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY
Whitney Newey
341: EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS
Whitney Newey
340: MARKET SOCIALISM AND ECONOMIC DEVELOPMENT IN CHINA
Gregory Chow
339: TEACHING ECONOMICS AND STUDYING; ECONOMIC REFORM IN CHINA
Gregory Chow
338: THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS
Pierre Perron
337: A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT
Pierre Perron
336: TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED
Pierre Perron
334: STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS
John Campbell and Robert Shiller
328: RATIONAL VERSUS ADAPTIVE EXPECTATIONS IN PRESENT VALUE MODELS
Gregory Chow
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