NBER Technical Working Papers

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45: Testing the Random Walk Hypothesis: Power versus Frequency of Observation

Robert Shiller and Pierre Perron

44: Asset Pricing Theories

Michael Rothschild

43: Error Components in Grouped Data: Why It's Never Worth Weighting

William T. Dickens

42: New Econometric Techniques for Marcoeconomic Policy Evaluation

John Taylor

41: Rational Expectations Models with a Continuum of Convergent Solutions

Michael Mussa

40: Flexible Functional Forms and Global Curvature Conditions

Walter Diewert and T.J. Wales

39: Data Problems in Econometrics

Zvi Griliches

38: Correcting for Truncation Bias Caused by a Latent Truncation Variable

David Bloom and Mark Killingsworth

37: Errors in Variables in Panel Data

Zvi Griliches and Jerry Hausman

36: Conditional Projection by Means of Kalman Filtering

Richard Clarida and Diane Coyle

35: Misperceptions, Moral Hazard, and Incentives in Groups

Martin Gaynor

34: Policy evaluation and design for continuous time linear rational expectations models: some recent development

Willem Buiter

33: Consistent Estimation Using Data From More Than One Sample

William T. Dickens and Brian A. Ross

32: Estimating Autocorrelations in Fixed-Effects Models

Gary Solon

31: Deep Structral Excavation? A Critique of Euler Equation Methods

Peter Garber and Robert King

30: Pitfalls in the use of Time as an Explanatory Variable in Regression

Charles Nelson and Heejoon Kang

29: Optimal and Time-Consistent Polices in Continuous Time Rational Expectations Models

Willem Buiter

28: Methods of Solution and Simulation for Dynamic Rational Expectations Models

Olivier Blanchard

27: The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model

Charles Brown and Robert Moffitt

26: Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model

Ingmar Prucha and M. Ishaq Nadiri

25: Smoothness Priors and Nonlinear Regression

Robert Shiller

24: Identification in Dynamic Linear Models with Rational Expectations

Olivier Blanchard

23: Stochastic Capital Theory I. Comparative Statics

William Brock, Michael Rothschild and Joseph Stiglitz

22: Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation

Thomas E. MaCurdy

21: Predetermined and Non-Predetermined Variables in Rational Expectations Models

Willem Buiter

20: Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples

Willem Buiter

19: Bliss Points in Mean-Variance Portfolio Models

David S. Jones and V. Vance Roley

18: On the Estimation of Structural Hedonic Price Models

James N. Brown and Harvey Rosen

17: Econometric Models for Count Data with an Application to the Patents-R&D Relationship

Jerry Hausman, Bronwyn Hall and Zvi Griliches

16: Welfare Analysis of Tax Reforms Using Household Data

Mervyn A. King

15: Arbitrage and Mean-Variance Analysis on Large Asset Markets

Gary Chamberlain and Michael Rothschild

14: Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics

Thomas E. MaCurdy

13: Macroeconometric Modelling for Policy Evaluation and Design

Willem Buiter

12: A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models

Willem Buiter

11: Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations

Maurice Obstfeld, Robert Cumby and John Huizinga

10: Granger-Causality and Stabilization Policy

Willem Buiter

9: The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations

Willem Buiter

8: Multivariate Refression Models for Paned Data

Gary Chamberlain

7: A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results

V. Vance Roley

6: The Role of Economic Policy After the New Classical Macroeconomics

Willem Buiter

5: Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models

Ray Fair and John Taylor

4: The Estimation of Distributed Lags in Short Panels

Zvi Griliches and Ariel Pakes

3: Multiple Shooting in Rational Expectations Models

David Lipton, James Poterba, Jeffrey Sachs and Lawrence Summers

2: Issues in Controllability and the Theory of Economic Policy

Willem Buiter and Mark Gersovitz

1: A Stochastic Approach to Disequilibrium Macroeconomics

Seppo Honkapohja and Takatoshi Ito