Discussion Papers

From Northwestern University, Center for Mathematical Studies in Economics and Management Science
Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014.
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533: A Non-Metric Test of the Minimax Theory

Barry O'Neill

532: Optimal Fiscal and Monetary Policy in an Economy Without Capital

Robert Lucas and Nancy Stokey

531: On the Optimality of the Demand Revealing Mechanism in Large Economies

Ramon Marimon

530: Duality Theory for Some Stochastic Control Models

Stanley R. Pliska

529s: Investment and the Valuation of Firms When There is an Option to Shut Down

Robert McDonald and Daniel R. Siegel

528: Cooperative Games with Incomplete Information

Roger Myerson

527: Two-Person Bargaining Problems with Incomplete Infonnation

Roger Myerson

526: A Competitive Model of Commodity Differentiation

Larry Jones

525: Duopoly, Conjectural Variations and Supergames

Ehud Kalai and William Stanford

524: Estimating the Time Spent on Shopping Activities

Jacob Hornik

523: Cores and Values of Monopolistic Market Games: Asymptotic Results

Amoz Kats and Yair Tauman

522s: Incentives in Government Contracts

Stefan Reichelstein

521: Comparison of Bargaining Solutions, Utilitarianism, and the Minimax Rule by their Effectiveness

Barry O'Neill

520: The Inductive Solution for Non-Cooperative Games

Barry O'Neill

519: Measures for the Psychological Risk of an Accident

Barry O'Neill

518: Optimal Growth with Many Consumers

Robert Lucas and Nancy Stokey

517: A Stochastic Calculus Model of Continuous Trading: Return Processes and Investment Plans

Stanley R. Pliska

516: The Effect of Liquidity Constraints on Consumption: Cross-Sectional Analysis

Fumio Hayashi

515: Persistent Equilibria in Strategic Games

Ehud Kalai and Dov Samet

514: Job Matching

Milton Harris and Yoram Weiss

513: The Implicit Contract Model and Labor Markets: A Critique

Aba Schwartz

512: Option Pricing When the Underlying Asset is Non-Stored

Robert McDonald and Daniel Siegel

511: Expectations, Plans and Realizations: In Theory and Practice

Marc Nerlove

510: Vector Measures are Open Maps

Dov Samet

509: Deterrence and Delinquency: An Analysis of Individual Data

Claude Montmarquette and Marc Nerlove

508r: The Period of Commitment in Dynamic Games

Jennifer Reinganum and Nancy Stokey

507: On the Informational Requirements for the Implementation of Social Choice Rules

Stefan Reichelstein

506: Stochastic Technology, Production Plans, and the Theory of the Firm

Andrew Daughety and Lawrence Glosten

505: The Ultimate of Chaos Resulting from Weighted Voting Systems

Donald Saari

504: Asymptotic Bias of Ordinary Least Squares Estimator for Multivariate Autoregressive Models

Taku Yamamoto and Naoto Kunitomo

503: Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models

Naoto Kunitomo

502: On A Third Order Optimum Property of The LIML Estimator When the Sample Size is Large

Naoto Kunitomo

501: A Third Order Optimum Property of the ML Estimator in Linear Functional Relationships and Simultaneous Equation Systems

Naoto Kunitomo

500: Optimal Consumption of A Nonrenewable Resource with Stochastic Discoveries and a Random Environment

Sudhakar D. Deshmukh and Stanley R. Pliska

499: Natural Energy Resource Decisions and Prices Involving Incertainty

Sudhakar D. Deshmukh and Stanley R. Pliska

498: Measurement Error Theories for Von Neumann-Morgenstern Utility Functions

Jehoshua Eliashberg and John Hauser

497: The Effect of Syndication on the Core of Markets with Transferable Utility and Continuum of Traders

Dov Samet

496: Multiple-Object Auctions

Robert Weber

495: Efficient and Durable Decision Rules with Incomplete Information

Bengt Holmstrom and Roger Myerson

494: Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand

Steven Matthews and Leonard Mirman

493: Towards a Genuinely Polynomial Algorithm for Linear Programming

Nimrod Megiddo

492: The Relation Between Social Security, Saving, and Investment in a Life-Cycle Model

Truman Bewley

491: The Indeterminacy of Interest Rates

Truman Bewley

490: The Maximum Coverage Location Problem

Nimrod Megiddo

489: A Stochastic Calculus Model of Continuous Trading: Complete Markets

J. Michael Harrison and Stanley R. Pliska

488: A Theory of Wage Dynamics

Milton Harris and Bengt Holmstrom

487: Economic Policy in an Open Macro Model with Rational Labor Behavior

Pekka Ahtiala

486: Fiscal and Monetary Policies in an Open Economy with a Supply Side

Pekka Ahtiala

485: On the Core and Dual Set of Linear Programming Games

Dov Samet and Eitan Zemel

484: The Permanent Income Hypothesis: Estimation and Testing

Fumio Hayashi