Department of Economics, UC San Diego
University of California at San Diego, Economics Working Paper Series
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2012
- qt8bw0b76s Fisheries Management Implications of Intrinsic Under Identification of Growth Equation Parameters
by Carson, Richard T & Murray, Jason H. - qt6qg1f8ms Testing the concavity of an ordinaldominance curve
by Beare, Brendan K. & Moon, Jong-Myun - qt4j2755jq Effects of Milan's Congestion Charge
by Carnovale, Maria & Gibson, Matthew - qt40g0z0tz On The Behavior Of Nonparametric Density And Spectral Density Estimators At Zero Points Of Their Support
by Politis, Dimitris - qt35c7r55c Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series
by McElroy, Tucker S. & Politis, Dimitris N. - qt31f8500p Time irreversible copula-based Markov Models
by Beare, Brendan K. & Seo, Juwon - qt0ww2c04z Household Need for Liquidity and the Credit Card Debt Puzzle
by Telyukova, Irina A.
2011
- qt6k8954nn Regulatory Entry Barriers and Trade
by Tobal, Martin - qt5s4056z6 A Rationale For Evidence On Service Offshoring
by Tobal, Martin - qt5572n8pc An Empirical Test of Pricing Kernel Monotonicity
by Beare, Brendan K. & Schmidt, Lawrence - qt0dr145dt Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series
by McElroy, Tucker S & Politis, D N
2010
- qt8qj3z3qg Policymakers' Votes and Predictability of Monetary Policy
by Sirchenko, Andrei - qt88d8644g Incentive and Information Properties of Preference Questions
by Carson, Richard T & Groves, Theodore - qt7g0888mj Who Benefits From Student Aid? The Economic Incidence of Tax-Based Federal Student Aid
by Turner, Nick - qt7br348nj Convergence to monetary equilibrium: computational simulation of a trading post economy with transaction costs
by Hu, Xue & Whang, Yu-Jung & Zhang, Qiaoxi - qt78k062ns Optimal Measure Preserving Derivatives
by Beare, Brendan K. - qt67j6s174 Model-free Model-fitting and Predictive Distributions
by Politis, Dimitris N - qt6758069g The Effect of Tax-Based Federal Student Aid on College Enrollment
by Turner, Nicholas - qt5h9259mb Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap
by McMurry, Timothy L & Politis, D N - qt4536p0hd Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement
by Bharadwaj, Prashant & Eberhard, Juan & Neilson, Christopher - qt3df3q4vg Contract, Renegotiation, and Hold Up: Results on the Technology of Trade and Investment
by Buzard, Kristy & Watson, Joel - qt1qp1g9ts Exogenous Productivity Shocks and Capital Investment in Common-pool Resources
by Fissel, Benjamin E & Glibert, Ben - qt0xh8q1g3 Archimedean Copulas and Temporal Dependence
by Beare, Brendan K. - qt0pb3f440 Why Don’t Taxpayers Maximize their Tax-Based Student Aid? Salience and Inertial in Program Selection
by Turner, Nick - qt04b3p1p0 The Unobserved Returns to Entrepreneurship
by Sarada, FNO
2009
- qt8p8284wg Hold-Up and Durable Trading Opportunities
by Watson, Joel & Wignall, Chris - qt8j36j1s1 The Speed of Gasoline Price Response in Markets With and Without Edgeworth Cycles
by Lewis, Matt & Noel, Michael - qt87p829d4 Copulas and Temporal Dependence
by Beare, Brendan K. - qt7ng9d927 After the Fall: An Ex Post Characterization of Housing Price Declines Across Metropolitan Areas
by Carson, Richard T & Dastrup, Samuel R. - qt70c4x0sq Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory
by Politis, D N & McElroy, Tucker S - qt66w826hz Higher-Order Accurate, Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices
by Politis, D N - qt65k3m6x9 Distributional Replication
by Beare, Brendan K. - qt5112208j Arsenic Mitigation in Bangladesh: A Houseold Labor Market Approach
by Carson, Richard T & Koundouri, Phoebe & Nauges, Céline - qt4m6263c2 Searching for Empirical Regularity and Theoretical Structure: The Environmental Kuznets Curve
by Carson, Richard T - qt3923q7kz Contract, Renegotiation, and Hold Up: General Results on the Technology of Trade and Investment
by Watson, Joel & Buzard, Kristy - qt32k957bp Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach
by Komunjer, Ivana & Santos, Andres - qt0wg3j51c Existence and Uniqueness of Semiparametric Projections
by Komunjer, Ivana & Ragusa, Giuseppe
2008
- qt982208kx NoVaS Transformations: Flexible Inference for Volatility Forecasting
by Politis, Dimitris N & Thomakos, Dimitrios D - qt97s197d4 Global Identification of the Semiparametric Box-Cox Model
by Komunjer, Ivana - qt94w5n6j9 New York City Cabdrivers' Labor Supply Revisited: Reference-Dependence Preferences with Rational-Expectations Targets for Hours and Income
by Crawford, Vincent P. & Meng, Juanjuan - qt92k1n9mn Mengerian Saleableness and Commodity Money in a Walrasian Trading Post Example
by Starr, Ross M. - qt68c247dp The Variance of Sample Autocorrelations: Does Barlett's Formula Work With ARCH Data?
by Kokoszka, Piotr S. & Politis, D N - qt4v12m2rg Correct Specification and Identification of Nonparametric Transformation Models
by Chiappori, Pierre-Andre & Komunjer, Ivana - qt4c67r71r Household Need for Liquidity and the Credit Card Debt Puzzle
by Telyukova, Irina - qt2s87k9cj Commodity Money in a Convex Trading Post Sequence Economy
by Starr, Ross M. - qt2r59d87f Global Identification In Nonlinear Semiparametric Models
by Komunjer, Ivana - qt2880q2jq Copulas and Temporal Dependence
by Beare, Brendan - qt1cp9749b Jobs, Jobs, Jobs: A "New" Perspective on Protectionism
by Costinot, Arnaud - qt0qb196qd Exogenous vs. Endogenous Separation
by Ramey, Garey - qt09f6660d A Comparative Institutional Analysis of Agreements on Product Standards
by Costinot, Arnaud
2007
- qt8rj7w6vg Commodity Money Equilibrium in a Convex Trading Post Economy with Transaction Costs
by Starr, Ross M. - qt8dk0n386 Global Identification In Nonlinear Semiparametric Models
by Komunjer, Ivana - qt81w8m5sf Multivariate Forecast Evaluation And Rationality Testing
by Komunjer, Ivana & OWYANG, MICHAEL - qt7dz2x536 Trade and Workforce Changeover in Brazil
by Muendler, Marc-Andreas - qt7cx539sc Do Gasoline Prices Resond Asymmetrically to Cost Shocks? The Confounding Effect of Edgeworth Cycles
by Noel, Michael - qt76d4p2kb A Test For Monotone Comparative Statics
by Komunjer, Ivana & Echenique, Federico - qt606508js Intellectual Property Protection and Technology Transfer: Evidence From US Multinationals
by Kanwar, Sunil - qt4tn3m0tx Equilibrium and Media of Exchange in A Convex Trading Post Economy with Transaction Cost
by Starr, Ross M. - qt4ns3899g Heterogeneity and Trade
by Costinot, Arnaud - qt4nq8d4sm The Evolving Food Chain: Competitive Effects of Wal-Mart's Entry Into The Supermarket Industry
by Noel, Michael & Basker, Emek - qt3wx6s4z8 Equilibrium and Media of Exchange in a Convex Trading Post Economy With Transaction Costs
by Starr, Ross M. - qt3cm38535 Labor Reallocation in Response to Trade Reform
by Muendler, Marc-Andreas - qt07g7g8h8 On the Origins of Comparative Advantage
by Costinot, Arnaud
2006
- qt9t9818ng What Good Do Countries Trade? New Ricardian Predictions
by Costinot, Arnaud & Komunjer, Ivana - qt9qt9g4p4 Statistical Properties of Consideration Sets
by Carson, Richard T. & Louviere, Jordan J. - qt8th5q5hq Can the Stock Market be Linearized?
by Politis, D N - qt8pr105rg The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States
by Filho, Naerico Aquino Menezes & Muendler, Marc-Andreas & Ramey, Garey - qt86n316hw What Goods Do Countries Trade? New Ricardian Predictions
by Costinot, Arnaud & Komunjer, Ivana - qt7973v805 Hard Evidence and Mechanism Design
by Watson, Joel & Bull, Jesse - qt78842570 Efficientt Conditional Quantile Estimation: The Time Series Case
by Komunjer, Ivana & Vuong, Quang - qt6b2236xm Margins of Multinational Labor Substitution
by Muendler, Marc-Andreas - qt63s1s3j6 Contract and Mechanism Design in Settings with Multi-Period Trade
by Watson, Joel - qt53s671h7 Job Matching and Propagation
by Ramey, Garey & Fujita, Shigeru - qt4nz8p839 The Cyclicality of Job Loss and Hiring
by Ramey, Garey & Shigeru Fujita - qt4586c8tk Fisheries Management Under Cyclical Population Dynamics
by Carson, Richard & GRANGER, CLIVE W & Jackson, Jeremy & Schlenker, Wolfram - qt3267p6wj Commodity Money Equilibrium in a Walrasian Trading Post Model: An Example
by Starr, Ross M. - qt2m08n7cg Contract, Mechanism Design, and Technological Detail
by Watson, Joel - qt28h3p82z The Effect of FDI on Job Separation
by Muendler, Marc A & Becker, Sascha O. - qt1fc22575 Margins of Multinational Labor Substitution
by Muendler, Marc-Andreas & Becker, Sascha O. - qt1bt8n04n Jobs, Jobs, Jobs: A New Perspective on Protectionism
by Costenot, Arnaud - qt0wx67671 Contract and Game Theory: Basic Concepts for Settings with Finite Horizons
by Watson, Joel - qt0ct6f4nc Equilibrium and Media of Exchange in a Convex Trading Post Economy with Transaction Costs
by Starr, Ross M.
2005
- qt96v0t3kq Fatal Attraction: Focality, Naivete and Sophistication in Experimental “Hide and Seek†Games
by Crawford, Vincent P. & Iriberri, Nagore - qt8fg5g853 Risk Neutral Investors Do Not Acquire Information¤
by Muendler, Marc-Andreas - qt7qg2m9rz Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices
by Politis, Dimitris - qt7q79h1vf Equilibrium and Media of Exchange in a Convex Trading Post Economy with transaction Costs
by Starr, Ross M - qt73h8z1hd Rational Transparency Choice in Financial Market Equilibrium¤
by Muendler, Marc-Andreas - qt6v28v0b6 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
by Carmona, Carlos Capistran - qt6qb079x5 The Action Value of Information and the Natural Transparency Limit¤
by Muendler, Marc-Andreas - qt5tf1231k Estimation and Inference in Panel Structure Models
by Sun, Yixiao X - qt5q4764nj Rational Information Choice in Financial Market Equilibrium
by Muendler, Marc-Andreas - qt55q3h7nj The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States¤
by Filhoz, Naercio Aquino Menezes & Muendler, Marc-Andreas & Ramey, Garey - qt4m04n09h The Dynamic Beveridge Curve
by Fujita, Shigeru & Ramey, Garey - qt2gw114b2 The Flexible-Salary Match: A Proposal to Increase the Salary Flexibility of the National Resident Matching Program
by Crawford, Vincent P. - qt16b3j2hd Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
by Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan - qt12586197 Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?
by Crawford, Vincent P. & Iriberri, Nagore - qt1200q2z3 Commodity Money Equilibrium in a Walrasian Trading Post Model: An Elementary Example
by Starr, Ross M - qt0gq4z4m9 Equalizing Opportunity for Racial and Socioeconomic Groups in the United States Through Educational Finance Reform
by Betts, Julian & Roemer, John E.
2004
- qt9hf4j4c2 Confidence Sets for the Date of a Single Break in Linear Time Series Regressions
by Elliott, Graham & Muller, Ulrich K. - qt96r800f1 Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations
by Bleakley, Hoyt C & Cowan, Kevin - qt7r89639x A heavy-tailed distribution for ARCH residuals with application to volatility prediction
by Politis, Dimitris N. - qt6mf9q2rt Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan - qt6m96c2r7 Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998
by Muendler, Marc-Andreas - qt6d36x00z Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan - qt64j579g9 Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market
by Noel, Michael - qt5tf543q2 The Existence of Informationally Efficient Markets When Individuals Are Rational
by Muendler, Marc-Andreas - qt59t3g818 Edgeworth Cycles and Focal Prices: Computational Dynamic Markov Equilibria
by Noel, Michael D. - qt58n33447 Optimally Testing General Breaking Processes in Linear Time Series Models
by Elliott, Graham & Mueller, Ulrich K. - qt4s75w541 Testing for a time-varying price-cost markup in the Euro area inflation process
by Bowdler, Christopher & Jansen, Eilev S. - qt449812fx Cognition and Behavior in Two-Person Guessing Games: An Experimental Study
by Costa-Gomes, Miguel A. & Crawford, Vincent P. - qt3pp315q7 Edgeworth Price Cycles, Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets
by Noel, Michael - qt2z99w4sm Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
by Guggenberger, Patrik & Sun, Yixiao - qt2nb9f668 Time Series Analysis, Cointegration, and Applications
by Granger, Clive W.J. - qt2fq490pd Location Choices and Employment Decisions: A Comparison of German and Swedish Multinationals
by Becker, Sasha O & Ekholm, Karolina & Jackle, Robert & Muendler, Marc-Andreas - qt2bv7n071 Optimal Power for Testing Potential Cointegrating Vectors with Known
by Elliott, Graham & Jansson, Michael & Pesavento, Elena - qt0w02f5tw Estimating Production Functions When Productivity Change Is Endogenous
by Muendler, Marc-Andreas
2003
- qt7b52v07p On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index
by Kim, Tae-Hwan & White, Halbert - qt5jk0j5jh Tests of Conditional Predictive Ability
by Giacomini, Raffaella & White, Halbert - qt5002z0pn Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series
by Sun, Yixiao - qt4dv0837f A Consistent Characteristic-Function-Based Test for Conditional Independence
by Su, Liangjun & White, Halbert - qt3871w41j Games and Discrimination: Lessons From the Weakest Link
by Antonovics, Kate & Arcidiacono, Peter & Walsh, Randall - qt35v8g0fm Testing Conditional Independence Via Empirical Likelihood
by Su, Liangjun & White, Halbert - qt2mk37677 Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital
by Antonovics, Kate & Goldberger, Arthur S. - qt1g23v6p5 Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes
by Sun, Yixiao - qt1974b8tz Bounded Rationality in Randomization
by Scroggin, Steven - qt150457tv A Convergent t-statistic in Spurious Regressions
by Sun, Yixiao - qt0q3576s4 A simple model that generates stylized facts of returns
by Yoon, Gawon - qt0kx2f7xq Competing Against the Opposite Sex
by Antonovics, Kate & Arcidiacono, Peter & Walsh, Randall - qt06s8022j Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium
by Antonovics, Kate & Town, Robert - qt0648834b Model-Free Volatility Prediction
by Politis, Dimitris N.
2002
- qt9wt048tt Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence
by ANDREWS, DONALD W & Sun, Yixiao X - qt9wr373nt Hypernormal Densities
by Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas - qt9qn5f61j Hidden Cointegration
by Granger, Clive W.J. & YOON, GAWON - qt9bd8861b Monetary General Equilibrium With Transaction Costs
by Starr, Ross M. - qt8hx21540 Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
by Goncalves, Silvia & White, Halbert - qt81x2x4zk General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money
by Starr, Ross M. - qt7715f08f Hard Evidence and Mechanism Design
by Bull, Jesse & Watson, Joel - qt74v515fr How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data
by Paye, Bradley S. & Timmermann, Allan - qt6x80k3nx Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted
by Ramey, Valerie A & Francis, Neville - qt6ds8d9nn Persistent Racial Wage Inequality
by Antonovics, Kate L - qt660465rm Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset
by Starr, Ross M. - qt5w31m72w Monetary General Equilibrium with Transaction Costs
by Starr, Ross M. - qt59s2g5j5 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
by Giacomini, Raffaella - qt4z4380t7 Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
by Chen, Xiaohong & White, Halbert - qt4v35s2gv Testing for Unit Roots with Stationary Covariates
by Elliott, Graham & Jansson, Michael - qt4n99t4wz Evaluation and Combination of Conditional Quantile Forecasts
by Giacomini, Raffaella & Komunjer, Ivana - qt4fc8x822 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by Ruge-Murcia, Francisco J. - qt4242n025 The Renegotiation-Proofness Principle and Costly Renegotiation
by Watson, Joel & Brennan, Jim - qt3bd1n1x5 Common Factors in Conditional Distributions
by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J - qt1xt4c2qb Robustifying the Classical Model of Risk Preferences and Beliefs
by Machina, Mark J - qt1s38s0dn Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression
by White, Halbert & Kim, Tae-Hwan - qt19p7z2gm Evidence Disclosure and Verfiability
by Bull, Jesse & Watson, Joel - qt18x0r2nn Contract, Mechanism Design, and Technological Detail
by Watson, Joel - qt15r9t2q2 Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions
by Elliott, Graham & Timmermann, Allan - qt13k994d2 Structurally-Induced Volatility Clustering
by Machina, Mark J & Granger, Clive W.J.
2001
- qt9xm2x5w7 Recurrent Trade Agreements and the Value of External Enforcement
by Klimenko, Mikhail & Ramey, Garey & Watson, Joel - qt9qb4r775 Unit Root Testing via the Continuous-Path Block Bootstrap
by Paparoditis, Efstathios & Politis, Dimitris N - qt9h99b2sv Tests for Unit Roots and the Initial Observation
by Muller, Ulrich & Elliott, Graham - qt8c23205t The Comovements Between Real Activity and Prices
by den Haan, Wouter J. & SUMNER, STEVEN W - qt7x3544bn Shocks and Institutions in a Job Matching Model
by den Haan, Wouter J. & Haefke, Christian & Ramey, Garey - qt77f76455 Aggregationn of Space-Time Processes
by Giacomini, Raffaella & Granger, Clive W.J. - qt6k65014s Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions
by Crawford, Vincent P. - qt6010k0xn Self-Generating Variables in a Cointegrated VAR Framework
by Granger, Clive W.J. & YOON, GAWON - qt5s2218dp Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
by Engle, Robert F & Sheppard, Kevin K - qt4qp0p0v5 Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy
by Herrera, Ana Maria & Hamilton, James D. - qt41f2h196 Adaptive Expectations, Underparameterization and the Lucas Critique
by Evans, George W & Ramey, Garey - qt3ps1k85f Almost-Objective Uncertainty
by Machina, Mark J - qt3fc1c8hw Estimation of Copula Models for Time Series of Possibly Different Length
by Patton, Andrew J - qt2wh8m7bv The Law and Economics of Costly Contracting
by Schwartz, Alan & Watson, Joel - qt2rt3k4r7 Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples
by Starr, Ross M. - qt2k8626fr Overcoming Informational Barriers to International Resource Allocation: Prices and Ties
by Rauch, J E & Casella, Alessandra - qt2fb7n2wd Revisiting Okun's Law: An Hysteretic Perspective
by Schorderet, Yann - qt24q32688 Regime Switching and Monetary Policy Measurement
by Owyang, Michael T. & Ramey, Garey - qt1sn269d7 Structural Breaks, Incomplete Information and Stock Prices
by Timmermann, Allan - qt1qx2x540 Entrepreneurship in International Trade
by Rauch, J E & Watson, Joel - qt1fp2v3q7 Consistent Estimation for Aggregated GARCH
by Komunjer, Ivana - qt01q7j1s2 Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
by Patton, Andrew J
2000
- qt9n44g161 Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance
by Betts, Julian & Fairlie, Robert - qt9bm927sh Why is there Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples
by Starr, Ross M. - qt8ms3g4t1 Min, Max, and Sum
by Segal, Uzi & Sobel, Joel - qt88p1f879 Incentives and Equity Under Standards-Based Reform
by Betts, Julian & Costrell, Robert - qt832256dg The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes
by Hansen, Peter Reinhard - qt7vn7d2hs Payoff Kinks in Preferences Over Lotteries
by Machina, Mark J - qt7rm5q9sk The Cost Channel of Monetary Transmissions
by Barth, Marvin J III & Ramey, Valerie A - qt75k752s7 Contingent Valuation: Controversies and Evidence
by Carson, Richard T & Flores, Nicholas A - qt6ww3p59v Confidence Intervals for Autoregressive Coefficients Near One
by Elliott, Graham & STOCK, JAMES H - qt6th0060j Evidence Disclosure and Verifiability
by Bull, Jesse & Watson, Joel - qt6nx050kp The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women
by Betts, Julian - qt6dm6093f Impacts of Trades in an Error-Correction Model of Quote Prices
by Engle, Robert F & Patton, Andrew J - qt69v8p1m9 A Re-examination of the Predictability of Economic Activity Using the Yield Spread
by Hamilton, James Douglas & Kim, Dong Heon - qt69f9h5bz Market Makers' Supply and Pricing of Financial Market Liquidity
by Shen, Pu & Starr, Ross M. - qt5zd216tw Conditioning Institutions and Renegotiation
by Ramey, Garey & Watson, Joel - qt5h98h28m Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights
by Kim, Tae-Hwan & White, Halbert & Stone, Douglas - qt5b13w0rp Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
by Jansson, Michael & Haldrup, Niels Prof. - qt56j4143f Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models
by Engle, Robert F - qt4zq9k3qh James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator
by Kim, Tae-Hwan & White, Halbert - qt4r56g8kd John Nash and the Analysis of Strategic Behavior
by Crawford, Vincent P. - qt4jr3g3h7 Economic and Legal Aspects of Costly Recontracting
by Schwartz, Alan & Watson, Joel - qt4cq4773c Analytical Evaluation of the Power of Tests for the Absence of Cointegration
by Pesavento, Elena - qt47k7z69n Testing for Unit Roots with Stationary Covariances
by Elliott, Graham & Jansson, Michael