Econometric Society
Econometric Society 2004 North American Winter Meetings
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Series handle: repec:ecm:nawm04
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2004
- 90 Asymmetry of Information Flow Between Volatilities Across Time Scales
by Ramazan Gencay & Faruk Selcuk - 9 Mortality Reductions, Educational Attainment, and Fertility Choice
by Rodrigo R. Soares - 86 Auditing policies and information
by Bernard Sinclair-Desgagné & Marie-Cécile Fagart - 84 Corporate Stability and Economic Growth
by Bernard Yeung & Kathy S. He & Randall Morck - 82 Complexity and Efficiency in the Negotiation Game
by Hamid Sabourian & Jihong Lee - 77 Statistical Models for High Frequency Security Prices
by Roel C.A. Oomen - 75 Deflation, Real Wages, and the International Great Depression: A Productivity Puzzle
by Ron Leung & Harold L. Cole & Lee E. Ohanian - 72 Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities
by Michael Melvin & Manuel Gomez - 7 Vertical Integration in the Presence of Upstream Competition
by Joshua Gans & Catherine de Fontenay - 68 Firm Location and the Creation and Utilization of Human Capital
by Andres Almazan & Adolfo De Motta - 649 Valuation in Dynamic Bargaining Markets
by Lasse Pedersen & Darrell Duffie & Nicolae Garleanu - 648 Liquidity Premia in Dynamic Bargaining Markets
by Pierre-Olivier Weill - 647 Search and Endogenous Concentration of Liquidity in Asset Markets
by Dmitrios Vayanos - 646 Household Risk Management and Optimal Mortgage Choice
by Joao Cocco & John Campbell - 645 Homeownership as a Constraint on Asset Allocation
by Stephen Cauley & Andrey Pavlov - 644 Liquidity Black Holes
by Hyun Song Shin & Stephen Morris - 643 Arbitraging Arbitrageurs
by Martin E. Ruckes & Mukarram Attari & Antonio S. Mello - 641 Bidding with Securities: Auctions and Security Design
by Andrzej Skrzypacz & Peter M. DeMarzo & Ilan Kremer - 640 Distance, Time and Specialization
by James Harrigan & Carolyn Evans - 64 Homogeneous Actions and Hetergeneous Beliefs: Experimental Evidence on the Formation of Information Cascades
by Angela Hung & Jeff Dominitz - 639 Search for Multiple Equilibria in Urban Industrial Structure
by David E. Weinstein & Donald R. Davis - 638 Higher Order Expansions in the Weak Instrument Case
by Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter - 637 Bidding with Securities: Auctions and Security Design
by Andrzej Skrzypacz & Peter M. DeMarzo & Ilan Kremer - 636 What moves GNP?
by Harald Uhlig - 635 Search and Endogenous Concentration of Liquidity in Asset Markets
by dvayanos - 634 Liquidity Premia in Dynamic Bargaining Markets
by duffie - 633 Valuation in Dynamic Bargaining Markets
by duffie - 632 Household Risk Management and Optimal Mortgage Choice
by Joao Cocco & John Campbell - 630 Endogeneity of the Optimal Currency Area Revisited
by Michael Devereux - 629 The Invisible Hand in Emerging Markets
by Anusha Chari (Chicago) & Peter Henry (Stanford) - 628 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
by Eric van Wincoop & Philippe Bacchetta - 627 Estimating Dynamic Models of Imperfect Competition
by Jonathan Levin (Stanford University) & Pat Bajari & Lanier Benkard - 626 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals
by Liran Einav (Stanford University) - 625 Homeownership as a Constraint on Asset Allocation
by Stephen Cauley & Andrey Pavlov - 623 Exchange rates, equity returns and capital flows
by Helene Rey (Princeton) & Harald Hau (INSEAD) - 622 A New Micro Model of Exchange Rate Dynamics
by Rich Lyons & Martin Evans - 621 Arbitraging Arbitrageurs
by Martin E. Ruckes & Mukarram Attari & Antonio S. Mello - 620 Liquidity Black Holes
by Hyun Song Shin & Stephen Morris - 614 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions
by Tae-Hwy Lee & Yongmiao Hong - 609 Demand Shifts and Second Degree Price discimination - the Impact of DVDs on the Motion Pictures Industry
by Arie Beresteanu - 605 Ordinal Cheap Talk in Common Value Auctions
by Archishman Chakraborty & Nandini Gupta - 60 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?
by Daniel Garces-Diaz - 595 The Spatial Analysis of Time Series
by Joon Y. Park - 594 Endogeneity in Nonlinear Regressions with Integrated Time Series
by Joon Y. Park & Yoosoon Chang - 592 King Solomon's Dilemma: A Laboratory Study on Implementation
by John H. Kagel & A. Alexander Elbittar - 59 Public and Private Information in Monetary Policy Models
by Hyun Song Shin & Jeffery D. Amato - 589 The Impacts of the Americans with Disabilities Act on the Entry and Exit of Retail Firms
by James E. Prieger - 583 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
by Alex Shapiro & Suleyman Basak & Anna Pavlova - 582 Social Security Reform in an Economy with Population Aging
by Shinichi Nishiyama - 58 Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders
by S. Viswanathan & James J.D. Wang - 579 Asset Prices and Exchange Rates
by Roberto Rigobon & Anna Pavlova - 576 Higher-Order Solutions to Dynamic, Discrete-Time Rational Expectations Models: Methods and an Application to Optimal Monetary Policy
by Eric Swanson & Gary Anderson & Andrew Levin - 575 Why Distinguishing Jumps from Volatility is Difficult (But Not Impossible)
by Yacine Ait-Sahalia - 567 Structural Labor Supply Models when Budget Constraints are Nonlinear
by Bruce D. Meyer & Bradley T. Heim - 561 Networks and Farsighted Stability
by Samir Kamat & Frank Page & Myrna Wooders - 56 Tax Interdependence in American States
by Claudio A. Agostini - 556 Expected Value Models: A New Approach
by Nour Meddahi - 552 Identity vs. Popularity
by Sue Hwang Mialon - 551 Internet Trading Mechanisms And Rational Expectations
by Sergei Severinov & Michael Peters - 550 The effect of direct-to-consumer pharmaceutical advertising on health choices: an empirical investigation using panel data
by Mark Showalter & James Cardon - 55 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
by Mathias Drehmann & Jörg Oechssler - 546 Dynamic Forecasting Behavior by Analysts: Theory and Evidence
by Ajay Subramanian & Jonathan Clarke - 545 Inference in Difference in Difference Models
by Christopher Taber & Timothy Conley - 543 Can Financial Frictions Help Explain the Performance of the US Fed?
by Beatriz de-Blas-Pérez - 541 On the Feasibility of Debt Ponzi Schemes - A Bond Portfolio Approach
by Martin Barbie & Marcus Hagedorn - 54 The Growth of Global Equity Markets: A Closer Look
by Kai Li - 538 Temporal aggregation of multivariate GARCH processes
by Christian M. Hafner - 536 Market Price of Risk Specifications for Affine Models: Theory and Evidence
by Patrick Cheridito & Damir Filipovic - 527 Efficient Mechanisms for Bilateral Trading with Cooperative Investment
by Rui Ray Zhao - 517 Market Structure and Multiple Equilibria in Airline Markets
by Elie Tamer & Federico Ciliberto - 514 The Effect of Outside Options on Bargaining Under Asymmetric Information
by Abraham L. Wickelgren - 513 The Impact of Chronic Disease Burden on Education, Fertility and Economic Growth – Evidence from the American South
by Fabian Lange & Hoyt Bleakley - 512 Generalized Indirect Inference for Discrete Choice Models
by Anthony A. Smith, Jr. & Michael Keane - 51 Optimal Common Value Auctions with Asymmetric Bidders
by Rajdeep Singh & Paul Povel - 509 Exclusive Contracts, Loss to Delay and Incentives to Invest
by Giancarlo Spagnolo & Christian Groh - 506 Do Migration Restrictions Matter?
by Gustavo Ventura & Paul Klein - 504 Gender Wage Gaps in the Netherlands with Sample Selection Adjustments
by James Albrecht & Aico van Vuuren - 501 Testing for structural change in regression with long memory processes
by Stepana Lazarova - 498 Balanced Budget Rules and Aggregate Instability: The Role of Consumption Taxes
by Chryssi Giannitsarou - 496 Networks of Relations
by Giancarlo Spagnolo & Steffen Lippert - 495 Optimal Contracts for Teams of Money Managers
by Pegaret Pichler - 492 Career Progression and Formal versus on the Job Training
by Adda & Dustmann - 491 Testing Asset Pricing Model with Coskweness
by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini - 490 A Nonlinear Model of the Business Cycle
by Simon M. Potter & Edward E. Leamer - 487 Testing Distributional Assumptions: A GMM Approach
by N. Meddahi & C. Bontemps - 485 Divide et Impera. Optimnal Deterrence Mechanisms Against Cartels and Organized Crime
by Giancarlo Spagnolo - 483 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
by Marcel Rindisbacher & Jérôme Detemple & René Garcia - 474 Exchange Rate Regimes And Fiscal Performance. Do Fixed Exchange Rate Regimes Generate More Discipline Than Flexible Ones?
by Guillermo J. Vuletin - 469 Are the directions of stock price changes predictable? A generalized cross-spectral approach
by Jaehun Chung & Yongmiao Hong - 467 A Specification Test for Time Series Models by a Normality
by Jin-Chuan Duan - 466 Team Size and Geographic Dispersion in Scientific Research:
by James Adams & Grant Black - 465 Can They Take it With Them? The Portability of Star Knowledge Workers' Performance: Myth or Reality?
by Boris Groysberg & Ashish Nanda - 463 Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity
by Byeongseon Seo - 461 On the inadmissibility of classical tests in unit-root-type situations
by Werner Ploberger - 456 Why Issue Mandatory Convertibles? Theory and Empirical Evidence
by An Yan & Debarshi Nandy & Thomas Chemmanur - 451 The Determinants of Care Quality in a Health Maintenance Organization:
by Randy Cebul & Jim Rebitzer - 45 Generalized Potentials and Robust Sets of Equilibria
by smorris & Takashi Ui - 445 “Knowledge Hierarchies in Law Firms”
by Luis Garicano & Thomas Hubbard - 441 Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments
by Norman R. Swanson & John C. Chao - 439 Estimating Switching Costs for Heterogeneous Consumers: An Application to Wireless Number Portability
by Brian Viard & Katja Seim - 436 On the Asymptotic Efficiency of GMM
by Jean-Pierre Florens & Marine Carrasco - 434 Mortgages as Recursive Contracts
by Milton H. Marquis & John Krainer - 433 Hard Evidence and Mechanism Design
by Joel Watson & Jesse Bull - 432 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature
by Jesper Lund & Torben G. Andersen & Luca Benzoni - 431 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
by Feng Zhao & Robert Jarrow & Haitao Li - 428 The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty
by J. Huston McCulloch - 426 Optimal Expectations
by Jonathan A. Parker & Markus K. Brunnermeier - 425 Predatory Trading
by Lasse H. Pedersen & Markus Brunnermeier - 42 Efficient Delegation by an Informed Principal
by Thomas A. Gresik & Eric W. Bond - 419 Ambiguous Contracting: Natural Language and Judicial Interpretation
by Shurojit Chatterji & Dragan Filipovich - 414 Survival Auctions
by Lixin Ye & John Kagel & Svetlana Pevnitska - 413 Consistency conditions for affine term structure models
by Sergei Levendorskii - 411 Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
by Christopher A. Sims & Jinill Kim & Sunghyun Kim - 405 Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
by Jing-zhi Huang & Liuren Wu - 402 Giving Little by Little: Dynamic Voluntary Contribution Games
by Lise Vesterlund & John Duffy & Jack Ochs - 4 Media Frenzies in Markets for Financial Information
by Laura Veldkamp - 397 Non-Exclusive Contracts, Collateralized Trade, and a Theory of an Exchange
by Yaron Leitner - 394 Multi-Agent Bilateral Bargaining with Endogenous Protocol
by Quan Wen & Sang-Chul Suh - 393 Finite-Sample Inference Methods for Quantile Regression Models
by Christian Hansen & Victor Chernozhukov - 392 Savings Adequacy and Retirement Expectations Among Older Married Couples
by Debra S. Dwyer & Hugo Benitez-Silva - 39 The effects of meternal education versus cognitive test scores on child nutrition in Kenya
by Melanie Fox-Kean & Alok Bhargava - 385 Are Good Workers Employed by Good Firms? A Simple Test of Positive Assortative Matching Models
by John M. Abowd (corresponding) & Francis Kramarz - 382 Parameter Set Inference in a Class of Econometric Models
by E. Tamer & V. Chernozhukov & H. Hong - 373 Monopoly rights can reduce income big time
by Berthold Herrendorf & Arilton Teixeira - 370 Bayesian Clustering Of Similar Multivariate Garch Models
by Luc Bauwens & Jeroen Rombouts - 364 Small sample confidence intervals for multivariate impulse response functions at long horizons
by Barbara Rossi (Duke) & Elena Pesavento (Emory) - 363 Agent Heterogeneity and Learning: An Application to Labor Markets
by Simon D. Woodcock - 361 Employment and Child Care Decisions of Mothers and the Well-being of their Children
by Raquel Bernal - 360 The Effect of the Payroll Tax on Earnings: A Test of Competing Models of Wage Determination
by Kevin Lang - 356 Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk
by Santosh Mishra & Gloria Gonzalez-Rivera & Tae-Hwy Lee - 354 Durable Goods Monopoly with Quality Improvements over Time
by Gary Biglaiser & James J. Anton - 350 Matching and Price Competition
by Jonathan Levin & Jeremy Bulow - 35 Anthropometric Failure and Persistence of Poverty in Rural India
by Veena Kulkarni & Raghav Gaiha - 346 What Does the Walrasian Auctioneer Know? (Or: The Relationship Between Technology Adoption and Financial Innovation.)
by Ana Fernandes - 339 Monotone Methods for Equilibrium Selection under Perfect Foresight Dynamics
by Josef Hofbauer & Daisuke Oyama & Satoru Takahashi - 335 Social Interactions in Schooling
by A. Rosolia & P. Cipollone - 334 Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques
by Hielke Buddelmeyer & Kenneth Troske - 332 An Empirical Investigation of Habit-Based Asset Pricing Models
by Sydney C. Ludvigson & Xiaohong Chen - 330 Can Business and Social Networks Explain the Border Effect Puzzle?
by Thierry Mayer & Pierre-Philippe Combes & Miren Lafourcade - 328 The empirical relevance of the New Keynesian Phillips curve
by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen - 326 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
by Thorsten V. Koeppl - 324 Nonlinear estimators with integrated regressors but without exogeneity
by Robert de Jong - 317 Mergers Mechanisms
by S. Viswanathan & S. Brusco & G. Lopomo - 311 Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership
by Paul Ehling - 303 Horizontal Versus Vertical Tax Competition: An Empirical Test
by Mario Jametti & Marius Brülhart - 299 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Sainan Jin & Peter Phillips & Yixiao Sun - 298 Monetary Policy and Labor Market Institutions
by Ester Faia & Christian Haefke - 291 FIxed, Float or Intermediate? A Cross-COuntry Time Series Analysis Of Exchange Rate Regimes
by Merih Uctum & Isamu Kato - 287 Topologies Of Social Interactions
by Yannis M. Ioannides - 284 Bayesian Inference for Econometric Models using Empirical Likelihood Functions
by Frank Schorfheide & Hyungsik Roger Moon - 282 Counteroffers: When Will They Occur?
by John Barron & Mark Berger - 280 Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India
by Alessandro Tarozzi - 279 Countervailing Power and Product Diversity
by Zhiqi Chen - 278 Culture as Organizational Capital in Economic Growth
by Charles E. Swanson & Dimitrios Diamantaras - 271 Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US
by Soyoung Kim & Nouriel Roubini - 269 Exit Option in Hierarchical Agency
by Doyoung Kim & Jacques Lawarree & Dongsoo Shin - 266 Coordination, Specialization and Incentives: An Equilibrium Model of Firm Boundaries
by Frank Mathewson & Ignatius J. Horstmann - 264 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
by Norman R. Swanson & Valentina Corradi - 263 When Promotions Induce Good Managers to Be Lazy
by Antoine Renucci & Frédéric Loss - 255 The performance of reverse auctions versus request for quotes when procuring goods with quality differences
by J. Todd Swarthout & Jason Shachat - 253 Evaluating Incentive Options
by Wei Xiong & Ronnie Sircar - 248 Product Market Competition and the Boundaries of the firm
by Jean-Etienne de Bettignies - 24 Optimal Monetary Policy with Imperfect Common Knowledge
by Klaus Adam - 236 Martingale Tests of Value-at-Risk
by Peter Christoffersen & Jeremy Berkowitz - 234 Properties of Optimal Forecasts
by Allan Timmermann & Andrew J. Patton - 233 The Economics of Clear Advice and Extreme Options
by Dezsoe Szalay - 225 Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models
by Jiti Gao & Maxwell King - 210 Estimation of Average Treatment Effects With Misclassification
by Arthur Lewbel - 205 A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing
by Joseph Nichols - 202 A Bayesian semiparametric approach to pricing the S&P 500 index options
by Marcin Kacperczyk; Paul Damien; Stephen Walker - 201 Multivariate Hypernormal Densities
by Andreas Gottschling & Christian Haefke - 20 Exchange Rate Fluctuations, Financing Constraints, Hedging, and Exports: Evidence from Firm Level Data
by Heajin Ryoo & Robert Dekle - 199 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
by Frank Kleibergen - 198 Quantile Regression under Misspecification
by I. Fernandez-Val & J. Angrist & V. Chernozhukov - 196 Inference of Structural Econometric Models: A Unified Approach
by Tong Li - 190 The Strategic Impact of Pace in Double Auction Bargaining
by Steven Gjerstad - 189 Learning to Stand in Lines: A Prerequisite for Economic Development?
by Krishna B. Kumar & John G. Matsusaka & USC Marshall School of Business - 186 Treatment Effect Heterogeneity in Theory and Practice
by Joshua Angrist - 184 Friendship Networks
by Jan K. Brueckner - 179 The thick market effect of local unemployment rate fluctuation
by Qinghua Zhang & Li Gan - 174 Multidimensional Private Value Auctions
by Stephen Morris & Hanming Fang - 17 Tax Policy Under Keeping Up with the Joneses and Imperfectly Competitive Product Markets
by Jang-Ting Guo - 164 The States vs. the states: On the Welfare Cost of Business Cycles in the U.S
by Michel A. Robe & Stephane Pallage - 162 Consumption Commitments and Preferences for Risk
by Larry Samuelson & Andrew Postlewaite - 16 Identification of Equilibrium Models of Local Jurisdictions
by Holger Sieg & Dennis Epple - 157 Impact of higher-order uncertainty
by Muhamet Yildiz & Jonathan Weinsten - 156 Asymptotics of non-linear lasso type estimators
by mehmet caner - 155 The Equity Premium and the Baby Boom
by Robin Brooks - 149 Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders
by Harry J. Paarsch & Bjarne Brendstrup - 145 Threshold Integrated Moving Average Models (Does Size Matter? Maybe So)
by Oscar Martin & Jesus Gonzalo - 144 Which Extreme Values are Really Extremes?
by Jose Olmo & Jesus Gonzalo - 143 Prohibitions on Punishments in Private Contracts
by Andrew Newman & Philip Bond - 14 Technology Shocks Matter
by Jonas Fisher - 139 Pricing Derivatives on Two Lé}vy-driven Stocks
by Ernesto Mordecki & José Fajardo - 137 Discrete polarization and the measurement of potential ethnic conflict
by Marta Reynal-Querol & Jose G. Montalvo - 133 Bankruptcy in Credit Chains
by Cyril Monnet & Frederic Boissay - 132 Conflicts of Interest and Credible Information Provision by Specialized and One-Stop Banks
by Joel Shapiro & Patrick Bolton & Xavier Freixas - 130 High-Order Consumption Moments and Asset Pricing
by Andrei Semenov - 13 Payments Settlement under Limited Enforcement: Private versus Public Systems
by William Roberds & Charles M. Kahn - 129 The Effect of Cross Ownership on Competition in Auction Markets
by Keith Waehrer & Patrick Greenlee