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Princeton, Department of Economics - Econometric Research Program

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Content

1993

365 Statistical Estimation and Testing of a Real Business Cycle Model
by Chow, G.C.

1992

368 Multiperiod Competition with Switching Costs: Solution by Lagrange Multipliers
by Chow, G.C.
367 What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective
by Uhlig, H.
366 BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances
by Uhlig, H.
364 Optimal Control Without Solving the Bellman Equations
by Chow, G.C.

1991

363 A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series
by Perron, P.
362 Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors
by Nabeya, S. & Perron, P.
361 Dynamic Optimization Without Dynamic Programming
by Chow, G.C.
360 Pitfalls and Opportunities: What Macroeconomics should know about unit roots
by Campbell, J.Y. & Perron, P.
359 Nonstationary and Level Shifts With An Application To Purchasing Power Parity
by Vogelsang, T.I. & Perron, P.
358 Specification Testing In Panel Data With Instrumental Variables
by Metcalf, G.E.

1990

357 The Multiplier-Accelerator Model In The Light Of Cointegration
by Chow, G.C.
356 Capital Formation And Economic Growth In China
by Chow, G.C.
355 The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root
by Ghysels, E. & Perron, P.
354 The Limiting Distribution Of The Least Squares Estimator In Nearly Integrated Seasonal Models
by Perron, P.
353 An Anlysis Of The Real Interest Rate Under Regime Shifts
by Garcia, R. & Perron, P.
352 Efficient Estimation Of Semiparametric Models Via Moment Restrictions
by Newey, W.K.
351 Locally Efficient, Residual-Based Estimation Of Nonlinear Simultaneous Equations
by Newey, W.K.
350 Further Evidence On Breaking Trend Functions In Macroeconomics Variables
by Perron, P.
349 The Adequacy Of Limiting Distributions In The Ar(1) Model With Dependent Errors
by Perron, P.

1989

348 Series Estimation Of Regression Functionals
by Newey, W.K.
347 Testing For A Unit Root In A Time Series With A Changing Mean
by Perron, P.
346 The Asymptotic Variance Of Semiparametric Estimotors
by Newey, W.K.
345 Test Consistency With Varying Sampling Frequency
by Perron, P.
344 Subgames And The Reduced Normal Form
by Swinkels, J.
343 Impossibility Of Strategy-Proof Mechanisms For Economies With Pure Public Goods
by Zhou, L.
342 Uniform Convergence In Probability And Stochastic Equicontinuity
by Newey, W.K.
341 Efficient Instrumental Variables Estimation Of Nonlinear Models
by Newey, W.K.

1988

340 Market Socialism And Economic Development In China
by Chow, G.C.
339 Teaching Economics And Studying; Economic Reform In China
by Chow, G.C.
338 The Great Crash, The Oil Price Shock And The Unit Root Hypothesis
by Perron, P
337 A Continuous Time Approximation To The Unstable First- Order Autoregressive Process: The Case Without An Intercept
by Perron,P.
336 Testing For A Random Walk: A Simulation Experiment Of Power When The Simpling Interval Is Varied
by Perron,P.
334 Stock Prices, Earnings And Expected Dividends
by Campbell, J.Y. & Shiller, R.J.
328 Rational Versus Adaptive Expectations In Present Value Models
by Chow, G.C.

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