Princeton, Department of Economics - Econometric Research Program

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:fth:prinem

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

• 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.

• 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.

• 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.

• 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.

• 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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This page was last updated on 2009-11-20.