# Princeton, Department of Economics - Econometric Research Program

# Papers

**Contact information of Princeton, Department of Economics - Econometric Research Program:**

Postal: 001 Fisher Hall, Princeton, NJ 08544-1021

Phone: (609) 258-4000

Fax: (609) 258-6419

Email:

Web page: http://www.princeton.edu/~erp/

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**For corrections or technical questions regarding this series, please contact
(Thomas Krichel)** **Series handle:** repec:fth:prinem
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### 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.