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Content
2009
2008
- 16-2008 The Effect of Public Spending on Consumption : Reconciling Theory and Evidence
by AMBLER, Steve & BOUAKEZ, Hafedh & CARDIA, Emanuela
- 15-2008 Durable Goods, Inter-Sectoral Linkages and Monetary Policy
by BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J.
- 14-2008 Nonrenewable Resource Oligopolies and the Cartel-Fringe Game
by BENCHEKROUN, Hassan & WITHAGEN, Cees
- 13-2008 On Nonrenewable Resource Oligopolies : The Asymmetric Case
by BENCHEKROUN, Hassan & HALSEMA, Alex & WITHAGEN, Cees
- 12-2008 Forest Management : Are Double or Mixed Rotations Desirable?
by KHAZRI, Olfa & LASSERRE, Pierre
- 11-2008 Global Dynamics in a Growth Model with an Exhaustible Resource
by BENCHEKROUN, Hassan & WITHAGEN, Cees
- 10-2008 Rationality, External Norms and the Epistemic Value of Menus
by BOSSERT, Walter & SUZUMURA, Kotaro
- 09-2008 Merger Performance under Uncertain Efficiency Gains
by AMIR, Rabah & DIAMANTOUDI, Effrosyni & XUE, Licun
- 08-2008 Multi-Profile Intergenerational Social Choice
by BOSSERT, Walter & SUZUMURA, Kotaro
- 07-2008 Priorities in the Location of Multiple Public Facilities
by BOCHET, Olivier & GORDON, Sidartha
- 06-2008 Externalities, Potential, Value and Consistency
by DUTTA, Bhaskar & EHLERS, Lars & KAR, Anirban
- 05-2008 Poverty and Time
by BOSSERT, Walter & CHAKRAVARTY, Satya R. & D’AMBROSIO, Conchita
- 04-2008 The Efficient Use of Multiple Sources of a Nonrenewable Resource under Supply Cost Uncertainty
by GAUDET, Gérard & LASSERRE, Pierre
- 03-2008 The Hessian Method (Highly Efficient State Smoothing, In a Nutshell)
by McCAUSLAND, William
- 02-2008 Monetary Policy by Committee: Consensus, Chairman Dominance or Simple Majority?
by RIBONI, Alessandro & RUGE-MURCIA, Francisco J.
- 01-2008 A Generalized Index of Fractionalization
by BOSSERT, Walter & D’AMBROSIO, Conchita & LA FERRARA, Eliana
2007
- 14-2007 Errors-in-Variables Models : A Generalized Functions Approach
by ZINDE-WALSH, Victoria
- 13-2007 Properties and Estimation of Asymmetric Exponential Power Distribution
by ZHU, Dongming & ZINDE-WALSH, Victoria
- 12-2007 Robust Average Derivative Estimation
by SCHAFGANS, Marcia M.A. & ZINDE-WALSH, Victoria
- 11-2007 How Much Inflation is Necessary to Grease the Wheels?
by KIM, Jinill & RUGE-MURCIA, Francisco J.
- 10-2007 A Class of Two-Group Polarization Measures
by BOSSERT, Walter & SCHWORM, William
- 09-2007 Oligarchies in Spatial Environments
by EHLERS, Lars & STORCKEN, Ton
- 08-2007 Social Norms and Rationality of Choice
by BOSSERT, Walter & SUZUMURA, Kotaro
- 07-2007 A New Approach to Drawing States in State Space Models
by McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis
- 06-2007 A Mixed Bentham-Rawls Criterion for Intergenerational Equity : Theory and Implications
by ALVAREZ-CUADRADO, Francisco & LONG, Ngo Van
- 05-2007 Preference Heterogeneity in Monetary Policy Committees
by RIBONI, Alessandro & RUGE-MURCIA, Francisco J.
- 04-2007 The Economic Dynamics of Antibiotic Efficacy under Open Access
by GAUDET, Gérard & HERRMANN, Markus
- 03-2007 Resource Egalitarianism with a Dash of Efficiency
by SPRUMONT, Yves
- 02-2007 Free Triples, Large Indifference Classes and the Majority Rule
by EHLERS, Lars & BARBERÀ, Salvador
- 01-2007 Matching Markets under (In)complete Information
by EHLERS, Lars & MASSÓ, Jordi
2006
- 19-2006 Tax Differentials and the Segmentation of Networks of Cooperation in Oligopoly
by BENCHEKROUN, Hassan & CLAUDE, Denis
- 18-2006 Self-Selective Social Choice Functions
by SLINKO, Arkadii & KORAY, Semih
- 17-2006 Solidarity in Choosing a Location on a Cycle
by GORDON, Sidartha
- 16-2006 Public Decisions: Solidarity and the Status Quo
by GORDON, Sidartha
- 15-2006 Flippable Pairs and Subset Comparisons in Comparative Probability Orderings and Related Simple Games
by CHRISTIAN, Robin & CONDER, Marston & SLINKO, Arkadii
- 14-2006 Population Ethics
by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David
- 13-2006 On Complexity of Lobbying in Multiple Referenda
by CHRISTIAN,Robin & FELLOWS, Mike & ROSAMOND, Frances & SLINKO, Arkadii
- 12-2006 On the Manipulability of Proportional Representation
by SLINKO, Arkadii & WHITE, Shaun
- 11-2006 Single-Peaked Choice
by BOSSERT, Walter & PETERS, Hans
- 10-2006 Non-Deteriorating Choice without Full Transitivity
by BOSSERT, Walter & SUZUMURA, Kotaro
- 09-2006 A Characterization of Consistent Collective Choice Rules
by BOSSERT, Walter & SUZUMURA, Kotaro
- 08-2006 Sharing the Cost of a Public Good without Subsidies
by FLEURBAEY, Marc & SPRUMONT, Yves
- 07-2006 Sharing a River among Satiable Countries
by AMBEC, Stefan & EHLERS, Lars
- 06-2006 Sharing the Cost of a Public Good: An Incentive-Constrained Axiomatic Approach
by SPRUMONT, Yves & MANIQUET, François
- 05-2006 Infinite-Horizon Choice Functions
by ASHEIM, Geir B. & BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro
- 04-2006 Respecting Priorities when Assigning Students to Schools
by EHLERS, Lars
- 03-2006 Consistent Relations
by BOSSERT, Walter
- 02-2006 The Dynamic (In)efficiency of Monetary Policy by Committee
by RIBONI, Alessandro & RUGE-MURCIA, Francisco
- 01-2006 Social Choice: Recent Developments
by BOSSERT, Walter & WEYMARK, J.A.
2005
- 28-2005 Fair Allocation of Production Externalities: Recent Results
by MOULIN, Hervé & SPRUMONT, Yves
- 27-2005 Domain Closedness Conditions and Rational Choice
by BOSSERT, Walter & SUZUMURA, Kotaro
- 26-2005 Specialization and Human Capital in Search Equilibrium
by MUKOYAMA, Toshihiko & ŞAHIN, Ayşegül
- 25-2005 Top-Cycle Rationalizability
by SPRUMONT, Yves & EHLERS, Lars
- 24-2005 Why Have Aggregate Skilled Hours Become so Cyclical since the Mid-1980’s?
by CASTRO, Rui & COEN-PIRANI, Daniele
- 23-2005 The Alberta Dilemma : Optimal Sharing of a Water Resource by an Agricultural and an Oil Sector
by GAUDET, Gérard & MOREAUX, Michel & WITHAGEN, Cees
- 22-2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis
by DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral
- 21-2005 Rosenberg's "Learning by Using" and Technology Diffusion
by MUKOYAMA, Toshihiko
- 20-2005 The Transmission of Monetary Policy in a Multi-Sector Economy
by BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J.
- 19-2005 On Limits to the Use of Linear Markov Strategies in Common Property Natural Resource Games
by GAUDET, Gérard & LOHOUES, Hervé
- 18-2005 Choosing Wisely: The Natural Multi-Bidding Mechanism
by EHLERS, Lars
- 17-2005 Rational Choice on Arbitrary Domains: A Comprehensive Treatment
by BOSSERT, Walter & SUZUMURA, Kotaro
- 16-2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
by DUFOUR, Jean-Marie & JOUINI, Tarek
- 15-2005 Costs of Business Cycles for Unskilled Workers
by MUKOYAMA, Toshihiko & ŞAHIN, Ayşegül
- 14-2005 Cartel Stability in a Dynamic Oligopoly
by BENCHEKROUN, Hassan & XUE, Licun
- 13-2005 Does Free Trade Benefit All?
by MACHO-STADLER, Inés & XUE, Licun
- 12-2005 Von Neumann-Morgenstern Stable Sets in Matching Problems
by EHLERS, Lars
- 11-2005 Dynamic Measures of Individual Deprivation
by BOSSERT, Walter & D’AMBROSIO, Conchita
- 10-2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & JOUINI, Tarek
- 09-2005 Kernel Estimation when Density Does Not Exist
by ZINDE-WALSH, Victoria
- 08-2005 Consistent House Allocation
by EHLERS, Lars & KLAUS, Bettina
- 07-2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda
- 06-2005 Intertemporal Social Evaluation
by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David
- 05-2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc
- 04-2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda
- 03-2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
by DUFOUR, Jean-Marie
- 02-2005 The Double Curse of a Common Property Productive Asset Oligopoly
by BENCHEKROUN, Hassan
- 01-2005 Economic Development under Alternative Trade Regimes
by CASTRO, Rui
2004
- 17-2004 Nearly Serial Sharing Methods
by SPRUMONT, Yves
- 16-2004 Relative Uncertainty Aversion and Additively Representable Set Rankings
by BOSSERT, Walter & SLINKO, Arkadii
- 15-2004 The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
by ENGLE-WARNICK, Jim & McCAUSLAND, William J. & MILLER, John H.
- 14-2004 The Progressivity of Equalization Payments in Federations
by GRAVEL, Nicolas & POITEVIN, Michel
- 13-2004 Reference Groups and Individual Deprivation
by BOSSERT, Walter & D’AMBROSIO, Conchita
- 12-2004 The Possibility of Ordering Infinite Utility Streams
by BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro
- 11-2004 Aumann-Shapley Pricing: A Reconsideration of the Discrete Case
by SPRUMONT, Yves
- 10-2004 Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
by McCAUSLAND, William J.
- 09-2004 Time Reversibility of Stationary Regular Finite State Markov Chains
by McCAUSLAND, William J.
- 08-2004 A Theory of Random Consumer Demand
by McCAUSLAND, William J.
- 07-2004 On the Determination of the Return to Capital when there is no Exogenous Ownership in Firms
by CRETTEZ, Bertrand & MICHEL, Philippe
- 06-2004 Interpersonal Comparisons of Well-Being
by BLACKORBY, Charles & BOSSERT, Walter
- 05-2004 Optimum Tariffs and Patent Length in a Model of North-South Technology Transfer
by VISHWASRAO, Sharmila & GUPTA, Srabana & BENCHEKROUN, Hassan
- 04-2004 Anonymous Single-Profile Welfarism
by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David
- 03-2004 Temporary Natural Resource Cartels
by BENCHEKROUN, Hassan & GAUDET, Gérard & LONG, Ngo Van
- 02-2004 Deprivation and Social Exclusion
by BOSSERT, Walter & D'AMBROSIO, Conchita & PERAGINE, Vito
- 01-2004 Repeated Moral Hazard with Persistence
by MUKOYAMA, Toshihiko & SAHIN, Aysegül
2003
- 18-2003 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S
by DOLADO, J.J. & MARIA-DOLORES, R. & RUGE-MURCIA, Francisco J.
- 17-2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by RUGE-MURCIA, Francisco J.
- 16-2003 The Backing of Government Debt and the Price Level
by CASTRO, Rui & De RESENDE, Carlos & RUGE-MURCIA, Francisco
- 15-2003 Explaining the Transition Between Exchange Rate Regimes
by MASSON, Paul & RUGE-MURCIA, Francisco J.
- 14-2003 Short Run and Long Run Causality in Time Series : Inference
by DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric
- 13-2003 In Search of Advice for Physicians in Entry-Level Medical Markets
by EHLERS, Lars
- 12-2003 Resource-Monotonicity for House Allocation Problems
by EHLERS, Lars & KLAUS, Bettina
- 11-2003 Efficient Priority Rules
by EHLERS, Lars & KLAUS, Bettina
- 10-2003 Identification, Weak Instruments and Statistical Inference in Econometrics
by DUFOUR, Jean-Marie
- 09-2003 Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
by DUFOUR, Jean-Marie & NEIFAR, Malika
- 08-2003 Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
by DUFOUR, Jean-Marie & TAAMOUTI, Mohamed
- 07-2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude
- 06-2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude
- 05-2003 Population Ethics and the Value of Life
by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David
- 04-2003 Aversion Analysis
by ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian
- 03-2003 Harsanyi's Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population Extensions
by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David
- 02-2003 Altruism, Intergenerational Transfers of Time and Bequests
by CARDIA, Emanuela & MICHEL, Philippe
- 01-2003 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
by Gonçalves, Sílvia & KILIAN, Lutz
2002
2001
- 2001-29 An Eigenfunction Approach for Volatility Modeling
by Meddahi, N.
- 2001-28 Trade Liberalization and the Profitability of Domestic Mergers
by Gaudet, G. & Kanouni, R.
- 2001-27 Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules
by Ehlers, L. & Klaus, B.
- 2001-26 A Theoretical Comparison Between Integrated and Realized Volatilies
by Meddahi, N.
- 2001-25 Multiple Public Goods and Lexicographic Preferences Replacement Principle
by Ehlers, L.
- 2001-24 On Fixed-Path Rationing Methods
by Ehlers, L.
- 2001-23 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
by Dufour, J.M. & Farhat, A.
- 2001-22 On the Political Economy of Sequential Reforms
by Ruge-Murcia, F.J.
- 2001-21 On the Political Economy of Sequential Reforms
by Castro, R. & Coen-Pirani, D.
- 2001-20 La finance islamique: fondements, theorie et realite
by Martens, A.
- 2001-19 The Bootstrap of Mean for Dependent Heterogeneous Arrays
by Goncalves, S. & White, H.
- 2001-18 Wage Policy of Firms: An Empirical Investigation
by Lluis, S.
- 2001-17 The Measurement of Diversity
by Bossert, W. & Pattanaik, P.K. & Xu, Y.
- 2001-16 A Representation Theorem for Domains with Discrete and Continuous Variables
by Blackorby, C. & Bossert, W. & Donaldson, D.
- 2001-15 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
by Dufour, J.M.
- 2001-14 Efficiency in Uncertain Cooperative Games
by Bossert, W. & Derks, J. & Peters, H.
- 2001-13 Rationalizability of Choice Functions on General Domains without Full Transitivity
by Bossert, W. & Sprumont, Y. & Suzumura, K.
- 2001-12 Organizational Design of R&D Activities
by Ambec, S. & Poitevin, M.
- 2001-10 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables
by Garcia, R. & Luger, R. & Renault, E.
- 2001-09 Asymmetric Smiles, Leverage Effects and Structural Parameters
by Garcia, R. & Luger, R. & Renault, E.
- 2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
by Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.
- 2001-07 A Prudent Central Banker
by Ruge-Murcia, F.J.
- 2001-06 The Axiomatic Approach to Population Ethics
by Blackorby, C. & Bossert, W. & Donaldson, D.
- 2001-05 Religion and Economic Growth: Was Weber Right?
by Blum, U. & Dudley, L.
- 2001-04 Inflation Targeting Under Asymmetric Preferences
by Ruge-Murcia, F.J.
- 2001-03 What Is a Commody? Two Axiomatic Anwers
by Sprumont, Y.
- 2001-02 Ranking Sets of Objects
by Barbera, S. & Bossert, W. & Pattanaik, P.K.
- 2001-01 Non-Deteriorating Choice
by Bossert, W. & Sprumont, Y.
2000
- 2000-17 Information Sharing and the Stability of Cooperation in Research Joint Ventures
by Atallah, G.
- 2000-16 Vertical R&D Sprillovers, Cooperation, Market Structure, and Innovation
by Atallah, G.
- 2000-15 Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?
by Bossert, W. & Brams, S.J. & Kilgour, D.M.
- 2000-14 Econometrie, theorie des tests et philosophie des sciences
by Dufour, J.M.
- 2000-13 Can the Theory of Incentives Explain Devcentralization?
by Poitevin, M.
- 2000-12 Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
by Dufour, J.M. & Torres, O.
- 2000-11 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
by Dufour, J.M. & Khalaf, L.
- 2000-10 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
by Dufour, J.M. & Khalaf, L.
- 2000-09 Core Retionalizability in Two-Agent Exchange Economies
by Bossert, W. & Sprumont, Y.
- 2000-08 Sharing a River
by Ambec, S. & Sprumont, Y.
- 2000-07 Optimal Licensing Contracts and the Value of a Patent
by Erutku, C. & Richelle, Y.
- 2000-06 International Transmission of the Business Cycle in a Multi-Sector Model
by Ambler, S. & Cardia, E. & Zimmermann, C.
- 2000-05 International Business Cycles: What Are the Facts?
by Ambler, S. & Cardia, E. & Zimmermann, C.
- 2000-04 How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis
by Cardia, E. & Ng, S.
- 2000-03 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
by Moon, H.R. & Perron, P.
- 2000-01 Letent Variable Models for Stochastic Discount Factors
by Garcia, R. & Renault, E.
1999
1998
- 9804 Pleasures of Cockaigne: a Story of Quality Gaps, Market Structure and Demand for Grading Services
by Hollander, A. & Monier, S. & Ossard, H.
- 9803 Uncovering Financial Markets Beliefs About Inflation Targets
by Ruge-Murcia, F.J.
- 9802 Political Influence, Economic Interests and Endogenous Tax Structure in a Computable Equilibrium Framework: With Applicatioon to the United States, 1973 and 1983
by Hotte, L. & Winer, S.L.
- 9801 Risk Aversion, Intertemporal Substitution, and Option Pricing
by Garcia, R. & Renault, E.
1997
- 9719 How do Young People Choose College Majors?
by Montmarquette, C. & Cannings, C. & Mahseredjian,S.
- 9718 Intertemporal and Spatial Depletion of Landfills
by Gaudet, G. & Moreaux, M. & Salant, S.W.
- 9717 On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly
by Benchkeroun, H. & Gaudet, G.
- 9716 The Macroeconomic Effects of Infrequent Information With Adjustment Costs
by Bonomo, M. & Garcia, R.
- 9715 Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market
by Bonomo, M. & Garcia, R.
- 9714 Decentralisation Financiere et Pays en Developement: Concepts, Mesure et Evaluation
by Bird, R. & Vaillancourt, F.
1996
- 9628 On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited
by Amigues, J-P & Favard, P. & Gaudet, G. & Moreaux, M
- 9627 Equal Factor Equivalence in Economies with Multiple Public Goods
by Sprumont, Y.
- 9626 Production Linkages Between Informal and Formal Activities Considering Domestic and Imported Inputs: An Application of the Minimal-Flow-Analysis Method to Senegal
by Dansereau, P. & Martens, A. & Schnabl, H.
- 9625 The Transformation Problem : An Aleternative Solution with an Identical Aggregate Profit Rate in the Labor value and the Monetary Space
by Loranger, J.G.
- 9624 Ordinal Cost Sharing
by Sprumont, Y.
- 9623 Economic integration in North America: Formal, Informal and Spatial Aspects
by Proulx, P.P.
- 9622 La mondialisation de l'economie et le role de l'Etat
by Proulx, P.P.
- 9621 Macroemesures in Computable General Equilibrium Models: A Probabilistic Treatment with an Application to Morocco
by Touhami, A. & Martens, A.
- 9620 Communication and Economic Growth
by Dudley, L.
- 9619 The Rationality of Revolution
by Dudley, L.
- 9618 La mobilite internationale des facteurs de production en situation de chomage et de libre-echange commercial: une revue de la problematique
by Tremblay, R.
- 9617 Actifs financiers et theorie de la consommation
by Allard, M. & Bronsard, C. & Gourieroux, C.
- 9616 The Rise and Decline of the East German Economy, 1949-1989
by Blum, U. & Dudley, L.
- 9615 Arbitrage-Based Pricing when Volatility is Stochastic
by Bossaerts, P. & Ghysels, E. & Gourieroux, C.
- 9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation
by Kollman, R.
- 9613 Stochastic Volatility
by Ghysels, E. & Harvey, A. & Renault, E.
- 9612 A Semi-Parametric Factor Model for Interest Rates
by Ghysels, E. & Ng, S.
- 9611 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
by Perron, P. & Ng, S.
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