# Department of Economics, UC San Diego

# University of California at San Diego, Economics Working Paper Series

Postal: 9500 Gilman Drive, La Jolla, CA 92093-0508

Phone: (858) 534-3383

Fax: (858) 534-7040

Web page: http://www.escholarship.org/repec/ucsdecon/

More information through EDIRC

Phone: (858) 534-3383

Fax: (858) 534-7040

Web page: http://www.escholarship.org/repec/ucsdecon/

More information through EDIRC

**For corrections or technical questions regarding this series, please contact (Lisa Schiff)**

**Series handle:**repec:cdl:ucsdec

**Citations RSS feed:**at CitEc

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### 2016

**qt82k1x4rd Simple, Robust, and Accurate F and t Tests in Cointegrated Systems***by*Hwang, Jungbin & Sun, Yixiao**qt2240n3n5 A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data***by*Kim, Min Seong & Sun, Yixiao & Yang, Jingjing

### 2015

**qt58r2z98m Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework***by*Hwang, Jungbin & Sun, Yixiao**qt1hw1k2ps Divest, Disregard, or Double Down?***by*Roth Tran, Brigitte**qt1c62d8xf Asymptotic F and t Tests in an Efficient GMM Setting***by*Hwang, Jungbin & Sun, Yixiao

### 2014

**qt90g2070h Liquidity Creates Money and Debt: An Intertemporal Linear Trading Post Model***by*Starr, Ross M.**qt8zp518hc Time Use and Productivity: The WageÂ Returns to Sleep***by*Gibson, Matthew & Shrader, Jeffrey**qt8m49f3qb The effects of a temporary migration shock. The case of the Arab Spring migration toward Italy***by*Labanca, Claudio**qt8479f4s2 Fixed-smoothing Asymptotics and Asymptotic F and t TestsÂ in the Presence of Strong Autocorrelation***by*Sun, Yixiao**qt7555757g Bootstrap prediction intervals for Markov processesÂ***by*Pan, Li & Politis, Dimitris**qt6tn7t0wv Dirty and perverse: regulation-induced pollution substitution***by*Gibson, Matthew**qt67h5s74t Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions***by*Pan, Li & Politis, Dimitris N**qt3k58p0xr High-dimensional autocovariance matrices and optimal linearÂ prediction***by*Politis, Dimitris**qt1vk1k4fm Liquidity Creates Money and Debt: An Intertemporal Linear Trading Post Model***by*Starr, Ross M.**qt1r5251g8 Is China on Track to Comply with Its 2020 Copenhagen Carbon Intensity Commitment?***by*Yang, Yuan & Zhang, Junjie & Wang, Can**qt1bz8c9ms Air Pollution and Defensive Expenditures: Evidence from Particulate-Filtering Facemasks***by*Mu, Quan & Zhang, Junjie

### 2013

**qt8x8307rz Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference***by*Sun, Yixiao**qt64x4z265 Fixed-smoothing Asymptotics in a Two-step GMM Framework***by*Sun, Yixiao**qt6164c110 Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics***by*McElroy, Tucker & Politis, Dimitris**qt3pt89204 A Flexible Nonparametric Test for Conditional Independence***by*Huang, Meng & Sun, Yixiao & White, Hal**qt0v8813qm The Effects of Driving Restrictions on Air Quality and Driver Behavior***by*Carnovale, Maria & Gibson, Matthew**qt0784p55m The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root***by*Paparoditis, Efstathios & Politis, Dimitris N

### 2012

**qt8bw0b76s Fisheries Management Implications of Intrinsic Under Identification of Growth Equation Parameters***by*Carson, Richard T & Murray, Jason H.**qt888657tp Smoothed Estimating Equations For Instrumental Variables Quantile Regression***by*Kaplan, David M. & Sun, Yixiao**qt6qg1f8ms Testing the concavity of an ordinaldominance curve***by*Beare, Brendan K. & Moon, Jong-Myun**qt4j2755jq Effects of Milan's Congestion Charge***by*Carnovale, Maria & Gibson, Matthew**qt40g0z0tz On The Behavior Of Nonparametric Density And Spectral Density Estimators At Zero Points Of Their Support***by*Politis, Dimitris**qt35c7r55c Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series***by*McElroy, Tucker S. & Politis, Dimitris N.**qt31f8500p Time irreversible copula-based Markov Models***by*Beare, Brendan K. & Seo, Juwon**qt0ww2c04z Household Need for Liquidity and the Credit Card Debt Puzzle***by*Telyukova, Irina A.

### 2011

**qt8cx0t4gc A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing***by*Sun, Yixiao & Kaplan, David M.**qt6k8954nn Regulatory Entry Barriers and Trade***by*Tobal, Martin**qt5s4056z6 A Rationale For Evidence On Service Offshoring***by*Tobal, Martin**qt5572n8pc An Empirical Test of Pricing Kernel Monotonicity***by*Beare, Brendan K. & Schmidt, Lawrence**qt0dr145dt Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series***by*McElroy, Tucker S & Politis, D N

### 2010

**qt8qj3z3qg Policymakers' Votes and Predictability of Monetary Policy***by*Sirchenko, Andrei**qt88d8644g Incentive and Information Properties of Preference Questions***by*Carson, Richard T & Groves, Theodore**qt7g0888mj Who Benefits From Student Aid? The Economic Incidence of Tax-Based Federal Student Aid***by*Turner, Nick**qt7br348nj Convergence to monetary equilibrium: computational simulation of a trading post economy with transaction costs***by*Hu, Xue & Whang, Yu-Jung & Zhang, Qiaoxi**qt78k062ns Optimal Measure Preserving Derivatives***by*Beare, Brendan K.**qt67j6s174 Model-free Model-fitting and Predictive Distributions***by*Politis, Dimitris N**qt6758069g The Effect of Tax-Based Federal Student Aid on College Enrollment***by*Turner, Nicholas**qt5h9259mb Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap***by*McMurry, Timothy L & Politis, D N**qt4536p0hd Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement***by*Bharadwaj, Prashant & Eberhard, Juan & Neilson, Christopher**qt3df3q4vg Contract, Renegotiation, and Hold Up: Results on the Technology of Trade and Investment***by*Buzard, Kristy & Watson, Joel**qt1qp1g9ts Exogenous Productivity Shocks and Capital Investment in Common-pool Resources***by*Fissel, Benjamin E & Glibert, Ben**qt0xh8q1g3 Archimedean Copulas and Temporal Dependence***by*Beare, Brendan K.**qt0pb3f440 Why Donâ€™t Taxpayers Maximize their Tax-Based Student Aid? Salience and Inertial in Program Selection***by*Turner, Nick**qt04b3p1p0 The Unobserved Returns to Entrepreneurship***by*Sarada, FNO

### 2009

**qt9gn6n5mr k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models***by*Sun, Yixiao & Kim, Min Seong**qt8p8284wg Hold-Up and Durable Trading Opportunities***by*Watson, Joel & Wignall, Chris**qt8j36j1s1 The Speed of Gasoline Price Response in Markets With and Without Edgeworth Cycles***by*Lewis, Matt & Noel, Michael**qt87p829d4 Copulas and Temporal Dependence***by*Beare, Brendan K.**qt7ng9d927 After the Fall: An Ex Post Characterization of Housing Price Declines Across Metropolitan Areas***by*Carson, Richard T & Dastrup, Samuel R.**qt70c4x0sq Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory***by*Politis, D N & McElroy, Tucker S**qt66w826hz Higher-Order Accurate, Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices***by*Politis, D N**qt65k3m6x9 Distributional Replication***by*Beare, Brendan K.**qt5112208j Arsenic Mitigation in Bangladesh: A Houseold Labor Market Approach***by*Carson, Richard T & Koundouri, Phoebe & Nauges, CÃ©line**qt4m6263c2 Searching for Empirical Regularity and Theoretical Structure: The Environmental Kuznets Curve***by*Carson, Richard T**qt3923q7kz Contract, Renegotiation, and Hold Up: General Results on the Technology of Trade and Investment***by*Watson, Joel & Buzard, Kristy**qt32k957bp Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach***by*Komunjer, Ivana & Santos, Andres**qt0wg3j51c Existence and Uniqueness of Semiparametric Projections***by*Komunjer, Ivana & Ragusa, Giuseppe

### 2008

**qt982208kx NoVaS Transformations: Flexible Inference for Volatility Forecasting***by*Politis, Dimitris N & Thomakos, Dimitrios D**qt97s197d4 Global Identification of the Semiparametric Box-Cox Model***by*Komunjer, Ivana**qt94w5n6j9 New York City Cabdrivers' Labor Supply Revisited: Reference-Dependence Preferences with Rational-Expectations Targets for Hours and Income***by*Crawford, Vincent P. & Meng, Juanjuan**qt92k1n9mn Mengerian Saleableness and Commodity Money in a Walrasian Trading Post Example***by*Starr, Ross M.**qt68c247dp The Variance of Sample Autocorrelations: Does Barlett's Formula Work With ARCH Data?***by*Kokoszka, Piotr S. & Politis, D N**qt4v12m2rg Correct Specification and Identification of Nonparametric Transformation Models***by*Chiappori, Pierre-Andre & Komunjer, Ivana**qt4c67r71r Household Need for Liquidity and the Credit Card Debt Puzzle***by*Telyukova, Irina**qt2s87k9cj Commodity Money in a Convex Trading Post Sequence Economy***by*Starr, Ross M.**qt2r59d87f Global Identification In Nonlinear Semiparametric Models***by*Komunjer, Ivana**qt2880q2jq Copulas and Temporal Dependence***by*Beare, Brendan**qt1cp9749b Jobs, Jobs, Jobs: A "New" Perspective on Protectionism***by*Costinot, Arnaud**qt0qb196qd Exogenous vs. Endogenous Separation***by*Ramey, Garey**qt09f6660d A Comparative Institutional Analysis of Agreements on Product Standards***by*Costinot, Arnaud

### 2007

**qt8rj7w6vg Commodity Money Equilibrium in a Convex Trading Post Economy with Transaction Costs***by*Starr, Ross M.**qt8dk0n386 Global Identification In Nonlinear Semiparametric Models***by*Komunjer, Ivana**qt81w8m5sf Multivariate Forecast Evaluation And Rationality Testing***by*Komunjer, Ivana & OWYANG, MICHAEL**qt7dz2x536 Trade and Workforce Changeover in Brazil***by*Muendler, Marc-Andreas**qt7cx539sc Do Gasoline Prices Resond Asymmetrically to Cost Shocks? The Confounding Effect of Edgeworth Cycles***by*Noel, Michael**qt76d4p2kb A Test For Monotone Comparative Statics***by*Komunjer, Ivana & Echenique, Federico**qt606508js Intellectual Property Protection and Technology Transfer: Evidence From US Multinationals***by*Kanwar, Sunil**qt4tn3m0tx Equilibrium and Media of Exchange in A Convex Trading Post Economy with Transaction Cost***by*Starr, Ross M.**qt4ns3899g Heterogeneity and Trade***by*Costinot, Arnaud**qt4nq8d4sm The Evolving Food Chain: Competitive Effects of Wal-Mart's Entry Into The Supermarket Industry***by*Noel, Michael & Basker, Emek**qt3wx6s4z8 Equilibrium and Media of Exchange in a Convex Trading Post Economy With Transaction Costs***by*Starr, Ross M.**qt3cm38535 Labor Reallocation in Response to Trade Reform***by*Muendler, Marc-Andreas**qt07g7g8h8 On the Origins of Comparative Advantage***by*Costinot, Arnaud

### 2006

**qt9t9818ng What Good Do Countries Trade? New Ricardian Predictions***by*Costinot, Arnaud & Komunjer, Ivana**qt9qt9g4p4 Statistical Properties of Consideration Sets***by*Carson, Richard T. & Louviere, Jordan J.**qt8th5q5hq Can the Stock Market be Linearized?***by*Politis, D N**qt8pr105rg The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States***by*Filho, Naerico Aquino Menezes & Muendler, Marc-Andreas & Ramey, Garey**qt86n316hw What Goods Do Countries Trade? New Ricardian Predictions***by*Costinot, Arnaud & Komunjer, Ivana**qt7973v805 Hard Evidence and Mechanism Design***by*Watson, Joel & Bull, Jesse**qt78842570 Efficientt Conditional Quantile Estimation: The Time Series Case***by*Komunjer, Ivana & Vuong, Quang**qt6b2236xm Margins of Multinational Labor Substitution***by*Muendler, Marc-Andreas**qt63s1s3j6 Contract and Mechanism Design in Settings with Multi-Period Trade***by*Watson, Joel**qt53s671h7 Job Matching and Propagation***by*Ramey, Garey & Fujita, Shigeru**qt4nz8p839 The Cyclicality of Job Loss and Hiring***by*Ramey, Garey & Shigeru Fujita**qt4586c8tk Fisheries Management Under Cyclical Population Dynamics***by*Carson, Richard & GRANGER, CLIVE W & Jackson, Jeremy & Schlenker, Wolfram**qt3267p6wj Commodity Money Equilibrium in a Walrasian Trading Post Model: An Example***by*Starr, Ross M.**qt2m08n7cg Contract, Mechanism Design, and Technological Detail***by*Watson, Joel**qt28h3p82z The Effect of FDI on Job Separation***by*Muendler, Marc A & Becker, Sascha O.**qt1fc22575 Margins of Multinational Labor Substitution***by*Muendler, Marc-Andreas & Becker, Sascha O.**qt1bt8n04n Jobs, Jobs, Jobs: A New Perspective on Protectionism***by*Costenot, Arnaud**qt0wx67671 Contract and Game Theory: Basic Concepts for Settings with Finite Horizons***by*Watson, Joel**qt0ct6f4nc Equilibrium and Media of Exchange in a Convex Trading Post Economy with Transaction Costs***by*Starr, Ross M.

### 2005

**qt96v0t3kq Fatal Attraction: Focality, Naivete and Sophistication in Experimental â€œHide and Seekâ€ Games***by*Crawford, Vincent P. & Iriberri, Nagore**qt8fg5g853 Risk Neutral Investors Do Not Acquire InformationÂ¤***by*Muendler, Marc-Andreas**qt7qg2m9rz Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices***by*Politis, Dimitris**qt7q79h1vf Equilibrium and Media of Exchange in a Convex Trading Post Economy with transaction Costs***by*Starr, Ross M**qt73h8z1hd Rational Transparency Choice in Financial Market EquilibriumÂ¤***by*Muendler, Marc-Andreas**qt6v28v0b6 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?***by*Carmona, Carlos Capistran**qt6qb079x5 The Action Value of Information and the Natural Transparency LimitÂ¤***by*Muendler, Marc-Andreas**qt5tf1231k Estimation and Inference in Panel Structure Models***by*Sun, Yixiao X**qt5q4764nj Rational Information Choice in Financial Market Equilibrium***by*Muendler, Marc-Andreas**qt55q3h7nj The Structure of Worker Compensation in Brazil, With a Comparison to France and the United StatesÂ¤***by*Filhoz, Naercio Aquino Menezes & Muendler, Marc-Andreas & Ramey, Garey**qt4m04n09h The Dynamic Beveridge Curve***by*Fujita, Shigeru & Ramey, Garey**qt2gw114b2 The Flexible-Salary Match: A Proposal to Increase the Salary Flexibility of the National Resident Matching Program***by*Crawford, Vincent P.**qt16b3j2hd Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testingâˆ—***by*Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan**qt12586197 Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?***by*Crawford, Vincent P. & Iriberri, Nagore**qt1200q2z3 Commodity Money Equilibrium in a Walrasian Trading Post Model: An Elementary Example***by*Starr, Ross M**qt0gq4z4m9 Equalizing Opportunity for Racial and Socioeconomic Groups in the United States Through Educational Finance Reform***by*Betts, Julian & Roemer, John E.

### 2004

**qt9hf4j4c2 Confidence Sets for the Date of a Single Break in Linear Time Series Regressions***by*Elliott, Graham & Muller, Ulrich K.**qt96r800f1 Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations***by*Bleakley, Hoyt C & Cowan, Kevin**qt7r89639x A heavy-tailed distribution for ARCH residuals with application to volatility prediction***by*Politis, Dimitris N.**qt6mf9q2rt Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation***by*Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan**qt6m96c2r7 Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998***by*Muendler, Marc-Andreas**qt6d36x00z Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation***by*Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan**qt64j579g9 Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market***by*Noel, Michael**qt5tf543q2 The Existence of Informationally Efficient Markets When Individuals Are Rational***by*Muendler, Marc-Andreas**qt59t3g818 Edgeworth Cycles and Focal Prices: Computational Dynamic Markov Equilibria***by*Noel, Michael D.**qt58n33447 Optimally Testing General Breaking Processes in Linear Time Series Models***by*Elliott, Graham & Mueller, Ulrich K.**qt4s75w541 Testing for a time-varying price-cost markup in the Euro area inflation process***by*Bowdler, Christopher & Jansen, Eilev S.**qt449812fx Cognition and Behavior in Two-Person Guessing Games: An Experimental Study***by*Costa-Gomes, Miguel A. & Crawford, Vincent P.**qt3pp315q7 Edgeworth Price Cycles, Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets***by*Noel, Michael**qt2z99w4sm Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation***by*Guggenberger, Patrik & Sun, Yixiao**qt2nb9f668 Time Series Analysis, Cointegration, and Applications***by*Granger, Clive W.J.**qt2fq490pd Location Choices and Employment Decisions: A Comparison of German and Swedish Multinationals***by*Becker, Sasha O & Ekholm, Karolina & Jackle, Robert & Muendler, Marc-Andreas**qt2bv7n071 Optimal Power for Testing Potential Cointegrating Vectors with Known***by*Elliott, Graham & Jansson, Michael & Pesavento, Elena**qt0w02f5tw Estimating Production Functions When Productivity Change Is Endogenous***by*Muendler, Marc-Andreas

### 2003

**qt7b52v07p On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index***by*Kim, Tae-Hwan & White, Halbert**qt5jk0j5jh Tests of Conditional Predictive Ability***by*Giacomini, Raffaella & White, Halbert**qt5002z0pn Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series***by*Sun, Yixiao**qt4dv0837f A Consistent Characteristic-Function-Based Test for Conditional Independence***by*Su, Liangjun & White, Halbert**qt3871w41j Games and Discrimination: Lessons From the Weakest Link***by*Antonovics, Kate & Arcidiacono, Peter & Walsh, Randall**qt35v8g0fm Testing Conditional Independence Via Empirical Likelihood***by*Su, Liangjun & White, Halbert**qt2mk37677 Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital***by*Antonovics, Kate & Goldberger, Arthur S.**qt1g23v6p5 Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes***by*Sun, Yixiao**qt1974b8tz Bounded Rationality in Randomization***by*Scroggin, Steven**qt150457tv A Convergent t-statistic in Spurious Regressions***by*Sun, Yixiao**qt0q3576s4 A simple model that generates stylized facts of returns***by*Yoon, Gawon**qt0kx2f7xq Competing Against the Opposite Sex***by*Antonovics, Kate & Arcidiacono, Peter & Walsh, Randall**qt06s8022j Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium***by*Antonovics, Kate & Town, Robert**qt0648834b Model-Free Volatility Prediction***by*Politis, Dimitris N.

### 2002

**qt9wt048tt Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence***by*ANDREWS, DONALD W & Sun, Yixiao X**qt9wr373nt Hypernormal Densities***by*Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas**qt9qn5f61j Hidden Cointegration***by*Granger, Clive W.J. & YOON, GAWON**qt9bd8861b Monetary General Equilibrium With Transaction Costs***by*Starr, Ross M.**qt8hx21540 Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models***by*Goncalves, Silvia & White, Halbert**qt81x2x4zk General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money***by*Starr, Ross M.**qt7715f08f Hard Evidence and Mechanism Design***by*Bull, Jesse & Watson, Joel**qt74v515fr How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data***by*Paye, Bradley S. & Timmermann, Allan**qt6x80k3nx Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted***by*Ramey, Valerie A & Francis, Neville**qt6ds8d9nn Persistent Racial Wage Inequality***by*Antonovics, Kate L**qt660465rm Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset***by*Starr, Ross M.**qt5w31m72w Monetary General Equilibrium with Transaction Costs***by*Starr, Ross M.**qt59s2g5j5 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods***by*Giacomini, Raffaella**qt4z4380t7 Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space***by*Chen, Xiaohong & White, Halbert**qt4v35s2gv Testing for Unit Roots with Stationary Covariates***by*Elliott, Graham & Jansson, Michael**qt4n99t4wz Evaluation and Combination of Conditional Quantile Forecasts***by*Giacomini, Raffaella & Komunjer, Ivana**qt4fc8x822 Methods to Estimate Dynamic Stochastic General Equilibrium Models***by*Ruge-Murcia, Francisco J.**qt4242n025 The Renegotiation-Proofness Principle and Costly Renegotiation***by*Watson, Joel & Brennan, Jim**qt3bd1n1x5 Common Factors in Conditional Distributions***by*Granger, Clive W.J. & TerÃ¤svirta, Timo & Patton, Andrew J**qt1xt4c2qb Robustifying the Classical Model of Risk Preferences and Beliefs***by*Machina, Mark J**qt1s38s0dn Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression***by*White, Halbert & Kim, Tae-Hwan**qt19p7z2gm Evidence Disclosure and Verfiability***by*Bull, Jesse & Watson, Joel**qt18x0r2nn Contract, Mechanism Design, and Technological Detail***by*Watson, Joel**qt15r9t2q2 Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions***by*Elliott, Graham & Timmermann, Allan**qt13k994d2 Structurally-Induced Volatility Clustering***by*Machina, Mark J & Granger, Clive W.J.

### 2001

**qt9xm2x5w7 Recurrent Trade Agreements and the Value of External Enforcement***by*Klimenko, Mikhail & Ramey, Garey & Watson, Joel**qt9qb4r775 Unit Root Testing via the Continuous-Path Block Bootstrap***by*Paparoditis, Efstathios & Politis, Dimitris N**qt9h99b2sv Tests for Unit Roots and the Initial Observation***by*Muller, Ulrich & Elliott, Graham**qt8c23205t The Comovements Between Real Activity and Prices***by*den Haan, Wouter J. & SUMNER, STEVEN W**qt7x3544bn Shocks and Institutions in a Job Matching Model***by*den Haan, Wouter J. & Haefke, Christian & Ramey, Garey**qt77f76455 Aggregationn of Space-Time Processes***by*Giacomini, Raffaella & Granger, Clive W.J.**qt6k65014s Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions***by*Crawford, Vincent P.**qt6010k0xn Self-Generating Variables in a Cointegrated VAR Framework***by*Granger, Clive W.J. & YOON, GAWON**qt5s2218dp Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH***by*Engle, Robert F & Sheppard, Kevin K**qt4qp0p0v5 Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy***by*Herrera, Ana Maria & Hamilton, James D.**qt41f2h196 Adaptive Expectations, Underparameterization and the Lucas Critique***by*Evans, George W & Ramey, Garey**qt3ps1k85f Almost-Objective Uncertainty***by*Machina, Mark J**qt3fc1c8hw Estimation of Copula Models for Time Series of Possibly Different Length***by*Patton, Andrew J**qt2wh8m7bv The Law and Economics of Costly Contracting***by*Schwartz, Alan & Watson, Joel**qt2rt3k4r7 Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples***by*Starr, Ross M.**qt2k8626fr Overcoming Informational Barriers to International Resource Allocation: Prices and Ties***by*Rauch, J E & Casella, Alessandra**qt2fb7n2wd Revisiting Okun's Law: An Hysteretic Perspective***by*Schorderet, Yann**qt24q32688 Regime Switching and Monetary Policy Measurement***by*Owyang, Michael T. & Ramey, Garey**qt1sn269d7 Structural Breaks, Incomplete Information and Stock Prices***by*Timmermann, Allan**qt1qx2x540 Entrepreneurship in International Trade***by*Rauch, J E & Watson, Joel