1992, Volume 40, Issue 4
- 459-464 On the structural stability of preference parameters obtained from Japanese financial market data
by Hamori, Shigeyuki
- 465-471 Debt, collateral, and renegotiation under moral hazard
by Wong, Kit Pong
- 473-480 A note on the free rider problem in oligopoly
by Appelbaum, Elie & Weber, Shlomo
- 481-485 Negative effects of competition in a medical-service market
by Nett, Lorenz
- 487-489 Can a joint venture lessen competition more than a merger?
by Nye, William
- 491-496 Brand/product innovation and the optimal length of trademark/patent protection
by Veall, Michael R.
1992, Volume 40, Issue 3
- 257-261 Testing for AR(p) against IMA(1, q) disturbances in the linear regression model
by Silvapulle, Paramsothy
- 263-268 Granger-causality in cointegrated VAR processes The case of the term structure
by Lutkepohl, Helmut & Reimers, Hans-Eggert
- 269-272 Estimating fixed and random effects models with selectivity
by Zabel, Jeffrey E.
- 273-280 A note on the identifiability of a dynamic binary choice model with state dependence
by McCall, Brian P.
- 281-285 Efficient investment through renegotiation of simple contracts
by Chung, Tai-Yeong
- 287-290 Keeping up with the Joneses : Chaotic patterns in a status game
by Rauscher, Michael
- 291-297 Substitution and complementarity with nested production
by Anderson, R. K. & Moroney, J. R.
- 299-302 Incentive compatibility and competitive allocations
by Jackson, Matthew O.
- 303-308 Inflationary expectations and rationality
by Paquet, Alain
- 309-311 Fisher's relationship in a volatile world A note on Malliaris and Malliaris
by Evans, Lewis & Okunev, John
- 313-318 Purchasing power parity over the modern float An application in higher order cointegration
by Crowder, William J.
- 319-324 Interest rate parity and the exchange risk premium Evidence from panel data
by Mayfield, E. Scott & Murphy, Robert G.
- 325-331 Further tests on the forward exchange rate unbiasedness hypothesis
by Sosvilla-Rivero, Simon & Park, Young B.
- 333-338 An equivalence between the Kyle (1985) and the Glosten--Milgrom (1985) models
by Krishnan, Murugappa
- 339-344 Market versus limit orders
by Caballe, Jordi
- 345-351 The determinants of worksite health promotion
by Kenkel, Donald & Supina, Dylan
- 353-357 Do means tested transfers reduce labor supply?
by Steinberg Schone, Barbara
- 359-363 Profit sharing, unemployment and effort
by Gonzalez, Pablo
- 365-371 Divide and conquer On the profitability of forming independent rival divisions
by Polasky, Stephen
- 373-378 Forward and backward lags in a multi-sector model
by Kaganovich, Michael
1992, Volume 40, Issue 2
- 127-133 A Stein rule estimator which shrinks towards the ridge regression estimator
by Harewood, Stephen I.
- 135-140 The logit model and panel data via repeated observations: A clarification and extension of the literature
by Kelejian, Harry H.
- 141-146 A Hausman specification test based on root-N-consistent semiparametric estimators
by Li, Qi & Stengos, Thanasis
- 147-153 Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes
by Choi, In
- 155-158 Estimation of GARCH process in the presence of structural change
by Simonato, Jean-Guy
- 159-166 Time-varying parameters and nonconvergence to rational expectations under least squares learning
by Bullard, James
- 167-172 Forward induction in coordination games
by Cooper, Russell & De Jong, Douglas V. & Forsythe, Robert & Ross, Thomas W.
- 173-175 Sato's insight on the relationship between the Frisch 'parameter' and the average elasticity of substitution
by Powell, Alan A.
- 177-180 A note on the application of the restricted generalised Leontief profit function
by Bergman, Mats A. & Brannlund, Runar
- 181-185 Income distribution, efficient bargaining and market structure
by Conyon, Martin J.
- 187-191 A characterization of the class of rationalizable equilibria of oligopoly games
by Basu, Kaushik
- 193-196 The stock market premium, production, and relative risk aversion : A generalization
by Cho, Jaeho
- 197-201 Revisiting minimum-quality standards
by Chambers, Robert G. & Weiss, Michael
- 203-206 Economically rational expectations equilibrium
by Crettez, Bertrand & Michel, Philippe
- 207-210 Does reducing the capital gains tax rate raise or lower investment?
by McClure, J. Jr.
- 211-216 Output trends in EC countries and the implications for transition to monetary union
by Serletis, Apostolos & Krichel, Thomas
- 217-221 A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
by Haim Levy & Yoder, James
- 223-228 Study duration and earnings: A test in relation to the human capital versus screening debate
by Oosterbeek, Hessel
- 229-233 The effect of women's schooling on fertility
by Sander, William
- 235-240 Efficiency wage model of adverse selection reconsidered
by Wakita, Shigeru
- 241-246 Industry structure and compliance with environmental standards
by Chua, Dale H. & Kennedy, Peter W. & Laplante, Benoit
- 247-250 A note on pioneering brands, market dominance and technology
by Ju Choi, Chong & Scarpa, Carlo
- 251-255 Pollution, taxation, and strategic behaviour
by Leung, Michael C. M.
1992, Volume 40, Issue 1
- 1-6 The small sample properties of R2 in a misspecified regression model with stochastic regressors
by Meepagala, Gaminie
- 7-11 Local asymptotic stability of optimal steady states
by Huijberts, Henri & Withagen, Cees
- 19-22 Homothetic representation of regular non-homothetic preferences
by Perroni, Carlo
- 23-26 Optimal liquidation rule and debt in the principal-agent model
by Chang, Chun & Wang, Yijiang
- 27-32 Call market efficiency with simple adaptive learning
by Cason, Timothy N.
- 33-37 On the sustainability of collusion in differentiated duopolies
by Rothschild, R.
- 39-44 Far-sighted strong equilibrium and oligopoly
by Li, Shuhe
- 45-55 The Nash bargaining solution manipulated by pre-donations is Talmudic
by Sertel, Murat R.
- 57-60 A simple characterization of the uniform rule
by Ching, Stephen
- 61-66 Condorcet efficiency of simple voting rules for large electorates
by Gehrlein, William V.
- 67-70 Functional forms and multivariate risk independence
by Horbulyk, Theodore M.
- 71-75 Endogenous capital utilization and the q theory of investment
by Motahar, Eshragh
- 77-82 A simple model of buybacks
by Choi, Chong J. & Maldoom, Daniel
- 83-89 Target zones and the distribution of exchange rates: An estimation method
by Chen, Zhaohui & Giovannini, Alberto
- 91-95 Optimal hedging and spreading in cointegrated markets
by Lien, Da-Hsiang Donald
- 97-104 The volatility of asset prices in a stochastic production economy
by Hahm, Sangmoon
- 105-112 International evidence for the predictability of bond and stock returns
by Clare, A. D. & Thomas, S. H.
- 113-117 Capital gains tax policy and the behavior of common stock returns
by Noronha, Gregory & Ferris, Stephen P.
- 119-123 Two remarks on the equilibrium analysis of horizontal merger
by Cheung, Francis K.
- 125-125 Are rational expectations really rational?
by Benassy, Jean-Pascal
1992, Volume 39, Issue 4
- 377-380 Equilibrium steady-state price distributions
by Burdett, Kenneth
- 381-385 The relative importance of aggregate and sector-specific shocks at explaining aggregate and sectoral fluctuations
by Jimeno, Juan F.
- 387-390 A new equilibrium existence theorem
by Kim, Won Kyu
- 391-394 Dynamic duopolies with non-convex adjustment costs
by Miguel Villas-Boas, J.
- 395-399 Monotonic solutions for bargaining problems with claims
by Bossert, Walter
- 401-404 From a theorem of Radner
by Liu, Chongshan
- 405-408 Mathematical induction applied of Leontief systems
by Xie, Danyang
- 409-413 Limitations of the revelation principle
by Haller, Hans
- 415-418 Is perfect information perfectly useless?
by King, Stephen P.
- 419-423 Cost observation, auditing and limited liability
by Lawarree, Jacques P. & Van Audenrode, Marc A.
- 425-429 Diversification in parametric rational expectations economies
by Noe, Thomas H. & Ramamurtie, Buddhavarapu Sailesh
- 431-435 Forecasting turning points : Is a two-state characterization of the business cycle appropriate?
by Emery, Kenneth M. & Koenig, Evan F.
- 443-448 Defense spending cutbacks and real interest rates in the neoclassical one-sector and two-sector models
by Hoon, Hian Teck
- 449-453 A note on redistributions and gains from trade
by Cordella, Tito & Ventura, Luigi
- 461-465 Securities markets with increasing numbers of traders
by Heal, Geoffrey
- 467-471 A note on the valuation of contingent claims
by Dilworth, S. J.
- 473-477 Optimal hedging by firms with multiple sources of risky revenues
by Zilcha, Itzhak & Broll, Udo
- 479-484 Temporal risk aversion, intertemporal substitution and Keynesian propensities to consume
by van der Ploeg, Frederick
- 485-491 Cooperative R&D with moral hazard
by Choi, Jay Pil
- 493-497 Endogenous growth with public education
by Hartwick, John M.
1992, Volume 39, Issue 3
- 251-259 Simultaneous error components models when panel data are incomplete
by Matyas, Laszlo & Lovrics, Laszlo
- 261-267 An instrumental variable method of estimation for disequilibrium markets in centrally planned economies
by Chang, Gene Hsin
- 269-273 Optimal control of input-output systems via demand management
by Sacco, Pier Luigi
- 275-278 Some mixed results on boundary effects
by Neilson, William S.
- 279-282 The substitutability of occupational groups using firm-level data
by Griffin, Peter
- 283-288 Uncertainty over product differentiation in a price-setting duopoly : A non-robustness result
by Harrington, Joseph Jr.
- 289-293 Investment decisions under first and second price auctions
by King, Ian & Welling, Linda & Preston McAfee, R.
- 295-300 Communication, correlation, and symmetry in bargaining
by Warneryd, Karl
- 301-304 Is strategic behavior by a dominant trader with inside information always optimal?
by Altug, Sumru
- 305-308 Dynamic implementation in two-agent economies
by de Trenqualye, Pierre
- 309-313 The revelation approach to nash implementation
by Mookherjee, Dilip & Reichelstein, Stefan
- 315-321 Some stabilizing and destabilizing effects of foreign debt accumulation in developing countries
by Fry, Maxwell J.
- 323-328 Employee ownership and worker participation : Effects on health and safety
by Rooney, Patrick Michael
- 329-337 Union-nonunion compensation differentials and industry structure
by Okunade, Albert Ade. & Wunnava, Phanindra V. & Robinson, Michael D.
- 339-343 Explaining the cyclical behavior of labor market flows : A dual perspective
by Saint-Paul, Gilles
- 345-351 The effectiveness of a reemployment bonus
by Kim, Iljoong
- 353-357 Cost sharing vs. multiple research projects in cooperative R&D
by Combs, K. L.
- 359-364 Mergers of producers of perfect complements competing in price
by Gaudet, Gerard & Salant, Stephen W.
- 365-368 Public capital and international labor productivity : Tests based on median-unbiased estimation
by Levy, David M.
- 369-373 Unions and innovation : Evidence from German micro data
by Schnabel, Claus & Wagner, Joachim
- 375-375 Duration dependency and unobserved heterogeneity in unemployment time series (economics letters 38, no. 2, pp. 199-206)
by van Ours, J. C.
1992, Volume 39, Issue 2
- 129-134 Performance measures from prediction- realization tables
by Veall, Michael R. & Zimmermann, Klaus F.
- 135-141 On the durability of non-durable goods : Some evidence from U.S. time series data
by Ermini, Luigi
- 143-146 The arrow and plott independence conditions
by Campbell, Donald E.
- 147-154 Strategic bargaining equilibrium in a market with no re-entry : A generalization
by Hanchate, Amresh D.
- 155-161 Exploring the boundaries of the Coase theorem : Efficiency and rationality given imperfect contract enforcement
by Shogren, Jason F. & Kask, Susan B.
- 163-168 Managerial reporting discretion and the truthfulness of disclosures
by Arya, Anil & Young, Richard A. & Woodlock, Peter
- 169-171 Approximate implementation in the absence of externalities and aggregate feasibility constraints
by Glover, Jonathani
- 173-178 Some analysis of the long-run time series properties of consumption and income in the U.K
by Peel, D. A.
- 179-182 Does aggregate output have a unit root?
by Wynne, Mark
- 183-189 Are deep recessions followed by strong recoveries?
by Wynne, Mark A. & Balke, Nathan S.
- 191-198 A stable US money demand function, 1874-1975
by MacDonald, Ronald & Taylor, Mark P.
- 199-206 Trade and world economic growth : Differences in knowledge utilization and creativity
by Zhang, Wei-Bin
- 207-211 Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case
by Bajo-Rubio, Oscar & Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon
- 213-216 Behavior of systematic risk in a regionally integrated model for stock prices
by Akdogan, Haluk
- 217-221 Deductibility and optimal state and local fiscal policy
by Metcalf, Gilbert E.
- 223-227 A test of the measures of non-discriminatory wages used to study wage discrimination
by Baldwin, Marjorie & Johnson, William G.
- 229-234 Occupational segregation and career advancement
by Winter-Ebmer, Rudolf & Zweimuller, Josef
- 235-240 On the empirical relationship between unemployment duration, unemployment insurance and voluntary unemployment
by Belzil, Christian
- 241-247 User cost minimisation and transport subsidy
by Tisato, Peter
- 249-249 A test for the presence of precautionary saving (economics letters 37, no. 4, pp. 471-475)
by Kuehlwein, Michael
1992, Volume 39, Issue 1
- 1-5 Recursive estimation and generated regressors
by McAleer, Michael & McKenzie, C. R.
- 7-11 A consistent test for the null of stationarity against the alternative of a unit root
by Kahn, James A. & Ogaki, Masao
- 13-18 Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
by Podivinsky, Jan M.
- 19-22 Estimating a generalised censored regression model : A new method
by Izadi, Hooshang
- 23-28 GMM, maximum likelihood, and nonparametric efficiency
by Back, Kerry & Brown, David P.
- 29-32 A computer program for frontier production function estimation : Frontier version 2.0
by Coelli, T. J.
- 33-36 Asymmetric surplus distribution and the price convergence path in posted-offer markets : A note
by Kujal, Praveen
- 37-42 When does a decrease in a distortion increase welfare?
by Roberts, Russell D.
- 43-47 The utility of infinite menus
by Nielsen, Lars Tyge
- 49-54 Are rational expectations really rational?
by Benassy, Jean-Pascal
- 55-58 Are saving and investment cointegrated? : Another look at the data
by Gulley, O. David
- 59-64 Some theorems of international trade with endogenous factor supply
by Waschik, Robert
- 65-71 Piecemeal trade reform in presence of producer-specific domestic subsidies
by Beghin, John C. & Karp, Larry S.
- 73-78 Tariff behavior in five European countries
by Gardner, Grant W. & Slottje, Daniel J. & Kimbrough, Kent P.
- 79-84 From a customs union to a common market : The need for factor-tax harmonization
by Michael, Michael S.
- 85-90 Lunch break and intraday volatility of stock returns : An hourly data analysis of Tokyo and New York stock markets
by Ito, Takatoshi & Lin, Wen-Ling
- 91-94 Return volatilities and trading activities on an emerging Asian market
by Ho, Yan-Ki & Cheung, Yan-Leung & Draper, Paul & Pope, Peter
- 95-99 Employer-provided retiree health insurance: Who is covered?
by Macpherson, David A.
- 101-104 Spillover effects from government employment
by Jacobsen, Joyce P.
- 105-109 Survey non-response and biases in wage regressions
by Zweimuller, Josef
- 111-116 Sectoral shifts, unemployment and vacancies : An empirical analysis for the Netherlands
by van Ours, J. C. & van der Tak, C. M.
- 117-121 Digit preference in CPS unemployment data
by Baker, Michael
1992, Volume 38, Issue 4
- 375-380 The exact distribution of R2 when the regression disturbances are autocorrelated
by Carrodus, Mark L. & Giles, David E. A.
- 381-386 Testing for unit roots using the augmented Dickey-Fuller test : Some issues relating to the size, power and the lag structure of the test
by Harris, R. I. D.
- 387-392 The KPSS stationarity test as a unit root test
by Shin, Yongcheol & Schmidt, Peter
- 393-398 A note on bargaining and inflation
by Casella, Alessandra & Feinstein, Jonathan
- 399-403 On the Nash equilibrium property of an auction matching game
by Laine, Jean
- 405-409 Learning and equilibrium selection in 2 x 2 games : Some simulation results
by Di Gioacchino, Debora
- 417-422 Price and quantity competition in homogeneous duopoly markets
by Allen, Beth
- 423-429 Counter-offers in the theory of individual job search
by McKenna, C. J.
- 431-434 On the importance of the measurement of consumption in tests of Ricardian equivalence
by Graham, Fred C.
- 435-441 International evidence on output persistence from postwar data
by Cheung, Yin-Wong & Lai, Kon S.
- 443-449 Distortions to capital mobility : The case of joint ventures
by Abdalla, Adil E. A.
- 451-456 Transaction costs and the expansion of Third-World multinationals
by Ferrantino, Michael J.
- 457-465 Variance ratio tests of random walk for foreign exchange rates
by Urrutia, Jorge L.
- 467-472 Explaining mark/dollar and yen/dollar exchange rates in the 1980s
by van Hoek, Taco H.
- 473-478 Duration of debt overhang with two lender banks
by Prokop, Jacek
- 479-486 Information and rationality asymmetries in a simple high-low search wage model
by Reyniers, Diane J.
- 487-490 Sequential entry and deterrence with competitive spatial price discrimination
by Gupta, Barnali
1992, Volume 38, Issue 3
- 251-257 On the lack of invariance of some asymptotic tests to rescaling
by Dagenais, Marcel G. & Dufour, Jean-Marie
- 259-262 Testing for seasonality
by Hans Franses, Philip
- 263-267 Sampling variability in Hansen-Jagannathan bounds
by Gregory, Allan W. & Smith, Gregor W.
- 269-273 A nested Tobit analysis for a sequentially censored regression model
by Lee, Byung-Joo
- 275-277 Another n-person bargaining game with a unique perfect equilibrium
by Yang, Jeong-Ae
- 279-284 Modelling output growth : A new approach
by Van Hoa, Tran
- 285-289 Kernel estimation with cross-validation using the fast Fourier transform
by Breslaw, Jon A.
- 291-297 Player importance and forward induction
by Amershi Amin H. & Sadanand Asha & Sadanand Venkatraman
- 299-303 The valuation of the exponential function and implications for derived interest rates
by Benzion Uri & Granot Alon & Yagil Joseph
- 305-308 Towards a more general version of the almost ideal demand system
by Neves, Pedro Duarte
- 309-312 Price independence of output elasticities of input demand, nonlinear expansion paths, and factor substitution
by Lau, Lawrence J.
- 313-318 Variable evaluation costs and the design of fallible hierarchies and polyarchies
by Koh Winston T. H.
- 319-323 The productivity puzzle : A 10% solution
by Burnett Nancy J.
- 325-329 Misspecification bias in models of the effect of inflation uncertainty
by Davis George & Kanago Bryce
- 335-339 Endogenous protection and retaliation between Canada and the United States
by Bohara Alok K. & Kaempfer William H.
- 341-344 Whose sabbath matters?, or, when does the weekend effect occur?
by Plaut Steven E.
- 345-349 Simple normative rules imply simple positive rules
by Bucovetsky S.
- 351-354 International inequalities in human development and real income
by Ram Rati
- 355-359 Further evidence on the wage curve
by Groot Wim & Mekkelholt Eddie & Oosterbeek, Hessel
- 361-365 The firm's level of employee search
by Smith Bruce H.
- 367-371 Unused innnovations
by Mariotti Marco
- 373-373 Incomplete markets and the suboptimality of rational expectations (Economics Letters 36, no. 4, pp. 343-346)
by Benassy Jean-Pascal
- 373-373 Imputing a continous income variable from a bracketed income variable with special attention to missing observations (Economics Letters 37, no. 3, pp. 287-291)
by Stern Steven
1992, Volume 38, Issue 2
- 127-132 Monte Carlo sampling procedure and Bayesian encompassing tests : Normal case
by Bouoiyour, Jamal
- 133-137 Model adequacy and influential observations
by Franses, Philip Hans & Biessen, Guido
- 139-143 A note on weak exogeneity in VAR cointegrated models
by Dolado, Juan J.
- 145-150 Some consequences of using the Chow test in the context of autocorrelated disturbances
by Giles, David & Scott, Murray
- 151-156 A note on the distribution of the least squares estimator of a random walk with a linear trend
by Goerlich, Francisco J.
- 157-162 A simple test for parameter constancy in a nonlinear time series regression model
by Leybourne, S. J. & McCabe, B. P. M.
- 163-167 The distribution of the Theil U-statistic in bivariate normal populations
by Mizrach, Bruce
- 169-174 Efficiency estimation using rotating panel data models
by Kumbhakar, Subal C.