STARR, ROSS M: Commodity Money Equilibrium in a Walrasian Trading Post Model: An Elementary Example, 2005

STARR, ROSS M: Equilibrium and Media of Exchange in a Convex Trading Post Economy with transaction Costs, 2005

Sun, Yixiao X: Estimation and Inference in Panel Structure Models, 2005

Sun, Yixiao X; Phillips, Peter C. B.; Jin, Sainan: Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗, 2005

Becker, Sasha O; Ekholm, Karolina; Jackle, Robert; Muendler, Marc-Andreas: Location Choices and Employment Decisions: A Comparison of German and Swedish Multinationals, 2004

Bleakley, Hoyt C; Cowan, Kevin: Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations, 2004

Bowdler, Christopher; Jansen, Eilev S.: Testing for a time-varying price-cost markup in the Euro area inflation process, 2004

Costa-Gomes, Miguel A.; Crawford, Vincent P.: Cognition and Behavior in Two-Person Guessing Games: An Experimental Study, 2004

Elliott, Graham; Muller, Ulrich K.: Confidence Sets for the Date of a Single Break in Linear Time Series Regressions, 2004

Elliott, Graham; Jansson, Michael; Pesavento, Elena: Optimal Power for Testing Potential Cointegrating Vectors with Known, 2004

Elliott, Graham; Mueller, Ulrich K.: Optimally Testing General Breaking Processes in Linear Time Series Models, 2004

Granger, Clive W.J.: Time Series Analysis, Cointegration, and Applications, 2004

Guggenberger, Patrik; Sun, Yixiao: Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation, 2004

Muendler, Marc-Andreas: Estimating Production Functions When Productivity Change Is Endogenous, 2004

Muendler, Marc-Andreas: The Existence of Informationally Efficient Markets When Individuals Are Rational, 2004

Muendler, Marc-Andreas: Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998, 2004

Noel, Michael D.: Edgeworth Cycles and Focal Prices: Computational Dynamic Markov Equilibria, 2004

Noel, Michael: Edgeworth Price Cycles, Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets, 2004

Noel, Michael: Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market, 2004

Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan: Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation, 2004

Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan: Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation, 2004

Politis, Dimitris N.: A heavy-tailed distribution for ARCH residuals with application to volatility prediction, 2004

Antonovics, Kate; Town, Robert: Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium, 2003

Antonovics, Kate; Arcidiacono, Peter; Walsh, Randall: Competing Against the Opposite Sex, 2003

Antonovics, Kate; Goldberger, Arthur S.: Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital, 2003

Antonovics, Kate; Arcidiacono, Peter; Walsh, Randall: Games and Discrimination: Lessons From the Weakest Link, 2003

Giacomini, Raffaella; White, Halbert: Tests of Conditional Predictive Ability, 2003

Kim, Tae-Hwan; White, Halbert: On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index, 2003

Politis, Dimitris N.: Model-Free Volatility Prediction, 2003

Scroggin, Steven: Bounded Rationality in Randomization, 2003

Su, Liangjun; White, Halbert: A Consistent Characteristic-Function-Based Test for Conditional Independence, 2003

Su, Liangjun; White, Halbert: Testing Conditional Independence Via Empirical Likelihood, 2003

Sun, Yixiao: A Convergent t-statistic in Spurious Regressions, 2003

Sun, Yixiao: Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series, 2003

Sun, Yixiao: Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes, 2003

Yoon, Gawon: A simple model that generates stylized facts of returns, 2003

ANDREWS, DONALD W; Sun, Yixiao X: Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence, 2002

Antonovics, Kate L: Persistent Racial Wage Inequality, 2002

Bull, Jesse; Watson, Joel: Evidence Disclosure and Verfiability, 2002

Bull, Jesse; Watson, Joel: Hard Evidence and Mechanism Design, 2002

Chen, Xiaohong; White, Halbert: Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space, 2002

Elliott, Graham; Timmermann, Allan: Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions, 2002

Elliott, Graham; Jansson, Michael: Testing for Unit Roots with Stationary Covariates, 2002

Giacomini, Raffaella: Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods, 2002

Giacomini, Raffaella; Komunjer, Ivana: Evaluation and Combination of Conditional Quantile Forecasts, 2002

Giacomini, Raffaella; Haefke, Christian; White, Halbert; Gottschling, Andreas: Hypernormal Densities, 2002

Goncalves, Silvia; White, Halbert: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models, 2002

Granger, Clive W.J.; Teräsvirta, Timo; Patton, Andrew J: Common Factors in Conditional Distributions, 2002

Granger, Clive W.J.; YOON, GAWON: Hidden Cointegration, 2002

Machina, Mark J: Robustifying the Classical Model of Risk Preferences and Beliefs, 2002