Elliott, Graham; STOCK, JAMES H: Confidence Intervals for Autoregressive Coefficients Near One, 2000

Elliott, Graham; Jansson, Michael: Testing for Unit Roots with Stationary Covariances, 2000

Engle, Robert F: Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models, 2000

Engle, Robert F; Patton, Andrew J: Impacts of Trades in an Error-Correction Model of Quote Prices, 2000

Friedberg, Leora; webb, anthony: The Impact of 401(k) Plans on Retirement, 2000

Goncalves, Silvia; White, Halbert: Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models, 2000

Haldrup, Niels Prof.; Lildholdt, Peter: Local Power Functions of Tests for Double Unit Roots, 2000

Haldrup, Niels Prof.; Montanes, Antonio; Sansó, Andreu: Measurement Errors and Outliers in Seasonal Unit Root Testing, 2000

Haldrup, Niels Prof.; Lildholdt, Peter: On the Robustness of Unit Root Tests in the Presence of Double Unit Roots, 2000

Hamilton, James Douglas; Kim, Dong Heon: A Re-examination of the Predictability of Economic Activity Using the Yield Spread, 2000

Hansen, Peter Reinhard: The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes., 2000

Jansson, Michael; Haldrup, Niels Prof.: Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach, 2000

Kim, Tae-Hwan; White, Halbert; Stone, Douglas: Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights, 2000

Kim, Tae-Hwan; White, Halbert: James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator, 2000

Kim, Tae-Hwan; White, Halbert: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator, 2000

Machina, Mark J: Payoff Kinks in Preferences Over Lotteries, 2000

PESAVENTO, ELENA: Analytical Evaluation of the Power of Tests for the Absence of Cointegration, 2000

Ramey, Garey; Watson, Joel: Conditioning Institutions and Renegotiation, 2000

Schwartz, Alan; Watson, Joel: Economic and Legal Aspects of Costly Recontracting, 2000

Segal, Uzi; Sobel, Joel: Min, Max, and Sum, 2000

Shen, Pu; Starr, Ross M.: Market Makers' Supply and Pricing of Financial Market Liquidity, 2000

Starr, Ross M.: Why is there Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples, 2000

Stomberg, Christopher; White, Halbert: Bootstrapping the Information Matrix Test, 2000

Carson, Richard T: Contingent Valuation: A User's Guide, 1999

Dardanoni, Valentino: A Pedagogical Proof of Arrow's Impossibility Theorem, 1999

den Haan, Wouter J.; Ramey, Garey; Watson, Joel: Contract-Theoretic Approaches to Wages and Displacement, 1999

den Haan, Wouter J.; Ramey, Garey; Watson, Joel: Job Destruction and the Experiences of Displaced Workers, 1999

Dufour, Alfonso; Engle, Robert F: Time and the Price Impact of a Trade, 1999

Elliott, Graham: Estimating Restricted Cointegrating Vectors, 1999

Engle, Robert F; Manganelli, Simone: CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles, 1999

Engle, Robert F: Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market, 1999

Friedberg, Leora: The Impact of Technological Change on Older Workers: Evidence from Data on Computers, 1999

Gallo, Giampiero M.; Granger, Clive W.J.; Jeon, Yongil: The Impact of the Use of Forecasts in Information Sets, 1999

Gallo, Giampiero M.: Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone, 1999

Gottschling, Andreas; Haefke, Christian; White, Halbert: Closed Form Integration of Artificial Neural Networks with Some Applications to Finance, 1999

Granger, Clive W.J.; Sin, Chor-yiu: Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk, 1999

Granger, Clive W.J.; Hyung, Namwon: Occasional Structural Breaks and Long Memory, 1999

Hamilton, James D.: A Parametric Approach to Flexible Nonlinear Inference, 1999

Kim, Tae-Hwan; White, Halbert: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator, 1999

Kirkley, James E; Squires, Dale: Capacity and Capacity Utilization in Fishing Industries, 1999

Pesaran, Hashem; Timmermann, Allan: Model Instability and Choice of Observation Window, 1999

Ramey, Garey; Watson, Joel: Contractual Intermediaries, 1999

Rauch, James E; Evans, Peter B.: Bureaucratic Structure and Bureaucratic Performance in Less Developed Countries, 1999

Rauch, J E; Watson, Joel: Starting Small in an Unfamiliar Environment, 1999

Riker, David: Educational Attainment as a Determinant of International Trade Flows, 1999

Segal, Uzi; Sobel, Joel: Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings, 1999

Starr, Ross M.: Why is there Money? Convergence to a Monetary Equilibrium in a General Equilibrium Model with Transaction Costs, 1999

Watson, Joel: Starting Small and Commitment, 1999

White, Halbert; Hong, Yongmiao: M-Testing Using Finite and Infinite Dimensional Parameter Estimators, 1999

Yi, Kang-Oh: A Quantal Response Equilibrium Model of Order Statistic Games, 1999