Recent Work
The department was founded in 1964 and has 35 permanent members. We are a relatively young group, all committed to a rigorous analytical approach to both teaching and research. As a consequence, we have a congenial and cooperative atmosphere in which department members take an unusually active interest in their colleagues' research. There are no social or administrative distinctions between junior and senior faculty, except on promotion decisions. Eight faculty members are Fellows of the Econometric Society, three are on the Econometric Society Council, and three are Fellows of the American Academy of Arts and Sciences. Five are NBER Research Associates, and twelve have NSF grants.
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There are 427 publications in this collection, published between 1998 and 2024. Showing 401 - 427.
Bansak, Cynthia A; Raphael, Steven: Have Employment Relationships in the United States Become Less Stable?, 1998
BANSAK, CYNTHIA A; Raphael, Steven: Immigration Reform and the Earnings of Latino Workers: Do Employer Sanctions Cause Discrimination?, 1998
Betts, Julian: Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?, 1998
Costa-Gomes, Miguel; Crawford, Vincent P.; Broseta, Bruno: Cognition and Behavior in Normal-Form Games: An Experimental Study, 1998
Deb, Partha; TRIVEDI, PRAVIN K: Moment-based Estimation of Latent Class Models of Event Counts, 1998
Ejarque, João Miguel: Investment Irreversibility and Precautionary Savings in General Equilibrium, 1998
Elliott, Graham; ITO, TAKATOSHI: Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market, 1998
Engle, Robert F: Macroeconomic Announcements and Volatility of Treasury Futures, 1998
Engle, Robert F; Smith, Aaron: Stochastic Permanent Breaks, 1998
Engle, Robert F; Lunde, Asger: Trades and Quotes: A Bivariate Point Process, 1998
Flavin, Marjorie; Yamashita, Takashi: Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle, 1998
Gaviria, Alejandro: Increasing Returns and the Evolution of Violent Crime: The Case of Columbia, 1998
Gaviria, Alejandro: Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints, 1998
Granger, Clive W.J.; Huang, Bwo-Nung; Yang, Chin W.: A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu, 1998
Granger, Clive W.J.: Extracting Information from Mega-Panels and High-Frequency Data, 1998
Granger, Clive W.J.; Hyung, Namwon: Introduction to M-M Processes, 1998
Granger, Clive W.J.; Hyung, Namwon; Jeon, Yongil: Spurious Regressions with Stationary Series, 1998
Lunde, Asger; Timmermann, Allan; Blake, David: The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis, 1998
Ramey, Valerie A; SHAPIRO, MATTHEW D: Displaced Capital, 1998
Raphael, Steven; Stoll, Michael A.; HOLZER, HARRY J: Are Suburban Firms More Likely to Discriminate Against African-Americans?, 1998
Raphael, Steven; WINTER-EBMER, RUDOLF: Identifying the Effect of Unemployment on Crime, 1998
Russell, Jeffrey; Engle, Robert F: Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model, 1998
Sanchez, Ismael: Testing for Unit Roots with Prediction Errors, 1998
Sobel, Joel: Manipulation of Preferences and Relative Utilitarianism, 1998
Squires, Dale; Grafton, R. Quentin: Where the Land Meets The Sea: Integrated Sustainable Fisheries Development and Artisanal Fishing, 1998
Starr, Ross M.: Monetizing Trade: A Tatonnement Example, 1998
Sullivan, Ryan; Timmermann, Allan; White, Halbert: Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns, 1998