National Bureau of Economic Research Cambridge, Mass., USA A Stochastic Approach to Disequilibrium Macroeconomics t0001 Honkapohja Seppo Ito Takatoshi 09 1979 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Issues in Controllability and the Theory of Economic Policy t0002 Buiter Willem H Gersovitz Mark 07 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Multiple Shooting in Rational Expectations Models t0003 Lipton David Poterba James M Sachs Jeffrey D Summers Lawrence H 06 1983 NBER Program Economic Fluctuations and Growth NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Estimation of Distributed Lags in Short Panels t0004 Griliches Zvi Pakes Ariel 10 1980 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models t0005 Fair Ray C Taylor John B 10 1980 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Role of Economic Policy After the New Classical Macroeconomics t0006 Buiter Willem H 11 1980 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Disaggregated Structural Model of the Treasury Securities, Corporate Bond, and Equity Markets: Estimation and Simulation Results t0007 Roley V. Vance 12 1980 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Multivariate Regression Models for Panel Data t0008 Chamberlain Gary 12 1980 NBER Program Labor Studies NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations t0009 Buiter Willem H 12 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Granger-Causality and Stabilization Policy t0010 Buiter Willem H 03 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations t0011 Obstfeld Maurice Cumby Robert E Huizinga John 07 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models t0012 Buiter Willem H 06 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Macroeconometric Modelling for Policy Evaluation and Design t0013 Buiter Willem H 06 1981 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics t0014 MaCurdy Thomas E 06 1981 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Arbitrage and Mean-Variance Analysis on Large Asset Markets t0015 Chamberlain Gary Rothschild Michael 07 1981 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Welfare Analysis of Tax Reforms Using Household Data t0016 King Mervyn A 07 1981 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Econometric Models for Count Data with an Application to the Patents-R&D Relationship t0017 Hausman Jerry A Hall Bronwyn H Griliches Zvi 10 1984 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Estimation of Structural Hedonic Price Models t0018 Brown James N. Rosen Harvey S 05 1982 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bliss Points in Mean-Variance Portfolio Models t0019 Jones David S. Roley V. Vance 12 1981 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples t0020 Buiter Willem H 06 1984 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Predetermined and Non-Predetermined Variables in Rational Expectations Models t0021 Buiter Willem H 01 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation t0022 MaCurdy Thomas E 05 1982 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Stochastic Capital Theory I. Comparative Statics t0023 Brock William Rothschild Michael Stiglitz Joseph E 05 1982 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Identification in Dynamic Linear Models with Rational Expectations t0024 Blanchard Olivier J 07 1982 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Smoothness Priors and Nonlinear Regression t0025 Shiller Robert J 08 1982 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model t0026 Prucha Ingmar Nadiri M. Ishaq 10 1982 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model t0027 Brown Charles C Moffitt Robert A 01 1983 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Methods of Solution and Simulation for Dynamic Rational Expectations Models t0028 Blanchard Olivier J 03 1983 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Optimal and Time-Consistent Polices in Continuous Time Rational Expectations Models t0029 Buiter Willem H 08 1983 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Pitfalls in the use of Time as an Explanatory Variable in Regression t0030 Nelson Charles Kang Heejoon 11 1983 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Deep Structral Excavation? A Critique of Euler Equation Methods t0031 Garber Peter M King Robert 11 1983 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimating Autocorrelations in Fixed-Effects Models t0032 Solon Gary 02 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Consistent Estimation Using Data From More Than One Sample t0033 Dickens William Ross Brian A. 03 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Policy evaluation and design for continuous time linear rational expectations models: some recent development t0034 Buiter Willem H 04 1984 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Misperceptions, Moral Hazard, and Incentives in Groups t0035 Gaynor Martin 05 1987 NBER Program Health unpublished
National Bureau of Economic Research Cambridge, Mass., USA Conditional Projection by Means of Kalman Filtering t0036 Clarida Richard H Coyle Diane 05 1984 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Errors in Variables in Panel Data t0037 Griliches Zvi Hausman Jerry A 05 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Correcting for Truncation Bias Caused by a Latent Truncation Variable t0038 Bloom David E Killingsworth Mark R 06 1984 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Data Problems in Econometrics t0039 Griliches Zvi 07 1984 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Flexible Functional Forms and Global Curvature Conditions t0040 Diewert W. Erwin Wales T.J. 05 1989 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Rational Expectations Models with a Continuum of Convergent Solutions t0041 Mussa Michael L 09 1984 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA New Econometric Techniques for Marcoeconomic Policy Evaluation t0042 Taylor John B 11 1984 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Error Components in Grouped Data: Why It's Never Worth Weighting t0043 Dickens William 02 1985 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asset Pricing Theories t0044 Rothschild Michael 03 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing the Random Walk Hypothesis: Power versus Frequency of Observation t0045 Shiller Robert J Perron Pierre 04 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Is There Chronic Excess Supply of Labor? Designing a Statistical Test t0046 Quandt Richard E. Rosen Harvey S 04 1985 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Technical Progress in U.S. Manufacturing Sectors, 1948-1973: An Application of Lie Groups t0047 Sato Ryuzo Mitchell Thomas M. 05 1985 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance t0048 Holtz-Eakin Douglas Newey Whitney K. Rosen Harvey S 03 1989 NBER Program Public Economics NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Alternative Nonnested Specification Tests of Time Series Investment Models t0049 Bernanke Ben S Bohn Henning Reiss Peter C 06 1985 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity t0050 Quah Danny Ito Takatoshi 09 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models t0051 Mankiw N. Gregory Shapiro Matthew D 10 1985 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Fiscal Theory of Hyperdeflations? Some Surprising Monetarist Arithmetic t0052 Buiter Willem H 11 1985 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Microeconomic Approaches to the Theory of International Comparisons t0053 Diewert W. Erwin 12 1985 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons t0054 West Kenneth D 02 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix t0055 Newey Whitney K. West Kenneth D 04 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sequential Bargaining Under Asymmetric Information t0056 Grossman Sanford J Perry Motty 05 1986 unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing for Individual Effects in Dynamic Models Using Panel Data t0057 Holtz-Eakin Douglas 06 1986 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bias in Longitudinal Estimation of Wage Gaps t0058 Solon Gary 06 1986 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data t0059 Lo Andrew W 08 1986 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Temporal Aggregation and Structural Inference in Macroeconomics t0060 Christiano Lawrence Eichenbaum Martin S 09 1986 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Granger-Causality and Policy Ineffectiveness: A Rejoinder t0061 Buiter Willem H 10 1986 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data t0062 Froot Kenneth A 03 1990 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root t0063 Nelson Charles 11 1987 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Exchange-Rate Dynamics and Optimal Asset Accumulation Revisited t0064 Obstfeld Maurice 02 1988 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills t0065 Engle Robert F III Ng Victor Rothschild Michael 11 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation t0066 Lo Andrew W MacKinlay A. Craig 06 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study t0067 Campbell John Y Shiller Robert J 07 1988 NBER Program Monetary Economics NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator t0068 Nelson Charles Startz Richard 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One t0069 Nelson Charles Startz Richard 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis t0070 Nelson Charles Kim Chang-Jin 09 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Smart Money, Noise Trading and Stock Price Behavior t0071 Campbell John Y Kyle Albert 10 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The R&D Master File Documentation t0072 Hall Bronwyn H Cummins Clint Laderman Elizabeth S. Mundy Joy 12 1988 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Tests For Unit Roots: A Monte Carlo Investigation t0073 Schwert G. William 12 1988 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Endogenous Output in an Aggregate Model of the Labor Market t0074 Quandt Richard E. Rosen Harvey S 01 1989 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds t0075 Kane Alex Marks Stephen Gary 08 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock t0076 Meyer Jack Rasche Robert H. 03 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Super Contact and Related Optimality Conditions: A Supplement to AvinashDixits:"A Simplified Exposition of Some Results Concerning Regulated Brownian. t0077 Dumas Bernard 04 1989 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Full Information Estimation and Stochastic Simulation of Models with Rational Expectations t0078 Fair Ray C Taylor John B 10 1991 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Estimation of Polynomial Distributed Lags and Leads with End Point Constraints t0079 Andrews Donald Fair Ray C 10 1989 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple, Consistent Estimator for Disturbance Components in Financial Models t0080 Levinsohn James A MacKie-Mason Jeffrey K. 10 1989 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Influence Of Probability on Risky Choice: A parametric Examination t0081 Lattimore Pamela K. Baker Joanna R. Witte Ann Dryden 08 1992 NBER Program Labor Studies unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Positive Economics of Methodology t0082 Kahn James Landsburg Steve Stockman Alan C 11 1989 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems t0083 Stock James H Watson Mark W 12 1989 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Ramsey Problem for Congestible Facilities t0084 Arnott Richard J Kraus Marvin 05 1994 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach t0085 Potscher Benedikt M. Prucha Ingmar 04 1994 NBER Program Productivity unpublished
National Bureau of Economic Research Cambridge, Mass., USA Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors t0086 Hansen Lars P Singleton Kenneth J 03 1997 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Simulated Moments Estimation of Markov Models of Asset Prices t0087 Duffie Darrell Singleton Kenneth J 03 1990 NBER Program Economic Fluctuations and Growth NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Does Correcting for Heteroskedasticity Help? t0088 Mishkin Frederic S 08 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Implications of Security Market Data for Models of Dynamic Economies t0089 Hansen Lars P Jagannathan Ravi 05 1990 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Spectral Based Testing of the Martingale Hypothesis t0090 Durlauf Steven N 04 1992 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing For Common Features t0091 Engle Robert F III Kozicki Sharon 10 1990 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions t0092 Cumby Robert E Huizinga John 10 1990 NBER Program International Trade and Investment NBER Program International Finance and Macroeconomics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Sorting Out the Differences Between Signaling and Screening Models t0093 Stiglitz Joseph E Weiss Andrew 11 1990 NBER Program Economic Fluctuations and Growth unpublished
National Bureau of Economic Research Cambridge, Mass., USA Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors t0094 Leamer Edward E 01 1991 NBER Program Public Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effect of Insider Trading on Insiders' Reaction to Opportunities to "Waste" Corporate Value t0095 Bebchuk Lucian A Fershtman Chaim 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects t0096 Bebchuk Lucian A Fershtman Chaim 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Bargaining and the Division of Value in Corporate Reorganization t0097 Bebchuk Lucian A Chang Howard F. 02 1991 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA Do Short-Term Managerial Objectives Lead to Under- or Over-Investment in Long-Term Projects t0098 Bebchuk Lucian A Stole Lars 05 1994 NBER Program Monetary Economics unpublished
National Bureau of Economic Research Cambridge, Mass., USA