Discussion Papers

93-01R
January 1999
Halbert White and Yongmiao Hong
M-Testing Using Finite and Infinite Dimensional Parameter Estimators
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93-02
January 1993
Clive Granger and Zhuanxin Ding
Varieties of Long Memory Models

93-03
January 1993
Lakshmi K. Raut & T.N. Srinivasan
Dynamics of Endogenous Growth

93-04
January 1993
Robert F. Engle & João Victor Issler
Common Trends and Common Cycles in Latin America

93-05
January 1993
James E. Rauch
Does History Matter Only When it Matters Little? The Case of City-Industry Location

93-06
January 1993
Jan K. Brueckner
Borrower Mobility, Adverse Selection, and Mortgage Points

93-07R
January 1997
Walter P. Heller
Equilibrium Market Formation Causes Missing Markets
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93-08
February 1993
Timothy F. Bresnahan & Valerie A. Ramey
Segment Shifts and Capacity Utilization in the U.S. Automobile Industry

93-09
February 1993
Lih-Jau Wang & Alfredo Pereira
Capital Income Taxation and the International Location of Investment

93-10R
March 1993 Revised November 1994
Julian R. Betts
Does School Quality Matter? Evidence from the National Longitudinal Survey of Youth

93-11
March 1993
Antonio Cabrales & Takeo Hoshi
Heterogeneous Beliefs, Wealth Accumulation, and Asset Price Dynamics

93-12R
March 1993
Julian R. Betts & Laurel L. McFarland
Safe Port in a Storm: The Impact of Labor Market Conditions on Community College Enrollments
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93-13
April 1993
Ross M. Starr & Maxwell B. Stinchcombe
Exchange in a Network of Trading Posts
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93-14
April 1993
Maxwell B. Stinchcombe & Halbert White
Consistent Specification Testing with Unidentified Nuisance Parameters Using Duality and Banach Space Limit Theory

93-15
May 1993
Kurt Hornik, Maxwell Stinchcombe, Halbert White, and Peter Auer
Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives

93-16
May 1993
Theodore Groves, Yongmiao Hong, John McMillan & Barry Naughton
Autonomy and Incentives in Chinese State Enterprises
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93-17
May 1993
Joel Sobel
Evolutionary Stability and Efficiency

93-18
May 1993
Matthew Rabin & Joel Sobel
Deviations, Dynamics, and Equilibrium Refinements

93-19
May 1993
Hans Henrik Scheel & Eirik Wærness
User Cost of Capital in the U.S. and Norway after the Tax Reforms: Similar Objectives with Different Outcomes

93-20
May 1993
Hans Henrik Scheel & Eirik Wærness
Should Tax Depreciation Rates for Business Assets Reflect Economic Depreciation Rates?

93-21
June 1993
Julian R. Betts
Trends in Skill Requirements: A Re-Examination of Evidence from the Dictionary of Occupational Titles

93-22
June 1993
Garey Ramey & Valerie A. Ramey
On the Cost of Economic Fluctuations

93-23
June 1993
Valentina Corradi and Halbert White
Regularized Neural Networks: Some Convergence Rate Results
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93-24
June 1993
Walter P. Heller
Efficiency Under Increasing Returns

93-25
June 1993
Hans Henrik Scheel & Eirik Wærness
Did the U.S. Tax Reform Act of 1986 Level the Playing Field?

93-26
June 1993
Lakshmi K. Raut
Random Order Approach to Shapley-Value of Games and Harr Measure
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93-27R
April 1994
Lakshmi K. Raut
Construction of Harr Measure on Projective Limit Group and Random Order Values of Non-Atomic Games
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93-28
July 1993
James D. Hamilton & Raul Susmel
Autoregressive Conditional Heteroskedasticity and Changes in Regime

93-29
July 1993
James D. Hamilton
State-Space Models

93-30
July 1993
Robert F. Engle & Gary G.J. Lee
Long Run Volatility Forecasting for Individual Stocks in a One Factor Model
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93-31
July 1993
Rafael Flores de Frutos & Alfredo M. Pereira
Public Capital and Aggregate Growth in the United States: Is Public Capital Productive?

93-32R
March 1994
Jaesun Noh, Robert F. Engle & Alex Kane
Forecasting Volatility and Option Prices of the S&P 500 Index (formerly "A Test of Efficiency for the S&P 500 Index Option Market using Variance Forecasts")
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93-33
August 1993
Mark J. Machina & David Schmeidler
Bayes without Bernoulli: Minimal Conditions for Probabilistically Sophisticated Choice

93-34
August 1993
Bruno Broseta
Strategic Uncertainty and Learning in Coordination Games

93-35
August 1993
Bruno Broseta
Estimation of a Game-Theoretic Model of Learning: An Autoregressive Conditional Heteroskedasticity Approach

93-36
August 1993
Richard T. Carson & Robert Cameron Mitchell
Sequencing and Nesting in Contingent Valuation Studies

93-37
August 1993
Richard T. Carson & Robert Cameron Mitchell
The Issue of Scope in Contingent Valuation Surveys

93-38
September 1993
C.W.J. Granger and Zhuanxin Ding
Some Properties of Absolute Return: An Alternative Measure of Risk
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93-39
September 1993
Yasuhiro Nakagami & Alfredo Pereira
Inflation, Housing Taxation, and Homeowner Mobility

93-40
September 1993
Thomas Osang & Alfredo Pereira
Import Tariffs and Growth in a Small Open Economy

93-41
September 1993
Yasuhiro Nakagami & Alfredo M. Pereira
On the Budgetary and Efficiency Effects of Housing Taxation in the U.S.

93-42
October 1993
Valentina Corradi & Halbert White
Consistent Nonparametric Estimation and Testing for the Variance of a Diffusion from Discretely Sampled Observations

93-43
October 1993
Robert F. Engle, Alex Kane & Jaesun Noh
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
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93-44
October 1993
Valerie R. Bencivenga, Bruce D. Smith & Ross M. Starr
Liquidity of Secondary Capital Markets, Capital Accumulation, and the Term Structure of Asset Yields

93-45
October 1993
Julian R. Betts
What Do Students Know About Wages? Survey Evidence on Mechanisms of Occupational Choice
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93-46
October 1993
Julian R. Betts
Technological Change, Sectoral Shifts and the Distribution of Earnings: A Human Capital Model

93-47
October 1993
Tilman Borgers & Rajiv Sarin
Learning Through Reinforcement and Replicator Dynamics

93-48
November 1993
C.W.J. Granger
Modelling Non-Linear Relationships Between Long-Memory Variables

93-49
November 1993
Tim Bollerslev, Robert F. Engle & Daniel B. Nelson
ARCH Models
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93-50
November 1993
Claude d'Aspremont, Sudipto Battacharya & Louis-Andre Gerard-Varet
Knowledge as a Public Good: Efficient Sharing and Incentives for Development Effort

93-51
November 1993
Megan Werner & Theodore Groves
A Practical Procedure for Public Policy Decisions: Contingent Valuation and Demand Revelation -- Without Apology
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93-52R
May 1994
Shinichi Sakata and Halbert White
An Alternative Definition of Finite Sample Breakdown Point with Applications to Regression Model Estimators
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93-53
December 1993
Thomas Osang & Alfredo Pereira
Export-Led Growth in a Small Open Economy

93-54
December 1993
Robert Cameron Mitchell & Richard T. Carson
Current Issues in the Design, Administration, and Analysis of Contingent Valuation Surveys

93-55
December 1993
Farshid Vahid & Robert F. Engle
Non-Synchronous Common Cycles
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93-56
December 1993
Andrew Levin & Chien-Fu Lin
Unit Root Tests in Panel Data: New Results
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See also 92-23

UCSD Department of Economics
Revised Papers 1993

90-34R
October 1993
Anna Alberini & Richard T. Carson
Choice of Thresholds for Efficient Binary Discrete Choice Estimation

90-42R
January 1993
Chung-Ming Kuan, Kurt Hornik, & Halbert White
A Convergence Result for Learning in Recurrent Neural Networks

91-22R
August 1993
Leo K. Simon & Maxwell B. Stinchcombe
Equilibrium Refinement for Infinite Games (formerly "Equilibrium Refinement in Infinite Games: The Compact and Continuous Case")

91-29R
September 1993
Lakshmi K. Raut
R&D Spillover and Productivity Growth: Evidence from Indian Private Firms

91-39R
December 1993
Yongmiao Hong & Halbert White
Consistent Specification Testing via Nonparametric Series Regression

92-02R
June 1993
Vincent Crawford
Adaptive Dynamics in Coordination Games

92-12R
August 1993
Lakshmi K. Raut
Partial Liberalization, Exports and Productivity Growth of Indian Private Firms

92-24R
June 1993
Valerie R. Bencivenga, Bruce D. Smith & Ross M. Starr
Liquidity of Secondary Capital Markets: Allocative Efficiency and the Maturity Composition of the Capital Stock

92-42R
August 1993
Theodore Groves
Two Essays on Voting Procedures and the Budget Deficit -- Essay 1: A Theorem of Voting Rules and Budget Deficits; Essay 2: Solving the Budget Deficit Problem: A Voting Scheme Proposal
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92-44R
November 1993
Robert F. Engle & Gary G.J. Lee
A Permanent and Transitory Component Model of Stock Return Volatility
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