Discussion Papers
2003-01
January 2003
Yixiao Sun
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes
2003-02
January 2003
Yixiao Sun
A Convergent t-statistic in Spurious Regressions
2003-03
January 2003
Kate Antonovics, Peter Arcidiacono, and Randall Walsh
Games and Discrimination: Lessons From the Weakest Link
2003-04
January 2003
Gawon Yoon
A Simple model that generates stylized facts of returns
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2003-05
April 2003
Peter C. B. Phillips, Yixiao Sun, and Sainan Jin
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
2003-06
April 2003
Yixiao Sun
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series
2003-07
April 2003
Graham Elliott and Ulrich K. Mueller
Optimally Testing General Breaking Processes in Linear Time Series Models
2003-08
May 2003
Kate Antonovics, Peter Arcidiacono, and Randall Walsh
Competing Against the Opposite Sex
2003-09
June 2003
Raffaella Giacomini and Halbert White
Tests of conditional predictive ability
2003-10
July 2003
Kate Antonovics and Arthur S. Goldberger
Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital
2003-11
August 2003
Liangjun Su and Halbert White
A Consistent Characteristic-Fuction-Based Test for Conditional Independence
2003-12
September 2003
Tae-Hwan Kim and Halbert White
On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index
Part 1 , Part 2 , Part 3 , Part 4
2003-13
October 2003
Steven Scroggin
Bounded Rationality in Randomization
2003-14
October 2003
Liangjun Su and Halbert White
Testing Conditional Independence Via Empirical
2003-15
November 2003
Kate Antonovics and Robert Town
Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium
2003-16
December 2003
Dimitris N. Politis
Model-Free Volatility Prediction
REVISED PAPERS
2001-03R
June 2002
Michael Owyang and Garey Ramey
Regime Switching and Monetary Policy Measurement
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