Discussion Papers
2004-01
January 2004
Dimitris N. Politis
A Heavy-Tailed Distribution for ARCH Residuals With Application Tovolatility Prediction
2004-02 (The Nobel Lecture)
January 2004
Clive W.J. Granger
Time Series Analysis, Cointegration, and Applications
2004-03
January 2004
Michael D. Noel
Edgeworth Price Cycles: Evidence From The Toronto Retail Gasoline Market
2004-04
January 2004
Michael D. Noel
Edgeworth Price Cycles: Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets
2004-05
February 2004
Marc-Andreas Muendler
Estimating Production Functions When Productivity Change is Endogenous
2004-06
February 2004
Marc-Andreas Muendler
Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998
2004-07
May 2004
Christopher Bowdler (Nuffield College, University of Oxford)
Eilev S. Jansen (Norges Bank and Norwegian University of Science and Technology)
Testing for a Time-Varying Price-Cost Mark
up in the Euro Area Inflation Process
2004-08
June 2004
Graham Elliott
Michael Jannsson (UC Berkeley)
Elena Pesavento (Emory University)
Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity
2004-09
August 2004
Marc-Andreas Muendler
The Existence of Informationally Efficient Markets When Individuals Are Rational
2004-10
August 2004
Graham Elliott
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions
2004-11
September 2004
Miguel A. Costa-Gomes (University of York)
Vincent P. Crawford
Cognition and Behavior in Two-Person Guessing Games: An Experimental Study
2004-12
September 2004
Vincent P. Crawford
Nagore Iriberri
Fatal Attraction: Focality, Naivete, and Sophistication in Experimental "Hide-and-Seek" Games
2004-13
September 2004
Michael D. Noel
Edgeworth Price Cycles: Computational Dynamic Markov Equilibria
2004-14
November 2004
Patrik Guggenberger (UCLA)
Yixiao Sun
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
2004-15
November 2004
Peter C.B. Phillips (Yale University)
Yixiao Sun
Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation
2004-16
December 2004
Hoyt Bleakley
Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations
2004-17
December 2004
Marc Muendler
Location Choice and Employment Decisions: A Comparison of German and Swedish Multinationals
| 
