The 72 records in series RePEc:ecm:emetrp.

  1. Stiglitz () “Distribution of Income and Wealth among Individuals.” / RePEc:ecm:emetrp:v:37:y:1969:i:3:p:382-97
  2. Wu () “Alternative Tests of Independence Between Stochastic Regressors and Disturbances.” / RePEc:ecm:emetrp:v:41:y:1973:i:4:p:733-50
  3. Griliches () “Errors in Variables and Other Unobservables.” / RePEc:ecm:emetrp:v:42:y:1974:i:6:p:971-98
  4. Muellbauer () “Community Preferences and the Representative Consumer.” / RePEc:ecm:emetrp:v:44:y:1976:i:5:p:979-99
  5. Fuller () “Some Properties of a Modification of the Limited Information Estimator.” / RePEc:ecm:emetrp:v:45:y:1977:i:4:p:939-53
  6. Hausman () “Specification Tests in Econometrics.” / RePEc:ecm:emetrp:v:46:y:1978:i:6:p:1251-71
  7. Calvo () “On the Time Consistency of Optimal Policy in a Monetary Economy.” / RePEc:ecm:emetrp:v:46:y:1978:i:6:p:1411-28
  8. Heckman () “Sample Selection Bias as a Specification Error.” / RePEc:ecm:emetrp:v:47:y:1979:i:1:p:153-61
  9. Breusch, Pagan () “A Simple Test for Heteroscedasticity and Random Coefficient Variation.” / RePEc:ecm:emetrp:v:47:y:1979:i:5:p:1287-94
  10. Sims () “Macroeconomics and Reality.” / RePEc:ecm:emetrp:v:48:y:1980:i:1:p:1-48
  11. Kiefer () “A Note on Switching Regressions and Logistic Discrimination.” / RePEc:ecm:emetrp:v:48:y:1980:i:4:p:1065-69
  12. White () “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.” / RePEc:ecm:emetrp:v:48:y:1980:i:4:p:817-38
  13. Blanchard, Kahn () “The Solution of Linear Difference Models under Rational Expectations.” / RePEc:ecm:emetrp:v:48:y:1980:i:5:p:1305-11
  14. LeRoy, Porter () “The Present-Value Relation: Tests Based on Implied Variance Bounds.” / RePEc:ecm:emetrp:v:49:y:1981:i:3:p:555-74
  15. Dickey, Fuller () “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.” / RePEc:ecm:emetrp:v:49:y:1981:i:4:p:1057-72
  16. Loury () “Intergenerational Transfers and the Distribution of Earnings.” / RePEc:ecm:emetrp:v:49:y:1981:i:4:p:843-67
  17. Nickell () “Biases in Dynamic Models with Fixed Effects.” / RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1417-26
  18. Bourguignon () “Pareto Superiority of Unegalitarian Equilibria in Stiglitz' Model of Wealth Distribution with Convex Saving Function.” / RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1469-75
  19. Nakamura, Nakamura () “On the Relationships among Several Specification Error Tests Presented by Durbin, Wu, and Hausman.” / RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1583-88
  20. Hayashi () “Tobin's Marginal q and Average q: A Neoclassical Interpretation.” / RePEc:ecm:emetrp:v:50:y:1982:i:1:p:213-24
  21. Holly () “A Remark on Hausman's Specification Test.” / RePEc:ecm:emetrp:v:50:y:1982:i:3:p:749-59
  22. Hansen () “Large Sample Properties of Generalized Method of Moments Estimators.” / RePEc:ecm:emetrp:v:50:y:1982:i:4:p:1029-54
  23. Engle () “Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.” / RePEc:ecm:emetrp:v:50:y:1982:i:4:p:987-1007
  24. Tirole () “On the Possibility of Speculation under Rational Expectations.” / RePEc:ecm:emetrp:v:50:y:1982:i:5:p:1163-81
  25. Kydland, Prescott () “Time to Build and Aggregate Fluctuations.” / RePEc:ecm:emetrp:v:50:y:1982:i:6:p:1345-70
  26. Cragg () “More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form.” / RePEc:ecm:emetrp:v:51:y:1983:i:3:p:751-63
  27. Hausman, Hall, Griliches () “Econometric Models for Count Data with an Application to the Patents-R&D Relationship.” / RePEc:ecm:emetrp:v:52:y:1984:i:4:p:909-38
  28. Cox, Ingersoll, Ross () “An Intertemporal General Equilibrium Model of Asset Prices.” / RePEc:ecm:emetrp:v:53:y:1985:i:2:p:363-84
  29. Cox, Ingersoll, Ross () “A Theory of the Term Structure of Interest Rates.” / RePEc:ecm:emetrp:v:53:y:1985:i:2:p:385-407
  30. Tirole () “Asset Bubbles and Overlapping Generations.” / RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1499-1528
  31. Abel, Blanchard () “The Present Value of Profits and Cyclical Movements in Investment.” / RePEc:ecm:emetrp:v:54:y:1986:i:2:p:249-73
  32. Diewert, Wales () “Flexible Functional Forms and Global Curvature Conditions.” / RePEc:ecm:emetrp:v:55:y:1987:i:1:p:43-68
  33. Engle, Granger () “Co-integration and Error Correction: Representation, Estimation, and Testing.” / RePEc:ecm:emetrp:v:55:y:1987:i:2:p:251-76
  34. Phillips () “Time Series Regression with a Unit Root.” / RePEc:ecm:emetrp:v:55:y:1987:i:2:p:277-301
  35. Engle, Lilien, Robins () “Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model.” / RePEc:ecm:emetrp:v:55:y:1987:i:2:p:391-407
  36. Lucas, Stokey () “Money and Interest in a Cash-in-Advance Economy.” / RePEc:ecm:emetrp:v:55:y:1987:i:3:p:491-513
  37. Newey, West () “A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.” / RePEc:ecm:emetrp:v:55:y:1987:i:3:p:703-08
  38. Stock () “Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors.” / RePEc:ecm:emetrp:v:55:y:1987:i:5:p:1035-56
  39. MacLeod, Malcomson () “Implicit Contracts, Incentive Compatibility, and Involuntary Unemployment.” / RePEc:ecm:emetrp:v:57:y:1989:i:2:p:447-80
  40. Brown, Walker () “The Random Utility Hypothesis and Inference in Demand Systems.” / RePEc:ecm:emetrp:v:57:y:1989:i:4:p:815-29
  41. Sowell () “The Fractional Unit Root Distribution.” / RePEc:ecm:emetrp:v:58:y:1990:i:2:p:495-505
  42. Nelson () “Conditional Heteroskedasticity in Asset Returns: A New Approach.” / RePEc:ecm:emetrp:v:59:y:1991:i:2:p:347-70
  43. Lewbel () “The Rank of Demand Systems: Theory and Nonparametric Estimation.” / RePEc:ecm:emetrp:v:59:y:1991:i:3:p:711-30
  44. Andrews () “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation.” / RePEc:ecm:emetrp:v:59:y:1991:i:3:p:817-58
  45. Browning, Meghir () “The Effects of Male and Female Labor Supply on Commodity Demands.” / RePEc:ecm:emetrp:v:59:y:1991:i:4:p:925-51
  46. Lo () “Long-Term Memory in Stock Market Prices.” / RePEc:ecm:emetrp:v:59:y:1991:i:5:p:1279-313
  47. Johansen () “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models.” / RePEc:ecm:emetrp:v:59:y:1991:i:6:p:1551-80
  48. Detemple, Zapatero () “Asset Prices in an Exchange Economy with Habit Formation.” / RePEc:ecm:emetrp:v:59:y:1991:i:6:p:1633-57
  49. Cumby, Huizinga () “Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions.” / RePEc:ecm:emetrp:v:60:y:1992:i:1:p:185-95
  50. Heath, Jarrow, Morton () “Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation.” / RePEc:ecm:emetrp:v:60:y:1992:i:1:p:77-105
  51. Bollerslev, Engle () “Common Persistence in Conditional Variances.” / RePEc:ecm:emetrp:v:61:y:1993:i:1:p:167-86
  52. Stock, Watson () “A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems.” / RePEc:ecm:emetrp:v:61:y:1993:i:4:p:783-820
  53. Andrews () “Tests for Parameter Instability and Structural Change with Unknown Change Point.” / RePEc:ecm:emetrp:v:61:y:1993:i:4:p:821-56
  54. Gallant, Rossi, Tauchen () “Nonlinear Dynamic Structures.” / RePEc:ecm:emetrp:v:61:y:1993:i:4:p:871-907
  55. Imbens, Angrist () “Identification and Estimation of Local Average Treatment Effects.” / RePEc:ecm:emetrp:v:62:y:1994:i:2:p:467-75
  56. Fudenberg, Levine, Maskin () “The Folk Theorem with Imperfect Public Information.” / RePEc:ecm:emetrp:v:62:y:1994:i:5:p:997-1039
  57. Hayashi, Altonji, Kotlikoff () “Risk-Sharing between and within Families.” / RePEc:ecm:emetrp:v:64:y:1996:i:2:p:261-94
  58. Hansen () “Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis.” / RePEc:ecm:emetrp:v:64:y:1996:i:2:p:413-30
  59. Persson, Tabellini () “Federal Fiscal Constitutions: Risk Sharing and Moral Hazard.” / RePEc:ecm:emetrp:v:64:y:1996:i:3:p:623-46
  60. Elliott, Rothenberg, Stock () “Efficient Tests for an Autoregressive Unit Root.” / RePEc:ecm:emetrp:v:64:y:1996:i:4:p:813-36
  61. Olley, Pakes () “The Dynamics of Productivity in the Telecommunications Equipment Industry.” / RePEc:ecm:emetrp:v:64:y:1996:i:6:p:1263-97
  62. Douglas Staiger, James H. Stock () “Instrumental Variables Regression with Weak Instruments” / RePEc:ecm:emetrp:v:65:y:1997:i:3:p:557-586
  63. Michihiro Kandori, Hitoshi Matsushima () “Private Observation, Communication and Collusion” / RePEc:ecm:emetrp:v:66:y:1998:i:3:p:627-652
  64. Peter C. B. Phillips, Hyungsik R. Moon () “Linear Regression Limit Theory for Nonstationary Panel Data” / RePEc:ecm:emetrp:v:67:y:1999:i:5:p:1057-1112
  65. James H. Stock, Jonathan Wright () “GMM with Weak Identification” / RePEc:ecm:emetrp:v:68:y:2000:i:5:p:1055-1096
  66. Serena Ng, Pierre Perron () “LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power” / RePEc:ecm:emetrp:v:69:y:2001:i:6:p:1519-1554
  67. Jinyong Hahn, Jerry Hausman () “A New Specification Test for the Validity of Instrumental Variables” / RePEc:ecm:emetrp:v:70:y:2002:i:1:p:163-189
  68. Dilip Abreu, Markus K. Brunnermeier () “Bubbles and Crashes” / RePEc:ecm:emetrp:v:71:y:2003:i:1:p:173-204
  69. Marc J. Melitz () “The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity” / RePEc:ecm:emetrp:v:71:y:2003:i:6:p:1695-1725
  70. Martin Brown, Armin Falk, Ernst Fehr () “Relational Contracts and the Nature of Market Interactions” / RePEc:ecm:emetrp:v:72:y:2004:i:3:p:747-780
  71. Donghoon Lee, Kenneth I. Wolpin () “Intersectoral Labor Mobility and the Growth of the Service Sector” / RePEc:ecm:emetrp:v:74:y:2006:i:1:p:1-46
  72. Nicholas Bloom () “The Impact of Uncertainty Shocks” / RePEc:ecm:emetrp:v:77:y:2009:i:3:p:623-685