| 1 |
|
A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
|
Bobenrieth H, E. S. A.; Bobenrieth H, J. R. A.; Wright, B. D.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 2 |
|
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
|
Hidalgo, J.; Robinson, P. M.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 3 |
|
A Fractional Dickey-Fuller Test for Unit Roots
|
Dolado, J. J.; Gonzalo, J.; Mayoral, L.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 4 |
|
A Game-Theoretic View of the Fiscal Theory of the Price Level
|
Bassetto, M.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 5 |
|
A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem
|
Abdellaoui, M.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 6 |
|
Ambiguity, Risk, and Asset Returns in Continuous Time
|
Chen, Z.; Epstein, L.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 7 |
|
Anchoring Economic Predictions in Common Knowledge
|
Guesnerie, R.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 8 |
|
An Efficient Auction
|
Perry, M.; Reny, P. J.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 9 |
|
A New Specification Test for the Validity of Instrumental Variables
|
Hahn, J.; Hausman, J.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 10 |
|
An Experimental Study of Belief Learning Using Elicited Beliefs
|
Nyarko, Y.; Schotter, A.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 11 |
|
An Impossibility Theorem Concerning Multilateral International Comparison of Volumes
|
van Veelen, M.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 12 |
|
Architecture of Power Markets
|
Wilson, R.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 13 |
|
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
|
Johansen, S.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 14 |
|
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
|
Hahn, J.; Kuersteiner, G.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 15 |
|
A Theory of Diversity
|
Nehring, K.; Puppe, C.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 16 |
|
Band Spectral Regression with Trending Data
|
Corbae, D.; Ouliaris, S.; Phillips, P. C. B.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 17 |
|
Bootstrapping Autoregressive Processes with Possible Unit Roots
|
Inoue, A.; Kilian, L.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 18 |
|
Coarse Matching
|
McAfee, R. P.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 19 |
|
Collateral Avoids Ponzi Schemes in Incomplete Markets
|
Araujo, A.; Pascoa, M. R.; Torres-Martinez, J. P.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|
| 20 |
|
Comment on: "Do Sunspots Matter when Spot Market Equilibria Are Unique?"
|
Barnett, R. C.; Fisher, E. O.
|
ECONOMETRIC SOCIETY
|
2002
|
|
|
|