Discussion Papers
2000-01
January 2000
Patrice Bertail, Christian Haefke, Dimitris N. Politis, and Halbert White
A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Market Risks
2000-02R
July 2000
Miguel Costa-Gomes, Vincent P. Crawford, and Bruno Broseta
Cognition and Behavior in Normal-Form Games: An Experimental Study
2000-03
January 2000
Vincent P. Crawford
John Nash and the Analysis of Strategic Behavior
2000-04
April 2000
Christopher Stomberg and Halbert White
Bootstrapping the Information Matrix Test
2000-05
April 2000
Alan Schwartz and Joel Watson
Economic and Legal Aspects of Costly Recontracting
2000-06
May 2000
Graham Elliott and Michael Jansson
Testing for Unit Roots with Stationary Covariates
2000-07
May 2000
Ingolf Dittmann and Clive W.J. Granger
Properties of Nonlinear Transformations of Fractionally Integrated Processes
2000-08
May 2000
Marvin J. Barth III and Valerie A. Ramey
The Cost Channel of Monetary Transmission
2000-09
May 2000
Robert F. Engle
Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models
2000-10
June 2000
Vincent P. Crawford and Ping-Sing Kuo
A Dual Dutch Auction in Taipei: The Choice of Numeraire and Auction Form in Multi-Object Auctions with Bundling
2000-11
June 2000
Wouter J. den Haan and Andrew T. Levin
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
2000-12
June 2000
Niels Haldrup and Peter Lildholdt
Local Power Functions of Tests for Double Unit Roots
2000-13
June 2000
Niels Haldrup and Peter Lildholdt
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
2000-14
June 2000
Michael Jansson and Niels Haldrup
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
2000-15
June 2000
Niel Haldrup, Antonio Montanés, and Andreu Sanso
Measurement Errors and Outliers in Seasonal Unit Root Testing
2000-16
June 2000
Jesse Bull and Joel Watson
Evidence Disclosure and Verifiability
2000-17
July 2000
Peter Reinhard Hansen
The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes
2000-18
July 2000
George J. Borjas and Valerie A. Ramey
Market Responses to Interindustry Wage Differentials
2000-19
July 2000
Graham Elliott and James H. Stock
Confidence Intervals for Autoregressive Coefficients Near One
2000-20
August 2000
Julian R. Betts and Robert M. Costrell
Incentives and Equity Under Standards-Based Reform
2000-21
August 2000
Richard T. Carson and Robert Cameron Mitchell
Public Preferences Toward Environmental Risks: The Case of Trihalomethanes
2000-22
September 2000
Mark J. Machina
Payoff Kinks in Preferences over Lotteries
2000-23
September 2000
James D. Hamilton and Dong Heon Kim
A Re-examination of the Predictability of Economic Activity Using the Yield Spread
2000-24
September 2000
Elena Pesavento
Analytical Evaluation of the Power of Tests for the Absence of Cointegration
2000-25R
October 2001
Ross M. Starr
Why Is There Money? Endogenous Derivation of 'Money' as the Most Liquid Asset: A Class of Examples
2000-26
October 2000
Robert F. Engle and Andrew J. Patton
Impacts of Trades in an Error-Correction Model of Quote Prices
2000-27
October 2000
Tae-Hwan Kim, Douglas Stone, and Halbert White
Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights
2000-28
November 2000
Pu Shen and Ross M. Starr
Market Makers' Supply and Pricing of Financial Market Liquidity
2000-29
November 2000
Uzi Segal and Joel Sobel
Min, Max, and Sum
2000-30
November 2000
Leora Friedberg and Anthony Webb
The Impact of 401(k) Plans on Retirement
2000-31
December 2000
Julian R. Betts, Cameron W. Odgers, and Michael K. Wilson
The Effects of Unions on Research and Development: An Empirical Analysis Using Multi-Year Data
2000-32
December 2000
Sílvia Gonçalves and Halbert White
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
2000-33
December 2000
Julian R. Betts and Robert W. Fairlie
Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance
UCSD Department of Economics
Revised Papers 2000
96-24R
May 2000
Julian R. Betts
The Impact of School Resources on Womens Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women
96-36R
March 2000
Richard T. Carson, Nicholas E. Flores and Norman F. Meade
Contingent Valuation: Controversies and Evidence
99-04R
May 2000
Tae-Hwan Kim and Halbert White
James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator
99-07R
December 2000
Wouter J. den Haan, Garey Ramey, and Joel Watson
Liquidity Flows and Fragility of Business Enterprises
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