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Abstracts: 6A direct proof of the Coase conjecture. Liapunov-Richter theorem in B-convex spaces. On the edgeworth's conjecture in finitely additive economies with restricted coalitions
Abstracts: A cardinal characterization of the Rubinstein-Safra-Thomson axiomatic bargaining theory. Subjective probability monotonicity: or how Machina's mom may also be probabilistically sophisticated
Abstracts: A comment of Aumann's Bayesian view. Efficiency and immediate agreement: a reply to Hart and Levy. Asymptotic efficiency in large exchange economies with asymmetric information
Abstracts: A common model approach to macroeconomics: using panel data to reduce sampling error. International transmission mechanism of stock market movements: Evidence from emerging equity markets
Abstracts: A comparison of approximate Bayesian forecasting methods for non-Gaussian time series. ARMA models and the Box-Jenkins methodology
Abstracts: A comparison of the real-time performance of business cycle dating methods. Modelling around-the-clock price discovery for cross-listed stocks using state space methods
Abstracts: A continuity property for local price adjustment mechanisms. Duality and consumption decisions under income and price risk
Abstracts: A converging algorithm for a linear exchange model. Recursive utility and optimal growth under certainty. PDE solutions of stochastic differential utility
Abstracts: Adaptive dynamics in coordination games. p-Dominance and belief potential. Learning, mutation, and long run equilibria in games
Abstracts: A discrete stochastic model for investment with an application to the transaction costs case. Optimal investment with taxes: An existence result
Abstracts: Adjusting judgemental extrapolations using Theil's method and discounted weighted regression. Effect of regressor forecast error on the variance of regression forecasts
Abstracts: Adoption of uncertain multi-stage technology projects: a real options approach. On the Shapley-Scarf economy: the case of multiple types of indivisible goods
Abstracts: Advertising restrictions and concentration: the case of malt beverages. Rationality of preliminary money stock estimates
Abstracts: Advertising restrictions and concentration: the case of malt beverages. part 2 New firm survival: new results using a hazard function
Abstracts: A dynamic model selection procedure to forecast using multi-process models. Robust modelling of ARCH models
Abstracts: A dynamic structural model for stock return volatility and trading volume. Bias of s(super 2) in the linear regression model with correlated errors
Abstracts: A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion. A cautionary note on outlier robust estimation of threshold modelsn
Abstracts: A fractal forecasting model for financial time series. The importance of interest rates for forecasting the exchange rate
Abstracts: A general model of dynamic labor demand. Taxes, fringe benefits and faculty. A model of layoff, search and job choice and its estimation
Abstracts: Aggregate consumption and saving in the postwar United States. Survey expectations in the time series consumption function
Abstracts: Aggregate demand shifts, income distribution, and the Linder hypothesis. Lifetime and annual marginal costs of redistribution in England, Sweden, and the United States
Abstracts: A group decision device: its Pareto-like optimality. Generic non-existence of equilibria in finance models. Restricting independence to convex cones
Abstracts: A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets. Martingale densities for general asset prices
Abstracts: Alcohol advertising and motor vehicle fatalities. Brand capital and incumbent firms' positions in evolving markets
Abstracts: A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK
Abstracts: Alternative models of choice under uncertainty and demand for health insurance. The theory and measurement of producer response under quotas
Abstracts: A model of strategic behaviour in repeated games. Anonymous sequential games with aggregate uncertainty. Evolution with state-dependent mutations
Abstracts: A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Abstracts: A modified switching regression model for earnings differentials between the public and private sectors in the Netherlands
Abstracts: An adjustment process for nonconvex production economies. Descending price multi-item auctions. Dispersed initial ownership and the efficiency of the stock market under moral hazard
Abstracts: An alternative estimator for the censored quantile regression model. Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Abstracts: Analysis of the US business cycle with a Vector-Markov-switching model. Misspecified prediction for time series
Abstracts: An application of the Shapley value to fair division with money. Serial cost sharing
Abstracts: An assessment of the relative importance of real interest rates, inflation, and term premiums in determining the prices of real and nominal U.K. bonds
Abstracts: A necessary and sufficient epistemic condition for playing backward induction. A note on ergodic distributions in two-agent economies
Abstracts: A necessary and sufficient epistemic condition for playing backward induction. part 2 Characterization of spannability of functions
Abstracts: An economic analysis of delayed primary school enrollment in a low income country: the role of early childhood nutrition
Abstracts: An empirical comparison of new product trial forecasting models. Ex-post and Ex-ante prediction of unobserved economic time series: a case study
Abstracts: An empirical comparison of new product trial forecasting models. part 2 When and what to buy: a nested logit model of coffee purchase
Abstracts: An evaluation of forecasting using leading indicators. The decomposition of forecast in seasonal ARIMA models
Abstracts: A new look at firm market value, investment, and adjustment costs. Investment under uncertain market conditions
Abstracts: An integrated model for manpower forecasting. Forecasting inflation using economic indicators: the case of France
Abstracts: An intelligent business forecaster for strategic business planning. An intelligent model selection and forecasting system
Abstracts: A non-weakly balanced game with non-empty bargaining set. Strategic bargaining, surplus sharing problems and the nucleolus
Abstracts: Anonymous sequential games with aggregate uncertainty. Stationary Markov equilibria on a non-compact self-justified set
Abstracts: A note on Abreu-Matsushima mechanisms. Virtual implementation in iteratively undominated strategies: complete information
Abstracts: A note on different concepts of generalized equilibria. Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices
Abstracts: A note on "State characteristics and the Location of Foreign Direct Investment Within the United States." (comment on article by Cletus C. Coughlin, Joseph V. Terza and Vachira Arromdee, Review of Economics and Statistics, vol. 73, Nov. 1991, p. 675)
Abstracts: A note on the optimum quantity of money. The existence of equilibrium in incomplete markets and the objective function of the firm
Abstracts: Antitrust settlements and trial outcomes. Tests of the specification of univariate and bivariate ordered probit
Abstracts: Approximate equilibrium in pure strategies for non-atomic games. Overlapping generations models with incomplete markets
Abstracts: A probabilistic model of learning in games. Learning in high stakes ultimatum games: an experiment in the Slovak Republic
Abstracts: A ratonal route to randomness. Institutional architectures and behavioral ecologies in the dynamics of financial markets
Abstracts: Arbitrage and approximation theory. Utility maximization under capital growth constraints. Global convergence of the stochastic tatonnement process
Abstracts: Arbitrage and control problems in finance. A presentation. Arbitrage and viability in securities markets with fixed trading costs
Abstracts: Are consumer durables important for business cycles? FISCAL POLICY AND CONSUMER BEHAVIOR. The dynamics of productivity in the telecommunications equipment industry
Abstracts: Are OLS estimates of the return to schooling biased downward? Another look. Do hostile takeovers reduce extramarginal wage payments?
Abstracts: Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Improved errors-in-variables estimators for grouped data
Abstracts: ARIMA models of the price level: an assessment of the multilevel adaptive learning process in the USA. A BVAR model for the Connecticut economy
Abstracts: A root-n consistent semiparametric estimator for related-effect binary response panel data. On the differential geometry of the Wald test with nonlinear restrictions
Abstracts: Arrow's theorem, countably many agents, and more visible invisible dictators. On isotopic dictators and homological manipulators
Abstracts: A semiparametric factor model of interest rates and tests of the affine term structure. Poverty and change in the macroeconomy: a synamic macroeconometric model
Abstracts: A semiparametric maximum likelihood estimator. Subject evaluation in social experiments. Information acquisition in auctions
Abstracts: A semiparametric method for predicting bankruptcy. Identifying the time-effect factors of multiple time series
Abstracts: A simple time series test of endogenous vs. exogenous growth models: an application to the United States. Productivity across industries and countries: time series theory and evidence
Abstracts: Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory. A non-Gaussian generalization of the airline model for robust seasonal adjustment
Abstracts: Assessing the historical accuracy of regional economic forecasts. Regional econometric income forecast accuracy
Abstracts: Asset equilibria in Lp spaces with complete markets: a duality approach. Testable restrictions on the equilibrium manifold under random preferences
Abstracts: A stochastic model of sequential bargaining with complete information. Renegotiation in finitely repeated games
Abstracts: A stopping rule for the computation of generalized method of moments estimator. The limiting distribution of the maximum rank correlation estimator
Abstracts: Asymmetric time series and temporal aggregation. Multivariate density forecast evaluation and calibration in financial risk management:high-frequency returns on foreign exchange
Abstracts: Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. Density forecasting in economics and finance
Abstracts: Asymptotically optimal smoothing with ARCH models. Idiosyncratic volatility, stock market volatility and expected stock returns
Abstracts: Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models. Revisiting the Sen poverty index
Abstracts: Asymptotic inference about predictive ability. Risk vulnerability and the tempering effect of background risk
Abstracts: Asymptotic normal and bootstrap inference in structural VAR analysis. A re-evaluation of the quasi-Bayes approach to the linear combination of forecasts
Abstracts: Asymptotic properties of equilibrium forecasts in Bayesian learning models. Simulation-based estimation of dynamic models with continuous equilibrium solutions
Abstracts: Asymptotic theory of integrated conditional moment tests. Robust Wald tests in SUR systems with adding-up restrictions
Abstracts: A theory of hyperfinite process: the complete removal of individual uncertainty via exact LLN. Unified treatment of the problem of existence of maximal elements in binary relations: a characterization
Abstracts: A topological invariant for competitive markets. Limited arbitrage is necessary and sufficient for the existence of an equilibrium
Abstracts: A two-sector overlapping-generations model: a global characterization of the dynamical system. The sequential equilibrium theory of reputation building: a further test
Abstracts: A two-sector overlapping-generations model: a global characterization of the dynamical system. part 2 Sufficient conditions for inessentiality
Abstracts: A two-step procedure for estimating linear simultaneous equations with unit roots. A simultaneous equations model of coffee brand pricing and advertising
Abstracts: A unified derivation of classical subjective expected utility models through cardinal utility. A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes
Abstracts: Autoregressive gamma processes. Stochastic models underlying CrostonEs method for intermittent demand forecasting
Abstracts: Autoregressive transformations in cointegrated regressions. The grid bootstrap and the autoregressive model. Multiple minima in the estimation of models with autoregressive disturbances
Abstracts: Axiomatic characterizations of the Walras correspondence for generalized economies. Bargaining set and anonymous core without the monotonicity assumption
Abstracts: Bargaining set and anonymous core without the monotonicity assumption. Endogenous collateral
Abstracts: Bayes inference for technological substitution data with data-based transformation. Bounds for the least squares extrapolation in non-linear AR(1) processes
Abstracts: Behavioral heterogeneity and structural properties of aggregate demand. Dispersed excess demands, the weak axiom and uniqueness of equilibrium
Abstracts: Bertrand-edgeworth equilibria in finite exchange economies. Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets
Abstracts: Best linear unbiased disaggregation of annual GDP to quarterly figures: the case of Malaysia. Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data
Abstracts: Beyond diffusion: an affordability model of the growth of new consumer durables. An aggregate sales model for consumer durables incorporating a time-varying mean replacement age
Abstracts: Bootstrap methods for median regression models. Identification and robustness with contaminated and corrupted data
Abstracts: Bootstrapping multivariate spectra. Modeling nonlinearity of business cycles: choosing between the CDR and STAR models
Abstracts: Bounded rational learning in differential information economies: core and value. An equivalence theorem for a differential information economy
Abstracts: Branch banking and the geography of bank pricing. Okun's coefficient: a comment. The direct costs of financial repression: evidence from India
Abstracts: Breaking trends and the money-output correlation. On cointegration and tests of forward market unbiasedness. The effects of inside and outside money on industrial production across spectral frequency bands
Abstracts: Campaign contributions and congressional voting: does the timing of contributions matter? Majority decisions based on differences of votes
Abstracts: Can Forecasters Forecast Successfully? Evidence from UK Betting Markets. Forecast performance of nonlinear error-correction models with multiple regimes
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