| BU ECONOMICS WORKING PAPERS 2005 |
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48) "Understanding Spurious Regression in Financial Economics"
Ai Deng (dengai@bu.edu), December 2005
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47) "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change"
Ai Deng, Pierre Perron (perron@bu.edu), November 2005
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46) "The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions"
Ai Deng, Pierre Perron (perron@bu.edu), November 2005
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45) "Skill-biased Technology Adoption: Evidence for the Chilean manufacturing sector"
Olga M. Fuentes (ofuentes@bu.edu), Simon Gilchrist (sgilchri@bu.edu), November 2005
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44) "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data"
Pierre Perron (perron@bu.edu), Tatsuma Wada, October 2005
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43) "Temptation-Driven Preferences"
Eddie Dekel, Barton L. Lipman (blipman@bu.edu), Aldo Rustichini, October 2005
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42)"Representing Preferences with a Unique Subjective State Space: Corrigendum"
Eddie Dekel, Barton L. Lipman (blipman@bu.edu), Aldo Rustichini, Todd Sarver, October 2005
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41) "Bia Correction in Panel Data Models with Individual Specific Parameters"
Iván Fernández-Val (ivanf@bu.edu), October 2005
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40) "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution"
Hanno Lustig, Adrien Verdelhan (av@bu.edu), October 2005
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39) "Choice and Normative Preference"
Jawwad Noor (jnoor@bu.edu), October 2005
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38) "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects"
Iván Fernández-Val (ivanf@bu.edu), October 2005
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37) "Estimating Deterministic Trends with an Integrated or Stationary Noise Component"
Pierre Perron (perron@bu.edu), Tomoyoshi Yabu, July 2005 (first version October 2004)
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36) "Health Insurance Decisions, Expectations, and Job Turnover"
Randall P. Ellis (ellisrp@bu.edu), Ching-To Albert Ma (ma@bu.edu), September 2005
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35) “Bankruptcy Law, Bonded Labor and Inequalit"
Ulf von Lilienfeld-Toal, Dilip Mookherjee (dilipm@bu.edu), September 2005
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34) "Decentralization, Hierarchies and Incentives: A Mechanism Design Perspective"
Dilip Mookherjee (dilipm@bu.edu), September 2005
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33) "Life-Cycle Consumption Plans and Portfolio Policies in a Health-Jarrow-Morton Economy”
Jonathan Treussard (jtreussa@bu.edu), September 2005
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32) "A Habit-Based Explanation of the Exchange Rate Risk Premium"
Adrien Verdelhan (av@bu.edu), August 2005
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31) "Let's Take a Break: Trend and Cycles in US Real GDP"
Pierre Perron (perron@bu.edu),Tatsuma Wada, August 2005, (first version January 2005)
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30) "A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend"
Ai Deng, Pierre Perron (perron@bu.edu), August 2005
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29) "On the Validity of Risk Measures Over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put ”
Jonathan Treussard (jtreussa@bu.edu), August 2005
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28) "Theory versus Empirics in Development Economics: A Symposium"
Abhijit Banerjee, Pranab Bardhan, Kaushik Basu, Ravi Kanbur (Editor),
Dilip Mookherjee (dilipm@bu.edu), Debraj Ray, August 2005
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49) "Non-Bayesian Updating: A Theoretical Framework"
Larry G. Epstein, Jawwad Noor (jnoor@bu.edu), Alvaro Sandroni, July 2005
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27) "Complementarities in Information Acquisition with Short-Term Trades"
Christophe Chamley (chamley@bu.edu), July 2005
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26) "Testing for Shifts in Trend with an Integrated or Stationary Noise Component"
Pierre Perron (perron@bu.edu), Tomoyoshi Yabu, July 2005
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25) "Non-Bayesian Updating: A Theoretical Framework"
Larry G. Epstein, Jawwad Noor (jnoor@bu.edu), Alvaro Sandroni, July 2005
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24) "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects"
Jinyong Hahn, Jerry Hausman, Guido Kuersteiner (gkuerste@bu.edu), July 2005
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23) "Decentralization, Corruption and Government Accountability: An Overview"
Pranab Bardhan, Dilip Mookherjee (dilipm@bu.edu), June 2005
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22) “Occupational Diversity and Endogenous Inequality"
Dilip Mookherjee (dilipm@bu.edu), Debraj Ray, June 2005
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21) "Switching Costs in Infinitely Repeated Games"
Ruqu Wang, Barton L. Lipman (blipman@bu.edu), June 2005
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20) "Where do you run after you run for cover? A model of the demand for private health insurance in Australia"
Randall P. Ellis (ellisrp@bu.edu), June 2005
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19) "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk" appendix, data
Hanno Lustig, Adrien Verdelhan (av@bu.edu), May 2005
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18) "From Famers to Merchants: A Human Capital Interpretion of Jewish Economic History”
Maristella Botticini (maristel@bu.edu), Zvi Eckstein, May 2005
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17) "Dealing with Structural Breaks"
Pierre Perron (perron@bu.edu), April 2005
*forthcoming in the Palgrave Handbook of Econometrics, Volume 1: Econometric Theory.
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16) "Another Look at the Identification of Dynamic Discrete Decision Processes"
Victor Aguirregabiria (vaguirre@bu.edu), April 2005
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15) "Temptation, Welfare and Revealed Preference"
Jawwad Noor (jnoor@bu.edu), April 2005
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14) "Commitment and Self-Control"
Jawwad Noor (jnoor@bu.edu), April 2005
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13) “Home Production, Market Production, and the Gender Wage Gap: Incentives and Expectations"
Rasmus Lentz, Claudia Olivetti (olivetti@bu.edu), April 2005
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12) “Estimating and Testing Multiple Structural Changes in Multivariate Regressions"
Pierre Perron (perron@bu.edu), Zhongjun Qu, March 2005 (first version October 2004)
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11) "Workers Sortings, Taxes and Health Insurance Coverage"
Kevin Lang (lang@bu.edu), Hong Kang, March 2005
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10) "Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests"
Jerry Hausman, Guido Kuersteiner (gkuerste@bu.edu), March 2005
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09) "Finite Order Implications Of Common Priors"
Barton L. Lipman (blipman@bu.edu), March 2005
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08) “Unequal Pay or Unequal Employment? A Cross-country Analysis of Gender Gaps"
Claudia Olivetti (olivetti@bu.edu), Barbara Petrongolo, March 2005
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07) "Option Execise with Temptation"
Jianjun Miao (miaoj@bu.edu), March 2005
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06) “Asymmetric Information from Physician Agency: Optimal Payment and Healthcare Quantity"
Philippe Chone, Ching-To Albert Ma (ma@bu.edu), Feburary 2005
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05) "Temptation-Driven Preferences"
Eddie Dekel, Barton L. Lipman (blipman@bu.edu), Aldo Rustichini, Feburary 2005
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04) "An Empirical Model of Growth Through Product Innovation"
Dale T. Mortensen, Rasmus Lentz (rlentz@bu.edu) , January 2005
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03) "Numerical Solution of Dynamic Non-Optimal Economies"
Jianjun Miao (miaoj@bu.edu), January 2005
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02) "Operating Leverage, Stock Market Cyclicality and the Cross-Section of Returns"
Francois Gourio (fgourio@bu.edu), January 2005
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01) "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria"
Victor Aguirregabiria (vaguirre@bu.edu), Predo Mira, January 2005
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| *working papers, 2009 |
| *working papers, 2008 |
| *working papers, 2007 |
| *working papers, 2006 |
| *working papers, 2005 |
| *working papers, 2004 |
| *working papers, 2003 |
| *working papers, 2002 |
| *working papers, 2001 |
| *working papers, 2000 |
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May 19 2009 |
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