| |
|
|
| BU ECONOMICS WORKING PAPERS 2008 |
| |
20)"Testing for Multiple Structural Changes in Cointegrated Regression Models"
Mohitosh Kejriwal, Pierre Perron (perron@bu.edu), September 2006; Revised February 2008. (additional tables of critical values available here), Forthcoming in Journal of Business and Economic Statistics.
|
19) "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses" Josep Lluís Carrion-i-Silvestre, Dukpa Kim, Pierre Perron (perron@bu.edu), September 2007, Revised Jenuary 2008.
|
18) "SYMMETRY OF EVIDENCE WITHOUT
EVIDENCE OF SYMMETRY"
Larry G. Epstein (lepstein@bu.edu), Kyoungwon Seo, December 2008
|
17) "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors" Pierre Perron (perron@bu.edu), Yohei Yamamoto, June 2008; Revised September 2008.
|
16) "Time-Series Predictability in the Disaster Model"
François Gourio (fgourio@bu.edu), September 2008
|
15) "Rationing Poor Consumers to Reduce Prices"
Simona Grassi, Ching-To Albert Ma (ma@bu.edu), September 2008
|
14) "Identification and Estimation of Marginal Effects in Nonlinear Panel Models"
Victor Chernozhukov, Ivan Fernandez-Val (ivanf@bu.edu), Jinyong Hahn, Whitney Newey,
September 2008; Revised February 2009.
|
13) "Run for Cover Now or Later? The impact of premiums, threats and deadlines on supplementary
private health insurance in Australia"
Randall P. Ellis (ellisrp@bu.edu), Elizabeth Savage, September 2008
|
12) "Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model" Yang K. Lu, Pierre Perron (perron@bu.edu), July 2008, Revised April 2009.
|
11) "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model" Pierre Perron (perron@bu.edu), Jing Zhou, July 2008.
|
10) "Testing for Breaks in Coefficients and Error Variance: Simulations and Applications" Pierre Perron (perron@bu.edu), Jing Zhou, July 2008.
|
09) "Aggregate and Idiosyncratic Risk
in a Frictional Labor Market"
Leena Rudanko (rudanko@bu.edu), this version: July 2008, first version: August 2006.
|
08) "Public Sector Rationing and Private Sector Selection"
Simona Grassi, Ching-To Albert Ma (ma@bu.edu), July 2008
|
07) "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices" Pierre Perron (perron@bu.edu), Zhongjun Qu, June 2008.
|
06) "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests" Pierre Perron (perron@bu.edu), Yohei Yamamoto, May 2008.
|
05) "INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS"
Victor Chernozhukov, Ivan Fernandez-Val (ivanf@bu.edu), Blaise Melly, May 2008
|
04) "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices" Pierre Perron (perron@bu.edu), Zhongjun Qu, February 2008; revised August 2008.
|
03) "Labor Market Dynamics under
Long Term Wage Contracting"
Leena Rudanko (rudanko@bu.edu), current version: February 2008, first version: December 2004.
|
02) "Firm Heterogeneity and
the Long-Run E¤ects of Dividend Tax Reform"
François Gourio (fgourio@bu.edu), Jianjun Miao, February 2008
|
01) "Is there a majority to support a capital tax cut?"
François Gourio (fgourio@bu.edu), January 2008
|
| |
| *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 |
| |
May 19 2009 |
| |
|
|
|
|