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Volume 64; Issue 3

Econometrica

Volume 64; Issue 3
2

Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative

Andrews, Donald W. K.
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 324 KB
english, 1996
3

Unemployment Insurance Rules, Joblessness, and Part-Time Work

McCall, Brian P.
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 791 KB
english, 1996
4

Nonparametric Pricing of Interest Rate Derivative Securities

Ait-Sahalia, Yacine
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 752 KB
english, 1996
5

Changes in Background Risk and Risk Taking Behavior

Eeckhoudt, Louis, Gollier, Christian, Schlesinger, Harris
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 223 KB
english, 1996
6

Federal Fiscal Constitutions: Risk Sharing and Moral Hazard

Persson, Torsten, Tabellini, Guido
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 527 KB
english, 1996
7

Convergence Rates of SNP Density Estimators

Fenton, Victor M., Gallant, A. Ronald
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 352 KB
english, 1996
8

Asymptotically Optimal Smoothing with Arch Models

Nelson, Daniel B.
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 407 KB
english, 1996
9

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

Bai, Jushan
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 672 KB
english, 1996
10

Maintaining a Reputation Against a Long-Lived Opponent

Celetani, Marco, Fudenberg, Drew, Levine, David K., Pesendorfer, Wolfgang
Journal:
Econometrica
Année:
1996
Langue:
english
Fichier:
PDF, 434 KB
english, 1996