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Working papers

On this page: 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999

2009


ALVAREZ-CUADRADO, Francisco and LONG, Ngo Van Envy and Inequality [.pdf]

ALVAREZ-CUADRADO, Francisco and POSCHKE, Markus Structural Change out of Agriculture: Labor Push versus Labor Pull [.pdf]

GRANTHAM, George French Agriculture 1250-1550: Crisis and Continuity [.pdf]

GRANTHAM, George Science and Its Transaction Costs: The Emergence of Insitutionalized Science, 1650-1850 [.pdf]

HUNT, Jennifer Which Immigrants Are Most Innovative and Entrepreneurial? Distinctions by Entry Visa [.pdf]

PARENT, Daniel Intergenerational Progress in Educational Attainment When Institutional Change Really Matters: A Case Study of Franco-Americans vs. French-Speaking Quebeckers [.pdf]

PARENT, Daniel (and HEYWOOD, John S.) Performance Pay and the White-Black Wage Gap [.pdf]

ZHU, Dongming and GALBRAITH, John Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution [.pdf]

ZHU, Dongming and GALBRAITH, John A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics [.pdf], Appendix C [.pdf]

ZINDE-WALSH, Victoria Errors-in-Variables Models: A Generalized Functions Approach [.pdf] Revised, first version 2007.


2008


BENCHEKROUN, Hassan (and WITHAGEN, Cees) Global Dynamics in a Growth Model With an Exhaustible Resource [.pdf]

BENCHEKROUN, Hassan (and WITHAGEN, Cees) Nonrenewable Resource Oligopolies and the Cartel-Fringe Game [.pdf]

DAVIDSON, Russell (and CORNEA, Adriana) A Refined Bootstrap for Heavy Tailed Distributions [.pdf]

DAVIDSON, Russell Testing for Restricted Stochastic Dominance: Some Further Results [.pdf]

GALBRAITH, John (and TKACZ, Greg) Electronic Transactions as High-Frequency Indicators of Economic Activity [.pdf]

GALBRAITH, John (and NORDEN, Simon Van) The Calibration of Probabilistic Economic Forecasts [.pdf]

GRIMARD, Franque, LASZLO, Sonia (and LIM, Wilfredo) Health, Aging and Socio-Economic Conditions in Mexico [.pdf]

HUNT, Jennifer (and GAUTHIER-LOISELLE, Marjolaine) How Much Does Immigration Boost Innovation? [.pdf]

LONG, Ngo Van (and WANG, Shengzu) Resource-Grabbing by Status-Conscious Agents [.pdf]


2007


ALVAREZ-CUADRADO, Francisco and LONG, Ngo Van A Mixed Bentham-Rawls Criterion for Intergenerational Equity: Theory and Implications [.pdf]

BENCHEKROUN, Hassan and LONG, Ngo Van A Class of Performance-Based Subsidy Rules [.pdf]

BROOKS, Leah (and PHILLIPS, Justin) Inside the Gift Horse's Mouth: City Spending, Political Institutions and the Community Development Block Grant Program [.pdf]

DAVIDSON, Russell Bootstrapping Econometric Models [.pdf]

DAVIDSON, Russell Reliable Inferfence for the Gini Index [.pdf]

DAVIDSON, Russell (and MACKINNON, James G.) Wild Bootstrap Tests for IV Regression [.pdf]

ENGLE-WARNICK, Jim, (ESCOBAL, Javier) and LASZLO, Sonia Ambiguity Aversion as a Predictor of Technology Choice: Experimental Evidence from Peru [.pdf]

GALBRAITH, John W. (and TKACZ, Greg) Forecast Content and Content Horizons for Some Important Macroeconomic Time Series [.pdf]

GRANTHAM, George What's Space Got To Do With It? Distance and Agricultural Productivity Before the Railway Age [.pdf]

HUNT, Jennifer Bribery in Health Care in Peru and Uganda [.pdf]

LONG, Ngo Van (and DO, Viet) International Outsourcing under Monopolistic Competition: Winners and Losers [.pdf]

SINITSYN, Maxim Characterization of the Support of the Mixed Strategy Price Equilibria in Oligopolies with Heterogeneous Consumers [.pdf]

SINITSYN, Maxim Pricing Dispersion in Duopolies with Heterogeneous Consumers [.pdf]

ZINDE-WALSH, Victoria Errors-in-Variables Models: a Generalized Functions Approach [.pdf]

ZINDE-WALSH, Victoria (and ZHU, Dongming) Properties and Estimation of Asymmetric Exponential Power Distribution [.pdf]

ZINDE-WALSH, Victoria (and SCHAFGANS, Marcia) Robust Average Derivative Estimation [.pdf]


2006


ALVAREZ-CUADRADO, Francisco Envy, Leisure and Restrictions on Working Hours [.pdf]

ALVAREZ-CUADRADO, Francisco Growth Outside the Stable Path: Lessons from the European Reconstruction [.pdf]

BENCHEKROUN, Hassan and LONG, Ngo Van The Curse of Windfall Gains in a Non Renewable Resource Oligopoly [.pdf]

BROOKS, Leah Unveiling Hidden Districts: Assessing the Adoption Patterns of Business Improvement Districts in California [.pdf]

BROOKS, Leah Volunteering to Be Taxed: Business Improvement Districts and the Extra-Governmental Provision of Public Safety [.pdf]

DAVIDSON, Russell Stochastic Dominance [.pdf]

DAVIDSON, Russell (and DUCLOS, Jean-Yves) Testing for Restricted Stochastic Dominance [.pdf]

DAVIDSON, Russell (and MACKINNON, James) Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables [.pdf]

DAVIDSON, Russell (and MACKINNON, James) Moments of IV and JIVE Estimators [.pdf]

ENGLE-WARNICk, Jim and LASZLO, Sonia Learning-By-Doing in an Ambiguous Environment [.pdf]

ENGLE-WARNICK, Jim (and RUFFLE, Bradley J.) Buyer Concentration as a Source of Countervailing Power: Evidence from Experimental Posted-Offer Markets [.pdf]

ENGLE-WARNICK, Jim, (ESCOBAL, Javier) and LASZLO, Sonia The Effect of an Additional Alternative on Measured Risk Preferences in a Laboratory Experiment in Peru [.pdf]

ENGLE-WARNICK, Jim (and LIEBBRANDT, Andreas) Who Gets the Last Word? An Experimental Study of the Effect of a Peer Review Process on the Expression of Social Norms [.pdf]

GALBRAITH, John W. (and TKACZ, Greg) How Far Can We Forecast? Forecast Content Horizons for Some Important Macroreconomic Time Series [.pdf]

GALBRAITH, John W. (and ZERNOV, Serguei) Extreme Dependence in the NASDAQ and S&P Composite Indexes [.pdf]

GALBRAITH, John W. and ZINDE-WALSH, Victoria Reduced-Dimension Control Regression [.pdf]

GRANTHAM, George The Prehistoric Origins of European Economic Integration [.pdf]

GRIMARD, Franque and PARENT, Daniel Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking? [.pdf]

HUNT, Jennifer and LASZLO, Sonia Bribery: Who Pays, Who Refuses, What Are The Payoffs? [.pdf]

HUNT, Jennifer How Corruption Hits People When They are Down [.pdf]

KUNIMOTO, Takashi On the Non-Robustness of Nash Implementation [.pdf]

KUNIMOTO, Takashi The Robustness of Equilibrium Analysis: The Case of Undominated Nash Equilibrium [.pdf]

LONG, Ngo Van (and BAKSI, Soham) Recycling with Endogenous Renewable Resource [.pdf]

MACKINNON, Mary (and MINNS, Chris) The Costs of Doing Hard Time: A Penitentiary-based Regional Price Index for Canada, 1883-1923 [.pdf]
Appendix: Price Sources [.pdf]

PARENT, Daniel (LEMIEUX, Thomas and MACLEOD, Bentley W.) Performance Pay and Wage Inequality [.pdf]

SUTTHIPHISAL, Dhanoos Learning-By-Producing and the Geographic Links Between Invention and Production: Experience from the Second Industrial Revolution [.pdf]

XUE, Licun (and DIAMANTOUDI, Effrosyni) Coalitions, Agreements and Efficiency [.pdf]

XUE, Licun (and MACHO-STADLER, Ines) Winners and Losers from the Gradual Formation of Trading Blocs [.pdf]

ZINDE-WALSH, Victoria, GALBRAITH, John W. (and ZERNOV, Serguei) Asymptotics for Estimation of Truncated Infinite-Dimensional Quantile Regressions [.pdf]

ZINDE-WALSH, Victoria Kernel estimation when density may not exist [.pdf]

ZINDE-WALSH, Victoria (and KOTLYAROVA, Yulia) Non and semi-parametric estimation in models with unknown smoothness [.pdf]


2005


ALVAREZ-CUADRADO, Francisco A Quantitative Exploration of the Golden Age of European Growth: Structural Change, Public Investment, the Marshall Plan and Intra-European Trade [.pdf]

BENCHEKROUN, Hassan and XUE, Licun Cartel Stability in a Dynamic Oligopoly with Sticky Prices [.pdf]

DAVIDSON, Russell (and FLACHAIRE, Emmanuel) Asymptotic and Bootstrap Inference for Inequality and Poverty Measures [.pdf]

ENGLE-WARNICK, Jim (and TURDALIEV, Nurlan) An Experimental Test of Taylor-Type Rules With Inexperienced Central Bankers [.pdf]

ENGLE-WARNICK, Jim (and RUFFLE, Bradley J.) The Strategies Behind their Actions: A Method to Infer Repeated-Game Strategies and an Application to Buyer Behavior [.pdf]

MACKINNON, Mary and PARENT, Daniel Resisting the Melting Pot: The Long Term Impact of Maintaining Identity for Franco-Americans in New England [.pdf]

XUE, Licun (AMIR, Rabah and DIAMANTOUDI, Effrosyni) Merger Performance under Uncertain Efficiency Gains [.pdf]

XUE, Licun (and DIAMANTOUDI, Effrosyni) Lucas' Counter Example Revisited [.pdf]

ZINDE-WALSH, Victoria (and KOTLYAROVA, Yulia) Robust kernel estimator for densities of unknown smoothness [.pdf]


2004


DAVIDSON, Russell (and MACKINNON, James) The Case Against JIVE [.pdf]

ZINDE-WALSH, Victoria (and KOTLYAROVA, Yulia) Improving the Efficiency and Robustness of the Smoothed Maximum Score Estimator [.pdf]


2003


ZINDE-WALSH, Victoria (and PHILLIPS, Peter) Fractional Brownian motion as a differential generalized Gaussian process [.pdf]


2002


GALBRAITH, John W. (and ZERNOV, Serguei) Circuit Breakers and the Tail Index of Equity Returns [.pdf]

GALBRAITH, John W., (BRISSON, M.and CAMPBELL, B.) Forecasting Low-Predictability Time Series Using Diffusion Indices [.pdf]
Appendix [.pdf]

LONG, Ngo Van (and SHIMOMURA, Koji) Relative Wealth, Catching-up, and Economic Growth [.pdf]


2001


GALBRAITH, John W. and ZINDE-WALSH, Victoria Autoregressive-Based Estimators for ARFIMA Models [.pdf]

GALBRAITH, John W., ZINDE-WALSH, Victoria (and ZERNOV, Serguei) Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data [.pdf]

MACKINNON, Mary, (GREENM Alan and MINNS, Chris) Dominion or Republic? Migrants to North America from the United Kingdom, 1870-1910 [.pdf]

ZINDE-WALSH, Victoria (and SCHAFGANS, Marcia) See this web page for more information.

ZINDE-WALSH, Victoria Asymptotic Theory for some High Breakdown Point Estimators [.pdf]


2000


GALBRAITH, John W. and ZINDE-WALSH, Victoria Measurement of the Quality of Autoregressive Approximation with Econometric Applications [.pdf]

GALBRAITH, John W. and ZINDE-WALSH, Victoria Properties of Estimates of Daily GARCH Parameters [.pdf]


1999


GALBRAITH, John W. Content Horizons for Forecasts of Economic Time Series [.pdf]

GALBRAITH, John W., ZINDE-WALSH, Victoria (and ULLAH, Aman) Estimation of the Vector Moving Average Model by Vector Autoregression [.pdf]

GALBRAITH, John W. (and TKACZ, Greg) Testing for Asymmetry in the Link Between the Yield Spread and Output in the G-7 Countries [.pdf]

OLADI, Gholamreza International Involuntary Lending and Contingent Default Threat [.pdf]

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