Centre for Decision Sciences and Econometrics Technical Reports
Submissions from 1988
Continuous Implementation of Constrained Rational Expectations Equilibria, David Wettstein
Submissions from 1987
Inflation and the Timing of Price Changes, John McMillan and Victoria Zinde-Walsh
The Econometric Analysis of Models with Risk Terms, A. R. Pagan and Aman Ullah
A Simple Proof of the Existence of Subgame Perfect Equilibria in Infinite-Action Games of Perfect Information, Philip J. Reny and Arthur J. Robson
Nonparametric Estimation of Econometric Functionals, Aman Ullah
Flexible Production Function Estimation by Nonparametric Kernel Estimators, H. D. Vinod and Aman Ullah
Submissions from 1986
Improving upon the Neyman-Person Approach to Testing Hypotheses, Noel Cressie and Peter B. Morgan
The VPRT: A Sequential Testing Procedure Dominating the SPRT, Noel Cressie and Peter B. Morgan
Competition for Agency Contracts, R. Preston McAfee and John McMillan
Nonparametric Recursive Estimation of a Multivariate, Marginal and Conditional DGP with an Application to Specification of Econometric Models, Radhey S. Singh and Aman Ullah
Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoid and Hypothesis Testing, Aman Ullah, V.K. Srivastava, R.A.L. Carter, and M.S. Srivastava
Submissions from 1985
On Formulating Wald Tests of Nonlinear Restrictions, Allan W. Gregory and Michael R. Veall
The Distribution of the Stein-Role Estimator in a Model with Non-Normal Disturbances, John L. Knight
An Operational Theory of Monopoly Union-Competitive Firm Interaction: New Predictions, A Simple Framework for Interpreting Existing Data, and Proposed Tests, Glenn M. MacDonald and Chris Robinson
A Positive Analysis of Multiproduct Firms in Market Equilibrium, Glenn M. MacDonald and Alan D. Slivinski
Auctions with a Stochastic Number of Bidders, R. Preston McAfee and John McMillan
The Revelation Principle with Costly Communication, R. Preston McAfee and John McMillan
Nonparametric Inference in Econometrics, Radhey S. Singh, Aman Ullah, and R.A.L. Carter
The Estimation of Probability Density Functions and its Applications in Econometrics, Aman Ullah and Radhey S. Singh
On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions, Victoria Zinde-Walsh and Aman Ullah