Rice University Banner Image

Working Papers

 

2005-01. J. Isaac Miller and Joon Y. Park "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory"
2005-02. In-Moo Kim and Joon Y. Park "Iterative Maximum Likelihood Estimation of Cointegrating Vectors"
2005-03. Hervé Moulin "Minimizing the Worst Slowdown: Off-Line and On-Line"
2005-04. Justin Leroux "Strategyproof Profit Sharing: A Two-Agent Characterization"
2005-05. Justin Leroux "Strategyproof Profit Sharing in Partnerships: Improving upon Autarky"
2005-06. Yoosoon Chang, J. Isaac Miller, and Joon Y. Park "Extracting a Common Stochastic Trend: Theories with Some Applications"
2005-07. Joon Y. Park "The Spatial Analysis of Time Series"

Back to Top

2004-01. Suchan Chae and Herve Moulin "Bargaining among Groups: an Axiomatic Viewpoint."
2004-02. Joon Park "Nonstationary Nonlinear Heteroskedasticity in Regression" (with Heetaik Chung).
2004-03. Hervé Moulin and Yves Sprumont "On demand responsiveness in additive cost sharing," forthcoming in the Journal of Economic Theory.
2004-04. Hervé Moulin "On scheduling fees to prevent merging, splitting and transferring of jobs."
2004-05. Yoosoon Chang "Taking a New Contour: A Novel Approach to Panel Unit Root Tests."
2004-06. Hervé Moulin "Split-proof probabilistic scheduling."
2004-07. Justin Leroux "Strategy-proofness and efficiency are incompatible in production economies." Forthcoming in Economics Letters.
2004-08. Justin Leroux "Pooling private technologies: Improving upon autarky."
2004-09. Justin Leroux, John Rizzo, and Robin Sickles "Health, Mental Health, and Labor Productivity: The Role of Self-Reporting Bias."
2004-10. Yoosoon Chang and Joon Y. Park "Taking a New Contour: A Novel View on Unit Root Test."
2004-11. Joon Y. Park and Yoon-Jae Whang "A Test of the Martingale Hypothesis."

Back to Top

2003-01. Hiroo Sasaki ''Limitation of Efficency: Strategy-Proofness and Single-Peaked Preferences with Many Commodities"

2003-02. Simon Grant "Why does it matter that Beliefs and Valuations be Correctly Represented?", (with Edi Karni).

2003-03. Simon Grant ''Noise Trader and the Welfare Effects of Privatization," (John Quiggin), published in Economics Bulletin, 5(9), 1-8, 2003.

2003-04. Joon Park "Bootstrap Unit Root Tests." Forthcoming in Econometrica.

2003-05. Joon Park "Nonstationary Nonlinearity: An Outlook for New Opportunities." Forthcoming in D. Corbae, S, Durlauf and B. Hansen (eds.), Frontiers of Analysis and Applied Research: Essays in Honor of Peter C.B. Phillips, Economic Theory and Practice Series (Cambridge University Press).

2003-06. Yoosoon Chang "Nonlinear IV Panel Unit Root Tests." Forthcoming in D. Corbae, S, Durlauf and B. Hansen (eds.), Frontiers of Analysis and Applied Research: Essays in Honor of Peter C.B. Phillips, Economic Theory and Practice Series (Cambridge University Press).

2003-07. Hervé Moulin "Characterization of additive cost sharing methods,
(with Rakesh Vohra), published in Economic Letters, 80, 399-407, 2003.
2003-08. Yoosoon Chang "Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case" (with Eduardo Martinez-Chombo).
2003-09. Anna Bogomolnaia, Hervé Moulin and Richard Stong "Collective Choice Under Dichotomous Preferences" (Figure 3, Figure 4).
2003-10. Hervé Moulin "On demand responsiveness in additive cost sharing," Figures 1-3 (with Yves Sprumont).
2003-13. Simon Grant "A Note on Concave Utility Functions," (with Martin Monti and Daniel Osherson).
2003-14. Simon Grant "The Equity Premium: Implications for Resource Allocation, Welfare, and Policy," (with John Quiggin).
2003-15. Simon Grant "Auctions with Options to Reauction," (with Atsushi Kajii, Flavio Menezes, and Matthew Ryan).
2003-16. Joon Park "A Bootstrap Theory for Weakly Integrated Processes." Forthcoming in Journal of Econometrics.
2003-17. Joon Park "Weak Unit Roots."
2003-18. Joon Park "Strong Approximations for Nonlinear Transformations of Integrated Time Series."

Back to Top

2002-01. Juan Cordoba ''Supply Side Structural Change". 

2002-02. Juan Cordoba "Collateral Constraints in Monetary Economy", (with Marla Ripoll).

2002-03. Juan Cordoba "Balanced City Growth and Zipf's Law".

2002-04. Yoosoon Chang "Bootstrapping Cointegrating Regressions", (with J.Y. Park and K. Song). Forthcoming in Journal of Econometrics.

2002-05. Hervé Moulin "Responsibility and Cross-subsidizations in Cost Sharing", (with Yves Sprumont).

2002-06. Yoosoon Chang "Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T", revised version of "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity", (with Wonho Song).

2002-07. Juan Cordoba "Credit Cycles Redux".

2002-08. Simon Grant "Accident of Birth, Life Chances and the Impartial Observer", (with A. Kajii and B. Polak).

2002-09. Simon Grant "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility", (with Alain Chateauneuf and Jurgen Eichberger). Published in Economic Theory 22(4), 907-915.

2002-10. Simon Grant "Choice under Uncertainty with the Best and Worst in mind: Neo-additive Capacities", (joint with A. Chateauneuf and J. Eichberger)

2002-11. Simon Grant "Increasing Uncertainty: A Definition", (joint with John Quiggin).

2002-12. Hervé Moulin “Collective choice under dichotomous preferences,” (with Anna Bogomolnaia and Richard Stong)

2002-13. Anna Bogomolnaia and Hervé Moulin "Random matching under dichotomous preferences," forthcoming in Econometrica.

Back to Top

2001-01. Hervé Moulin ''Filling a Multicolor Urn: an Axiomatic Analysis" (with Richard Stong). Published in Games and Economic Behavior, 45, 1, 242-269, 2003.

2001-02. Yoosoon Chang "On the Asymptotics of ADF Tests for Unit Roots" (with Joon Y. Park). Published in Econometric Reviews 21, 431-447, 2002.

2001-03. Hervé Moulin "Random Matching and Assignment under Dichotomous Preferences", "Figure 1", "Figure 2", (with Anna Bogomolnaia), mimeo, 2001, 1 paper, 2 Figures.

2001-04. Hervé Moulin "Normative Microeconomics and the Social Contract," third Taesung Kim Memorial lecture, Seoul National University, Korea, 2001.

2001-05. Hervé Moulin "Three Solutions to a Simple Commons Problem," published in Seoul Journal of Economics, 14, 3, 245-267, 2001.

2001-06. Hervé Moulin "Axiomatic Cost and Surplus-Sharing," published in The Handbook of Social Choice and Welfare, Arrow, Sen and Suzumura, Editors, North-Holland, 2002.

2001-07. Yoosoon Chang "Bootstrapping Unit Root Tests with Covariates", (with Robin Sickles and Wonho Song).

2001-08. Byung M. Jeon "The of Environmental Factors in Growth Accounting: a Nonparametric Analysis", (with Robin Sickles).

2001-09. Byung M. Jeon "Efficient Semiparametric Estimation of Expectations in Dynamic Nonlinear Systems", (with Bryan Brown).

Back to Top

2000-01. Yoosoon Chang "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency". Published in Journal of Econometrics 120: 263-293, 2004.

2000-02. Hervé Moulin "The Proportional Random Allocation Of Indivisible Units". Forthcoming in Social Choice & Welfare.

2000-03. Hervé Moulin "Scheduling with Opting Out: Improving upon Random Priority", (with Hervé Crès). Published in Operations Research.

2000-04. Hervé Moulin "Commons with Increasing Marginal Costs: Random Priority versus Average Cost", (with Hervé Crès). Revised September 2000.

2000-05. Walter Bossert "Equitable Insurance Premium Schemes", (with Marc Fleurbaey).

2000-06. Walter Bossert "Population Principles with Number-Dependent Critical Levels", (with Charles Blackorby and David Donaldson), click here for the figures.

2000-07. Walter Bossert "Core Rationalizability in Two-Agent Exchange Economies", (with Yves Sprumont).

2000-08. Yoosoon Chang "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency". Published in Journal of Econometrics 110, 261-292, 2002.

2000-09. Hervé Moulin "Fair Queuing and Other Probabilistic Allocation Methods", (with Richard Stong). Forthcoming in Mathematics of Operations Research.

2000-10. Kevin Hasker "Social Norms and Choice: A Weak Folk Theorem for Repeated Matching Games," click here for "Addendum to Social Norms".

Back to Top

1999-01. Dagobert L. Brito "Arms Races", (with Michael Intriligator).

1999-02. Dagobert L. Brito "Pricing Natural Gas in Mexico" (with Juan Rosellon)

1999-03. Suchan Chae "Bargaining Power of a Coalition in Parallel Bargaining: Advantage of Multiple Cable System Operators", (with Paul Heidhues).

1999-04. Yoosoon Chang "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors", (with Joon Park and Peter C. B. Phillips). Published in Econometrics Journal 4: 1-36, 2001.

1999-05. Yasar Barut "Expected Survival Time of an Exchange Rate Band with Intra-marginal Interventions"

1999-06. Suchan Chae "Effects of Distributor Integration on Producer Entry: a Bargaining Perspective", (with Paul Heidhues).

1999-07. Dagobert L. Brito "Pricing Liquid Petroleum Gas in Mexico", (with William L. Littlejohn and Juan Rosellon).

1999-08. Dagobert L. Brito "Congestion of the Turkish Straits: A Market Alternative"

1999-09. Peter Hartley "First Things First: Development and Global Warming" (with Michael Warby and Kenneth Medlock, III).

1999-10. Peter Hartley "Asset Demands of Heterogeneous Consumers with Uninsurable Idiosyncratic Risk", (with Chris Jones).

1999-11. Peter Hartley "Macroeconomic Fluctuations: Demand or Supply, Permanent or Temporary", (with Joseph A. Whitt, Jr.).

1999-12. Peter Hartley "Optimal Negligence Rules When Costs of Care Differ", (with Dagobert L. Brito).

1999-13. Peter Hartley "Macroeconomic Fluctuations in United States: Demand or Supply, Permanent or Temporary", (with Joseph A. Whitt, Jr.).

1999-14. Yoosoon Chang "A Sieve Bootstrap for the Test of a Unit Root", (with Joon Park). Published in Journal of Times Series Analysis 24, 379-400, 2003

Back to Top

1998-01. Peter Mieszkowski "Federalism, Grants and Fiscal Equalization", (with Richard A. Musgrave).

1998-02. Yoosoon Chang "Vector Autoregressions with Unknown Mixtures of I(0), I(1) and I(2) Components". Published in Econometric Theory 16: 905-926, 2000.

1998-03. Yoosoon Chang "Index Models with Integrated Time Series", (with Joon Park). Published in Journal of Econometrics 114, 73-106, 2003.

1998-04. Yoosoon Chang "Nonlinear Instrumental Variable Estimation of an Autoregression", (with Peter C. B. Phillips and Joon Park), published in Journal of Econometrics, 118, 219-246, 2004.

Back to Top



Navigational Links



© 2001 Rice University

To Rice Home Page