Discussion Papers 1992


92-14: Jens Leth Hougaard, Mich Tvede: Intertemporal Dominance and Panel Data. Abstract

92-13: Henrik Hansen, Søren Johansen: Recursive Estimation in Cointegrated VAR-Models. Abstract
→ Publ. as: "Some Tests for Parameter Constancy in Cointegrated VAR-Models", in: Econometrics Journal, 1999, 2(2) pp. 306-333

92-12: Torben Tranæs: Path Perfectness in Games of Perfect Information. Abstract

92-11:  Karl Gunnar Persson: Regional and National Productivity Comparisons without Production Data: Method and an Application to 14th Century Europe. Abstract
→ Publ. as: "Was there a productivity gap between fourteenth-century Italy and England?", in: Economic History Review, 1993, 46(1) pp 105-114

92-10: Ebbe Hendon, Hans Jørgen Jacobsen, Michael Teit Nielsen, Birgitte Sloth: Learning, Tracing, and Risk Dominance. Abstract
→ Publ. in: Games and Economic Behavior, 1994, 7(3), pp 332-345

92-09: Ebbe Hendon, Hans Jørgen Jacobsen, Birgitte Sloth, Torben Tranæs: Expected Utility under Uncertainty. Abstract

92-08: Eskil Heinesen: A Note on the Simple Two-Variable CES Transaction Function in Macroeconomic Rationing Models. Abstract

92-07: Eskil Heinesen: CES Transaction Functions in Macroeconomic Rationing Models. Abstract
→ Publ. in: Recherches Economiques de Louvain, 1994, 60(3) pp 301-331

92-06: Christian Schultz: A Note on Strongly Renegotiation-Proof Equilibria. Abstract
→ Publ. in: Games and Economic Behavior, 1994, 6(3), pp 469-473

92-05: Ebbe Hendon, Hans Jørgen Jacobsen, Birgitte Sloth: The One-Deviation Principle for Sequential Rationality. Abstract

92-04: Søren Johansen, Katarina Juselius: Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model. Abstract
→ Publ. in: Journal of Econometrics, 1994, 63(1) pp 7-36

92-03: Mun S. Ho, William R. M. Perraudin, Bent E. Sørensen: Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps. Abstract

92-02: Niels Thygesen: Economic and Monetary Union: Critical Notes on the Maastricht Treaty Revisions. Abstract
→ Publ. in: Francisco Torres, G. Francesco, eds., Adjustment and growth in the European Monetary Union. Cambridge University Press, 1993, pp 9-28.

92-01: Lisbeth Funding la Cour: A Divisia Money Demand Analysis for Denmark: An Application of the "Johansen-procedure" for Estimating Multivariate Cointegrated Systems. Abstract