Note on the Correlation of First Differences of Averages in a Random Chain Author(s): Holbrook Working Reviewed work(s): Source: Econometrica, Vol. 28, No. 4 (Oct., 1960), pp[removed]Published by: The Econometric Societ

Source URL: teach.business.uq.edu.au

• Covariance
• Correlation and dependence
• Uncorrelated
• Statistics
• Covariance and correlation
• Variance

Large Sample Properties of Generalized Method of Moments Estimators Author(s): Lars Peter Hansen Reviewed work(s): Source: Econometrica, Vol. 50, No. 4 (Jul., 1982), pp[removed]Published by: The Econometric Society St

Source URL: teach.business.uq.edu.au

• Econometrics
• Statistical inference
• Regression analysis
• Estimator
• Consistent estimator
• Asymptotic theory
• Generalized method of moments
• Efficient estimator
• Maximum likelihood
• Statistics
• Estimation theory
• Statistical theory

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Author(s): Donald W. K. Andrews Reviewed work(s): Source: Econometrica, Vol. 59, No. 3 (May, 1991), pp[removed]Published by: The Econometric

Source URL: teach.business.uq.edu.au

• Signal processing
• Kernel density estimation
• Kernel
• Normal distribution
• Estimation of covariance matrices
• Variance
• Statistics
• Non-parametric statistics
• Estimation theory

A Theory of the Term Structure of Interest Rates Author(s): John C. Cox, Jonathan E. Ingersoll, Jr., Stephen A. Ross Reviewed work(s): Source: Econometrica, Vol. 53, No. 2 (Mar., 1985), pp[removed]Published by: The Econ

Source URL: teach.business.uq.edu.au

• Finance
• Interest rates
• Fixed income analysis
• Fixed income market
• Yield curve
• Interest
• Bond
• Forward price
• General equilibrium theory
• Economics
• Financial economics
• Mathematical finance

Asset Prices in an Exchange Economy Robert E. Lucas, Jr. Econometrica, Vol. 46, No. 6. (Nov., 1978), pp[removed]Stable URL: http://links.jstor.org/sici?sici=[removed]%[removed]%2946%3A6%3C1429%3AAPIAEE%3E2.0.CO%3B2-I

Source URL: teach.business.uq.edu.au

• Serial Item and Contribution Identifier
• Milton Friedman bibliography

ERRATUM Songzi Du pointed out to us that the proof of Lemma 5.5 in “The Folk Theorem with Imperfect Public Information” (Fudenberg, Levine, and Maskin, Econometrica[removed]is incorrect. The lemma is valid as stated

Source URL: levine.sscnet.ucla.edu

The Simplex Method for Quadratic Programming Author(s): Philip Wolfe Source: Econometrica, Vol. 27, No. 3, (Jul., 1959), pp[removed]Published by: The Econometric Society Stable URL: http://www.jstor.org/stable[removed]A

Source URL: pages.cs.wisc.edu

• Operations research
• Linear algebra
• Real algebraic geometry
• Polynomials
• Quadratic programming
• Quadratic form
• Linear programming
• Simplex algorithm
• Convex optimization
• Mathematical optimization
• Mathematics
• Algebra

Evolutionary Selection in Normal-Form Games Author(s): Klaus Ritzberger and Jörgen W. Weibull Source: Econometrica, Vol. 63, No. 6 (Nov., 1995), pp[removed]Published by: The Econometric Society Stable URL: http://www

Source URL: pzp.hhs.se

• Nash equilibrium
• Best response
• Normal-form game
• Strategy
• Solution concept
• Evolutionary game theory
• Replicator equation
• Risk dominance
• Evolutionarily stable strategy
• Game theory
• Problem solving
• Economics

Econometrica, Vol. 71, No. 3 (May, 2003), 873–903 DETERMINISTIC APPROXIMATION OF STOCHASTIC EVOLUTION IN GAMES By Michel Benaïm and Jörgen W. Weibull1 This paper provides deterministic approximation results for stoc

Source URL: pzp.hhs.se

• Markov models
• Markov chain
• Stochastic
• Differential equation
• Martingale
• Size effect on structural strength
• Statistics
• Stochastic processes
• Markov processes

Microsoft Word - cv[removed]docx

Source URL: www.gsb.stanford.edu

• Statistics
• Richard Blundell
• Econometrica
• Paul Milgrom
• Holbrook Working
• Paul Joskow
• Frank Hahn
• Susan Athey
• Debraj Ray
• Fellows of the Econometric Society
• Economics
• Academia