Discussion Papers 1993
No.9301: Assessing Starmers Evidence for New Theories of Choice: A Subjectivists Comment, by John Fountain.
No.9302: Preliminary-Test Estimation in a Dynamic Linear Model, by David E. A. Giles and Matthew C. Cunneen.
No.9303: Fans, Frames and Risk Aversion: How Robust is the Common Consequence Effect? by John Fountain and Michael McCosker.
No.9304: Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-Samples, by Juston Z. Anderson and Judith A. Giles
No.9305: The Exact Powers of Some Autocorrelation Tests When Relevant Regressors are Omitted, by J. P. Small, D. E. Giles and K. J. White.
No.9306: The Exact Risks of Some Pre-Test and Stein-Type Regression Estimators Under Balanced Loss, by J. A. Giles, D. E. A. Giles, and K. Ohtani.
No.9307: The Risk Behavior of a Pre-Test Estimator in a Linear Regression Model with Possible Heteroscedasticity under the Linex Loss Function, by K. Ohtani, D. E. A. Giles and J. A. Giles.
No.9308: Comparing Standard and Robust Serial Correlation Tests in the Presence of Garch Errors, by John P. Small.
No.9309: Testing for Serial Independence in Error Components Models: Finite Sample Results, by John P. Small.
No.9310: Optimal Balanced-Growth Immigration Policy for Investors and Entrepreneurs, by A. E. Woodfield and K-L. Shea.
No.9311: Optimal Long-Run Business Immigration Under Differential Savings Functions by A. E. Woodfield and K-L. Shea.
No.9312: The Welfare Cost of Taxation in New Zealand Following Major Tax Reforms, by P. McKeown and A. Woodfield.
No.9313: The Power of the Goldfeld-Quandt Test When the Errors are Autocorrelated, by J.P. Small and R.J. Dennis.
No.9314:The Nucleolus Strikes Back, by M. Carter and P. Walker.
No.9315: The Output-lnflation Tradeoff in the United States: New evidence on the New Classical vs. New Keynesian Debate, by Alfred V. Guender.