Discussion Papers

Number

CFDP 1937

Igor Kheifets, “Specification Tests for Nonlinear Dynamic Models” (March 2014, Updated October 2014) [36pp, abstract]

CFDP 1936

Robert J. Shiller, “Speculative Asset Prices” [Nobel Prize Lecture] (February 2014) [45pp, abstract] [See CFP 1424]

CFDP 1935

Florian Ederer, Richard Holden, and Margaret Meyer, “Gaming and Strategic Opacity in Incentive Provision” (January 2014) [42pp, abstract]

CFDP 1934

Robert J. Shiller, “Why Is Housing Finance Still Stuck in Such a Primitive Stage?” (January 2014) [8pp, abstract] [See CFP 1421]

CFDP 1933R

Johannes Hörner, Satoru Takahashi, and Nicolas Vieille, “Truthful Equilibria in Dynamic Bayesian Games” (December 2013, Revised January 2015) [75pp, abstract] Published in Econometrica (September 2015), 83(5): 1795-1848 [See CFP 1496]

CFDP 1933

Johannes Hörner, Satoru Takahashi, and Nicolas Vieille, “Truthful Equilibria in Dynamic Bayesian Games” (December 2013) [73pp, abstract]

CFDP 1932

Humberto Llavador, John E. Roemer, and Joaquim Silvestre, “North-South Convergence and the Allocation of CO2 Emissions” (December 2013) [57pp, abstract]

CFDP 1931

Florian Ederer and Alexander Stremitzer, “Promises and Expectations” (December 2013, Updated March 2016) [33pp, abstract]

CFDP 1930

Jaume Masoliver, Miquel Montero, Josep Perello, John Geanakoplos, and J. Doyne Farmer, “Uncertain Growth and the Value of the Future” (December 2013) [8pp, abstract]

CFDP 1929

Degui Li, Peter C. B. Phillips, and Jiti Gao, “Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression” (December 2013) [24pp, abstract]

CFDP 1928R2

Dirk Bergemann, Tibor Heumann, and Stephen Morris, “Information and Volatility” (December 2013, Revised October 2014) [65pp, abstract] [See CFP 1482]

CFDP 1928R

Dirk Bergemann, Tibor Heumann, and Stephen Morris, “Information and Volatility” (December 2013, Revised June 2014) [66pp, abstract]

CFDP 1928

Dirk Bergemann, Tibor Heumann, and Stephen Morris, “Information, Interdependence, and Interaction: Where Does the Volatility Come From?” (December 2013) [56pp, abstract]

CFDP 1927R2

Timothy B. Armstrong and Shu Shen, “Inference on Optimal Treatment Assignments” (November 2013, Revised April 2015) [45pp, abstract]

CFDP 1927R

Timothy B. Armstrong and Shu Shen, “Inference on Optimal Treatment Assignments” (November 2013, Revised April 2014) [31pp, abstract]

CFDP 1927

Timothy B. Armstrong and Shu Shen, “Inference on Optimal Treatment Assignments” (November 2013) [32pp, abstract]

CFDP 1926

Dirk Bergemann, Benjamin Brooks, and Stephen Morris, “Extremal Information Structures in the First Price Auction” (November 2013) [47pp, abstract]

CFDP 1925

Geoffroy de Clippel and Kareen Rozen, “Fairness through the Lens of Cooperative Game Theory: An Experimental Approach” (November 2013) [51pp, abstract]

CFDP 1924R

Igor Kheifets, Carlos Velasco, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," (November 2013, Revised June 2017) [45 pp, abstract]

CFDP 1924

Igor Kheifets and Carlos Velasco, “New Goodness-of-fit Diagnostics for Conditional Discrete Response Models” (November 2013) [33pp, abstract]

CFDP 1923R2

Xiaohong Chen, Timothy Christensen, "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," (August 2013, Revised February 2017) [43 pp, abstract] [Supplemental material, 51 pp]

CFDP 1923R

Xiaohong Chen and Timothy Christensen, “Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation” (November 2013, Revised April 2015) [39pp, abstract]

CFDP 1923

Xiaohong Chen and Timothy Christensen, “Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression” (November 2013) [36pp, abstract]

CFDP 1922

John E. Roemer and Pedro Rosa Dias, “Barefoot and Footloose Doctors: Optimal Resource Allocation in Developing Countries with Medical Migration” (October 2013, Revised June 2015) [33pp, abstract]

CFDP 1921

John E. Roemer and Alain Trannoy, “Equality of Opportunity” (October 2013) [111pp, abstract]

CFDP 1920R2

Dirk Bergemann and Alessandro Bonatti, “Selling Cookies” (October 2013, Revised September 2014) [41pp, abstract] [See CFP 1484]

CFDP 1920R

Dirk Bergemann and Alessandro Bonatti, “Selling Cookies” (October 2013, Revised November 2013) [49pp, abstract]

CFDP 1920

Dirk Bergemann and Alessandro Bonatti, “Selling Cookies” (October 2013) [49pp, abstract]

CFDP 1919

Yoonseok Lee and Peter C. B. Phillips, “Model Selection in the Presence of Incidental Parameters” (October 2013) [36pp, abstract] [See CFP 1494]

CFDP 1918

Ana Fostel and John Geanakoplos, “Reviewing the Leverage Cycle” (September 2013) [50pp, abstract]

CFDP 1917

Yae In Baek, Jin Seo Cho, and Peter C. B. Phillips, “Testing Linearity Using Power Transforms of Regressors” (September 2013) [53pp, abstract] [See CFP 1483]

CFDP 1916

Offer Lieberman and Peter C. B. Phillips, “Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions” (September 2013) [48pp, abstract] [See CFP 1454]

CFDP 1915

Peter C. B. Phillips, Shu-Ping Shi, and Jun Yu, “Testing for Multiple Bubbles: Limit Theory of Real Time Detectors” (September 2013) [75pp, abstract] [See CFP 1499]

CFDP 1914

Peter C. B. Phillips, Shu-Ping Shi, and Jun Yu, “Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500” (September 2013) [45pp, abstract] [See CFP 1498]

CFDP 1913

Peter C. B. Phillips, “Unit Roots in Life — A Graduate Student Story” (September 2013) [22pp, abstract] [See CFP 1429]

CFDP 1912

Peter C. B. Phillips and Sainan Jin, “Testing the Martingale Hypothesis” (September 2013) [46pp, abstract] [See CFP 1443]

CFDP 1911

Jiti Gao and Peter C. B. Phillips, “Functional Coefficient Nonstationary Regression” (September 2013) [55pp, abstract]

CFDP 1910

Peter C. B. Phillips, Degui Li, and Jiti Gao, “Estimating Smooth Structural Change in Cointegration Models” (September 2013) [42pp, abstract]

CFDP 1909R3

Dirk Bergemann and Stephen Morris, “Bayes Correlated Equilibrium and the Comparison of Information Structures in Games” (September 2013, Revised April 2015) [39pp, abstract] [See CFP 1520]

CFDP 1909R2

Dirk Bergemann and Stephen Morris, “Bayes Correlated Equilibrium and the Comparison of Information Structures in Games” (September 2013, Revised October 2014) [40pp, abstract]

CFDP 1909R

Dirk Bergemann and Stephen Morris, “The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency” (September 2013, Revised May 2014) [56pp, abstract]

CFDP 1909

Dirk Bergemann and Stephen Morris, “The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency” (September 2013) [56pp, abstract]

CFDP 1908

Ray C. Fair, “Reflections on Macroeconometric Modeling” (September 2013, Revised March 2014) [30pp, abstract] Published in The B.E. Journal of Macroeconomics (January 2015), 15(1): 445-466

CFDP 1907R

Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson, “The Evolution of ‘Theory of Mind’: Theory and Experiments” (September 2013, Revised January 2014) [64pp, abstract]

CFDP 1907

Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson, “The Evolution of ‘Theory of Mind:’ Theory and Experiments” (September 2013) [45pp, abstract]

CFDP 1906

John Geanakoplos and William R. Zame, “Collateral Equilibrium: A Basic Framework” (August 2013) [59pp, abstract]

CFDP 1905

Nikhil Agarwal and William Diamond, “Identification and Estimation in Two-Sided Matching Markets” (August 2013, Revised February 2014) [63pp, abstract]

CFDP 1904

John Geanakoplos, “Afriat from MaxMin” (August 2013) [7pp, abstract] Published in Economic Theory (November 2013), 54(3): 443-448 [DOI]

CFDP 1903R

Ana Fostel and John Geanakoplos, “Financial Innovation, Collateral and Investment” (July 2013, Revised March 2015) [51pp, abstract] [See CFP 1510]

CFDP 1903

Ana Fostel and John Geanakoplos, “Financial Innovation, Collateral and Investment” (July 2013) [39pp, abstract]

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