Discussion Papers

Number

CFDP 1815

Donald W. K. Andrews, “Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power” (August 2011) [19pp, abstract]

CFDP 1814

Thomas Quint and Martin Shubik, “The Demonetization of Gold: Transactions and the Change in Control” (August 2011) [48pp, abstract] Published in Annals of Finance (February 2015), 11(1): 109-149 [CFP 1452]

CFDP 1813

Donald W. K. Andrews, Xu Cheng, and Patrik Guggenberger, “Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests” (August 2011) [47pp, abstract]

CFDP 1812R

Donald W. K. Andrews and Patrik Guggenberger, “A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter” (August 2011, Revised December 2012) [39pp, abstract] [See CFP 1453]

CFDP 1812

Donald W. K. Andrews and Patrik Guggenberger, “A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter” (August 2011) [33pp, abstract]

CFDP 1811

Itzhak Gilboa, Larry Samuelson, and David Schmeidler, “Dynamics of Inductive Inference in a Unified Framework” (July 2011) [43pp, abstract] [See CFP 1409]

CFDP 1810

George J. Mailath, Andrew Postlewaite, and Larry Samuelson, “Pricing and Investments in Matching Markets” (July 2011) [68pp, abstract] [See CFP 1408]

CFDP 1809R

Ana Fostel and John Geanakoplos, “Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes” (July 2011, Revised August 2011) [48pp, abstract] [See CFP 1353]

CFDP 1809

Ana Fostel and John Geanakoplos, “Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes” (July 2011) [47pp, abstract]

CFDP 1808

Martin Shubik, “The Present and Future of Game Theory” (July 2011) [20pp, abstract] Published in The Singapore Economic Review, Eminent Paper Series (March 2012), 57(1) [DOI]

CFDP 1807

Ray C. Fair, “What It Takes to Solve the U.S. Government Deficit Problem” (July 2011, Revised May 2012) [24pp, abstract]

CFDP 1806R

Steven T. Berry, Amit Gandhi, and Philip A. Haile, “Connected Substitutes and Invertibility of Demand” (June 2011, Revised July 2012) [33pp, abstract] [See CFP 1391]

CFDP 1806

Steven T. Berry, Amit Gandhi, and Philip A. Haile, “Connected Substitutes and Invertibility of Demand” (June 2011) [29pp, abstract]

CFDP 1805

Simon Grant and Ben Polak, “Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion” (June 2011) [54pp, abstract]

CFDP 1804

Xiaohong Chen, “Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review” (May 2011) [56pp, abstract] [See CFP 1388]

CFDP 1803

Daniel Ackerberg, Xiaohong Chen, and Jinyong Hahn, “A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators” (May 2011) [50pp, abstract] [See CFP 1357]

CFDP 1802

Mikhail Golosov, Vasiliki Skreta, Aleh Tsyvinski, and Andrea Wilson, “Dynamic Strategic Information Transmission” (May 2011, Revised June 2011) [48pp, abstract] Published in Journal of Economic Theory (May 2014), 151: 304-341 [DOI]

CFDP 1801

Donald W. K. Andrews, “Examples of L2-Complete and Boundedly-Complete Distributions” (May 2011) [25pp, abstract]

CFDP 1800

Ana Fostel and John Geanakoplos, “Endogenous Leverage: VaR and Beyond” (May 2011) [30pp, abstract]

CFDP 1799

Taisuke Otsu and Ke-Li Xu, “Empirical Likelihood for Regression Discontinuity Design” (May 2011) [36pp, abstract] Published in Journal of Econometrics (May 2015), 186(1): 94-112 [DOI]

CFDP 1798

Shin Kanaya and Taisuke Otsu, “Large Deviations of Realized Volatility” (May 2011) [37pp, abstract] Published in Stochastic Processes and Their Applications (February 2012), 122(2): 546-581 [DOI]

CFDP 1797

Victor Chernozhukov, Iván Fernández-Val, and Amanda E. Kowalski, “Quantile Regression with Censoring and Endogeneity” (April 2011) [50pp, abstract] [See CFP 1475]

CFDP 1796

Lorenzo Camponovo and Taisuke Otsu, “Robustness of Bootstrap in Instrumental Variable Regression” (April 2011) [24pp, abstract]

CFDP 1795R

Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney Newey, “Local Identification of Nonparametric and Semiparametric Models” (April 2011, Revised November 2012) [45pp, abstract] [See CFP 1415 & CFP 1415S]

CFDP 1795

Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney Newey, “Local Identification of Nonparametric and Semiparametric Models” (April 2011) [30pp, abstract]

CFDP 1794

Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, and Mark B. Shackleton, “Continuous Workout Mortgages” (April 2011) [14pp, abstract]

CFDP 1793

Lorenzo Camponovo and Taisuke Otsu, “Breakdown Point Theory for Implied Probability Bootstrap” (April 2011) [14pp, abstract] Published in Econometrics Journal (February 2012), 15(1): 32-55 [DOI]

CFDP 1792

Taisuke Otsu, “Empirical Likelihood for Nonparametric Additive Models” (April 2011) [28pp, abstract] Published in Journal of the Japan Statistical Society (2011), 41(2): 159-186 [DOI]

CFDP 1791

Yukitoshi Matsushita and Taisuke Otsu, “Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions” (April 2011, Revised January 2012) [32pp, abstract] Published in Econometric Theory (April 2013), 29(2): 324-353 [DOI]

CFDP 1790

Francesco Bravo, Juan Carlos Escanciano, and Taisuke Otsu, “A Simple Test for Identification in GMM under Conditional Moment Restrictions” (March 2011) [20pp, abstract] Published in Badi Baltagi, R. Carter Hill, Whitney Newey, and Halbert L. White, eds., Advances in Econometrics: Essays in Honor of Jerry Hausman, Vol. 29,  2012 pp. 455-477

CFDP 1789

Ivan Canay and Taisuke Otsu, “Hodges-Lehmann Optimality for Testing Moment Conditions” (March 2011) [18pp, abstract] Published in Journal of Econometrics (November 2012), 171(1): 45-53 [DOI]

CFDP 1788

Robert J. Shiller and Virginia M. Shiller, “Economists as Worldly Philosophers” (March 2011) [12pp, abstract] Published in American Economic Review, Papers and Proceedings (May 2011), 101(3): 171-175 [DOI]

CFDP 1787R2

Steven T. Berry and Philip A. Haile, “Identification in a Class of Nonparametric Simultaneous Equations Models” (March 2011, Revised 2013) [26pp, abstract]

CFDP 1787R

Steven T. Berry and Philip A. Haile, “Identification in a Class of Nonparametric Simultaneous Equations Models” (March 2011, Revised April 2011) [23pp, abstract]

CFDP 1787

Steven T. Berry and Philip A. Haile, “Identification in a Class of Nonparametric Simultaneous Equations Models” (March 2011) [24pp, abstract]

CFDP 1786

Martin Shubik and William D. Sudderth, “Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe” (March 2011, Revised August 2011) [30pp, abstract]

CFDP 1785

Taisuke Otsu, “Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators” (February 2011) [22pp, abstract] [See CFP 1335]

CFDP 1784

Karl E. Case, John M. Quigley, and Robert J. Shiller, “Wealth Effects Revisited, 1978-2009” (February 2011) [40pp, abstract]

CFDP 1783

Taisuke Otsu, “Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators” (February 2011) [16pp, abstract] [See CFP 1334]

CFDP 1782

Dirk Bergemann and Juuso Välimäki, “Efficient Search by Committee” (January 2011) [10pp, abstract]

CFDP 1781

Peter C. B. Phillips, “Folklore Theorems, Implicit Maps and New Unit Root Limit Theory” (January 2011) [42pp, abstract] [See CFP 1350, includes supplement]

CFDP 1780

Chirok Han and Peter C. B. Phillips, “First Difference MLE and Dynamic Panel Estimation” (January 2011) [32pp, abstract] [See CFP 1379]

CFDP 1779

Qiying Wang and Peter C. B. Phillips, “Specification Testing for Nonlinear Cointegrating Regression” (January 2011, Revised June 2011) [66pp, abstract] [See CFP 1359]

CFDP 1778

Xiaohu Wang, Peter C. B. Phillips, and Jun Yu, “Bias in Estimating Multivariate and Univariate Diffusions” (January 2011) [37pp, abstract] [See CFP 1343]

CFDP 1777

Peter C. B. Phillips and Tassos Magdalinos, “Inconsistent VAR Regression with Common Explosive Roots” (January 2011) [32pp, abstract] [See CFP 1383]

CFDP 1776

Ray C. Fair, “A World Macro Saving Fact and an Explanation” (January 2011, Revised June 2011) [28pp, abstract]

CFDP 1775

Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh, “Mechanism Design with Limited Information: The Case of Nonlinear Pricing” (November 2010) [12pp, abstract] [See CFP 1390]

CFDP 1774

Donald J. Brown, Chandra Erdman, Kirsten Ling, and Laurie Santos, “Revealed Preferences for Risk and Ambiguity” (November 2010) [22pp, abstract]

CFDP 1773R

Donald W. K. Andrews and Xu Cheng, “Estimation and Inference with Weak, Semi-strong, and Strong Identification” [Supplemental Appendix] (June 2010, Revised July 2011) [65pp, abstract] [See CFP 1370 & CFP 1370S]

CFDP 1773

Donald W. K. Andrews and Xu Cheng, “Estimation and Inference with Weak, Semi-strong, and Strong Identification” [Supplemental Appendix] (October 2010) [40pp, abstract]

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