Discussion Papers

Number

CFDP 1830

Juergen Huber, Martin Shubik, and Shyam Sunder, “Financing of Public Goods through Taxation in a General Equilibrium Economy: Theory and Experimental Evidence” (October 2011) [35pp, abstract]

CFDP 1829

David Dillenberger, Andrew Postlewaite, and Kareen Rozen, “Optimism and Pessimism with Expected Utility” (October 2011) [19pp, abstract]

CFDP 1828R

Donald W. K. Andrews and Xu Cheng, “GMM Estimation and Uniform Subvector Inference with Possible Identification Failure” (October 2011, Revised January 2013) [58pp, abstract] [Supplemental Appendix, 30pp] [See CFP 1414 & CFP 1414S]

CFDP 1828

Donald W. K. Andrews and Xu Cheng, “GMM Estimation and Uniform Subvector Inference with Possible Identification Failure” (October 2011) [75pp, abstract] [Supplemental Appendix, 9pp]

CFDP 1827

Elias Albagli, Christian Hellwig, and Aleh Tsyvinski, “A Theory of Asset Prices Based on Heterogeneous Information” (October 2011) [43pp, abstract]

CFDP 1826

William D. Nordhaus, “Estimates of the Social Cost of Carbon: Background and Results from the RICE-2011 Model” (October 2011) [48pp, abstract]

CFDP 1825

Lorenzo Camponovo and Taisuke Otsu, “On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family” (October 2011) [7pp, abstract] Published in Statistics and Probability Letters (March 2014), 86: 38-43 [DOI]

CFDP 1824R

Donald W. K. Andrews and Xu Cheng, “Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure” (October 2011, Revised October 2012) [55pp, abstract] [Supplemental Appendix, 51pp] [See CFP 1375]

CFDP 1824

Donald W. K. Andrews and Xu Cheng, “Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure” [October 2011) [71pp, abstract] [Supplemental Appendix, 34pp]

CFDP 1823

David A. Miller and Kareen Rozen, “Optimally Empty Promises and Endogenous Supervision” (October 2011, Revised June 2012) [44pp, abstract]

CFDP 1822R

Dirk Bergemann and Stephen Morris, “Bayes Correlated Equilibrium and the Comparison of Information Structures” (October 2011, Revised February 2013) [89pp, abstract]

CFDP 1822

Dirk Bergemann and Stephen Morris, “Correlated Equilibrium in Games with Incomplete Information” (October 2011) [61pp, abstract]

CFDP 1821R3

Dirk Bergemann and Stephen Morris, “Robust Predictions in Games with Incomplete Information” (September 2011, Revised March 2013) [59pp, abstract] [See CFP 1381]

CFDP 1821R2

Dirk Bergemann and Stephen Morris, “Robust Predictions in Games with Incomplete Information” (September 2011, Revised October 2012) [54pp, abstract]

CFDP 1821R

Dirk Bergemann and Stephen Morris, “Robust Predictions in Games with Incomplete Information” (September 2011, Revised December 2011) [49pp, abstract]

CFDP 1821

Dirk Bergemann and Stephen Morris, “Robust Predictions in Games with Incomplete Information” (September 2011) [63pp, abstract]

CFDP 1820

Keith M. Chen, “The Effect of Language on Economic Behavior: Evidence from Savings Rates, Health Behaviors, and Retirement Assets” (August 2011, Revised December 2012) [56pp, abstract]

CFDP 1819

Daniel Friedman and Shyam Sunder, “Risky Curves: From Unobservable Utility to Observable Opportunity Sets” (August 2011) [30pp, abstract]

CFDP 1818

Dirk Bergemann and Stephen Morris, “Robust Mechanism Design: An Introduction” (August 2011) [47pp, abstract] [See CFP 1376]

CFDP 1817

Robert J. Shiller, “Irving Fisher, Debt Deflation and Crises” (August 2011) [8pp, abstract]

CFDP 1816

Elias Albagli, Christian Hellwig, and Aleh Tsyvinski, “Information Aggregation, Investment, and Managerial Incentives” (August 2011) [37pp, abstract]

CFDP 1815R

Donald W. K. Andrews, “Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power” (August 2011, Revised March 2012) [22pp, abstract]

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]

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