Discussion Papers

Number

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]

CFDP 1772R3

Dirk Bergemann, Stephen Morris, and Satoru Takahashi, “Interdependent Preferences and Strategic Distinguishability” (September 2010, Revised August 2016) [53pp, abstract]

CFDP 1772R2

Dirk Bergemann, Stephen Morris, and Satoru Takahashi, “Interdependent Preferences and Strategic Distinguishability” (September 2010, Revised July 2014) [51pp, abstract]

CFDP 1772R

Dirk Bergemann, Stephen Morris, and Satoru Takahashi, “Interdependent Preferences and Strategic Distinguishability” (September 2010, February 2011) [42pp, abstract]

CFDP 1772

Dirk Bergemann, Stephen Morris, and Satoru Takahashi, “Interdependent Preferences and Strategic Distinguishability” (September 2010) [44pp, abstract]

CFDP 1771

Peter C. B. Phillips, “The Mysteries of Trend” (September 2010) [12pp, abstract] [See CFP 1311]

CFDP 1770

Peter C. B. Phillips and Jun Yu, “Dating the Timeline of Financial Bubbles during the Subprime Crisis” (September 2010) [40pp, abstract] [See CFP 1348]

CFDP 1769

Jiti Gao and Peter C. B. Phillips, “Semiparametric Estimation in Time Series of Simultaneous Equations” (September 2010) [50pp, abstract] [See CFP 1386]

CFDP 1768

Xiaoxia Shi and Peter C. B. Phillips, “Nonlinear Cointegrating Regression under Weak Identification” (September 2010) [46pp, abstract] [See CFP 1355]

CFDP 1767

Marc Henry and Yuichi Kitamura, Bernard Salanié, “Identifying Finite Mixtures in Econometric Models” (September 2010, Revised January 2013) [32pp, abstract] Published in Quantitative Economics (March 2014), 5(1): 123-144 [DOI]

CFDP 1766

Xi Chen and William D. Nordhaus, “The Value of Luminosity Data as a Proxy for Economic Statistics” (August 2010) [43pp, abstract]

CFDP 1765

Johannes Hörner, Massimo Morelli, and Francesco Squintani, “Mediation and Peace” (August 2010) [51pp, abstract] [See CFP 1765, Supplemental data]

CFDP 1764R

Dirk Bergemann and  Johannes Hörner, “Should Auctions be Transparent?” (August 2010, Revised September 2014) [57pp, Abstract]

CFDP 1764

Dirk Bergemann and Johannes Hörner, “Should Auctions be Transparent?” (August 2010) [70pp, abstract]

CFDP 1763

David Dillenberger and Kareen Rozen, “History-Disappointment Risk Attitude” (August 2010, Revised February 2013) [44pp, abstract] [See CFP 1472]

CFDP 1762R2

Ana Fostel and John Geanakoplos, “Why Does Bad News Increase Volatility and Decrease Leverage?” (July 2010, Revised August 2011) [47pp, abstract] [See CFP 1354]

CFDP 1762R

Ana Fostel and John Geanakoplos, “Why does Bad News Increase Volatility and Decrease Leverage?” (July 2010, Revised January 2011) [42pp, abstract]

CFDP 1762

Ana Fostel and John Geanakoplos, “Why Does Bad News Increase Volatility and Decrease Leverage?” (July 2010) [34pp, abstract]

CFDP 1761R2

Donald W. K. Andrews and Xiaoxia Shi, “Inference Based on Conditional Moment Inequalities” [Supplemental Appendix] (June 2010, Revised May 2012) [67pp, abstract] [See CFP 1377 & CFP 1377S]

CFDP 1761R

Donald W. K. Andrews and Xiaoxia Shi, “Inference Based on Conditional Moment Inequalities” [Supplemental Appendix] (June 2010, Revised July 2011) [65pp, abstract]

CFDP 1761

Donald W. K. Andrews and Xiaoxia Shi, “Inference Based on Conditional Moment Inequalities” [Supplemental Appendix] (June 2010) [71pp, abstract]

CFDP 1760R

Dino Gerardi, Johannes Hörner, and Lucas Maestri, “The Role of Commitment in Bilateral Trade” (May 2010, Revised October 2013) [82pp, abstract] [See CFP 1445]

CFDP 1760

Dino Gerardi, Johannes Hörner, and Lucas Maestri, “The Role of Commitment in Bilateral Trade” (March 2010) [77pp, abstract]

CFDP 1759

Anat Bracha and Donald J. Brown, “Affective Decision-Making: A Theory of Optimism-Bias” (March 2010) [23pp, abstract]

CFDP 1758R

Dirk Bergemann and Alessandro Bonatti, “Targeting in Advertising Markets: Implications for Offline vs. Online Media” (March 2010, Revised August 2010) [48pp, abstract] [See CFP 1336]

CFDP 1758

Dirk Bergemann and Alessandro Bonatti, “Targeting in Advertising Markets: Implications for Offline vs. Online Media” (March 2010) [46pp, abstract]

CFDP 1757R

Dirk Bergemann and Maher Said, “Dynamic Auctions: A Survey” (March 2010, Revised May 2010) [15pp, abstract] [See CFP 1325]

CFDP 1757

Dirk Bergemann and Maher Said, “Dynamic Auctions: A Survey” (March 2010) [15pp, abstract]

CFDP 1756

Ray C. Fair, “Estimated Macroeconomic Effects of the U.S. Stimulus Bill” (March 2010, Revised May 2010) [27pp, abstract] Published in Contemporary Economic Policy (October 2010), 439-452

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