Papers (Reprints)


CFP 1436

Xiaohong Chen and Zhipeng Liao, “Sieve M Inference on Irregular Parameters,” Journal of Econometrics (September 2014), 182(1): 70-86

CFP 1435

Xiaohong Chen and Norman R. Swanson, “Causality, Prediction, and Specification Analysis: Recent Advances and Future Directions,” Journal of Econometrics (September 2014), 182(1): 1-4

CFP 1434

Itzhak Gilboa, Andrew Postlewaite, Larry Samuelson, and David Schmeidler, “Economic Models as Analogies,” Economic Journal (August 2014), 124(578): F513-F533

CFP 1433

Yinxiao Huang, Xiaohong Chen, Wei Biao Wu, “Recursive Nonparametric Estimation for Time Series,” IEEE Transactions on Information Theory (February 2014), 60(2): 1301-1312

CFP 1432

John Geanakoplos and Lasse H. Pedersen, “Monitoring Leverage,” in Markus K. Brunnermeier and Arvind Krishnamurthy, eds., Risk Topography: Systemic Risk and Macro Modeling, NBER, 2014, pp. 175-182 [See CFDP 1838]

CFP 1431

John Geanakoplos and William R. Zame, “Collateral Equilibrium, I: A Basic Framework,” Economic Theory (August 2014), 56(3): 443-492 [See CFDP 1906]

CFP 1430

Ana Fostel and John Geanakoplos, “Endogenous Collateral Constraints and The Leverage Cycle,” Annual Review of Economics (August 2014), 6: 771-799

CFP 1429

Peter C. B. Phillips, “Unit Roots in Life — A Graduate Student Story,” Econometric Theory (August 2014), 30(4): 719-736 [See CFDP 1913]

CFP 1428

Timothy B. Armstrong, “Weighted KS Statistics for Inference on Conditional Moment Inequalities,” Journal of Econometrics (August 2014), 181(2): 92-116

CFP 1427

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, and Zhipeng Liao, “Asymptotic Efficiency of Semiparametric Two-step GMM,” Review of Economic Studies (July 2014), 81(3): 919-943 [See CFDP 1880]

CFP 1426

Itzhak Gilboa, Larry Samuelson, and David Schmeidler, “No-Betting-Pareto Dominance,” Econometrica (July 2014), 82(4): 1405-1442

CFP 1425

Peter C. B. Phillips, Shu-Ping Shi, and Jun Yu, “Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour,” Oxford Bulletin of Economics and Statistics (June 2014), 76(3): 315-333 [See CFDP 1842]

CFP 1424

Robert J. Shiller, “Speculative Asset Prices,” American Economic Review (June 2014), 104(6): 1486-1517 [See CFDP 1936]

CFP 1423

Joseph G. Altonji, Lisa B. Kahn, and Jamin D. Speer, “Trends in Earnings Differentials across College Majors and the Changing Task Composition of Jobs,” American Economic Review, Papers and Proceedings (May 2014), 104(5): 387-393

CFP 1422

Peter C. B. Phillips, “On Confidence Intervals for Autoregressive Roots and Predictive Regression,” Econometrica (May 2014), 82(3): 1177-1195 [See CFDP 1879]

CFP 1421

Robert J. Shiller, “Why Is Housing Finance Still Stuck in Such a Primitive Stage?,” American Economic Review, Papers and Proceedings (May 2014), 104(5): 73-76 [See CFDP 1934]

CFP 1420

John Geanakoplos, Ioannis Karatzas, Martin Shubik, and William D. Sudderth, “Inflationary Equilibrium in a Stochastic Economy with Independent Agents,” Journal of Mathematical Economics (May 2014), 52: 1-11 [See CFDP 1708]

CFP 1419

John Geanakoplos, “Leverage, Default, and Forgiveness: Lessons from the American and European Crises,” Journal of Macroeconomics (March 2014), 39(Part B): 313-333

CFP 1418

Donald J. Brown and Caterina Calsamiglia, “Alfred Marshall’s Cardinal Theory of Value: The Strong Law of Demand,” Economic Theory Bulletin (April 2014), 2(1): 65-75 [See CFDP 1615R]

CFP 1417

Giovanni Maggi, “International Trade Agreements,” in Elhanan Helpman, Kenneth Rogoff and Gita Gopinath, eds., The Handbook of International Economics, Vol. 4, pp. 317-390, 2015

CFP 1416

Quingmin Liu, George J. Mailath, Andrew Postlewaite, and Larry Samuelson, “Stable Matching with Incomplete Information,” Econometrica (March 2014), 82(2): 541-587 [See CFDP 1870]

CFP 1415

Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney Newey, “Local Identification of Nonparametric and Semiparametric Models,” Econometrica (March 2014), 82(2): 785-809 [Supplemental Appendix] [See CFDP 1795R]

CFP 1414

Donald W. K. Andrews and Xu Cheng, “GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,” Econometric Theory (April 2014), 20(2): 287-333 [Supplemental Appendix] [See CFDP 1828R; Supplemental material]

CFP 1413

Johannes Hörner and Larry Samuelson, “Incentives for Experimenting Agents,” RAND Journal of Economics, (Winter 2013), 44(4): 632-663 [See CFDP 1726R3]

CFP 1412

Timothy B. Armstrong, Marinho Bertanha, and Han Hong, “A Fast Resample Method for Parametric and Semiparametric Models,” Journal of Econometrics (April 2014), 179(2): 128-133

CFP 1411

Xiaohong Chen, “Comment on ‘Generalized Jackknife Estimators of Weighted Average Derivatives’ by Cattaneo, Crump and Jansson,” Journal of the American Statistical Association (December 2013), 108(504): 1262-1264

CFP 1410

Mikhail Golosov, John Hassler, Per Krusell, and Aleh Tsyvinski, “Optimal Taxes on Fossil Fuel in General Equilibrium,” Econometrica (January 2014), 82(1): 41-88 [Sensitivity Analysis, by Lint Barrage]

CFP 1409

Itzhak Gilboa, Larry Samuelson, and David Schmeidler, “Dynamics of Inductive Inference in a Unified Model,” Journal of Economic Theory (July 2013), 148(4): 1399-1432 [See CFDP 1811]

CFP 1408

George J. Mailath, Andrew Postlewaite, and Larry Samuelson, “Pricing and Investments in Matching Markets,” Theoretical Economics (May 2013), 8(2): 535-590 [See CFDP 1810]

CFP 1407

Alfredo Di Tillio, Itzhak Gilboa, and Larry Samuelson, “The Predictive Role of Counterfactuals,” Theory and Decision (February 2013), 74(2): 167-182

CFP 1406

Chirok Han, Peter C. B. Phillips, and Donggyu Sul, “X-Differencing and Dynamic Panel Model Estimation,” Econometric Theory (February 2014), 30(1): 201-251 [See CFDP 1747]

CFP 1405

Donald W. K. Andrews and Xiaoxia Shi, “Nonparametric Inference Based on Conditional Moment Inequalities,” Journal of Econometrics (March 2014), 179(1): 31-45 [See CFDP 1840R2; Supplemental material]

CFP 1404

Ioannis Kasparis, Peter C. B. Phillips, and Tassos Magdalinos, “Nonlinearity Induced Weak Instrumentation,” Econometric Reviews (2014), 33(5-6): 676-712 [See CFDP 1872]

CFP 1403

Timothy B. Armstrong, “Bounds in Auctions with Unobserved Heterogeneity,” Quantitative Economics (November 2013), 4(3): 377-415

CFP 1402

Guang Cheng, Lan Zhou, Xiaohong Chen, and Jianhua Z. Huang, “Efficient Estimation of Semiparametric Copula Models for Bivariate Survival Data,” Journal of Multivariate Analysis (January 2014), 123: 330-344

CFP 1401

Xiaohong Chen, Zhipeng Liao, and Yixiao Sun, “Sieve Inference on Possibly Misspecified Semi-nonparametric Time Series Models,” Journal of Econometrics (January 2014), 178(3): 639-658 [See CFDP 1849]

CFP 1400

Peter C. B. Phillips, “Optimal Estimation of Cointegrated Systems with Irrelevant Instruments,” Journal of Econometrics (January 2014), 178(2): 210-214 [See CFDP 1547]

CFP 1399

Peter C. B. Phillips and Ji Hyung Lee, “Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression,” Journal of Econometrics (December 2013), 177(2): 250-264

CFP 1398

John E. Roemer, “Once More on Intergenerational Discounting in Climate-Change Analysis: Reply to Partha Dasgupta,” Environmental and Resource Economics (September 2013), 56(1): 141-148

CFP 1397

John E. Roemer, “Economic Development as Opportunity Equalization,” The World Bank Economic Review, Advance Access published August 8, 2013 [See CFDP 1583]

CFP 1396

John E. Roemer, “On Several Approaches to Equality of Opportunity,” Economics and Philosophy (July 2012), 28(2): 165-200

CFP 1395

John E. Roemer, “Ideology, Social Ethos, and the Financial Crisis,” The Journal of Ethics (September 2012), 16(3): 273-303

CFP 1394

Juan D. Moreno-Ternero and John E. Roemer, “A Common Ground for Resource and Welfare Egalitarianism,” Games and Economic Behavior (July 2012), 75(2): 832-841

CFP 1393

Marc Fleurbaey and John E. Roemer, “Judicial Precedent as a Dynamic Rationale for Axiomatic Bargaining Theory,” Theoretical Economics (May 2011), 6(2): 289-310

CFP 1392

Giuseppe Moscarini and Fabien Postel-Vinay, “Stochastic Search Equilibrium,” Review of Economic Studies (October 2013) 80(4): 1545-1581 [See CFDP 1754]

CFP 1391

Steven T. Berry, Amit Gandhi, and Philip A. Haile, “Connected Substitutes and Invertibility of Demand,” Econometrica (September 2013), 81(5): 2087-2111 [See CFDP 1806R]

CFP 1390

Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh, “Mechanism Design with Limited Information: The Case of Nonlinear Pricing,” in Rahul Jain and Rajgopal Kannan, eds., Game Theory for Networks. Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, Vol. 75, 2012, pp. 1-10 [See CFDP 1775]

CFP 1389

Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh, “Multi-dimensional Mechanism Design with Limited Information,” 13th ACM Conference on Electronic Commerce (EC ‘12) [See CFDP 1859]

CFP 1388

Xiaohong Chen, “Penalized Sieve Estimation and Inference of Semi-nonparametric Dynamic Models: A Selective Review,” Advances in Economics and Econometrics, 2010 World Congress of the Econometric Society book volumes, Cambridge University Press, 2013 [See CFDP 1804]

CFP 1387

Xiaohong Chen, Jack Favilukis, and Sydney C. Ludvigson, “An Estimation of Economic Models with Recursive Preferences,” Quantitative Economics (March 2013), 4(1), 39-83 [See CFDP 1883]