Papers (Reprints)

Number
CFP 1415 Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, 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, 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]
CFP 1413 Johannes Horner, Larry Samuelson, "Incentives for Experimenting Agents," RAND Journal of Economics, 44(4): 632-663 [See CFDP 1726R3]
CFP 1412 Timothy B. Armstrong, Marinho Bertanha, 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, 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, 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, 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, Larry Samuelson, "The Predictive Role of Counterfactuals," Theory and Decision, (February 2013), 74(2): 167-182
CFP 1406 Chirok Han, Peter C. B. Phillips, 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, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," Journal of Econometrics, (March 2014), 179(1): 31-45 ([Supplemental data]) [See CFDP 1840R2]
CFP 1404 Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, (January 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, 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, 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, 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, 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, John E. Roemer, "Judicial Precedent as a Dynamic Rationale for Axiomatic Bargaining Theory," Theoretical Economics, (May 2011), 6(2): 289-310
CFP 1392 , "Stochastic Search Equilibrium," 1545-1581 (Review of Economic Studies (October 2013) 80(4)) [See CFDP 1754]
CFP 1391 Steven T. Berry, Amit Gandhi, 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, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing," 1-10 (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) [See CFDP 1775]
CFP 1389 Dirk Bergemann, Ji Shen, Yun Xu, "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, "An Estimation of Economic Models with Recursive Preferences," Quantitative Economics, (March 2013), 4(1): 39-83 [See CFDP 1883]
CFP 1386 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Triangular System Equations with Nonstationarity," Journal of Econometrics, (September 2013), 176(1): 59-79 [See CFDP 1769]
CFP 1385 Carlo V. Fiorio, Vassilis A. Hajivassiliou, Peter C. B. Phillips, "Bimodal t-ratios: The Impact of Thick Tails on Inference," Econometrics Journal, (July 2010), 13(2): 271-289 [See CFDP 842]
CFP 1384 Minjing Tao, Yazhen Wang, Xiaohong Chen, "Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data," Econometric Theory, (August 2013), 29(4): 838-856
CFP 1383 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," Econometric Theory, (August 2013), 29(4): 808-837 [See CFDP 1777]
CFP 1382 Yuichi Kitamura, Taisuke Otsu, Kirill Evdokomov, "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, (May 2013), 81(3): 1185-1201 [See CFDP 1720]
CFP 1381 Dirk Bergemann, Stephen Morris, "Robust Predictions in Games with Incomplete Information," Econometrica, (July 2013), 81(4): 1251-1308 [See CFDP 1821R3]
CFP 1380 Helios Herrera, Johannes Horner, "Biased Social Learning," Games and Economic Behavior, (July 2013), 80: 131-146 [See CFDP 1738]
CFP 1379 Chirok Han, Peter C. B. Phillips, "First Difference Maximum Likelihood and Dynamic Panel Estimation," Journal of Econometrics, (July 2013), 175(1): 35-45 [See CFDP 1780]
CFP 1378 Eric Gautier, Yuichi Kitamura, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, (March 2017), 81(2): 581-607 [See CFDP 1721]
CFP 1377 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," Econometrica, (March 2013), 81(2): 609-666 ([Supplemental material] [See CFDP 1761R2; Supplemental material]) [See CFDP 1761R2]
CFP 1376 Dirk Bergemann, Stephen Morris, "An Introduction to Robust Mechanism Design," Foundations and Trends in Microeconomics, (January 2012), 8(3): 169-230 [See CFDP 1818]
CFP 1375 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Journal of Econometrics, (March 2013), 173(1): 36-56 ([Supplemental data]) [See CFDP 1824R]
CFP 1374 Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Journal of Econometrics, (June 2012), 168(2): 270-284 [See CFDP 1700]
CFP 1373 Peter C. B. Phillips, "Exploring the Mysteries of Trends and Bubbles," 599-616 (in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II, 1956-2012, Adelaide: University of Adelaide Press, 2012, Ch. 54)
CFP 1372 Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, (November 2017), 80(6): 2805-2826 ([Supplemental material] [Computer programs also available on the Econometric Society website] [See CFDP 1676R; Supplemental material]) [See CFDP 1676R]
CFP 1371 Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," Quantitative Finance, (May 2012), 12:5: 695-707 [See CFDP 1745R]
CFP 1370 , "Estimation and Inference with Weak, Semi-Strong, and Strong Identification," 2153-2211 (Econometrica (September 2012) 80(5)) [See CFDP 1773R]
CFP 1369 Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Econometrica, (July 2012), 80(4): 1701-1719 [See CFDP 1668R]
CFP 1368 Yonghui Zhang, Liangjun Su, Peter C. B. Phillips, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Econometrics Journal, (February 2012), 15(1): 56-100 [See CFDP 1832]
CFP 1367 Pradeep Dubey, John Geanakoplos, Ori Haimanko, "Prizes versus Wages with Envy and Pride," Japanese Economic Review, (March 2013), 64(1): 98-121 [See CFDP 1537], [See CFDP 1835]
CFP 1366 Chunrong Ai, Xiaohong Chen, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Journal of Econometrics, (October 2012), 170(2): 442-457 [See CFDP 1731]

Pages

Number

CFP 1386

Jiti Gao and Peter C. B. Phillips, “Semiparametric Estimation in Triangular System Equations with Nonstationarity,” Journal of Econometrics (September 2013), 176(1): 59–79 [See CFDP 1769]

CFP 1385

Carlo V. Fiorio, Vassilis A. Hajivassiliou, and Peter C. B. Phillips, “Bimodal t-ratios: The Impact of Thick Tails on Inference,” Econometrics Journal (July 2010), 13(2): 271–289 [See CFDP 842]

CFP 1384

Minjing Tao, Yazhen Wang, and Xiaohong Chen, “Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data,” Econometric Theory (August 2013), 29(4): 838-856

CFP 1383

Peter C. B. Phillips and Tassos Magdalinos, “Inconsistent VAR Regression with Common Explosive Roots,” Econometric Theory (August 2013), 29(4): 808-837 [See CFDP 1777]

CFP 1382

Yuichi Kitamura, Taisuke Otsu, and Kirill Evdokomov, “Robustness, Infinitesimal Neighborhoods, and Moment Restrictions,” Econometrica (May 2013), 81(3): 1185-1201 [See CFDP 1720]

CFP 1381

Dirk Bergemann and Stephen Morris, “Robust Predictions in Games with Incomplete Information,” Econometrica (July 2013), 81(4): 1251-1308 [See CFDP 1821R3]

CFP 1380

Helios Herrera and Johannes Hörner, “Biased Social Learning,” Games and Economic Behavior (July 2013), 80: 131-146 [See CFDP 1738]

CFP 1379

Chirok Han and Peter C. B. Phillips, “First Difference Maximum Likelihood and Dynamic Panel Estimation,” Journal of Econometrics (July 2013), 175(1): 35-45 [See CFDP 1780]

CFP 1378

Eric Gautier and Yuichi Kitamura, “Nonparametric Estimation in Random Coefficients Binary Choice Models,” Econometrica (March, 2013), 81(2): 581-607 [See CFDP 1721]

CFP 1377

Donald W. K. Andrews and Xiaoxia Shi, “Inference Based on Conditional Moment Inequalities,” Econometrica (March 2013), 81(2): 609-666 [Supplemental material] [See CFDP 1761R2; Supplemental material]

CFP 1376

Dirk Bergemann and Stephen Morris, “An Introduction to Robust Mechanism Design,” Foundations and Trends in Microeconomics (2012), 8(3): 169-230 [See CFDP 1818]

CFP 1375

Donald W. K. Andrews and Xu Cheng, “Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,” Journal of Econometrics (March 2013), 173(1): 36-56 [See CFDP 1824R; Supplemental material]

CFP 1374

Ioannis Kasparis and Peter C. B. Phillips, “Dynamic Misspecification in Nonparametric Cointegrating Regression,” Journal of Econometrics (June 2012), 168(2): 270-284 [See CFDP 1700]

CFP 1373

Peter C. B. Phillips, “Exploring the Mysteries of Trends and Bubbles,” in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II (1956-2012), Adelaide: University of Adelaide Press, 2012, Ch. 54, pp. 599-616

CFP 1372

Donald W. K. Andrews and Panle Jai Barwick, “Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure,” Econometrica (November, 2012), 80(6): 2805–2826 [Supplemental material] [Computer programs also available on the Econometric Society website] [See CFDP 1676R; Supplemental material]

CFP 1371

Stefan Thurner, J. Doyne Farmer, and John Geanakoplos, “Leverage Causes Fat Tails and Clustered Volatility,” Quantitative Finance (May 2012), 12:5: 695-707 [See CFDP 1745R]

CFP 1370

Donald W. K. Andrews and Xu Cheng, “Estimation and Inference with Weak, Semi-Strong, and Strong Identification,” Econometrica (September 2012) 80(5): 2153-2211 [Supplemental material] [Computer programs also available on the Econometric Society website] [See CFDP 1773R; Supplemental material]

CFP 1369

Joseph G. Altonji, Hidehiko Ichimura, and Taisuke Otsu, “Estimating Derivatives in Nonseparable Models with Limited Dependent Variables,” Econometrica (July 2012), 80(4): 1701-1719 [See CFDP 1668R]

CFP 1368

Yonghui Zhang, Liangjun Su, and Peter C. B. Phillips, “Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects,” Econometrics Journal (February 2012), 15(1): 56-100 [See CFDP 1832]

CFP 1367

Pradeep Dubey, John Geanakoplos, and Ori Haimanko, “Prizes versus Wages with Envy and Pride,” Japanese Economic Review (March 2013), 64(1): 98-121 [See CFDP 1537CFDP 1835]

CFP 1366

Chunrong Ai and Xiaohong Chen, “Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions,” Journal of Econometrics (October 2012), 170(2): 442-457 [See CFDP 1731]

CFP 1365

Donald W. K. Andrews and Patrik Guggenberger, “Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity,” Journal of Econometrics (August 2012), 169(2): 196-210 [See CFDP 1665R2]

CFP 1364

Werner Ploberger and Peter C. B. Phillips, “Optimal Estimation under Nonstandard Conditions,” Journal of Econometrics (August 2012), 169(2): 258-265 [See CFDP 1748]

CFP 1363

Liudas Giraitis and Peter C. B. Phillips, “Mean and Autocovariance Function Estimation near the Boundary of Stationarity,” Journal of Econometrics (August 2012), 169(2): 166-178 [See CFDP 1690]

CFP 1362

Xu Cheng and Peter C. B. Phillips, “Cointegrating Rank Selection in Models with Time-varying Variance,” Journal of Econometrics (August 2012), 169(2): 155-165 [See CFDP 1688]

CFP 1361

Martin B. Hackmann, Jonathan T. Kolstad, and Amanda E. Kowalski, “Health Reform, Health Insurance, and Selection: Estimating Selection into Health Insurance Using the Massachusetts Health Reform,” American Economic Review: Papers and Proceedings (May 2012), 102:3: 498-501 [See CFDP 1841]

CFP 1360

Dirk Bergemann, Stephen Morris, and Satoru Takahashi, “Efficient Auctions and Interdependent Types,” American Economic Review, Papers and Proceedings (May 2012), 102(3): 319–324 [See CFDP 1846]

CFP 1359

Qiying Wang and Peter C. B. Phillips, “A Specification Test for Nonlinear Nonstationary Models,” The Annals of Statistics (2012), 40(2): 2, 727–758 [See CFDP 1779]

CFP 1358

John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, and Yangru Wu, “Getting at Systemic Risk via an Agent-Based Model of the Housing Market,” American Economic Review, Papers and Proceedings (May 2012), 102(3): 53-58 [See CFDP 1852]

CFP 1357

Daniel Ackerberg, Xiaohong Chen, and Jinyong Hahn, “A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators,” Review of Economics and Statistics (May 2012), 94(2): 482-498 [See CFDP 1803]

CFP 1356

Anat Bracha and Donald J. Brown, “Affective Decision Making: A Theory of Optimism Bias,” Games and Economic Behavior (May 2012) 75(1): 67-80 [See CFDP 1633R]

CFP 1355

Xiaoxia Shi and Peter C. B. Phillips, “Nonlinear Cointegrating Regression under Weak Identification,” Econometric Theory (June 2012), 28(3): 509-547 [See CFDP 1768]

CFP 1354

Ana Fostel and John Geanakoplos, “Why Does Bad News Increase Volatility and Decrease Leverage?,” Journal of Economic Theory (March 2012), 147(2): 501-525 [See CFDP 1762R2]

CFP 1353

Ana Fostel and John Geanakoplos, “Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes,” American Economic Journal: Macroeconomics (January 2012), 4(1): 190-225  [See CFDP 1809R]

CFP 1352

Costas Arkolakis, Arnaud Costinot, and Andréz Rodríguez-Clare, “New Trade Models, Same Old Gains?”, American Economic Review (February 2012), 102(1): 94-130

CFP 1351

Peter C. B. Phillips and Jun Yu, “The ET Interview: A Conversation with Eric Ghysels,” Econometric Theory (February 2012), 28(1): 207-217

CFP 1350

Peter C. B. Phillips, “Folklore Theorems, Implicit Maps, and Indirect Inference,” Econometrica (January 2012), 80(1): 425–454 (includes Supplemental Material) [See CFDP 1781]

CFP 1349

Peter C. B. Phillips, Yangru Wu, and Jun Yu, “Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?”, International Economic Review  (February 2011), 52(1): 201–226 [See CFDP 1699]

CFP 1348

Peter C. B. Phillips and Jun Yu, “Dating the Timeline of Financial Bubbles during the Subprime Crisis,” Quantitative Economics (November 2010), 1(2): 455-491 [See CFDP 1770]

CFP 1347

Jun Yu and Peter C. B. Phillips, “Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124],” Econometrics Journal (February 2011), 14(4): 126-129 [See CFDP 1309]

CFP 1346

Peter C. B. Phillips and Liangjun Su, “Non-parametric Regression under Location Shifts,” Econometrics Journal (October 2011), 14(3): 457-486 [See CFDP 1702]

CFP 1345

Xiaohong Chen and Demian Pouzo, “Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals,” Econometrica (January 2012), 80(1): 277-321 [Supplemental Material] [See CFDP 1650R2]

CFP 1344

Xiaohong Chen, Han Hong, and Denis Nekipelov, “Nonlinear Models of Measurement Errors,” Journal of Economic Literature (December 2011), 49(4): 901-937

CFP 1343

Xiaohu Wang, Peter C. B. Phillips, and Jun Yu, “Bias in Estimating Multivariate and Univariate Diffusions,” Journal of Econometrics (April 2011), 161(2): 228-245 [See CFDP 1778]

CFP 1342

Alberto Bisin, John Geanakoplos, Piero Gottardi, Enrico Minelli, and Heracles M. Polemarchakis, “Markets and Contracts,” Journal of Mathematical Economics (May 2011), 47(3): 279-288

CFP 1341

Dirk Bergemann and Karl Schlag, “Robust Monopoly Pricing,” Journal of Economic Theory (November 2011), 46(6): 2527-2543 [See CFDP 1527R2]

CFP 1340

Yixiao Sun, Peter C. B. Phillips, and Sainan Jin, “Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels,” Econometric Theory (December 2011), 27(6): 1320-1368 [See CFDP 1749]

CFP 1339

Chirok Han, Peter C. B. Phillips, and Donggyu Sul, “Uniform Asymptotic Normality in Stationary and Unit Root Autoregression,” Econometric Theory (December 2011), 27(6): 1117-1151 [See CFDP 1746]

CFP 1338

Chirok Han, Jin Seo Cho, and Peter C. B. Phillips, “Infinite Density at the Median and the Typical Shape of Stock Return Distributions,” Journal of Business and Economic Statistics (April 2011), 29(2): 282-294 [See CFDP 1701]

CFP 1337

Ke-Li Xu and Peter C. B. Phillips, “Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications,” Journal of Business and Economic Statistics (October 2011), 29(4): 518–528 [See CFDP 1612]

Pages