Papers (Reprints)

Number
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 Donald W. K. Andrews, Xu Cheng, "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]
CFP 1365 Donald W. K. Andrews, 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, 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, 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, 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, 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, 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, Peter C. B. Phillips, "A Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics, (January 2012), 40(2): 727–758 (:2) [See CFDP 1779]
CFP 1358 John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, 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, 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, Donald J. Brown, "Affective Decision Making: A Theory of Optimism Bias," 67-80 (Games and Economic Behavior (May 2012) 75(1)) [See CFDP 1633R]
CFP 1355 Xiaoxia Shi, 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, 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, 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, Andréz Rodríguez-Clare, "New Trade Models, Same Old Gains?," 102(1): 94-130 (American Economic Review (February 2012))
CFP 1351 Peter C. B. Phillips, 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, 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, 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, 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, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 [See CFDP 1702]
CFP 1345 Xiaohong Chen, 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, 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, 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, Heracles M. Polemarchakis, "Markets and Contracts," Journal of Mathematical Economics, (May 2011), 47(3): 279-288
CFP 1341 Dirk Bergemann, 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, 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, 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, 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, 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]
CFP 1336 Dirk Bergemann, Alessandro Bonatti, "Targeting in Advertising Markets: Implications for Offline versus Online Media," RAND Journal of Economics, 42(3): 417-443 [See CFDP 1758R]
CFP 1335 Taisuke Otsu, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Journal of Multivariate Analysis, (January 2011), 102(8): 1203-1216 [See CFDP 1785]
CFP 1334 Taisuke Otsu, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Econometrics Journal, (July 2011), 14(2): 321-329 [See CFDP 1783]
CFP 1333 Johannes Horner, Takuo Sugaya, Satoru Takahashi, Nicolas Vieille, "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta approaching 1 and a Folk Theorem," Econometrica, (July 2011), 79(4): 1277-1318 [See CFDP 1742]
CFP 1332 John Geanakoplos, "What’s Missing from Macroeconomics: Endogenous Leverage and Default," 220-238 (in Marek Jarocinski, Frank Smets, and Christian Thimann, eds., Approaches to Monetary Policy Revisited — Lesson from the Crisis, Sixth ECB Central Banking Conference 18-19 November 2010, European Central Bank, 2011)
CFP 1331 John Geanakoplos, "Incorporating Financial Features into Macroeconomics: Discussion," (in Macroeconomic Challenges: The Decade Ahead. Jackson Hole, Federal Reserve Bank of Kansas City Economic Policy Symposium, 2010)
CFP 1330 John Geanakoplos, Pradeep Dubey, "Credit Cards and Inflation," Games and Economic Behavior, (November 2010), 70(2): 325-353 (with Pradeep Dubey) [See CFDP 1709]
CFP 1329 Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Econometric Theory, (June 2011), 27(3): 497-521 [See CFDP 1626]
CFP 1328 Dirk Bergemann, Stephen Morris, Olivier Tercieux, "Rationalizable Implementation," Journal of Economic Theory, (May 2011), 146(3): 1253-1274 [See CFDP 1697R]
CFP 1327 Herbert E. Scarf, "The Computation of Equilibria for the Walrasian Model: A Personal Account," 46-73 (in Pascal Bridel, ed., General Equilibrium Analysis: A Century after Walras. Routledge, 2011)
CFP 1326 Eduardo Faingold, Yuliy Sannikov, "Reputation in Continuous-Time Games," Econometrica, (May 2011), 79(3): 773-876
CFP 1325 Dirk Bergemann, Maher Said, "Dynamic Auctions: A Survey," 1511-1522 (in J. J. Cochran, with L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith, eds., Wiley Encyclopedia of Operations Research and Management Science, Volume 2, Wiley, 2011) [See CFDP 1757R]
CFP 1324 Humberto Llavador, John E. Roemer, Joaquim Silvestre, "Intergenerational Justice When Future Worlds Are Uncertain," 728-761 (Journal of Mathematical Economics (September 2010) 46(5)) [See CFDP 1692]
CFP 1323 John E. Roemer, "Kantian Equilibrium," Scandinavian Journal of Economics, (March 2010), 112(1): 1-24 [See CFDP 1582]

Pages

Number

CFP 1336

Dirk Bergemann and Alessandro Bonatti, “Targeting in Advertising Markets: Implications for Offline versus Online Media,” RAND Journal of Economics (Fall 2011), 42(3): 417-443 [See CFDP 1758R]

CFP 1335

Taisuke Otsu, “Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators,” Journal of Multivariate Analysis (2011), 102(8): 1203-1216 [See CFDP 1785]

CFP 1334

Taisuke Otsu, “Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators,” Econometrics Journal (July 2011), 14(2): 321-329 [See CFDP 1783]

CFP 1333

Johannes Hörner, Takuo Sugaya, Satoru Takahashi, and Nicolas Vieille, “Recursive Methods in Discounted Stochastic Games: An Algorithm for delta approaching 1 and a Folk Theorem,” Econometrica (July 2011), 79(4): 1277-1318 [See CFDP 1742]

CFP 1332

John Geanakoplos, “What’s Missing from Macroeconomics: Endogenous Leverage and Default,” in Marek Jarocinski, Frank Smets, and Christian Thimann, eds., Approaches to Monetary Policy Revisited Lesson from the Crisis, Sixth ECB Central Banking Conference 18-19 November 2010, European Central Bank, 2011, pp. 220-238

CFP 1331

John Geanakoplos, “Incorporating Financial Features into Macroeconomics: Discussion,” in Macroeconomic Challenges: The Decade Ahead. Jackson Hole, Federal Reserve Bank of Kansas City Economic Policy Symposium, 2010

CFP 1330

John Geanakoplos and Pradeep Dubey, “Credit Cards and Inflation,” Games and Economic Behavior (November 2010), 70(2): 325-353 (with Pradeep Dubey) [See CFDP 1709]

CFP 1329

Xiaohong Chen and Markus Reiss, “On Rate Optimality for Ill-posed Inverse Problems in Econometrics,” Econometric Theory (June 2011), 27(3): 497-521 [See CFDP 1626]

CFP 1328

Dirk Bergemann, Stephen Morris, and Olivier Tercieux, “Rationalizable Implementation,” Journal of Economic Theory (May 2011), 146(3): 1253–1274 [See CFDP 1697R]

CFP 1327

Herbert E. Scarf, “The Computation of Equilibria for the Walrasian Model: A Personal Account,” in Pascal Bridel, ed., General Equilibrium Analysis: A Century after Walras. Routledge, 2011, pp. 46-73

CFP 1326

Eduardo Faingold and Yuliy Sannikov, “Reputation in Continuous-Time Games,” Econometrica (May 2011), 79(3): 773-876

CFP 1325

Dirk Bergemann and Maher Said, “Dynamic Auctions: A Survey,” in J. J. Cochran, with L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith, eds., Wiley Encyclopedia of Operations Research and Management Science, Volume 2, Wiley, 2011, pp. 1511-1522 (with Maher Said) [See CFDP 1757R]

CFP 1324

Humberto Llavador, John E. Roemer, and Joaquim Silvestre, “Intergenerational Justice When Future Worlds Are Uncertain,” Journal of Mathematical Economics (September 2010) 46(5): 728-761 [See CFDP 1692]

CFP 1323

John E. Roemer, “Kantian Equilibrium,” Scandinavian Journal of Economics (March 2010), 112(1): 1-24 [See CFDP 1582]

CFP 1322

John E. Roemer, “Incentive Provision and Coordination as Market Functions,” Zeitschrift für ArbeitsmarktForschung (February 2010), 43(1): 6-16

CFP 1321

John E. Roemer, “The Ethics of Intertemporal Distribution in a Warming Planet,” Environmental and Resource Economics (March 2011) 48(3): 363-390 [See CFDP 1693]

CFP 1320

John E. Roemer, “A Theory of Income Taxation where Politicians Focus upon Core and Swing Voters,” Social Choice and Welfare (April 2011), 36(3-4): 383-421 [See CFDP 1637]

CFP 1319

Qiying Wang and Peter C. B. Phillips, “Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications,” Econometric Theory (April 2011), 27(2): 235-259 [See CFDP 1687]

CFP 1318

Eduardo Engel, Ronald Fischer, and Alexander Galetovic, “Public-Private Partnerships to Revamp U.S. Infrastructure,” The Hamilton Project, February 2011

CFP 1317

Eduardo Engel and Ronald Fischer, “Optimal Resource Extraction Contracts under Threat of Expropriation,” in W. Hogan and F. Sturzenegger, eds., The Natural Resource Trap. Cambridge: MIT Press, pp. 161-195

CFP 1316

Dirk Bergemann and Stephen Morris, “Robust Implementation in General Mechanisms,” Games and Economic Behavior (March 2011), 71(2): 261-281 [See CFDP 1666R]

CFP 1315

Juergen Huber, Martin Shubik, and Shyam Sunder, “Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence,” Games and Economic Behavior (November 2010), 70(2): 403-424 [See CFDP 1623R]

CFP 1314

Martin Angerer, Juergen Huber, Martin Shubik, and Shyam Sunder, “An Economy with Personal Currency: Theory and Experimental Evidence,” Annals of Finance (October 2010), 6(4): 475-509 [See CFDP 1622]

CFP 1313

Taisuke Otsu and Yoon-Jae Whang, “Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical Likelihood,” Econometric Theory (February 2011), 27(1): 114-153 [See CFDP 1533]

CFP 1312

Taisuke Otsu, “Empirical Likelihood Estimation of Conditional Moment Restriction Models with Unknown Functions,” Econometric Theory (February 2011), 27(1): 8-46

CFP 1311

Peter C. B. Phillips, “The Mysteries of Trend,” Macroeconomic Review (October 2010), Special Feature C, 82-89 [See CFDP 1771]

CFP 1310

Peter C. B. Phillips, “Bootstrapping I(1) Data,” Journal of Econometrics (October 2010), 158(2): 280-284 [See CFDP 1689]

CFP 1309

Peter C. B. Phillips, Tassos Magdalinos, and Liudas Giraitis, “Smoothing Local-to-Moderate Unit Root Theory,” Journal of Econometrics (October 2010), 158(2): 274-279 [See CFDP 1659]

CFP 1308

Peter C. B. Phillips, “Two New Zealand Pioneer Econometricians,” New Zealand Economic Papers (April 2010), 44(1): 1-26

CFP 1307

Donald W. K. Andrews and Patrik Guggenberger, “Applications of Subsampling, Hybrid, and Size-correction Methods,” Journal of Econometrics (October 2010), 158(2): 285-305 [See CFDP 1608]

CFP 1306

John Geanakoplos, “Managing the Leverage Cycle: A Brief Talk in Milan with Questions and Answers,” Dopo la Crisi: Conseguenze Economiche, Finanziarie e Sociali, Centro Nazionale di Prevenzione e Difesa Sociale, 2010

CFP 1305

John Geanakoplos, “Solving the Present Crisis and Managing the Leverage Cycle,” Federal Reserve Bank of New York Economic Policy Review, August 2010, pp. 101-131 [See CFDP 1751]

CFP 1304

John Geanakoplos, “The Leverage Cycle,” in D. Acemoglu, K. Rogoff and M. Woodford, eds., NBER Macroeconomics Annual 2009, Vol. 24, Chicago: University of Chicago Press, 2010, pp. 1-65 [See CFDP 1715R]

CFP 1303

John Geanakoplos and Stephen P. Zeldes, “Market Valuation of Accrued Social Security Benefits,” in Deborah Lucas, ed., Measuring and Managing Federal Financial Risk. Chicago: University of Chicago Press, pp. 213-233 [See CFDP 1711]

CFP 1302

Pradeep Dubey and John Geanakoplos, “Grading Exams: 100, 99, 98,… A, B, C?,” Games and Economic Behavior (May 2010), 69(1): 72-94 [See CFDP 1710]

CFP 1301

Christian Gouriéroux, Peter C. B. Phillips, and Jun Yu, “Indirect Inference for Dynamic Panel Models,” Journal of Econometrics (July 2010), 157(1): 68-77 [See CFDP 1550]

CFP 1300

Frank J. Fabozzi, Robert J. Shiller, and Radu S. Tunaru, “Property Derivatives for Managing European Real-Estate Risk,” European Financial Management (January 2010), 16(1): 8-26

CFP 1299

Xiaohong Chen, Yanqin Fan, Demian Pouzo, and Zhiliang Ying, “Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship,” Journal of Econometrics (July 2010), 157(1): 129-142 [See CFDP 1683]

CFP 1298

Xiaohong Chen, Lars P. Hansen, and Marine Carrasco, “Nonlinearity and Temporal Dependence,” Journal of Econometrics (April 2010), 155(2): 155-169 [See CFDP 1652R]

CFP 1297

Christian List and Ben Polak, “Introduction to Judgment Aggregation,” Journal of Economic Theory (March 2010), 145(2): 441-466 [See CFDP 1753]

CFP 1296

Giuseppe Moscarini and Francesco Squintani, “Competitive Experimentation with Private Information: The Survivor’s Curse,” Journal of Economic Theory (March 2010), 145(2): 639-660 [See CFDP 1489]

CFP 1295

Donald W. K. Andrews and Patrik Guggenberger, “Asymptotic Size and a Problem with Subsampling and with the m out of n Bootstrap,” Econometric Theory (April 2010), 26(2): 426-468 [See CFDP 1605R]

CFP 1294

Olivier Gossner and Johannes Hörner, “When Is the Lowest Equilibrium Payoff in a Repeated Game Equal to the Minmax Payoff?,” Journal of Economic Theory (January 2010), 145(1): 63-84

CFP 1293

Dirk Bergemann and Juuso Välimäki, “The Dynamic Pivot Mechanism,” Econometrica (March 2010), 78(2): 771-789 [See CFDP 1672R]

CFP 1292

Dirk Bergemann and Juuso Välimäki, “Bandit Problems,” in Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, Vol. 1, 2nd ed., Macmillan Press, 2008, pp. 336-340 [See CFDP 1551]

CFP 1291

Donald W. K. Andrews and Gustavo Soares, “Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection,” Econometrica (January 2010), 78(1): 119-157 (Supplemental Material) [See CFDP 1631]

CFP 1290

Chirok Han and Peter C. B. Phillips, “GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity,” Econometric Theory (February 2010), 26(1): 119-151 [See CFDP 1599]

CFP 1289

Qiying Wang and Peter C. B. Phillips, “Structural Nonparametric Cointegrating Regression,” Econometrica (November 2009), 77(6): 1901-1948 [See CFDP 1657]

CFP 1288

Steven Callander and Johannes Hörner, “The Wisdom of the Minority,” Journal of Economic Theory (July 2009), 144(4): 1421-1439

CFP 1287

Maria Goltsman, Johannes Hörner, Gregory Pavlo, and Francesco Squintani, “Mediation, Arbitration and Negotiation,” Journal of Economic Theory (July 2009), 144(4): 1397-1420

Pages