Papers (Reprints)

Number
CFP 1315 Juergen Huber, Martin Shubik, 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, 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, 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), 82-89 (Special Feature C) [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, 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, 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," 101-131 (Federal Reserve Bank of New York Economic Policy Review, August 2010) [See CFDP 1751]
CFP 1304 John Geanakoplos, "The Leverage Cycle," 1-65 (in D. Acemoglu, K. Rogoff and M. Woodford, eds., NBER Macroeconomics Annual 2009, Vol. 24, Chicago: University of Chicago Press, 2010) [See CFDP 1715R]
CFP 1303 , "Market Valuation of Accrued Social Security Benefits," 213-233 (in Deborah Lucas, ed., Measuring and Managing Federal Financial Risk. Chicago: University of Chicago Press) [See CFDP 1711]
CFP 1302 Pradeep Dubey, 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, 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, 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, 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, Marine Carrasco, "Nonlinearity and Temporal Dependence," Journal of Econometrics, (April 2010), 155(2): 155-169 [See CFDP 1652R]
CFP 1297 Christian List, Ben Polak, "Introduction to Judgment Aggregation," Journal of Economic Theory, (March 2010), 145(2): 441-466 [See CFDP 1753]
CFP 1296 Giuseppe Moscarini, 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, 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, Johannes Horner, "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, Juuso Valimaki, "The Dynamic Pivot Mechanism," Econometrica, (March 2010), 78(2): 771-789 [See CFDP 1672R]
CFP 1292 , "Bandit Problems," 336-340 (in Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, Vol. 1, 2nd ed., Macmillan Press, 2008) [See CFDP 1551]
CFP 1291 Donald W. K. Andrews, 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, 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, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 [See CFDP 1657]
CFP 1288 Steven Callander, Johannes Horner, "The Wisdom of the Minority," Journal of Economic Theory, (July 2009), 144(4): 1421-1439
CFP 1287 Maria Goltsman, Johannes Horner, Gregory Pavlo, Francesco Squintani, "Mediation, Arbitration and Negotiation," Journal of Economic Theory, (July 2009), 144(4): 1397-1420
CFP 1286 Johannes Horner, Stefano Lovo, "Belief-free Equilibria in Games with Incomplete Information," Econometrica, (March 2009), 77(2): 453-487
CFP 1285 Xiaohong Chen, Sydney C. Ludvigson, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," Journal of Applied Econometrics, (August 2009), 24(7): 1057-1093
CFP 1284 Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," Annals of Statistics, (January 2009), 37(6B): 4214-4253 [See CFDP 1691]
CFP 1283 Xiaohong Chen, Lars P. Hansen, "Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions," Annals of Statistics, (January 2009), 37(6B): 4279-4312 [See CFDP 1694]
CFP 1282 Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-based Nonlinear Quantile Autoregression," Econometrics Journal, (January 2009), 12(1): S50-S67 [See CFDP 1679]
CFP 1281 Dirk Bergemann, Stephen Morris, "Robust Implementation in Direct Mechanisms," Review of Economic Studies, (October 2009), 76(4): 1175-1204 [See CFDP 1561R2]
CFP 1280 David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142
CFP 1279 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," Review of Financial Studies, (March 2009), 22(9): 3669-3705 [See CFDP 1596]
CFP 1278 Donald W. K. Andrews, Patrik Guggenberger, "Incorrect Asymptotic Size of Subsampling Procedures Based on Post-consistent Model Selection Estimators," Journal of Econometrics, (September 2009), 152(1): 19-27
CFP 1277 Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Journal of Econometrics, (September 2009), 152(1): 46-60 [See CFDP 1640R]
CFP 1276 , "Reforming Social Security with Progressive Personal Accounts," 73-121 (in Jeffrey R. Brown, Jeffrey B. Liebman and David A. Wise, eds., Social Security Policy in a Changing Environment. University of Chicago Press, 2009) [See CFDP 1664]
CFP 1275 John Geanakoplos, "Overlapping Generations Model of General Equilibrium," (In Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, 2d ed. Palgrave Macmillan, 2008) [See CFDP 1663]
CFP 1274 J. Doyne Farmer, John Geanakoplos, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Complexity, 14(3): 11-38 [See CFDP 1647]
CFP 1273 Donald W. K. Andrews, Sukjin Han, "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Econometrics Journal, (January 2009), 12(s1): S172-S199 [See CFDP 1671]
CFP 1272 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 [See CFDP 1658]
CFP 1271 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," Econometric Theory, (August 2009), 25:(4): 958-984 [See CFDP 1613]
CFP 1270 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Econometric Theory, (June 2009), 25(3): 710-738 [See CFDP 1594]
CFP 1269 Peter C. B. Phillips, "Econometric Theory and Practice," Econometric Theory, (June 2009), 25(3): 583-586
CFP 1268 Donald W. K. Andrews, Patrik Guggenberger, "Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities," Econometric Theory, (June 2009), 25(3): 669-709 [See CFDP 1620]
CFP 1267 Peter C. B. Phillips, "Long Memory and Long Run Variation," 150-158 (Journal of Econometrics (August 2009) 151(2)) [See CFDP 1656]
CFP 1266 Tassos Magdalinos, Peter C. B. Phillips, "Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors," Econometric Theory, (April 2009), 25(2): 482-526

Pages

Number

CFP 1286

Johannes Hörner and Stefano Lovo, “Belief-free Equilibria in Games with Incomplete Information,” Econometrica (March 2009), 77(2): 453-487

CFP 1285

Xiaohong Chen and Sydney C. Ludvigson, “Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models,” Journal of Applied Econometrics (August 2009), 24(7): 1057-1093

CFP 1284

Xiaohong Chen, Wei Biao Wu, and Yanping Yi, “Efficient Estimation of Copula-based Semiparametric Markov Models,” Annals of Statistics (2009), 37(6B): 4214-4253 [See CFDP 1691]

CFP 1283

Xiaohong Chen, Lars P. Hansen, and José Scheinkman, “Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions,” Annals of Statistics (2009), 37(6B): 4279-4312 [See CFDP 1694]

CFP 1282

Xiaohong Chen, Roger Koenker, and Zhijie Xiao, “Copula-based Nonlinear Quantile Autoregression,” Econometrics Journal (January 2009), 12(1): S50-S67 [See CFDP 1679]

CFP 1281

Dirk Bergemann and Stephen Morris, “Robust Implementation in Direct Mechanisms,” Review of Economic Studies (October 2009), 76(4): 1175-1204 [See CFDP 1561R2]

CFP 1280

David F. Hendry and Peter C. B. Phillips, “Obituary: Clive W. J. Granger,” Econometric Theory (October 2009), 25(5): 1139-1142

CFP 1279

Peter C. B. Phillips and Jun Yu, “Simulation-based Estimation of Contingent-claims Prices,” Review of Financial Studies (March 2009), 22(9): 3669-3705 [See CFDP 1596]

CFP 1278

Donald W. K. Andrews and Patrik Guggenberger, “Incorrect Asymptotic Size of Subsampling Procedures Based on Post-consistent Model Selection Estimators,” Journal of Econometrics (September 2009), 152(1): 19-27

CFP 1277

Xiaohong Chen and Demian Pouzo, “Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals,” Journal of Econometrics (September 2009), 152(1): 46-60 [See CFDP 1640R]

CFP 1276

John Geanakoplos and Stephen P. Zeldes, “Reforming Social Security with Progressive Personal Accounts,” in Jeffrey R. Brown, Jeffrey B. Liebman and David A. Wise, eds., Social Security Policy in a Changing Environment. University of Chicago Press, 2009, pp. 73-121 [See CFDP 1664]

CFP 1275

John Geanakoplos, “Overlapping Generations Model of General Equilibrium,” In Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, 2d ed. Palgrave Macmillan, 2008 [See CFDP 1663]

CFP 1274

J. Doyne Farmer and John Geanakoplos, “The Virtues and Vices of Equilibrium and the Future of Financial Economics,” Complexity (January/February 2009), 14(3): 11-38 [See CFDP 1647]

CFP 1273

Donald W. K. Andrews and Sukjin Han, “Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities,” Econometrics Journal (January 2009), 12(s1): S172-S199 [See CFDP 1671]

CFP 1272

Xu Cheng and Peter C. B. Phillips, “Semiparametric Cointegrating Rank Selection,” Econometrics Journal (January 2009), 12(s1): S83-S104 [See CFDP 1658]

CFP 1271

Peter C. B. Phillips, “Exact Distribution Theory in Structural Estimation with an Identity,” Econometric Theory (August 2009), 25:(4): 958-984 [See CFDP 1613]

CFP 1270

Qiying Wang and Peter C. B. Phillips, “Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression,” Econometric Theory (June 2009), 25(3): 710-738 [See CFDP 1594]

CFP 1269

Peter C. B. Phillips, “Econometric Theory and Practice,” Econometric Theory (June 2009), 25(3): 583-586

CFP 1268

Donald W. K. Andrews and Patrik Guggenberger, “Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities,” Econometric Theory (June 2009), 25(3): 669-709 [See CFDP 1620]

CFP 1267

Peter C. B. Phillips, “Long Memory and Long Run Variation,” Journal of Econometrics (August 2009) 151(2): 150-158 [See CFDP 1656]

CFP 1266

Tassos Magdalinos and Peter C. B. Phillips, “Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors,” Econometric Theory (April 2009), 25(2): 482-526

CFP 1265

Dirk Bergemann and Stephen Morris, “Robust Virtual Implementation,” Theoretical Economics (March 2009), 4(1): 45-88 [See CFDP 1609R2]

CFP 1264

Dirk Bergemann, Xianwen Shi, and Juuso Välimäki, “Information Acquisition in Interdependent Value Auctions,” Journal of the European Economic Association (March 2009), 7(1): 61-89 [See CFDP 1619]

CFP 1263

Johannes Hörner and Nicolas Vieille, “Public vs. Private Offers in the Market for Lemons,” Econometrica (January 2009), 77(1): 29-69

CFP 1262

Xiaohong Chen, “Large Sample Sieve Estimation of Semi-Nonparametric Models,” in James J. Heckman and Edward E. Leamer, eds., Handbook of Econometrics, Vol. 6B. North-Holland, 2007, pp. 5550-5632

CFP 1261

Richard Blundell, Xiaohong Chen, and Dennis Kristensen, “Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves,” Econometrica (November 2007), 75(6): 1613-1669

CFP 1260

Xiaohong Chen, Yingyao Hu, and Arthur Lewbel, “Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor without Instruments,” Economics Letters (September 2008), 100(3): 381-384

CFP 1259

Xiaohong Chen, Yingyao Hu, and Arthur Lewbel, “A Note on the Closed-form Identification of Regression Models with a Mismeasured Binary Regressor,” Statistics and Probability Letters (September 2008), 78(12): 1473-1479

CFP 1258

Jussi Keppo, Giuseppe Moscarini, and Lones Smith, “The Demand for Information: More Heat than Light,” Journal of Economic Theory (January 2008), 138(1): 21-50 [See CFDP 1498]

CFP 1257

Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, and Larry Samuelson, “Common Learning,” Econometrica (July 2008), 76(4): 909-933 [See CFDP 1575R]

CFP 1256

Ray C. Fair, “Testing Price Equations,” European Economic Review (November 2008), 52(8): 1424-1437

CFP 1255

Ray C. Fair, “Estimated Age Effects in Baseball,” Journal of Quantitative Analysis in Sports (January 2008), 4(1): Article 1 [See CFDP 1536]

CFP 1254

Yuichi Kitamura, “Empirical Likelihood Methods in Econometrics: Theory and Practice,” In Richard Blundell, W. K. Newey, and T. Persson, eds., Advances in Economics and Econometrics: Theory and Applications, 9th World Congress, vol. 3, Cambridge University Press, 2007, Ch. 7

CFP 1253

Donald W. K. Andrews and Vadim Marmer, “Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments,” Journal of Econometrics (September 2008) 142(1): 183-200 [See CFDP 1501]

CFP 1252

Donald W. K. Andrews, Marcelo J. Moreira, and James H. Stock, “Efficient Two-sided Nonsimilar Invariant Tests in IV Regression with Weak Instruments,” Journal of Econometrics (October 2008), 146(2): 241-254

CFP 1251

Donald W. K. Andrews and James H. Stock, “Testing with Many Weak Instruments,” Journal of Econometrics (May 2007), 138(1): 24-46

CFP 1250

Donald W. K. Andrews and Gustavo Soares, “Rank Tests for Instrumental Regression with Weak Instruments,” Econometric Theory (December 2007), 23(6): 1033-1082 [See CFDP 1564]

CFP 1249

Donald W. K. Andrews and James H. Stock, “Inference with Weak Instruments,” in Richard Blundell, W. K. Newey, and T. Persson, eds., Advances in Economics and Econometrics: Theory and Applications, 9th World Congress, Vol. 3, Cambridge University Press, 2007, Ch. 6 [See CFDP 1530]

CFP 1248

Offer Lieberman and Peter C. B. Phillips, “Refined Inference on Long Memory in Realized Volatility,” Econometric Reviews (2008), 27(1-3), 254-267 [See CFDP 1549]

CFP 1247

Offer Lieberman and Peter C. B. Phillips, “A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process,” Journal of Econometrics (November 2008), 147(1): 99-103 [See CFDP 1586]

CFP 1246

Peter C. B. Phillips, “Unit Roots,” in S. Durlauf and L. Blume, eds. New Palgrave Dictionary of Economics, 2nd ed., Macmillan, 2008

CFP 1245

Rustam Ibragimov and Peter C. B. Phillips, “Regression Asymptotics using Martingale Convergence Methods,” Econometric Theory (August 2008), 24(4): 888-947 [See CFDP 1473]

CFP 1244

Peter C. B. Phillips and Tassos Magdalinos, “Limit Theory for Explosively Cointegrated Systems,” Econometric Theory (August 2008), 24(4): 865-887 [See CFDP 1614]

CFP 1243

Peter C. B. Phillips and Chirok Han, “Gaussian Inference in AR(1) Time Series with or without a Unit Root,” Econometric Theory (June 2008), 24(3): 631-650 [See CFDP 1546]

CFP 1242

Nicholas Z. Muller and Peter C. B. Phillips, “Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution,” Environmetrics (September 2008), 19(6): 567-581 [See CFDP 1548]

CFP 1241

Peter C. B. Phillips, “Albert Rex Bergstrom: 1925-2005,” In J. King, ed., Biographical Dictionary of Australian and New Zealand Economists, Edward Elgar, Cheltenham, 2007

CFP 1240

Dino Gerardi, Richard P. McLean, and Andrew Postlewaite, “Aggregation of Expert Opinions,” Games and Economic Behavior (March 2009), 65(2): 339-371 [See CFDP 1503]

CFP 1239

Luca Anderlini, Dino Gerardi, and Roger Lagunoff, “A ‘Super’ Folk Theorem for Dynastic Repeated Games,” Economic Theory (December 2008), 37(3): 357-394 [See CFDP 1490]

CFP 1238

Dino Gerardi and Leeat Yariv, “Information Acquisition in Committees,” Games and Economic Behavior (March 2008), 62(2): 436-459 [See CFDP 1411R]

CFP 1237

Dino Gerardi and Roger B. Myerson, “Sequential Equilibria in Bayesian Games with Communication,” Games and Economic Behavior (July 2007) 60(1): 104-134 [See CFDP 1542]

Pages