Papers (Reprints)

Number
CFP 1215 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Trends and the Power of Panel Unit Root Tests," Journal of Econometrics, (December 2007), 141(2): 416-459 [See CFDP 1435]
CFP 1214 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Journal of Econometrics, (December 2007), 141(1): 1115-1130 [See CFDP 1516]
CFP 1213 Ray C. Fair, "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," The B.E. Journal of Macroeconomics, (January 2007), 7(1): (ContributionsArticle 12) [See CFDP 1577]
CFP 1212 Ray C. Fair, "Estimated Age Effects in Athletic Events and Chess," Experimental Aging Research, (January 2007), 33(1): 37-57 [See CFDP 1495]
CFP 1211 Ray C. Fair, "Evaluating Inflation Targeting Using a Macroeconometric Model," 2007-8 (Economics – The Open-Access, Open-Assessment E-Journal) [See CFDP 1570]
CFP 1210 Peter C. B. Phillips, Donggyu Sul, "Some Empirics on Economic Growth under Heterogeneous Technology," Journal of Macroeconomics, (September 2007), 29(3): 455-469
CFP 1209 , "A Decade of Boom and Bust in Single Family Home Prices: Boston and Los Angeles, 1983-1993," Revue D’Économie Financière, (December 1993), 389-407 (and reprinted in New England Economic Review March/April 1994, 40-51)
CFP 1208 , "Information in Mechanism Design," 186-221 (in Richard Blundell, Whitney Newey and Torsten Persson, eds., Proceedings of the 9th World Congress of the Econometric Society. Cambridge: Cambridge University Press, 2006) [See CFDP 1532R]
CFP 1207 Dirk Bergemann, Stephen Morris, "An Ascending Auction for Interdependent Values: Uniqueness and Robustness to Strategic Uncertainty," American Economic Review, (May 2007), 97(2): 125-130 [See CFDP 1600]
CFP 1206 Peter C. B. Phillips, "Regression with Slowly Varying Regressors and Nonlinear Trends," Econometric Theory, (August 2007), 23(4): 557-614
CFP 1205 Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Journal of Econometrics, (April 2007), 137(2): 354-395 [See CFDP 1522]
CFP 1204 Peter C. B. Phillips, Donggyu Sul, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Journal of Econometrics, (March 2007), 137(1): 162-188 [See CFDP 1438]
CFP 1203 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," Economics Letters, (May 2006), 91(2): 300-306 [See CFDP 1538]
CFP 1202 , "Limit Theory for Moderate Deviations from Unity under Weak Dependence," (in G. D. A. Phillips and E. Tzavalis, eds., The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis. Cambridge University, 2007, pp.123-162) [See CFDP 1517]
CFP 1201 Ioannis Karatzas, Martin Shubik, William D. Sudderth, John Geanakoplos, "The Inflationary Bias of Real Uncertainty and the Harmonic Fisher Equation," Economic Theory, (August 2006), 28(3): 481-512 [See CFDP 1333], [See CFDP 1424R]
CFP 1200 Pradeep Dubey, John Geanakoplos, "Money and Production, and Liquidity Trap," International Journal of Economic Theory, 2(3/4): 295-317 [See CFDP 1574]
CFP 1199 Pradeep Dubey, John Geanakoplos, "Determinacy with Nominal Assets and Outside Money," Economic Theory, (January 2006), 27(1): 79-106 [See CFDP 1427R]
CFP 1198 Robert W. Dimand, John Geanakoplos, "Celebrating Irving Fisher: The Legacy of a Great Economist," American Journal of Economics and Sociology, (January 2005), 64(1): 3-18 (Introduction, ed. by J. Geanakoplos and R. Dimand)
CFP 1197 Peter C. B. Phillips, "Unit Root Log Periodogram Regression," Journal of Econometrics, (May 2007), 138(1): 104-124 [See CFDP 1244]
CFP 1196 , "Efficient Recommender Systems," (Proceedings of the 8th IEEE International Conference on E-Commerce Technology and the 3rd IEEE International Conference on Enterprise Computing, and E-Services) [See CFDP 1568]
CFP 1195 Ray C. Fair, "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics and Econometrics, (December 2003), 7(4): (Article 1) [See CFDP 1345]
CFP 1194 Ray C. Fair, "Testing for a New Economy in the 1990s: The Stock Market Accounted for a Major Part of the Boom," Business Economics, (January 2004), 39(1): 43-53 [See CFDP 1388]
CFP 1193 Ray C. Fair, "Policy Effects in the Post Boom U.S. Economy," Topics in Macroeconomics, (January 2005), 5(1): (Article 19) [See CFDP 1497]
CFP 1192 John E. Roemer, "Modeling Party Competition in General Elections," 1010-1030 (in Donald A. Wittman and Barry R. Weingast, eds., Oxford Handbook of Political Economy, 2006) [See CFDP 1488]
CFP 1191 John E. Roemer, "Party Competition under Private and Public Financing: A Comparison of Institutions," 6(1): 1-31 (Advances in Theoretical Economics (April 2006))
CFP 1190 Woojin Lee, John E. Roemer, "Racism and Redistribution in the United States: A Solution to the Problem of American Exceptionalism," Journal of Public Economics, (January 2006), 90: 1027-1052 [See CFDP 1462]
CFP 1189 Woojin Lee, Karine Van der Straeten, John E. Roemer, "Racism, Xenophobia, and Redistribution," Journal of the European Association, 4(2-3): 446-454
CFP 1188 John E. Roemer, Karine Van der Straeten, "The Political Economy of Xenophobia and Distribution: The Case of Denmark," Scandinavian Journal of Economics, (July 2006), 108(2): 251-277
CFP 1187 John E. Roemer, "Games with Vector-Valued Payoffs and Their Application to Competition between Organizations," Economics Bulletin, (January 2005), 3(16): 1-13
CFP 1186 John E. Roemer, "Review Essay: The 2006 World Development Report: Equity and Development," Journal of Economic Inequality, (August 2006), 4(2): 233-244
CFP 1185 Juan D. Moreno-Ternero, John E. Roemer, "Impartiality, Priority, and Solidarity in the Theory of Justice," Econometrica, (September 2006), 74(5): 1419-1427 [See CFDP 1477A], [See CFDP 1477B]
CFP 1184 John E. Roemer, "The Global Welfare Economics of Immigration," Social Choice and Welfare, (October 2006), 27(2): 311-325
CFP 1183 Jeeman Jung, Robert J. Shiller, "Samuelson’s Dictum and the Stock Market," Economic Inquiry, (April 2005), 43(2): 221-228 [See CFDP 1386]
CFP 1182 Robert J. Shiller, "Life-Cycle Portfolios as Government Policy," Economists’ Voice, (December 2004), 2(1): (Article 14)
CFP 1181 Karl E. Case, John M. Quigley, "Comparing Wealth Effects: The Stock Market versus the Housing Market," 1-34 (Advances in Macroeconomics (May 2005) 5(1)) [See CFDP 1335]
CFP 1180 Robert J. Shiller, "Tools for Financial Innovation: Neoclassical versus Behavioral Finance," Financial Review, (February 2006), 41(1): 1-8
CFP 1179 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "On the Breitung Test for Panel Unit Roots and Local Asymptotic Power," Econometric Theory, (December 2006), 22(6): 1179-1190
CFP 1178 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Journal of Statistical Planning and Inference, (March 2007), 137(3): 985-1023 [See CFDP 1437]
CFP 1177 , "Optimal Pricing with Recommender Systems," 43-51 (Proceedings of the 7th ACM Conference on Electronic Commerce, Ann Arbor, MI, 2006) [See CFDP 1563]
CFP 1176 Dirk Bergemann, Ulrich Hege, "The Financing of Innovation: Learning and Stopping," RAND Journal of Economics, 36(4): 719-752 [See CFDP 1292R]
CFP 1175 Dirk Bergemann, Juuso Valimaki, "Dynamic Pricing of New Experience Goods," Journal of Political Economy, (August 2006), 114(4): 713-743 [See CFDP 1463R]
CFP 1174 , "Dynamic Price Competition," 232-263 (Journal of Economic Theory (March 2006) 127(1)) [See CFDP 1412]
CFP 1173 Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," American Journal of Economics and Sociology, (January 2005), 61(1): 125-168
CFP 1172 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root," Journal of Econometrics, (January 2007), 136(1): 115-130
CFP 1171 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Econometric Theory, (October 2006), 22 (5): 947-960 [See CFDP 1540]
CFP 1170 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation," International Economic Review, (August 2006), 47(3): 837-894
CFP 1169 Herbert E. Scarf, Kevin M. Woods, "Neighborhood Complexes and Generating Functions for Affine Semigroups," Discrete and Computational Geometry, (March 2006), 35(3): 385-403 [See CFDP 1458]
CFP 1168 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Optimal Two-sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, (May 2006), 74(3): 715-752 (Supplemantal material; Tables and Figures) [See CFDP 1476]
CFP 1167 Peter C. B. Phillips, Jun Yu, "Comment," Journal of Business and Economic Statistics, (April 2006), 24(2): 202-208
CFP 1166 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, (January 2006), 27(1): 51-60 [See CFDP 1475]

Pages

Number

CFP 1186

John E. Roemer, “Review Essay: The 2006 World Development Report: Equity and Development,” Journal of Economic Inequality (August 2006), 4(2): 233-244

CFP 1185

Juan D. Moreno-Ternero and John E. Roemer, “Impartiality, Priority, and Solidarity in the Theory of Justice,” Econometrica (September 2006), 74(5): 1419-1427 [See CFDP 1477A & CFDP 1477B]

CFP 1184

John E. Roemer, “The Global Welfare Economics of Immigration,” Social Choice and Welfare (October 2006), 27(2): 311-325

CFP 1183

Jeeman Jung and Robert J. Shiller, “Samuelson’s Dictum and the Stock Market,” Economic Inquiry (April 2005), 43(2): 221-228 [See CFDP 1386]

CFP 1182

Robert J. Shiller, “Life-Cycle Portfolios as Government Policy,” Economists’ Voice (December 2004), 2(1), Article 14

CFP 1181

Karl E. Case, John M. Quigley, and Robert J. Shiller, “Comparing Wealth Effects: The Stock Market versus the Housing Market,” Advances in Macroeconomics (May 2005) 5(1): 1-34 [See CFDP 1335]

CFP 1180

Robert J. Shiller, “Tools for Financial Innovation: Neoclassical versus Behavioral Finance,” Financial Review (February 2006), 41(1): 1-8

CFP 1179

Hyungsik Roger Moon, Benoit Perron, and Peter C. B. Phillips, “On the Breitung Test for Panel Unit Roots and Local Asymptotic Power,” Econometric Theory (December 2006), 22(6): 1179-1190

CFP 1178

Peter C. B. Phillips, Yixiao Sun, and Sainan Jin, “Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation,” Journal of Statistical Planning and Inference (March 2007), 137(3): 985-1023 [See CFDP 1437]

CFP 1177

Dirk Bergemann and Deran Ozmen, “Optimal Pricing with Recommender Systems,” Proceedings of the 7th ACM Conference on Electronic Commerce, Ann Arbor, MI, 2006, pp. 43-51 [See CFDP 1563]

CFP 1176

Dirk Bergemann and Ulrich Hege, “The Financing of Innovation: Learning and Stopping,” RAND Journal of Economics (Winter 2005), 36(4): 719-752 [See CFDP 1292R]

CFP 1175

Dirk Bergemann and Juuso Välimäki, “Dynamic Pricing of New Experience Goods,” Journal of Political Economy (August 2006), 114(4): 713-743 [See CFDP 1463R]

CFP 1174

Dirk Bergemann and Juuso Välimäki, “Dynamic Price Competition,” Journal of Economic Theory (March 2006) 127(1): 232-263 [See CFDP 1412]

CFP 1173

Peter C. B. Phillips, “Econometric Analysis of Fisher’s Equation,” American Journal of Economics and Sociology (January 2005), 61(1): 125-168

CFP 1172

Peter C. B. Phillips and Tassos Magdalinos, “Limit Theory for Moderate Deviations from a Unit Root,” Journal of Econometrics (January 2007), 136(1): 115-130

CFP 1171

Peter C. B. Phillips, “A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation,” Econometric Theory (October 2006), 22 (5): 947-960 [See CFDP 1540]

CFP 1170

Peter C. B. Phillips, Yixiao Sun, and Sainan Jin, “Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation,” International Economic Review (August 2006), 47(3): 837-894

CFP 1169

Herbert E. Scarf and Kevin M. Woods, “Neighborhood Complexes and Generating Functions for Affine Semigroups,” Discrete and Computational Geometry (March 2006), 35(3): 385-403  [See CFDP 1458]

CFP 1168

Donald W. K. Andrews, Marcelo J. Moreira, and James H. Stock, “Optimal Two-sided Invariant Similar Tests for Instrumental Variables Regression,” Econometrica (May 2006), 74(3): 715-752 [Supplemantal material; Tables and Figures] [See CFDP 1476]

CFP 1167

Peter C. B. Phillips and Jun Yu, “Comment,” Journal of Business and Economic Statistics (April 2006), 24(2): 202-208

CFP 1166

Liudas Giraitis and Peter C. B. Phillips, “Uniform Limit Theory for Stationary Autoregression,” Journal of Time Series Analysis (January 2006), 27(1): 51-60 [See CFDP 1475]

CFP 1165

Chirok Han and Peter C. B. Phillips, “GMM with Many Moment Conditions,” Econometrica (January 2006), 74(1): 147-192 [See CFDP 1515]

CFP 1164

John E. Roemer and Karine Van der Straeten, “Xenophobia and the Size of the Public Sector in France: A Politico-economic Analysis,” Journal of Economics (November 2005), 86(2): 95-144 [See CFDP 1478]

CFP 1163

John E. Roemer, “Will Democracy Engender Equality?Economic Theory (January 2005), 25(1): 217-234 [See CFDP 1281R]

CFP 1162

Offer Lieberman and Donald W. K. Andrews, “Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series,” Econometric Theory (August 2005), 21(4): 710-734 [See CFDP 1361]

CFP 1161

Donggyu Sul, Peter C. B. Phillips, and Chi-Young Choi, “Prewhitening Bias in HAC Estimation,” Oxford Bulletin of Economics and Statistics (August 2005), 67(4): 517-546 [See CFDP 1436]

CFP 1160

J. Doyne Farmer, Martin Shubik, and Eric Smith, “Is Economics the Next Physical Science?,” Physics Today (September 2005), 37-42 [See CFDP 1520]

CFP 1159

Peter C. B. Phillips and Ke-Li Xu, “Inference in Autoregression under Heteroskedasticity,” Journal of Time Series Analysis (March 2006), 27(2): 289-308

CFP 1158

Peter C. B. Phillips, “HAC Estimation by Automated Regression,” Econometric Theory (February 2005), 21(1): 116-142 [See CFDP 1470]

CFP 1157

Offer Lieberman and Peter C. B. Phillips, “Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter,” Econometrics Journal (November 2005), 8(3): 367-379 [See CFDP 1474]

CFP 1156

Katsumi Shimotsu and Peter C. B. Phillips, “Exact Local Whittle Estimation of Fractional Integration,” Annals of Statistics (2005), 33(4): 1890-1933 [See CFDP 1367]

CFP 1155

Ray C. Fair, “Estimates of the Effectiveness of Monetary Policy,” Journal of Money, Credit and Banking (August 2005), 37(4): 645-660 [See CFDP 1298]

CFP 1154

John E. Roemer, “Distribution and Politics: A Brief History and Prospect,” Social Choice and Welfare (December 2005), 25(2-3): 507-525 [See CFDP 1487]

CFP 1153

Donald W. K. Andrews, “Cross-Section Regression with Common Shocks,” Econometrica (September 2005), 73(5): 1551-1585 [See CFDP 1428]

CFP 1152

Peter C. B. Phillips and Jun Yu, “Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics,” Statistical Science (2005), 20(4): 338-343

CFP 1151

Peter C. B. Phillips, “Challenges of Trending Time Series Econometrics,” Mathematics and Computers in Simulation (May 2005), 68(5-6): 401-416 [See CFDP 1472]

CFP 1150

Robert J. Shiller, “Behavioral Economics and Institutional Innovation,” Southern Economic Journal (October 2005), 72(2): 269-283 [See CFDP 1499]

CFP 1149

Peter C. B. Phillips, “Automated Discovery in Econometrics,” Econometric Theory (February 2005), 21(1): 3-20 [See CFDP 1469]

CFP 1148

John Y. Campbell and Robert J. Shiller, “An Interview with Robert J. Shiller,” Macroeconomic Dynamics (November 2004), 9(5): 649-683

CFP 1147

Martin Shubik, “A Double Auction Market: Teaching, Experiment, and Theory,” Simulation and Gaming (June 2005), 36(2): 166-182 [See CFDP 1443]

CFP 1146

John E. Roemer and Roberto Veneziani, “What We Owe Our Children, They Their Children, …,” Journal of Public Economic Theory (December 2004), 6(5): 637-654 [See CFDP 1326]

CFP 1145

Ana Fostel, Herbert E. Scarf, and Michael J. Todd, “Two New Proofs of Afriat’s Theorem,” Economic Theory (July 2004), 24(1): 211-219 [See CFDP 1415]

CFP 1144

Martin Shubik and Eric Smith, “The Physics of Time and Dimension in the Economics of Financial Control,” Physica A (September 2004), 340(4): 656-667

CFP 1143

Andrew Jeffrey, Dennis Kristensen, Oliver B. Linton, Thong Nguyen, and Peter C. B. Phillips, “Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach,” Journal of Financial Econometrics (March 2004), 2(2): 251-289 [See CFDP 1311]

CFP 1142

Michael R. Powers, David M. Schizer, and Martin Shubik, “Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales,” Tax Law Review (Winter 2004), 57: 233-274 [See CFDP 1413]

CFP 1141

Offer Lieberman and Peter C. B. Phillips, “Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra,” Journal of Time Series Analysis (September 2004), 25(5): 733-753 [See CFDP 1374]

CFP 1140

John E. Roemer, “Eclectic Distributional Ethics,” Politics, Philosophy and Economics (October 2004), 3(3): 267-281 [See CFDP 1408]

CFP 1139

John E. Roemer, Rolf Aaberge, Ugo Colombino, Johan Fritzell, Stephen P. Jenkins, Arnaud Lefranc, Ive Marx, Marianne Page, Evert Pommer, Javier Ruiz-Castillo, Maria Jesus San Segundo, Torben Tranaes, Alain Trannoy, Gert G. Wagner, and Ignacio Zubiri, “To What Extent Do Fiscal Regimes Equalize Opportunities for Income Acquisition Among Citizens?,” Journal of Public Economics (2003), 87: 539-565

CFP 1138

Donald W. K. Andrews, “Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum,” Econometrica (January 2003), 71(1): 395-397

CFP 1137

Peter C. B. Phillips, “In Memory of John Denis Sargan,” Econometric Theory (June 2003), 19(3): 417-422

Pages