Papers (Reprints)

Number
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]
CFP 1165 Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," Econometrica, (January 2006), 74(1): 147-192 [See CFDP 1515]
CFP 1164 John E. Roemer, 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, 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, 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, Eric Smith, "Is Economics the Next Physical Science?," (September 2005), 37-42 [See CFDP 1520]
CFP 1159 Peter C. B. Phillips, 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, 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, Peter C. B. Phillips, "Exact Local Whittle Estimation of Fractional Integration," Annals of Statistics, (January 2005), 33(4): 1890-1933 [See CFDP 1367]
CFP 1155 Ray C. Fair, "Estimates of the Effectiveness of Monetary Policy," Journal of Money, (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, Jun Yu, "Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics," Statistical Science, (January 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, 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, 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, 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, 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, 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, Martin Shubik, "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Tax Law Review, 57: 233-274 [See CFDP 1413]
CFP 1141 Offer Lieberman, 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, (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, Ignacio Zubiri, "To What Extent Do Fiscal Regimes Equalize Opportunities for Income Acquisition Among Citizens?," Journal of Public Economics, (January 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
CFP 1136 Peter C. B. Phillips, Donggyu Sul, "Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence," Econometrics Journal, (June 2003), 6(1): 217-259 [See CFDP 1362]
CFP 1135 Alok Kumar, Martin Shubik, "A Computational Analysis of Core Convergence in a Multiple Equilibria Economy," Games and Economic Behavior, (February 2003), 42(2): 253-266 [See CFDP 1290]
CFP 1134 J. Marotzke, J. T. Overpeck, R. T. Pierrehumbert, P. B. Rhines, T. F. Stocker, L. D. Talley, J. M. Wallace, William D. Nordhaus, J. T. Peteet, R. A. Pielke, R. B. Alley, "Abrupt Climate Change," Science, (March 2003), 299(5615): 2005-2010
CFP 1133 Martin Shubik, "The Uses of Teaching Games in Game Theory Classes and Some Experimental Games," Simulation and Gaming, (June 2002), 33(2): 139-156 [See CFDP 1289]
CFP 1132 Peter C. B. Phillips, Sainan Jin, "The KPSS Test with Seasonal Dummies," Economics Letters, (October 2002), 77(2): 239-243 [See CFDP 1373]
CFP 1131 Donald W. K. Andrews, "Generalized Method of Moments Estimation When a Parameter Is on a Boundary," Journal of Business and Economic Statistics, (October 2002), 20(4): 530-544
CFP 1130 Ray C. Fair, "Events That Shook the Market," Journal of Business, (October 2002), 75(4): 713-731
CFP 1129 John E. Roemer, "Egalitarianism against the Veil of Ignorance," The Journal of Philosophy, (April 2002), 99(4): 167-184 [See CFDP 1328]
CFP 1128 Stephen Morris, Hyun Song Shin, "Coordination Risk and the Price of Debt," European Economic Review, (February 2004), 48(1): 133-153 [See CFDP 1241R]
CFP 1127 Jeffrey Amato, Stephen Morris, Hyun Song Shin, "Communication and Monetary Policy," Oxford Review of Economic Policy, 18(4): 495-503 [See CFDP 1405]
CFP 1126 Stephen Morris, "Faulty Communication: Some Variations on the Electronic Mail Game," Advances in Theoretical Economics, (February 2002), 1(1): 1-23 [See CFDP 1271R]
CFP 1125 Donald W. K. Andrews, Moshe Buchinsky, "Evaluation of a Three-Step Method for Choosing the Number of Bootstrap Repetitions," Journal of Econometrics, (July 2001), 103(1-2): 345-386
CFP 1124 Jun Yu, Peter C. B. Phillips, "A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate," Econometrics Journal, (December 2001), 4(2): 210-224 (Also see “Corrigendum,” Econometrics Journal, February 2011, 14(4), 126-129)
CFP 1123 Costis Skiadas, Stephen Morris, "Rationalizable Trade," Games and Economic Behavior, (May 2000), 31(2): 311-323 [See CFDP 1211]

Pages

Number

CFP 1136

Peter C. B. Phillips and Donggyu Sul, “Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence,” Econometrics Journal (June 2003), 6(1): 217-259 [See CFDP 1362]

CFP 1135

Alok Kumar and Martin Shubik, “A Computational Analysis of Core Convergence in a Multiple Equilibria Economy,” Games and Economic Behavior (February 2003), 42(2): 253-266 [See CFDP 1290]

CFP 1134

R. B. Alley, J. Marotzke, W. D. Nordhaus, J. T. Overpeck, J.  T. Peteet, R. A Pielke Jr., R. T. Pierrehumbert, P. B. Rhines, T. F. Stocker, L. D. Talley, and J. M. Wallace, “Abrupt Climate Change,” Science (March 28, 2003), 299(5615): 2005-2010

CFP 1133

Martin Shubik, “The Uses of Teaching Games in Game Theory Classes and Some Experimental Games,” Simulation and Gaming (June 2002), 33(2): 139-156 [See CFDP 1289]

CFP 1132

Peter C. B. Phillips and Sainan Jin, “The KPSS Test with Seasonal Dummies,” Economics Letters (October 2002), 77(2): 239-243 [See CFDP 1373]

CFP 1131

Donald W. K. Andrews, “Generalized Method of Moments Estimation When a Parameter Is on a Boundary,” Journal of Business and Economic Statistics (October 2002), 20(4): 530-544

CFP 1130

Ray C. Fair, “Events That Shook the Market,” Journal of Business (October 2002), 75(4): 713-731

CFP 1129

John E. Roemer, “Egalitarianism against the Veil of Ignorance,” The Journal of Philosophy (April 2002), 99(4): 167-184 [See CFDP 1328]

CFP 1128

Stephen Morris and Hyun Song Shin, “Coordination Risk and the Price of Debt,” European Economic Review (February 2004), 48(1): 133-153 [See CFDP 1241R]

CFP 1127

Jeffrey Amato, Stephen Morris, and Hyun Song Shin, “Communication and Monetary Policy,” Oxford Review of Economic Policy (Winter 2002), 18(4): 495-503 [See CFDP 1405]

CFP 1126

Stephen Morris, “Faulty Communication: Some Variations on the Electronic Mail Game,” Advances in Theoretical Economics (February 2002), 1(1): 1-23 [See CFDP 1271R]

CFP 1125

Donald W. K. Andrews and Moshe Buchinsky, “Evaluation of a Three-Step Method for Choosing the Number of Bootstrap Repetitions,” Journal of Econometrics (July 2001), 103(1-2): 345-386

CFP 1124

Jun Yu and Peter C. B. Phillips, “A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate,” Econometrics Journal (December 2001), 4(2): 210-224 [See CFDP 1309] Also see “Corrigendum,” Econometrics Journal (February 2011), 14(4), 126-129 [CFP 1347]

CFP 1123

Costis Skiadas and Stephen Morris, “Rationalizable Trade,” Games and Economic Behavior (May 2000), 31(2): 311-323 [See CFDP 1211]

CFP 1122

Martin Shubik, “Quantum Economics, Uncertainty and the Optimal Grid Size,” Economics Letters (September 1999), 64(3): 277-278

CFP 1121

Vivek Chaudhri and John Geanakoplos, “A Note on the Economic Rationalization of Gun Control,” Economics Letters (January 1998), 58(1): 51-53

CFP 1120

John Geanakoplos and Heracles M. Polemarchakis, “Walrasian Indeterminacy and Keynesian Macroeconomics,” Review of Economic Studies (October 1986), 53(5): 755-779 [See CFDP 778]

CFP 1119

Peter C. B. Phillips and Jun Yu, “Jackknifing Bond Option Prices,” Review of Financial Studies, (Summer 2005), 18(2): 707-742 [See CFDP 1392]

CFP 1118

Alok Kumar and Martin Shubik, “Variations on the Theme of Scarf’s Counter-Example,” Computational Economics (August 2004), 24(1): 1-19

CFP 1117

Yixiao Sun and Peter C. B. Phillips, “Understanding the Fisher Equation,” Journal of Applied Econometrics (November/December 2004), 19(7): 869-866

CFP 1116

John Geanakoplos, “Three Brief Proofs of Arrow’s Impossibility Theorem,” Economic Theory (July 2005), 26(1): 211-215 [See CFDP 1123R4]

CFP 1115

Victoria Zinde-Walsh and Peter C. B. Phillips, “Fractional Brownian Motion as a Differentiable Generalized Gaussian Process,” in K. Athreya, M. Majumdar, M. Puri, and E. Waymire, eds., Probability, Statistics and Their Applications: Papers in Honor of Rabi Bhattacharya, Vol. 41, Institute of Mathematical Statistics, 2003, pp. 285-292 [See CFDP 1391]

CFP 1114

Stephen Morris and Hyun Song Shin, “Liquidity Black Holes,” Review of Finance (2004), 8(1): 1-18 [See CFDP 1434]

CFP 1113

John E. Roemer and Joaquim Silvestre, “The ‘Flypaper’ Effect is Not an Anomaly,” Journal of Public Economic Theory (January 2002), 4(1): 1-17

CFP 1112

Ling Hu and Peter C. B. Phillips, “Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach,” Journal of Applied Econometrics (November/December 2004), 19(7): 851-867 [See CFDP 1365]

CFP 1111

John Geanakoplos, “The Ideal Inflation-Indexed Bond and Irving Fisher’s Impatience Theory of Interest with Overlapping Generations,” in R. Dimand and J. Geanakoplos, eds., Celebrating Irving Fisher: The Legacy of a Great Economist. Blackwell, 2005 and American Journal of Economics and Sociology (January 2005), 64(1): 257-306 [See CFDP 1429]

CFP 1110

Donald W. K. Andrews, “Generalized Method of Moments Estimation When a Parameter is on a Boundary,” Journal of Business and Economic Statistics (2002), 20(4): 530-544

CFP 1109

Werner Ploberger and Peter C. B. Phillips, “An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional,” Oxford Bulletin of Economics and Statistics, Supplement (December 2003), 65: 877-878

CFP 1108

Pradeep Dubey, John Geanakoplos, and Martin Shubik, “Default and Punishment in General Equilibrium,” Econometrica (January 2005), 73(1): 1-37 [See CFDP 1304R5]

CFP 1107

John C. Chao and Peter C. B. Phillips, “Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,” Journal of Econometrics (December 2002), 111(2): 251-283 [See CFDP 1198]

CFP 1106

John E. Roemer, “Equality of Opportunity: A Progress Report,” Social Choice and Welfare (2002), 19(2): 455-471

CFP 1105

Zhijie Xiao and Peter C. B. Phillips, “An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy,” Econometrics Journal (December 1998), 1(2): 27-43 [See CFDP 1161]

CFP 1104

Herbert E. Scarf, “Optimal Inventory Policies When Sales Are Discretionary,” International Journal of Production Economics (January 2005), 93-94: 111-119 [See CFDP 1270]

CFP 1103

Ling Hu and Peter C. B. Phillips, “Nonstationary Discrete Choice,” Journal of Econometrics (May 2004), 120(1): 103-138 [See CFDP 1364]

CFP 1102

Martin Shubik, “Game Theory and Experimental Gaming,” in R. J. Aumann and S. Hart, eds., Handbook of Game Theory with Economic Applications, Vol. 3, North-Holland, 2002, pp. 2329-2351

CFP 1101

Peter C. B. Phillips and Viv B. Hall, “Early Development of Econometric Software at the University of Auckland,” Journal of Economic and Social Measurement (2004), 29(1-3): 127-133

CFP 1100

Ray C. Fair, “On Modeling the Effects of Inflation Shocks,” Contributions to Macroeconomics (April 2002), 2(1): Article 3

CFP 1099

John Geanakoplos, Michael Magill, and Martine Quinzii, “Demography and the Long-Run Predictability of the Stock Market,” Brookings Papers on Economic Activity (2004), 1: 241-325 [See CFDP 1380R]

CFP 1098

Peter C. B. Phillips and Katsumi Shimotsu, “Local Whittle Estimation in Nonstationary and Unit Root Cases,” Annals of Statistics (April 2004), 32(2): 656-692 [See CFDP 1266]

CFP 1097

Stephen Morris and Hyun Song Shin, “Global Games: Theory and Applications,” in M. Dewatripont, L. Hansen, and S. Turnovsky, eds., Advances in Economics and Econometrics, Vol. 1, Cambridge University Press, 2003, pp. 57-114 [See CFDP 1275R]

CFP 1096

Pradeep Dubey and Siddhartha Sahi, “Price-mediated Trade with Quantity Signals: An Axiomatic Approach,” Journal of Mathematical Economics (July 2003), 39(5-6): 377-389

CFP 1095

Sandeep Baliga and Ben Polak, “The Emergence and Persistence of the Anglo-Saxon and German Financial Systems,” Review of Financial Studies (January 2004), 17(1): 129-163

CFP 1094

Zhijie Xiao and Peter C. B. Phillips, “Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes,” Journal of Econometrics (May 2002), 108(1): 157-198

CFP 1093

John Geanakoplos, “The Overlapping Generations Model of General Equilibrium,” in  I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987, pp. 767-779

CFP 1092

Ray C. Fair, “Events that Shook the Market,” Journal of Business (October 2002), 75(4): 713-731

CFP 1091

Donald W. K. Andrews, “The Block-Block Bootstrap: Improved Asymptotic Refinements,” Econometrica (May 2004), 72(3): 673-700 [See CFDP 1370]

CFP 1090

John Geanakoplos, “The Arrow-Debreu Model of General Equilibrium,” in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987, pp. 116-123

CFP 1089

Karl E. Case and Robert J. Shiller, “Is There a Bubble in the Housing Market?,” Brookings Papers on Economic Activity (2003), 2: 299-362

CFP 1088

Giancarlo Corsetti, Amil Dasgupta, Stephen Morris, and Hyun Song Shin, “Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small TradersReview of Economic Studies (January 2004), 71(1): 87-113 [See CFDP 1273]

CFP 1087

Peter C. B. Phillips, Joon Y. Park, and Yoosoon Chang, “Nonlinear Instrumental Variable Estimation of an Autoregression,” Journal of Econometrics (January-February 2004) 118(1-2): 219-246 [See CFDP 1331]

Pages