Papers (Reprints)
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): 217259 [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): 253266 [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): 20052010 

CFP 1133 
Martin Shubik, “The Uses of Teaching Games in Game Theory Classes and Some Experimental Games,” Simulation and Gaming (June 2002), 33(2): 139156 [See CFDP 1289] 

CFP 1132 
Peter C. B. Phillips and Sainan Jin, “The KPSS Test with Seasonal Dummies,” Economics Letters (October 2002), 77(2): 239243 [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): 530544 

CFP 1130 
Ray C. Fair, “Events That Shook the Market,” Journal of Business (October 2002), 75(4): 713731 

CFP 1129 
John E. Roemer, “Egalitarianism against the Veil of Ignorance,” The Journal of Philosophy (April 2002), 99(4): 167184 [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): 133153 [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): 495503 [See CFDP 1405] 

CFP 1126 
Stephen Morris, “Faulty Communication: Some Variations on the Electronic Mail Game,” Advances in Theoretical Economics (February 2002), 1(1): 123 [See CFDP 1271R] 

CFP 1125 
Donald W. K. Andrews and Moshe Buchinsky, “Evaluation of a ThreeStep Method for Choosing the Number of Bootstrap Repetitions,” Journal of Econometrics (July 2001), 103(12): 345386 

CFP 1124 
Jun Yu and Peter C. B. Phillips, “A Gaussian Approach for Continuous Time Models of the Shortterm Interest Rate,” Econometrics Journal (December 2001), 4(2): 210224 [See CFDP 1309] Also see “Corrigendum,” Econometrics Journal (February 2011), 14(4), 126129 [CFP 1347] 

CFP 1123 
Costis Skiadas and Stephen Morris, “Rationalizable Trade,” Games and Economic Behavior (May 2000), 31(2): 311323 [See CFDP 1211] 

CFP 1122 
Martin Shubik, “Quantum Economics, Uncertainty and the Optimal Grid Size,” Economics Letters (September 1999), 64(3): 277278 

CFP 1121 
Vivek Chaudhri and John Geanakoplos, “A Note on the Economic Rationalization of Gun Control,” Economics Letters (January 1998), 58(1): 5153 

CFP 1120 
John Geanakoplos and Heracles M. Polemarchakis, “Walrasian Indeterminacy and Keynesian Macroeconomics,” Review of Economic Studies (October 1986), 53(5): 755779 [See CFDP 778] 

CFP 1119 
Peter C. B. Phillips and Jun Yu, “Jackknifing Bond Option Prices,” Review of Financial Studies, (Summer 2005), 18(2): 707742 [See CFDP 1392] 

CFP 1118 
Alok Kumar and Martin Shubik, “Variations on the Theme of Scarf’s CounterExample,” Computational Economics (August 2004), 24(1): 119 

CFP 1117 
Yixiao Sun and Peter C. B. Phillips, “Understanding the Fisher Equation,” Journal of Applied Econometrics (November/December 2004), 19(7): 869866 

CFP 1116 
John Geanakoplos, “Three Brief Proofs of Arrow’s Impossibility Theorem,” Economic Theory (July 2005), 26(1): 211215 [See CFDP 1123R4] 

CFP 1115 
Victoria ZindeWalsh 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. 285292 [See CFDP 1391] 

CFP 1114 
Stephen Morris and Hyun Song Shin, “Liquidity Black Holes,” Review of Finance (2004), 8(1): 118 [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): 117 

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): 851867 [See CFDP 1365] 

CFP 1111 
John Geanakoplos, “The Ideal InflationIndexed 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): 257306 [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): 530544 

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: 877878 

CFP 1108 
Pradeep Dubey, John Geanakoplos, and Martin Shubik, “Default and Punishment in General Equilibrium,” Econometrica (January 2005), 73(1): 137 [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): 251283 [See CFDP 1198] 

CFP 1106 
John E. Roemer, “Equality of Opportunity: A Progress Report,” Social Choice and Welfare (2002), 19(2): 455471 

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): 2743 [See CFDP 1161] 

CFP 1104 
Herbert E. Scarf, “Optimal Inventory Policies When Sales Are Discretionary,” International Journal of Production Economics (January 2005), 9394: 111119 [See CFDP 1270] 

CFP 1103 
Ling Hu and Peter C. B. Phillips, “Nonstationary Discrete Choice,” Journal of Econometrics (May 2004), 120(1): 103138 [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, NorthHolland, 2002, pp. 23292351 

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(13): 127133 

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 LongRun Predictability of the Stock Market,” Brookings Papers on Economic Activity (2004), 1: 241325 [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): 656692 [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. 57114 [See CFDP 1275R] 

CFP 1096 
Pradeep Dubey and Siddhartha Sahi, “Pricemediated Trade with Quantity Signals: An Axiomatic Approach,” Journal of Mathematical Economics (July 2003), 39(56): 377389 

CFP 1095 
Sandeep Baliga and Ben Polak, “The Emergence and Persistence of the AngloSaxon and German Financial Systems,” Review of Financial Studies (January 2004), 17(1): 129163 

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): 157198 

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. 767779 

CFP 1092 
Ray C. Fair, “Events that Shook the Market,” Journal of Business (October 2002), 75(4): 713731 

CFP 1091 
Donald W. K. Andrews, “The BlockBlock Bootstrap: Improved Asymptotic Refinements,” Econometrica (May 2004), 72(3): 673700 [See CFDP 1370] 

CFP 1090 
John Geanakoplos, “The ArrowDebreu 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. 116123 

CFP 1089 
Karl E. Case and Robert J. Shiller, “Is There a Bubble in the Housing Market?,” Brookings Papers on Economic Activity (2003), 2: 299362 

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 Traders” Review of Economic Studies (January 2004), 71(1): 87113 [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 (JanuaryFebruary 2004) 118(12): 219246 [See CFDP 1331] 