Papers (Reprints)

Number
CFP 1520 Dirk Bergemann, Stephen Morris, "Bayes correlated equilibrium and the comparison of information structures in games," Theoretical Economics, (May 2016), 11(2): 487-522 [See CFDP 1909R3]
CFP 1519 Jonathan T. Kolstad, Amanda E. Kowalski, "Mandate-based Health Reform and the Labor Market: Evidence from the Massachusetts Reform," Journal of Health Economics, (May 2016), 47: 81-106 [See CFDP 1855]
CFP 1518 Giuseppe Moscarini, Fabien Postel-Vinay, "Wage Posting and Business Cycles," American Economic Review, (May 2016), 106(5): 208-13
CFP 1517 Maxim Boycko, Robert J. Shiller, "Popular Attitudes toward Markets and Democracy: Russia and United States Compared 25 Years Later," American Economic Review, (May 2016), 106(5): 224-29
CFP 1516 Dirk Bergemann, Stephen Morris, "Information Design, Bayesian Persuasion, and Bayes Correlated Equilibrium," American Economic Review, (May 2016), 106(5): 586-91 [See CFDP 2027]
CFP 1515 Qiying Wang, Peter C. B. Phillips, "Nonparametric Cointegrating Regression with Endogeneity and Long Memory," Econometric Theory, (April 2016), 32(2): 359-401
CFP 1514 Johannes Horner, Larry Samuelson, "Dynamic Moral Hazard Without Commitment," International Journal of Game Theory, (March 2016), 45(1): 89-136
CFP 1513 Jan De Loecker, Pinelopi K. Goldberg, Amit K. Khandelwal, Nina Pavcnik, "Prices, Markups, and Trade Reform," Econometrica, (March 2016), 84(2): 445-510
CFP 1512 Trude Storelvmo, Thomas Leirvik, Ulrike Lohmann, Peter C. B. Phillips, Martin Wild, "Disentangling Greenhouse Warming and Aerosol Cooling to Reveal Earth’s Climate Sensitivity," (March 2016), 9(3): 1-6
CFP 1511 Jeremy Lise, Costas Meghir, Jean-Marc Robin, "Matching, Sorting and Wages," Review of Economic Dynamics – Volume in honor of Dale Mortensene, (January 2016), 19: 63-87 [See CFDP 1886]
CFP 1510 Ana Fostel, John Geanakoplos, "Financial Innovations, Collateral, and Investment," American Economic Journal: Macroeconomics, (January 2016), 8(1): 242-284 [See CFDP 1903R]
CFP 1509 Alan Barreca, Karen Clay, Olivier Deschenes, Michael Greenstone, Joseph S. Shapiro, "Adapting to Climate Change: The Remarkable Decline in the U.S. Temperature-Mortality Relationship over the 20th Century," Journal of Political Economy, (February 2016), 124(1): 105-159
CFP 1508 Amanda E. Kowalski, "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," Journal of Business and Economic Statistics, (January 2016), 34(1): 107-117
CFP 1507 Xiaohong Chen, David T. Jacho-Chavez, Oliver B. Linton, "Averaging of an Increasing Number of Moment Condition Estimators," Econometric Theory, (February 2016), 32(1): 30-70
CFP 1506 Joseph G. Altonji, Lisa B. Kahn, Jamin D. Speer, "Cashier or Consultant? Entry Labor Market Conditions, Field of Study, and Career Success," Journal of Labor Economics, (January 2016), 34(S1, Pt2): S361-S401
CFP 1505 Giuseppe Moscarini, Fabien Postel-Vinay, "Did the Job Ladder Fail after the Great Recession?," Journal of Labor Economics, (January 2016), 34(S1, Pt2): S55-S93
CFP 1504 Peter C. B. Phillips, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, (January 2016), 35(1): 2-40 [See CFDP 1833]
CFP 1503 Liang Jiang, Peter C. B. Phillips, Jun Yu, "New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market," Journal of Banking and Finance, (December 2015), 61(2): S121-S131 [See CFDP 1969]
CFP 1502 Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," Econometrica, (December 2015), 83(6): 2191-2229 [See CFDP 1877R3]
CFP 1501 Nuno Limao, Giovanni Maggi, "Uncertainty and Trade Agreements," American Economic Journal: Microeconomics, (November 2015), 7(4): 1-42
CFP 1500 Amanda E. Kowalski, "Estimating the Tradeoff between Risk Protection and Moral Hazard with a Nonlinear Budget Set Model of Health Insurance," International Journal of Industrial Organization, (November 2015), 43: 122-135
CFP 1499 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 [See CFDP 1915]
CFP 1498 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 [See CFDP 1914]
CFP 1497 Xiaohong Chen, Zhipeng Liao, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Journal of Econometrics, (November 2015), 189(1): 163-186 [See CFDP 2012]
CFP 1496 Johannes Horner, Satoru Takahashi, Nicolas Vieille, "Truthful Equilibria in Dynamic Bayesian Games," Econometrica, (September 2015), 83(5): 1795-1848 [See CFDP 1933R]
CFP 1495 Johannes Horner, Massimo Morelli, Francesco Squintani, "Mediation and Peace," Review of Economic Studies, (October 2015), 82(4): 1483-1501 ([Supplemental data]) [See CFDP 1765]
CFP 1494 Yoonseok Lee, Peter C. B. Phillips, "Model Selection in the Presence of Incidental Parameters," Journal of Econometrics, (October 2015), 188(2): 474-489 [See CFDP 1919]
CFP 1493 Xiaohong Chen, Timothy M. Christensen, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Journal of Econometrics, (October 2015), 188(2): 447-465 [See CFDP 1976]
CFP 1492 Peter C. B. Phillips, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Econometrics Journal, (June 2015), 18(2): A1-A13 [See CFDP 2002]
CFP 1491 Peter C. B. Phillips, "Pitfalls and Possibilities in Predictive Regression (Halbert White Jr. Memorial JFEC Lecture)," Journal of Financial Econometrics, 13(3): 521-555 [See CFDP 2003]
CFP 1490 Dirk Bergemann, Achim Wambach, "Sequential Information Disclosure in Auctions," Journal of Economic Theory, (September 2015), 159, Part B: 1074-1095 [See CFDP 1900R]
CFP 1489 Dirk Bergemann, Philipp Strack, "Dynamic Revenue Maximization: A Continuous Time Approach," Journal of Economic Theory, (September 2015), 159, Part B: 819-853 [See CFDP 1953]
CFP 1488 Dirk Bergemann, Alessandro Pavan, "Introduction to Symposium on Dynamic Contracts and Mechanism Design," Journal of Economic Theory, (September 2015), 159, Part B: 679-701 [See CFDP 2016]
CFP 1487 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Parameters and Dynamic Panel Modeling," 111-148 (in Badi H. Baltagi ed. Handbook of Panel Data, Oxford University Press, 2015, Ch. 4)
CFP 1486 Per Krusell, Anthony A. Smith, "Is Piketty’s ‘Second Law of Capitalism’ Fundamental?," Journal of Political Economy, (August 2015), 123(4): 725-748
CFP 1485 Lorenzo Caliendo, Ferdinando Monte, Esteban Rossi-Hansberg, "The Anatomy of French Production Hierarchies," Journal of Political Economy, (August 2015), 123(4): 809-852 [See CFDP 1867]
CFP 1484 Dirk Bergemann, Alessandro Bonatti, "Selling Cookies," American Economic Journal: Microeconomics, (August 2015), 7(3): 259-294 [See CFDP 1920R2]
CFP 1483 Yae In Baek, Jin Seo Cho, Peter C. B. Phillips, "Testing Linearity Using Power Transforms of Regressors," Journal of Econometrics, (July 2015), 187(1): 376-384 [See CFDP 1917]
CFP 1482 Dirk Bergemann, Tibor Heumann, Stephen Morris, "Information and Volatility," Journal of Economic Theory, (July 2015), 158(B): 427-465 [See CFDP 1928R2]
CFP 1481 Michael Peters, "Reciprocal Contracting," Journal of Economic Theory, (July 2015), 158(A): 102-126
CFP 1480 Attila Ambrus, Kareen Rozen, "Rationalising Choice with Multi-Self Models," Economic Journal, (June 2015), 125(585): 1136-1156 [See CFDP 1670]
CFP 1479 Georg Noldeke, Larry Samuelson, "Investment and Competitive Matching," Econometrica, (May 2015), 83(3): 835-1260 [See CFDP 1946]
CFP 1478 Xiaohong Chen, Demian Pouzo, "Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models," Econometrica, (May 2015), 83(3): 1013-1079 [See CFDP 1897R2]
CFP 1477 Peter C. B. Phillips, "Memorial to Edmond Malinvaud," Econometric Theory, (June 2015), 31(3): 423-425
CFP 1476 Zhipeng Liao, Peter C. B. Phillips, "Automated Estimation of Vector Error Correction Models," Econometric Theory, (June 2015), 31(3): 581-646 [See CFDP 1873]
CFP 1475 Victor Chernozhukov, Iván Fernández-Val, Amanda E. Kowalski, "Quantile Regression with Censoring and Endogeneity," Journal of Econometrics, (May 2015), 186(1): 201-221 [See CFDP 1797]
CFP 1474 Cheng-Zhong Qin, Martin Shubik, "A Note on Uncertainty and Perception Concerning Measurable Utility," Economics Letters, (May 2015), 130: 83-84
CFP 1473 Peter C. B. Phillips, Ji Hyung Lee, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, (May 2015), 34(6-10): 1034-1055 [See CFDP 1845]
CFP 1472 David Dillenberger, Kareen Rozen, "History-dependent Risk Attitude," Journal of Economic Theory, (May 2015), 157: 445-477 [See CFDP 1763]
CFP 1471 Timothy B. Armstrong, "Asymptotically Exact Inference in Conditional Moment Inequality Models," Journal of Econometrics, (May 2015), 186(1): 51-65 ([Supplemental material])

Pages

Number

CFP 1486

Per Krusell and Anthony A. Smith, Jr., “Is Piketty’s ‘Second Law of Capitalism’ Fundamental?,” Journal of Political Economy (August 2015), 123(4): 725-748

CFP 1485

Lorenzo Caliendo, Ferdinando Monte, and Esteban Rossi-Hansberg, “The Anatomy of French Production Hierarchies,” Journal of Political Economy (August 2015), 123(4): 809-852 [See CFDP 1867]

CFP 1484

Dirk Bergemann and Alessandro Bonatti, “Selling Cookies,” American Economic Journal: Microeconomics (August 2015), 7(3): 259-294 [See CFDP 1920R2]

CFP 1483

Yae In Baek, Jin Seo Cho, and Peter C. B. Phillips, “Testing Linearity Using Power Transforms of Regressors,” Journal of Econometrics (July 2015), 187(1): 376-384 [See CFDP 1917]

CFP 1482

Dirk Bergemann, Tibor Heumann, and Stephen Morris, “Information and Volatility,” Journal of Economic Theory (July 2015), 158(B): 427-465 [See CFDP 1928R2]

CFP 1481

Michael Peters, “Reciprocal Contracting,” Journal of Economic Theory (July 2015), 158(A): 102-126

CFP 1480

Attila Ambrus and Kareen Rozen, “Rationalising Choice with Multi-Self Models,” Economic Journal (June 2015), 125(585): 1136-1156 [See CFDP 1670]

CFP 1479

Georg Nöldeke and Larry Samuelson, “Investment and Competitive Matching,” Econometrica (May 2015), 83(3): 835-1260 [See CFDP 1946]

CFP 1478

Xiaohong Chen and Demian Pouzo, “Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models,” Econometrica (May 2015), 83(3): 1013-1079 [See CFDP 1897R2]

CFP 1477

Peter C. B. Phillips, “Memorial to Edmond Malinvaud,” Econometric Theory (June 2015), 31(3): 423-425

CFP 1476

Zhipeng Liao and Peter C. B. Phillips, “Automated Estimation of Vector Error Correction Models,” Econometric Theory (June 2015), 31(3): 581-646 [See CFDP 1873]

CFP 1475

Victor Chernozhukov, Iván Fernández-Val, and Amanda E. Kowalski, “Quantile Regression with Censoring and Endogeneity,” Journal of Econometrics (May 2015), 186(1): 201-221 [See CFDP 1797]

CFP 1474

Cheng-Zhong Qin and Martin Shubik, “A Note on Uncertainty and Perception Concerning Measurable Utility,” Economics Letters (May 2015), 130: 83-84

CFP 1473

Peter C. B. Phillips and Ji Hyung Lee, “Limit Theory for VARs with Mixed Roots Near Unity,” Econometric Reviews (May 2015), 34(6-10): 1034-1055 [See CFDP 1845]

CFP 1472

David Dillenberger and Kareen Rozen, “History-dependent Risk Attitude,” Journal of Economic Theory (May 2015), 157: 445-477 [See CFDP 1763]

CFP 1471

Timothy B. Armstrong, “Asymptotically Exact Inference in Conditional Moment Inequality Models,” Journal of Econometrics (May 2015), 186(1): 51-65 [Supplemental material]

CFP 1470

Costas Meghir, Renata Narita, and Jean-Marc Robin, “Wages and Informality in Developing Countries,” American Economic Review (April 2015), 105(4): 1509-1546 [See CFDP 1874]

CFP 1467

Ioannis Karatzas, Martin Shubik, and William D. Sudderth, “Financial Control of a Competitive Economy with Public Goods but without Randomness,” Journal Public Economic Theory (August 2011), 13(4), 503-537 [See CFDP 1681]

CFP 1469

Lode Li, Martin Shubik, and Matthew J. Sobel, “Control of Dividends, Capital Subscriptions, and Physical Inventories,” Management Science (May 2013), 59(5): 1107-1124

CFP 1468

Eric Smith and Martin Shubik, “Endogenizing the Provision of Money: Costs of Commodity and Fiat Monies in Relation to the Value of Trade,” Journal of Mathematical Economics (August-October 2011), 47(4-5): 508-530

CFP 1466

Martin Shubik, “Innovation and Equilibrium?,” in Dimitri B. Papadimitriou and L. Randall Wray, eds., The Elgar Companion to Hyman Minsky, Edward Elgar Publishing, 2010, Ch. 8, pp. 151-168

CFP 1465

Martin Shubik and Aaron Zelinsky, “Terrorism Damage Exchange Rates: Quantifying Defender Disadvantage,” Defense and Security Analysis (March 2009), 25(1): 7-20

CFP 1464

Paul Bracken and Martin Shubik, “War Gaming in the Information Age, Theory and Purpose,” Naval War College Review (Spring 2001), 54(2): 47-60

CFP 1463

Kai Nagel, Martin Shubik, Maya Paczuski, and Per Bak, “Spatial Competition and Price Formation,” Physica A (December 2000), 287(3-4): 546-562

CFP 1462

Amanda E. Kowalski, “The Early Impact of the Affordable Care Act, State by State,” Brookings Papers on Economic Activity (Fall 2014), 2: 277-355 [See CFDP 1959]

CFP 1461

Ioannis Kasparis, Elena Andreou, and Peter C. B. Phillips, “Nonparametric Predictive Regression,” Journal of Econometrics (April 2015), 185(2): 468-494 [See CFDP 1878]

CFP 1460

Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, and A. M. Robert Taylor, “Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility,” Econometric Reviews (April 2015), 34(4): 512-536 [See CFDP 1844]

CFP 1459

Joseph G. Altonji, Ching-I Huang, and Christopher R. Taber, “Estimating the Cream Skimming Effect of School Choice,” Journal of Political Economy (April 2015), 123(2): 266-324

CFP 1458

Martin Hackmann, Jonathan T. Kolstad, and Amanda E. Kowalski, “Adverse Selection and an Individual Mandate: When Theory Meets Practice,” American Economic Review (March 2015), 105(3): 1030-1066 [See CFDP 1899]

CFP 1457

Dirk Bergemann, Benjamin Brooks, and Stephen Morris, “The Limits of Price Discrimination,” American Economic Review (March 2015), 105(3): 921-957 [See CFDP 1896R3]

CFP 1456

Jinyuan Chang, Song Xi Chen, and Xiaohong Chen, “High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data,” Journal of Econometrics (March 2015), 185(1): 283-304

CFP 1455

Peter C. B. Phillips and Chirok Han, “The True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression,” Economics Letters (February 2015), 127: 89-92 [CFDP 1963]

CFP 1454

Offer Lieberman and Peter C. B. Phillips, “Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions,” Journal of Time Series Analysis (November 2014), 35(6): 592-623 [See CFDP 1916]

CFP 1453

Donald Andrews and Patrik Guggenberger, “A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter,” Review of Economics and Statistics (May 2014), 96(2): 376-381 [See CFDP 1812R]

CFP 1452

Thomas Quint and Martin Shubik, “The Demonetization of Gold: Transactions and the Change in Control,” Annals of Finance (February 2015), 11(1): 109-149 [See CFDP 1814]

CFP 1451

Giovanni Maggi and Robert W. Staiger, “Optimal Design of Trade Agreements in the Presence of Renegotiation,” American Economic Journal: Microeconomics (February 2015), 7(1): 109-143

CFP 1450

Britta Augsburg, Ralph De Haas, Heike Harmgart, and Costas Meghir, “The Impacts of Microcredit: Evidence from Bosnia and Herzegovina,” American Economic Journal: Applied Economics (January 2015), 7(1): 183-203

CFP 1449

Geoffroy de Clippel, Kfir Eliaz, and Kareen Rozen, “Competing for Consumer Inattention,” Journal of Political Economy (December 2014), 122(6): 1203-1234 [See CFDP 1901]

CFP 1448

Hyungsik R. Moon, Benoit Perron, and Peter C. B. Phillips, “Point-optimal Panel Unit Root Tests with Serially Correlated Errors,” Econometrics Journal (October 2014), 17(3): 338-372

CFP 1447

Eric Smith and Martin Shubik, “Runs, Panics and Bubbles: Diamond-Dybvig and Morris-Shin Reconsidered,” Annals of Finance (November 2014), 10(4): 603-622 [See CFDP 1869]

CFP 1446

Gabrielle Gayer, Itzhak Gilboa, Larry Samuelson, and David Schmeidler, “Pareto Efficiency with Different Beliefs,” Journal of Legal Studies (June 2014), 43(S2): S151-S171

CFP 1445

Dino Gerardi, Johannes Hörner, and Lucas Maestri, “The Role of Commitment in Bilateral Trade,” Journal of Economic Theory (November 2014), 154: 578-603 [See CFDP 1760R]

CFP 1444

David A. Miller and Kareen Rozen, “Wasteful Sanctions, Underperformance, and Endogenous Supervision,” American Economic Journal: Microeconomics (November 2014), 6(4): 326-361

CFP 1443

Peter C. B. Phillips and Sainan Jin, “Testing the Martingale Hypothesis,” Journal of Business and Economic Statistics (2014), 32(4): 537-554 [See CFDP 1912]

CFP 1442

Orazio P. Attanasio, Camila Fernández, Emla O.A. Fitzsimons, Sally M. Grantham-McGregor, Costas Meghir, Marta Rubio-Codina, “Using the Infrastructure of a Conditional Cash Transfer Program to Deliver a Scalable Integrated Early Child Development Program in Colombia: Cluster Randomized Controlled Trial,” The BMJ (British Medical Journal) (September 29, 2014), 349

CFP 1441

Steven T. Berry and Philip A. Haile,  “Identification in Differentiated Products Markets Using Market Level Data,” Econometrica (September 2014), 82(5): 1749-1797 [See CFDP 1744R]

CFP 1440

Treb Allen and Costas Arkolakis, “Trade and the Topography of the Spatial Economy,” Quarterly Journal of Economics (August 2014), 129(3): 1085-1140

CFP 1439

Juergen Huber, Martin Shubik, and Shyam Sunder, “Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence,” Journal of Economic Dynamics and Control (October 2014), 47: 317-337 [See CFDP 1675R2]

CFP 1438

Peter C. B. Phillips, “Homage to Halbert White,” Journal of Financial Econometrics (Fall 2014), 12(4): 618-619

CFP 1437

Xiaohong Chen, Maria Ponomareva and Elie Tamer, “Likelihood Inference in Some Finite Mixture Models,” Journal of Econometrics (September 2014), 182(1): 87-99 [See CFDP 1895]

Pages