Discussion Papers

CFDP 1795R Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," (April 2011, Revised November 2012) [45pp, Abstract] [See CFP 1415]
CFDP 1795 Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," (April 2011) [30pp, Abstract]
CFDP 1794 Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, Mark B. Shackleton, "Continuous Workout Mortgages," (April 2011) [14pp, Abstract]
CFDP 1793 Lorenzo Camponovo, Taisuke Otsu, "Breakdown Point Theory for Implied Probability Bootstrap," (April 2011) [14pp, Abstract]
CFDP 1792 Taisuke Otsu, "Empirical Likelihood for Nonparametric Additive Models," (April 2011) [28pp, Abstract]
CFDP 1791 Yukitoshi Matsushita, Taisuke Otsu, "Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions," (April 2011, Revised January 2012) [32pp, Abstract]
CFDP 1790 Francesco Bravo, Juan Carlos Escanciano, Taisuke Otsu, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," (March 2011) [20pp, Abstract]
CFDP 1789 Ivan Canay, Taisuke Otsu, "Hodges-Lehmann Optimality for Testing Moment Conditions," (March 2011) [18pp, Abstract]
CFDP 1788 Robert J. Shiller, Virginia M. Shiller, "Economists as Worldly Philosophers," (March 2011) [12pp, Abstract]
CFDP 1787R2 Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011, Revised November 2013) [26pp, Abstract]
CFDP 1787R Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011, Revised April 2011) [23pp, Abstract]
CFDP 1787 Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011) [24pp, Abstract]
CFDP 1786 Martin Shubik, William D. Sudderth, "Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe," (March 2011, Revised August 2011) [30pp, Abstract]
CFDP 1785 Taisuke Otsu, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," (February 2011) [22pp, Abstract] [See CFP 1335]
CFDP 1784 Karl E. Case, John M. Quigley, Robert J. Shiller, "Wealth Effects Revisited, 1978-2009," (February 2011) [40pp, Abstract]
CFDP 1783 Taisuke Otsu, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," (February 2011) [16pp, Abstract] [See CFP 1334]
CFDP 1782 Dirk Bergemann, Juuso Välimäki, "Efficient Search by Committee," (January 2011) [10pp, Abstract]
CFDP 1781 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," (January 2011) [42pp, Abstract] [See CFP 1350]
CFDP 1780 Chirok Han, Peter C. B. Phillips, "First Difference MLE and Dynamic Panel Estimation," (January 2011) [32pp, Abstract] [See CFP 1379]
CFDP 1779 Qiying Wang, Peter C. B. Phillips, "Specification Testing for Nonlinear Cointegrating Regression," (January 2011, Revised June 2011) [66pp, Abstract]
CFDP 1778 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," (January 2011) [37pp, Abstract] [See CFP 1343]
CFDP 1777 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," (January 2011) [32pp, Abstract] [See CFP 1383]
CFDP 1776 Ray C. Fair, "A World Macro Saving Fact and an Explanation," (January 2011, Revised June 2011) [28pp, Abstract]
CFDP 1775 Dirk Bergemann, Ji Shen, Yun Xu, Edmund M. Yeh, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing," (November 2010) [12pp, Abstract] [See CFP 1390]
CFDP 1774 Donald J. Brown, Chandra Erdman, Kirsten Ling, Laurie Santos, "Revealed Preferences for Risk and Ambiguity," (November 2010) [22pp, Abstract]
CFDP 1773R Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (June 2010, Revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1773 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (October 2010) [40pp, Abstract] [Supplemental material]
CFDP 1772R3 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010, Revised August 2016) [53pp, Abstract]
CFDP 1772R2 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010, Revised July 2014) [51pp, Abstract]
CFDP 1772R Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," () [42pp, Abstract]
CFDP 1772 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010) [44pp, Abstract]
CFDP 1771 Peter C. B. Phillips, "The Mysteries of Trend," (September 2010) [12pp, Abstract] [See CFP 1311]
CFDP 1770 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," (September 2010) [40pp, Abstract] [See CFP 1348]
CFDP 1769 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Time Series of Simultaneous Equations," (September 2010) [50pp, Abstract] [See CFP 1386]
CFDP 1768 Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," (September 2010) [46pp, Abstract] [See CFP 1355]
CFDP 1767 Marc Henry, Yuichi Kitamura, Bernard Salanié, "Identifying Finite Mixtures in Econometric Models," (September 2010, Revised January 2013) [32pp, Abstract]
CFDP 1766 Xi Chen, William D. Nordhaus, "The Value of Luminosity Data as a Proxy for Economic Statistics," (August 2010) [43pp, Abstract]
CFDP 1765 Johannes Hörner, Massimo Morelli, Francesco Squintani, "Mediation and Peace," (August 2010) [51pp, Abstract] [Supplemental material]
CFDP 1764R2 Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010, Revised September 2017) [59pp, Abstract] [See CFP CFP1593]
CFDP 1764R Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010, Revised September 2014) [57pp, Abstract]
CFDP 1764 Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010) [70pp, Abstract]
CFDP 1763 David Dillenberger, Kareen Rozen, "History-Disappointment Risk Attitude," (August 2010, Revised February 2013) [44pp, Abstract] [See CFP 1472]
CFDP 1762R2 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," (July 2010, Revised August 2011) [47pp, Abstract] [See CFP 1354]
CFDP 1762R Ana Fostel, John Geanakoplos, "Why does Bad News Increase Volatility and Decrease Leverage?," (July 2010, Revised January 2011) [42pp, Abstract]
CFDP 1762 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," (July 2010) [34pp, Abstract]
CFDP 1761R2 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, Revised May 2012) [67pp, Abstract] [Supplemental material] [See CFP 1377]
CFDP 1761R Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, Revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1761 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010) [71pp, Abstract] [Supplemental material]
CFDP 1760R Dino Gerardi, Johannes Hörner, Lucas Maestri, "The Role of Commitment in Bilateral Trade," (May 2010, Revised October 2013) [82pp, Abstract] [See CFP 1445]
CFDP 1760 Dino Gerardi, Johannes Hörner, Lucas Maestri, "The Role of Commitment in Bilateral Trade," (March 2010) [77pp, Abstract]