Discussion Papers

CFDP 1702 Peter C. B. Phillips, Liangjun Su, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," (June 2009) [42pp, Abstract] [See CFP 1346]
CFDP 1701 Chirok Han, Jin Seo Cho, Peter C. B. Phillips, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," (June 2009) [32pp, Abstract] [See CFP 1338]
CFDP 1700 Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," (June 2009) [32pp, Abstract] [See CFP 1374]
CFDP 1699 Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," (June 2009) [36pp, Abstract]
CFDP 1698 David A. Miller, Kareen Rozen, "Monitoring with Collective Memory: Forgiveness for Optimally Empty Promises," (June 2009, Revised April 2010) [44pp, Abstract]
CFDP 1697R Dirk Bergemann, Stephen Morris, Olivier Tercieux, "Rationalizable Implementation," (May 2009, Revised January 2010) [29pp, Abstract] [See CFP 1328]
CFDP 1697 Dirk Bergemann, Stephen Morris, "Rationalizable Implementation," (May 2009) [21pp, Abstract]
CFDP 1696 John Y. Campbell, Robert J. Shiller, Luis M. Viceira, "Understanding Inflation-Indexed Bond Markets," (March 2009) [47pp, Abstract]
CFDP 1695 Alessandro Bonatti, Johannes Hörner, "Collaborating," (April 2009, Revised November 2009) [102pp, Abstract]
CFDP 1694 Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Principal Components and Long Run Implications of Multivariate Diffusions," (April 2009) [51pp, Abstract]
CFDP 1693 John E. Roemer, "The Ethics of Distribution in a Warming Planet," (April 2009) [47pp, Abstract] [See CFP 1321]
CFDP 1692 Humberto Llavador, John E. Roemer, Joaquim Silvestre, "Intergenerational Justice when Future Worlds Are Uncertain," (April 2009) [40pp, Abstract]
CFDP 1691 Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," (January 2009, Updated March 2009) [55pp, Abstract] [See CFP 1284]
CFDP 1690 Liudas Giraitis, Peter C. B. Phillips, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," (January 2009) [34pp, Abstract] [See CFP 1363]
CFDP 1689 Peter C. B. Phillips, "Bootstrapping I(1) Data," (January 2009) [11pp, Abstract] [See CFP 1310]
CFDP 1688 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-Varying Variance," (January 2009) [27pp, Abstract] [See CFP 1362]
CFDP 1687 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," (January 2009) [26pp, Abstract] [See CFP 1319]
CFDP 1686 William D. Nordhaus, "An Analysis of the Dismal Theorem," (January 2009) [26pp, Abstract]
CFDP 1685 William D. Nordhaus, "The Perils of the Learning Model For Modeling Endogenous Technological Change," (January 2009) [19pp, Abstract]
CFDP 1684R Johannes Hörner, Larry Samuelson, "Managing Strategic Buyers," (November 2008, Revised September 2010) [67pp, Abstract]
CFDP 1684 Johannes Hörner, Larry Samuelson, "Managing Strategic Buyers," (November 2008) [61pp, Abstract]
CFDP 1683 Xiaohong Chen, Yanqin Fan, Demian Pouzo, Zhiliang Ying, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," (November 2008) [38pp, Abstract] [See CFP 1299]
CFDP 1682R2 Dirk Bergemann, Ulrich Hege, Liang Peng, "Venture Capital and Sequential Investments," (November 2008, Revised October 2009) [64pp, Abstract]
CFDP 1682R Dirk Bergemann, Ulrich Hege, Liang Peng, "Venture Capital and Sequential Investments," (November 2008, Revised March 2009) [61pp, Abstract]
CFDP 1682 Dirk Bergemann, Ulrich Hege, Liang Peng, "Venture Capital and Sequential Investments," (November 2008) [59pp, Abstract]
CFDP 1681 Ioannis Karatzas, Martin Shubik, William D. Sudderth, "Financial Control of a Competitive Economy without Randomness," (September 2008) [31pp, Abstract] [See CFP 1467]
CFDP 1680 Dino Gerardi, Lucas Maestri, "A Principal-Agent Model of Sequential Testing," (October 2008) [47pp, Abstract]
CFDP 1679 Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-Based Nonlinear Quantile Autoregression," (October 2008) [30pp, Abstract] [See CFP 1281]
CFDP 1678 Arthur Robson, Larry Samuelson, "The Evolution of Decision and Experienced Utilities," (October 2008, Revised February 2010) [29pp, Abstract]
CFDP 1677 Yeon-Koo Che, Fuhito Kojima, "Asymptotic Equivalence of Probabilistic Serial and Random Priority Mechanisms," (October 2008) [37pp, Abstract]
CFDP 1676R Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," (September 2008, Revised August 2011) [26pp, Abstract] [Supplemental material] [See CFP 1372]
CFDP 1676 Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," (September 2008) [81pp, Abstract]
CFDP 1675R2 Juergen Huber, Martin Shubik, Shyam Sunder, "Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence," (September 2008, Revised July 2014) [58pp, Abstract] [See CFP 1439]
CFDP 1675R Juergen Huber, Martin Shubik, Shyam Sunder, "Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence," (September 2008, Revised July 2013) [47pp, Abstract]
CFDP 1675 Juergen Huber, Martin Shubik, Shyam Sunder, "The Value of Fiat Money with an Outside Bank: An Experimental Game," (September 2008, Revised April 2010) [45pp, Abstract]
CFDP 1674 Martin Shubik, "Innovation and Equilibrium?," (September 2008) [16pp, Abstract]
CFDP 1673R Humberto Llavador, John E. Roemer, Joaquim Silvestre, "A Dynamic Analysis of Human Welfare in a Warming Planet," (August 2008, Revised April 2009) [69pp, Abstract]
CFDP 1673 Humberto Llavador, John E. Roemer, Joaquim Silvestre, "A Dynamic Analysis of Human Welfare in a Warming Planet," (August 2008) [69pp, Abstract]
CFDP 1672R Dirk Bergemann, Juuso Välimäki, "The Dynamic Pivot Mechanism," (August 2008, Revised December 2009) [30pp, Abstract] [See CFP 1293]
CFDP 1672 Dirk Bergemann, Juuso Välimäki, "The Dynamic Pivot Mechanism," (August 2008) [28pp, Abstract]
CFDP 1671 Donald W. K. Andrews, Sukjin Han, " Bootstrap for Interval Endpoints Defined by Moment Inequalities," (July 2008) [23pp, Abstract] [See CFP 1273]
CFDP 1670 Attila Ambrus, Kareen Rozen, "Rationalizing Choice with Multi-Self Models," (June 2008, Updated July 2011, , Updated May 2012) [41pp, Abstract] [Supplemental material] [See CFP 1480]
CFDP 1669 Keith M. Chen, "Rationalization and Cognitive Dissonance: Do Choices Affect or Reflect Preferences?," (June 2008) [18pp, Abstract]
CFDP 1668R Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," (June 2008, Revised May 2011) [20pp, Abstract] [See CFP 1369]
CFDP 1668 Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," (June 2008) [41pp, Abstract]
CFDP 1667R Anat Bracha, Donald J. Brown, "Affective Decision Making and the Ellsberg Paradox," (June 2008, Revised August 2008) [19pp, Abstract]
CFDP 1667 Anat Bracha, Donald J. Brown, "Affective Decision Making and the Ellsberg Paradox," (June 2008) [9pp, Abstract]
CFDP 1666R Dirk Bergemann, Stephen Morris, "Robust Implementation in General Mechanisms," (June 2008, Revised January 2009) [41pp, Abstract] [See CFP 1316]
CFDP 1666 Dirk Bergemann, Stephen Morris, "Robust Implementation in General Mechanisms," (June 2008) [51pp, Abstract]
CFDP 1665R2 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," (June 2008, Revised February 2012) [55pp, Abstract] [See CFP 1365]