Discussion Papers

CFDP 1665R Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008, Revised March 2010) [53pp, Abstract]
CFDP 1665 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," (June 2008) [46pp, Abstract]
CFDP 1664 John Geanakoplos, Stephen P. Zeldes, "Reforming Social Security with Progressive Personal Accounts," (May 2008) [55pp, Abstract]
CFDP 1663 John Geanakoplos, "Overlapping Generations Models of General Equilibrium," (May 2008) [40pp, Abstract] [See CFP 1275]
CFDP 1662 John Geanakoplos, Heracles M. Polemarchakis, "Pareto Improving Taxes," (May 2008) [28pp, Abstract] [See CFP 1235]
CFDP 1661 Yixiao Sun, Peter C. B. Phillips, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," (May 2008) [93pp, Abstract]
CFDP 1660 Taisuke Otsu, Myung Hwan Seo, Yoon-Jae Whang, "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," (May 2008) [29pp, Abstract]
CFDP 1659 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," (May 2008) [17pp, Abstract] [See CFP 1309]
CFDP 1658 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," (May 2008) [23pp, Abstract] [See CFP 1272]
CFDP 1657 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," (May 2008) [25pp, Abstract] [See CFP 1289]
CFDP 1656 Peter C. B. Phillips, "Long Memory and Long Run Variation," (May 2008) [23pp, Abstract] [See CFP 1267]
CFDP 1655 Peter C. B. Phillips, Tassos Magdalinos, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," (May 2008) [31pp, Abstract]
CFDP 1654 Peter C. B. Phillips, "Local Limit Theory and Spurious Nonparametric Regression," (May 2008) [31pp, Abstract]
CFDP 1653 Peter C. B. Phillips, "Unit Root Model Selection," (May 2008) [14pp, Abstract] [See CFP 1231]
CFDP 1652R Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," (May 2008, Revised October 2009) [40pp, Abstract] [See CFP 1298]
CFDP 1652 Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," (May 2008) [31pp, Abstract]
CFDP 1651 Patrik Guggenberger, "The Impact of a Hausman Pretest on the Size of Hypothesis Tests," (April 2008) [45pp, Abstract]
CFDP 1650R2 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," (April 2008, Revised January 2011) [60pp, Abstract] [See CFP 1345]
CFDP 1650R Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," (April 2008, Revised July 2009) [50pp, Abstract]
CFDP 1650 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," (April 2008, Revised October 2008) [60pp, Abstract]
CFDP 1649 P. Jeganathan, "Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions," (March 2008) [80pp, Abstract]
CFDP 1648 Robert J. Shiller, "Derivatives Markets for Home Prices," (March 2008) [27pp, Abstract]
CFDP 1647 J. Doyne Farmer, John Geanakoplos, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," (March 2008) [68pp, Abstract] [See CFP 1274]
CFDP 1646 Ana Fostel, John Geanakoplos, "Emerging Markets in an Anxious Global Economy," (March 2008) [53pp, Abstract] [See CFP 1233]
CFDP 1645 Patrick Kline, "Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry," (March 2008) [44pp, Abstract]
CFDP 1644 Xiaohong Chen, Han Hong, Alessandro Tarozzi, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," (March 2008) [50pp, Abstract] [See CFP 1223]
CFDP 1643 Kareen Rozen, "A ‘Dual’-Improved Shortcut to the Long Run," (March 2008) [29pp, Abstract]
CFDP 1642R Kareen Rozen, "Foundations of Intrinsic Habit Formation," (March 2008, Revised March 2009) [39pp, Abstract] [Supplemental material]
CFDP 1642 Kareen Rozen, "Foundations of Intrinsic Habit Formation," (March 2008) [67pp, Abstract]
CFDP 1641 Kareen Rozen, "Conflict Leads to Cooperation in Nash Bargaining," (March 2008, Revised June 2009) [17pp, Abstract]
CFDP 1640R Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," (February 2008, Revised July 2009) [33pp, Abstract] [See CFP 1277]
CFDP 1640 Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," (February 2008) [47pp, Abstract]
CFDP 1639 Luca Anderlini, Dino Gerardi, Roger Lagunoff, "Communication and Learning," (February 2008) [41pp, Abstract]
CFDP 1638 Matias Busso, Patrick Kline, "Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program," (February 2008) [58pp, Abstract]
CFDP 1637 John E. Roemer, "A Positive Theory of Income Taxation Where Politicians Focus upon Swing and Core Voters," (February 2008) [58pp, Abstract] [See CFP 1320]
CFDP 1636 Eduardo Engel, Ronald Fischer, "Optimal Resource Extraction Contracts under Threat of Expropriation," (January 2008) [32pp, Abstract]
CFDP 1635 Ray C. Fair, "Estimating Exchange Rate Equations Using Estimated Expectations," (January 2008) [28pp, Abstract]
CFDP 1634 Ray C. Fair, "Estimating Term Structure Equations Using Macroeconomic Variables," (January 2008) [24pp, Abstract]
CFDP 1633R Anat Bracha, Donald J. Brown, "Affective Decision Making: A Behavioral Theory of Choice," (November 2007, Revised April 2009) [22pp, Abstract]
CFDP 1633 Anat Bracha, Donald J. Brown, "Affective Decision Making: A Behavioral Theory of Choice," (November 2007) [28pp, Abstract]
CFDP 1632 Robert J. Shiller, "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models," (October 2007) [32pp, Abstract]
CFDP 1631 Donald W. K. Andrews, Patrik Guggenberger, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," (October 2007) [58pp, Abstract] [See CFP 1291]
CFDP 1630 Robert J. Shiller, "Understanding Recent Trends in House Prices and Home Ownership," (September 2007) [46pp, Abstract]
CFDP 1629 Dirk Bergemann, Stephen Morris, "Belief Free Incomplete Information Games," (September 2007) [27pp, Abstract]
CFDP 1628 Dirk Bergemann, Stephen Morris, "The Role of the Common Prior in Robust Implementation," (September 2007) [12pp, Abstract] [See CFP 1225]
CFDP 1627 Robert Evans, Timothy W. Guinnane, "Collective Reputation, Professional Regulation and Franchising," (September 2007) [37pp, Abstract]
CFDP 1626 Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," (September 2007) [27pp, Abstract] [See CFP 1329]
CFDP 1625 Dirk Bergemann, Karl Schlag, "Pricing without Priors," (September 2007) [10pp, Abstract] [See CFP 1224]
CFDP 1624 Eduardo Faingold, Yuliy Sannikov, "Reputation Effects and Equilibrium Degeneracy in Continuous-Time Games," (August 2007) [50pp, Abstract] [See CFP 1326]
CFDP 1623R Juergen Huber, Martin Shubik, Shyam Sunder, "Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence," (August 2007, Revised January 2010) [52pp, Abstract] [See CFP 1315]