Discussion Papers

CFDP 1613 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," (June 2007) [27pp, Abstract] [See CFP 1271]
CFDP 1612 Peter C. B. Phillips, Ke-Li Xu, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," (June 2007, Revised July 2010) [31pp, Abstract] [See CFP 1337]
CFDP 1611 Peter C. B. Phillips, Chang Sik Kim, "Long Run Covariance Matrices for Fractionally Integrated Processes," (June 2007) [14pp, Abstract]
CFDP 1610 Robert J. Shiller, "Historic Turning Points in Real Estate," (June 2007) [28pp, Abstract]
CFDP 1609R2 Dirk Bergemann, Stephen Morris, "Robust Virtual Implementation," (June 2007, Revised January 2009) [53pp, Abstract] [See CFP 1265]
CFDP 1609R Dirk Bergemann, Stephen Morris, "Strategic Distinguishability and Robust Virtual Implementation," (June 2007, Revised April 2008) [49pp, Abstract]
CFDP 1609 Dirk Bergemann, Stephen Morris, "Strategic Distinguishability with an Application to Robust Virtual Implementation," (June 2007) [49pp, Abstract]
CFDP 1608 Donald W. K. Andrews, Patrik Guggenberger, "Applications of Subsampling, Hybrid, and Size-Correction Methods," (May 2007) [45pp, Abstract] [See CFP 1307]
CFDP 1607 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for Stationary Very Nearly Unit Root Processes," (March 2007) [8pp, Abstract] [See CFP 1220]
CFDP 1606 Donald W. K. Andrews, Patrik Guggenberger, "Hybrid and Size-Corrected Subsample Methods," (March 2007) [86pp, Abstract]
CFDP 1605R Donald W. K. Andrews, Patrik Guggenberger, "The Limit of Finite-Sample Size and a Problem with Subsampling," (March 2007, Revised July 2007) [68pp, Abstract] [See CFP 1295]
CFDP 1605 Donald W. K. Andrews, Patrik Guggenberger, "The Limit of Finite-Sample Size and a Problem with Subsampling," (March 2007) [68pp, Abstract]
CFDP 1604 Bernard De Meyer, "Price Dynamics on a Stock Market with Asymmetric Information," (February 2007) [27pp, Abstract]
CFDP 1603 Ricardo J. Caballero, Eduardo Engel, " Models: New Interpretations of Old Results," (February 2007) [29pp, Abstract]
CFDP 1602 Ray C. Fair, "Presidential and Congressional Vote-Share Equations," (February 2007) [44pp, Abstract]
CFDP 1601 Luca Anderlini, Dino Gerardi, Roger Lagunoff, "Social Memory and Evidence from the Past," (January 2007) [37pp, Abstract]
CFDP 1600 Dirk Bergemann, Stephen Morris, "An Ascending Auction for Interdependent Values: Uniqueness and Robustness to Strategic Uncertainty," (January 2007, Updated March 2007) [14pp, Abstract] [See CFP 1207]
CFDP 1599 Chirok Han, Peter C. B. Phillips, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," (January 2007) [45pp, Abstract] [See CFP 1290]
CFDP 1598 Peter C. B. Phillips, Jun Yu, "Information Loss in Volatility Measurement with Flat Price Trading," (January 2007) [27pp, Abstract]
CFDP 1597 Peter C. B. Phillips, Jun Yu, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," (January 2007) [34pp, abstract pp, Abstract]
CFDP 1596 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," (January 2007) [30pp, Abstract] [See CFP 1279]
CFDP 1595 Peter C. B. Phillips, Donggyu Sul, "Transition Modeling and Econometric Convergence Tests," (January 2007) [72pp, Abstract]
CFDP 1594 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," (December 2006) [26pp, Abstract] [See CFP 1270]
CFDP 1593 Martin Shubik, "A Note on Fairness, Power, Property, and Behind the Veil," (November 2006) [2pp, Abstract] [See CFP 1230]
CFDP 1592 Pradeep Dubey, Rahul Garg, "Games of Connectivity," (November 2006) [16pp, Abstract]
CFDP 1591 Pradeep Dubey, Rahul Garg, Bernard De Meyer, "Competing for Customers in a Social Network," (November 2006) [23pp, Abstract]
CFDP 1590 Xiaohong Chen, Yingyao Hu, "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," (November 2006) [58pp, Abstract]
CFDP 1589 Yutian Chen, Pradeep Dubey, Debapriya Sen, "Outsourcing Induced by Strategic Competition," (November 2006) [21pp, Abstract]
CFDP 1588 Keith M. Chen, Barry Nalebuff, "One-Way Essential Complements," (November 2006) [39pp, Abstract]
CFDP 1587 Chang Sik Kim, Peter C. B. Phillips, "Log Periodogram Regression: The Nonstationary Case," (October 2006) [29pp, Abstract]
CFDP 1586 Offer Lieberman, Peter C. B. Phillips, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," (October 2006) [22pp, Abstract] [See CFP 1247]
CFDP 1585R Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006, Revised November 2006) [30pp, Abstract] [See CFP 1219]
CFDP 1585 Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006) [32pp, Abstract]
CFDP 1584 Dirk Bergemann, Juuso Välimäki, "Efficient Dynamic Auctions," (October 2006) [16pp, Abstract]
CFDP 1583 John E. Roemer, "Economic Development as Opportunity Equalization," (September 2006) [25pp, Abstract] [See CFP 1397]
CFDP 1582 John E. Roemer, "Kantian Allocations," (September 2006) [26pp, Abstract] [See CFP 1323]
CFDP 1581 Philippe De Donder, John E. Roemer, "Mixed Oligopoly Equilibria When Firms’ Objectives Are Endogenous," (September 2006) [28pp, Abstract]
CFDP 1580 Gerald David Jaynes, "Competitive Screening and Market Segmentation," (September 2006) [29pp, Abstract]
CFDP 1579 Ray C. Fair, "Interpreting the Predictive Uncertainty of Elections," (September 2006, Revised May 2007) [29pp, Abstract]
CFDP 1578 Simon Grant, Atsushi Kajii, Ben Polak, Zvi Safra, "Generalized Utilitarianism and Harsanyi’s Partial Observer Theorem," (September 2006) [59pp, Abstract]
CFDP 1577 Ray C. Fair, "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," (September 2006, Revised March 2007) [36pp, Abstract] [See CFP 1213]
CFDP 1576 John Geanakoplos, Heracles M. Polemarchakis, "Pareto Improving Taxes," (August 2006) [27pp, Abstract] [See CFP 1235]
CFDP 1575R Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, Larry Samuelson, "Common Learning," (August 2006, Revised June 2007) [33pp, Abstract] [See CFP 1257]
CFDP 1575 Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, Larry Samuelson, "Common Learning," (August 2006) [34pp, Abstract]
CFDP 1574 Pradeep Dubey, John Geanakoplos, "Money and Production, and Liquidity Trap," (July 2006) [26pp, Abstract] [See CFP 1200]
CFDP 1573 George J. Mailath, Georg Nöldeke, "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," (July 2006) [46pp, Abstract]
CFDP 1572 Martin Shubik, "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach," (July 2006) [21pp, Abstract]
CFDP 1571 V. Bhaskar, George J. Mailath, Stephen Morris, "Purification in the Infinitely-Repeated Prisoners’ Dilemma," (July 2006) [16pp, Abstract]
CFDP 1570 Ray C. Fair, "Evaluating Inflation Targeting Using a Macroeconometric Model," (June 2006, Revised March 2007) [51pp, Abstract] [See CFP 1211]
CFDP 1569 Yuichi Kitamura, "Empirical Likelihood Methods in Econometrics: Theory and Practice," (June 2006) [66pp, Abstract]