Discussion Papers

CFDP 1546 Peter C. B. Phillips, Chirok Han, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," (January 2006) [16pp, Abstract] [See 1243]
CFDP 1545 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," (January 2006) [51pp, Abstract] [See 1221]
CFDP 1544R Pradeep Dubey, John Geanakoplos, "Grading in Games of Status: Marking Exams and Setting Wages," (December 2005, Revised January 2006) [43pp, Abstract]
CFDP 1544 Pradeep Dubey, John Geanakoplos, "Grading in Games of Status: Marking Exams and Setting Wages," (December 2005) [48pp, Abstract]
CFDP 1543 Adam Copeland, George J. Hall, "The Response of Prices, Sales, and Output to Temporary Changes in Demand," (December 2005) [40pp, Abstract]
CFDP 1542 Dino Gerardi, Roger B. Myerson, "Sequential Equilibria in Bayesian Games with Communication," (December 2005) [39pp, Abstract]
CFDP 1541 Seung Hyun Hong, Peter C. B. Phillips, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," (December 2005) [44pp, Abstract]
CFDP 1540 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," (December 2005) [13pp, Abstract]
CFDP 1539R Cheng-Zhong Qin, Martin Shubik, "A Credit Mechanism for Selecting a Unique Competitive Equilibrium," (November 2005, Revised June 2009) [21pp, Abstract]
CFDP 1538 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," (October 2005) [15pp, Abstract] [See 1203]
CFDP 1537 Pradeep Dubey, John Geanakoplos, Ori Haimanko, "Prizes versus Wages with Envy and Pride," (October 2005) [25pp, Abstract] [See 1367]
CFDP 1536 Ray C. Fair, "Estimated Age Effects in Baseball," (October 2005, Revised March 2007) [46pp, Abstract] [See 1255]
CFDP 1535 Alexandre Marino, Bernard De Meyer, "Continuous versus Discrete Market Games," (September 2005) [20pp, Abstract]
CFDP 1534 Pradeep Dubey, Dieter Sondermann, "Perfect Competition in a Bilateral Monopoly (In Honor of Martin Shubik)," (September 2005) [24pp, Abstract]
CFDP 1533 Taisuke Otsu, Yoon-Jae Whang, "Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical Likelihood," (September 2005) [34pp, Abstract] [See 1313]
CFDP 1532R Dirk Bergemann, Juuso Välimäki, "Information in Mechanism Design," (August 2005, Revised January 2006) [42pp, Abstract]
CFDP 1532 Dirk Bergemann, Juuso Välimäki, "Information in Mechanism Design," (August 2005) [50pp, Abstract]
CFDP 1531 Enriqueta Aragones, Itzhak Gilboa, Andrew Weiss, "Making Statements and Approval Voting," (August 2005) [16pp, Abstract]
CFDP 1530 Donald W. K. Andrews, James H. Stock, "Inference with Weak Instruments," (August 2005) [67pp, Abstract]
CFDP 1529 Ray C. Fair, Danielle Catambay, "Branch Rickey’s Equation Fifty Years Later," (July 2005, Revised January 2007) [13pp, Abstract]
CFDP 1528 Yoon-Ho Alex Lee, Donald J. Brown, "Competition, Consumer Welfare, and the Social Cost of Monopoly," (July 2005) [20pp, Abstract]
CFDP 1527R2 Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing," (July 2005, Revised April 2007, , Revised September 2008) [43pp, Abstract] [See 1341]
CFDP 1527R Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing," (July 2005, Revised April 2007) [36pp, Abstract]
CFDP 1527 Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing: The Case of Regret," (July 2005) [51pp, Abstract]
CFDP 1526 Anat Bracha, Jeremy Gray, Rustam Ibragimov, Boaz Nadler, Dmitry Shapiro, Glena Ames, Donald J. Brown, "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," (June 2005) [26pp, Abstract]
CFDP 1525 Ray C. Fair, "Natural Concepts in Macroeconomics," (June 2005) [41pp, Abstract]
CFDP 1524 Keith M. Chen, Venkat Lakshminarayanan, Laurie Santos, "The Evolution of Our Preferences: Evidence from Capuchin-Monkey Trading Behavior," (June 2005) [26pp, Abstract]
CFDP 1523 Peter C. B. Phillips, Jun Yu, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," (June 2005) [27pp, Abstract]
CFDP 1522 Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," (June 2005) [49pp, Abstract] [See 1205]
CFDP 1521 Michael R. Powers, Martin Shubik, "A Note on a ‘Square-Root Rule’ for Reinsurance," (June 2005) [8pp, Abstract]
CFDP 1520 J. Doyne Farmer, Martin Shubik, Eric Smith, "Economics: The Next Physical Science?," (June 2005) [9pp, Abstract]
CFDP 1519 Dirk Bergemann, Stephen Morris, "Robust Implementation: The Role of Large Type Spaces," (June 2005) [58pp, Abstract]
CFDP 1518 Rustam Ibragimov, Donald J. Brown, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," (June 2005) [31pp, Abstract]
CFDP 1517 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," (June 2005) [46pp, Abstract]
CFDP 1516 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," (June 2005) [53pp, Abstract]
CFDP 1515 Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," (June 2005) [45pp, Abstract] [See 1165]
CFDP 1514 Peter C. B. Phillips, Donggyu Sul, "Economic Transition and Growth," (June 2005) [59pp, Abstract]
CFDP 1513 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Improved HAR Inference Using Power Kernels without Truncation," (June 2005) [51pp, Abstract]
CFDP 1512 John E. Roemer, "Intergenerational Justice and Sustainability under the Leximin Ethic," (May 2005) [37pp, Abstract]
CFDP 1511R Hanming Fang, Peter Norman, "Overcoming Participation Constraints," (May 2005, Revised April 2006) [51pp, Abstract]
CFDP 1511 Hanming Fang, Peter Norman, "Overcoming Participation Constraints," (May 2005) [26pp, Abstract]
CFDP 1510 Eric Smith, Martin Shubik, "Commodity Money and the Valuation of Trade," (April 2005) [18pp, Abstract]
CFDP 1509 Martin Shubik, Eric Smith, "Fiat Money and the Natural Scale of Government," (April 2005) [34pp, Abstract]
CFDP 1508R Donald J. Brown, Ravi Kannan, "Two Algorithms for Solving the Walrasian Equilibrium Inequalities," (April 2005, Revised October 2006) [9pp, Abstract]
CFDP 1508 Donald J. Brown, Ravi Kannan, "Decision Methods for Solving Systems of Walrasian Inequalities," (April 2005) [9pp, Abstract]
CFDP 1507 Donald J. Brown, Caterina Calsamiglia, "The Nonparametric Approach to Applied Welfare Analysis," (April 2005) [16pp, Abstract]
CFDP 1506 Mark A. Carlson, Galina Hale, "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll-over," (April 2005) [24pp, Abstract]
CFDP 1505 Dirk Bergemann, Thomas Eisenbach, Joan Feigenbaum, Scott Shenker, "Flexibility as an Instrument in Digital Rights Management," (April 2005) [19pp, Abstract]
CFDP 1504 Robert J. Shiller, "The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation," (April 2005) [34pp, Abstract]
CFDP 1503 Dino Gerardi, Richard P. McLean, Andrew Postlewaite, "Aggregation of Expert Opinions," (April 2005) [40pp, Abstract] [See 1240]