Discussion Papers

CFDP 1476 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Optimal Invariant Similar Tests for Instrumental Variables Regression," (July 2004) [83pp, Abstract][Supplemental material], [Supplemental material] , (See: 1268)
CFDP 1475 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," (July 2004) [9pp, Abstract] , (See: 1166)
CFDP 1474 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," (July 2004) [19pp, Abstract] , (See: 1157)
CFDP 1473 Rustam Ibragimov, Peter C. B. Phillips, "Regression Asymptotics Using Martingale Convergence Methods," (July 2004) [42pp, Abstract] , (See: 1245)
CFDP 1472 Peter C. B. Phillips, "Challenges of Trending Time Series Econometrics," (July 2004) [20pp, Abstract] , (See: 1151)
CFDP 1471 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root," (July 2004) [27pp, Abstract]
CFDP 1470 Peter C. B. Phillips, "HAC Estimation by Automated Regression," (July 2004) [24pp, Abstract] , (See: 1158)
CFDP 1469 Peter C. B. Phillips, "Automated Discovery in Econometrics," (July 2004) [21pp, Abstract] , (See: 1149)
CFDP 1468R Ana Fostel, John Geanakoplos, "Collateral Restrictions and Liquidity Under-Supply: A Simple Model," (July 2004, Revised August 2006) [31pp, Abstract] , (See: 1236)
CFDP 1468 Ana Fostel, John Geanakoplos, "Non-Monotone Liquidity under-Supply," (July 2004) [28pp, Abstract]
CFDP 1467 Pradeep Dubey, John Geanakoplos, "Grading Exams: 100, 99, ..., 1 or A, B, C? Incentives in Games of Status," (July 2004) [34pp, Abstract]
CFDP 1466R Donald J. Brown, G. A. Wood, "Competition, Consumer Welfare and Monopoly Power," (July 2004, Revised August 2004) [14pp, Abstract]
CFDP 1466 Donald J. Brown, G. A. Wood, "The Social Cost of Monopoly Power," (May 2004) [24pp, Abstract]
CFDP 1465 Hanming Fang, Dan Silverman, "Time-inconsistency and Welfare Program Participation: Evidence from the NLSY," (June 2004) [49pp, Abstract]
CFDP 1464 Shamena Anwar, Hanming Fang, "An Alternative Test of Racial Prejudice in Motor Vehicle Searches: Theory and Evidence," (July 2004) [34pp, Abstract]
CFDP 1463R Dirk Bergemann, Juuso Välimäki, "Monopoly Pricing of Experience Goods," (June 2004, Revised May 2005) [33pp, Abstract] , (See: 1175)
CFDP 1463 Dirk Bergemann, Juuso Välimäki, "Monopoly Pricing of Experience Goods," (June 2004) [46pp, Abstract]
CFDP 1462 Woojin Lee, John E. Roemer, "Racism and Redistribution in the United States: A Solution to the Problem of American Exceptionalism," (June 2004) [83pp, Abstract] , (See: 1190)
CFDP 1461 Robert J. Shiller, "Radical Financial Innovation," (April 2004) [28pp, Abstract]
CFDP 1460 Thomas Quint, Martin Shubik, "Gold, Fiat and Credit: An Elementary Discussion of Commodity Money, Fiat Money and Credit. Part II," (April 2004) [47pp, Abstract]
CFDP 1459 Robert J. Shiller, "Household Reaction to Changes in Housing Wealth," (April 2004) [16pp, Abstract]
CFDP 1458 Herbert E. Scarf, Kevin M. Woods, "Neighborhood Complexes and Generating Functions," (April 2004) [24pp, Abstract] , (See: 1169)
CFDP 1457 William D. Nordhaus, "Schumpeterian Profits in the American Economy: Theory and Measurement," (April 2004) [27pp, Abstract]
CFDP 1456 Ricardo J. Caballero, Eduardo Engel, "Three Strikes and You’re Out: Reply to Cooper and Willis," (March 2004) [13pp, Abstract]
CFDP 1455 Thomas Quint, Martin Shubik, "An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part 1," (March 2004) [38pp, Abstract]
CFDP 1454 Oliver B. Linton, Yoon-Jae Whang, "A Quantilogram Approach to Evaluating Directional Predictability," (March 2004) [23pp, Abstract]
CFDP 1453 Yoon-Jae Whang, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," (March 2004) [44pp, Abstract]
CFDP 1452 Dietmar Bauer, "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," (February 2004) [33pp, Abstract]
CFDP 1451 V. Bhaskar, George J. Mailath, Stephen Morris, "Purification in the Infinitely-Repeated Prisoners’ Dilemma," (February 2004) [19pp, Abstract]
CFDP 1450 Keith M. Chen, Jesse M. Shapiro, "Does Prison Harden Inmates? A Discontinuity-based Approach," (January 2004) [31pp, Abstract]
CFDP 1449 John Geanakoplos, Felix Kubler, "Dollar Denominated Debt and Optimal Security Design," (December 2003) [30pp, Abstract]
CFDP 1448 Thomas Quint, "Absenteeism, Substitutes, Complements, and the Banzhaf Index," (December 2003) [16pp, Abstract]
CFDP 1447 Thomas Quint, Martin Shubik, "Absenteeism, Substitutes, and Complements in Simple Games," (December 2003) [18pp, Abstract]
CFDP 1446 Dilip Abreu, David G. Pearce, "A Behavioral Model of Bargaining with Endogenous Types," (November 2003) [59pp, Abstract]
CFDP 1445 Philip A. Haile, Han Hong, Matthew Shum, "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," (November 2003) [57pp, Abstract]
CFDP 1444 Hannes Leeb, Benedikt M. Pötscher, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," (November 2003) [33pp, Abstract]
CFDP 1443 Martin Shubik, "A Double Auction Market: Teaching, Experiment and Theory," (October 2003) [21pp, Abstract] , (See: 1147)
CFDP 1442 Robert J. Shiller, "The Invention of Inflation-Indexed Bonds in Early America," (October 2003) [20pp, Abstract]
CFDP 1441R Hanming Fang, Peter Norman, "Optimal Provision of Multiple Excludable Public Goods," (October 2003, Revised April 2006) [44pp, Abstract]
CFDP 1441 Hanming Fang, Peter Norman, "An Efficiency Rationale for Bundling of Public Goods," (October 2003) [52pp, Abstract]
CFDP 1440 Hanming Fang, Peter Norman, "To Bundle or Not to Bundle," (October 2003) [12pp, Abstract]
CFDP 1439 Martin Shubik, "The Edgeworth, Cournot and Walrasian Cores of an Economy," (October 2003) [10pp, Abstract]
CFDP 1438 Peter C. B. Phillips, Donggyu Sul, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," (September 2003, Revised June 2004) [35pp, Abstract] , (See: 1204)
CFDP 1437 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," (September 2003) [47pp, Abstract] , (See: 1178)
CFDP 1436 Donggyu Sul, Peter C. B. Phillips, Chi-Young Choi, "Prewhitening Bias in HAC Estimation," (September 2003) [28pp, Abstract] , (See: 1161)
CFDP 1435 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Trends and the Power of Panel Unit Root Tests," (September 2003) [43pp, Abstract] , (See: 1215)
CFDP 1434 Stephen Morris, Hyun Song Shin, "Liquidity Black Holes," (September 2003) [26pp, Abstract] , (See: 1114)
CFDP 1433R Bernardo Guimarães, Stephen Morris, "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," (September 2003, Revised November 2004) [31pp, Abstract]
CFDP 1433 Bernardo Guimarães, Stephen Morris, "Risk and Wealth in a Model of Self-Fulfilling Currency Attacks," (September 2003) [25pp, Abstract]
CFDP 1432R Philip A. Haile, Ali Hortaçsu, Grigory Kosenok, "On the Empirical Content of Quantal Response Equilibrium," (August 2003, Revised August 2006) [26pp, Abstract] , (See: 1227)