Discussion Papers

CFDP 1390 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," (January 2003) [62pp, Abstract]
CFDP 1389 Pradeep Dubey, John Geanakoplos, "Monetary Equilibrium with Missing Markets," (December 2002) [37pp, Abstract] , (See: 1063)
CFDP 1388 Ray C. Fair, "Testing for a New Economy in the 1990s," (December 2002, Revised March 2003) [25pp, Abstract] , (See: 1194)
CFDP 1387 William D. Nordhaus, "The Economic Consequences of a War with Iraq," (October 2002) [50pp, Abstract]
CFDP 1386 Jeeman Jung, Robert J. Shiller, "One Simple Test of Samuelson's Dictum for the Stock Market," (October 2002) [18pp, Abstract] , (See: 1183)
CFDP 1385 Robert J. Shiller, "From Efficient Market Theory to Behavioral Finance," (October 2002) [43pp, Abstract] , (See: 1055)
CFDP 1384 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," (October 2002) [50pp, Abstract] , (See: 1080)
CFDP 1383 Truman F. Bewley, "Fairness, Reciprocity, and Wage Rigidity," (October 2002) [36pp, Abstract]
CFDP 1382 Ray C. Fair, "Risk Aversion and Stock Prices," (September 2002, Revised February 2003) [22pp, Abstract]
CFDP 1381 Ray C. Fair, John F. Oster, "College Football Rankings and Market Efficiency," (September 2002, Revised March 2005) [23pp, Abstract]
CFDP 1380R John Geanakoplos, Michael Magill, Martine Quinzii, "Demography and the Long-Run Predictability of the Stock Market," (August 2002, Revised July 2004) [55pp, Abstract] , (See: 1099)
CFDP 1380 John Geanakoplos, Michael Magill, Martine Quinzii, "Demography and the Long-run Predictability of the Stock Market," (August 2002) [23pp, Abstract]
CFDP 1379 Dirk Bergemann, Ulrich Hege, "The Value of Benchmarking," (August 2002) [32pp, Abstract]
CFDP 1378 Donald W. K. Andrews, Offer Lieberman, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," (August 2002) [42pp, Abstract]
CFDP 1377 Stephen Morris, Takashi Ui, "Best Response Equivalence," (July 2002) [31pp, Abstract]
CFDP 1376 George J. Hall, John Rust, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," (July 2002) [56pp, Abstract]
CFDP 1375 Zhijie Xiao, Oliver B. Linton, Raymond J. Carroll, E. Mammen, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," (June 2002) [49pp, Abstract]
CFDP 1374 Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," (June 2002) [22pp, Abstract] , (See: 1141)
CFDP 1373 Sainan Jin, Peter C. B. Phillips, "The KPSS Test with Seasonal Dummies," (May 2002) [6pp, Abstract] , (See: 1132)
CFDP 1372 Steven T. Berry, Oliver B. Linton, Ariel Pakes, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," (May 2002) [51pp, Abstract]
CFDP 1371 Dino Gerardi, "Unmediated Communication in Games with Complete and Incomplete Information," (May 2002) [73pp, Abstract] , (See: 1083)
CFDP 1370 Donald W. K. Andrews, "The Block-block Bootstrap: Improved Asymptotic Refinements," (May 2002) [36pp, Abstract] , (See: 1091)
CFDP 1369 Donald W. K. Andrews, "End-of-Sample Instability Tests," (May 2002) [43pp, Abstract] , (See: 1072)
CFDP 1368 William D. Nordhaus, "The Mildest Recession: Output, Profits, and Stock Prices as the U.S. Emerges from the 2001 Recession," (May 2002) [31pp, Abstract]
CFDP 1367 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation of Fractional Integration," (May 2002, Updated July 2004) [36pp, Abstract] , (See: 1156)
CFDP 1366 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," (May 2002) [40pp, Abstract] , (See: 1077)
CFDP 1365 Ling Hu, Peter C. B. Phillips, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," (May 2002) [35pp, Abstract] , (See: 1112)
CFDP 1364 Ling Hu, Peter C. B. Phillips, "Nonstationary Discrete Choice," (May 2002) [37pp, Abstract] , (See: 1103)
CFDP 1363 Peter C. B. Phillips, Binbin Guo, Zhijie Xiao, "Efficient Regression in Time Series Partial Linear Models," (May 2002) [46pp, Abstract]
CFDP 1362 Peter C. B. Phillips, Donggyu Sul, "Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence," (May 2002) [56pp, Abstract] , (See: 1136)
CFDP 1361 Donald W. K. Andrews, Offer Lieberman, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," (April 2002) [25pp, Abstract] , (See: 1162)
CFDP 1360 Pradeep Dubey, John Geanakoplos, "From Nash to Walras via Shapley-Shubik," (April 2002) [11pp, Abstract] , (See: 1065)
CFDP 1359 Ted Juhl, Zhijie Xiao, "Partially Linear Models with Unit Roots," (April 2002) [51pp, Abstract]
CFDP 1358 Eduardo Engel, Ronald Fischer, Alexander Galetovic, "Competition in or for the Field: Which Is Better?," (April 2002, Revised July 2007) [19pp, Abstract]
CFDP 1357 James Tobin, "Macroeconomic Strategy in Wartime," (March 2002) [5pp, Abstract]
CFDP 1356 Oliver B. Linton, Esfandiar Maasoumi, Yoon-Jae Whang, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," (February 2002) [51pp, Abstract]
CFDP 1355 William D. Nordhaus, "The Health of Nations: The Contribution of Improved Health to Living Standards," (February 2002) [55pp, Abstract]
CFDP 1354 Eduardo Engel, Ronald Fischer, Alexander Galetovic, "Highway Franchising and Real Estate Values," (February 2002) [28pp, Abstract]
CFDP 1353 Eduardo Engel, Ronald Fischer, Alexander Galetovic, "How to Auction an Essential Facility When Underhand Integration Is Possible," (February 2002) [21pp, Abstract]
CFDP 1352 Leeat Yariv, "I'll See It When I Believe It — A Simple Model of Cognitive Consistency," (February 2002) [45pp, Abstract]
CFDP 1351 Offer Lieberman, Judith Rousseau, David M. Zucker, "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process," (January 2002) [36pp, Abstract]
CFDP 1350 Zaifu Yang, "An Optimal Fair Job Assignment Problem," (January 2002) [19pp, Abstract]
CFDP 1349 F. Comte, Offer Lieberman, "Asymptotic Theory for Multivariate GARCH Processes," (December 2001) [23pp, Abstract]
CFDP 1348 Offer Lieberman, "Penalised Maximum Likelihood Estimation for Fractional Gaussian Processes," (December 2001) [14pp, Abstract]
CFDP 1347 Ning Sun, Zaifu Yang, "On Fair Allocations and Indivisibilities," (December 2001) [23pp, Abstract]
CFDP 1346R2 Pradeep Dubey, John Geanakoplos, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," (December 2001, Revised February 2002) [35pp, Abstract] , (See: 1048)
CFDP 1346R Pradeep Dubey, John Geanakoplos, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," (December 2001) [33pp, Abstract]
CFDP 1346 Pradeep Dubey, John Geanakoplos, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," (December 2001) [34pp, Abstract]
CFDP 1345 Ray C. Fair, "Bootstrapping Macroeconometric Models," (December 2001, Revised June 2003) [30pp, Abstract] , (See: 1195)
CFDP 1344 Leeat Yariv, "Believe and Let Believe: Axiomatic Foundations for Belief Dependent Utility Functionals," (December 2001) [20pp, Abstract]