Discussion Papers

CFDP 1812 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," (August 2011) [33pp, Abstract]
CFDP 1811 Itzhak Gilboa, Larry Samuelson, David Schmeidler, "Dynamics of Inductive Inference in a Unified Framework," (July 2011) [43pp, Abstract] [See CFP 1409]
CFDP 1810 George J. Mailath, Andrew Postlewaite, Larry Samuelson, "Pricing and Investments in Matching Markets," (July 2011) [68pp, Abstract] [See CFP 1408]
CFDP 1809R Ana Fostel, John Geanakoplos, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," (July 2011, Revised August 2011) [48pp, Abstract] [See CFP 1353]
CFDP 1809 Ana Fostel, John Geanakoplos, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," (July 2011) [47pp, Abstract]
CFDP 1808 Martin Shubik, "The Present and Future of Game Theory," (July 2011) [20pp, Abstract]
CFDP 1807 Ray C. Fair, "What It Takes to Solve the U.S. Government Deficit Problem," (July 2011, Revised May 2012) [24pp, Abstract]
CFDP 1806R Steven T. Berry, Amit Gandhi, Philip A. Haile, "“Connected Substitutes and Invertibility of Demand," (June 2011, Revised July 2012) [33pp, Abstract] [See CFP 1391]
CFDP 1806 Steven T. Berry, Amit Gandhi, Philip A. Haile, "Connected Substitutes and Invertibility of Demand," (June 2011) [29pp, Abstract]
CFDP 1805 Simon Grant, Ben Polak, "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," (June 2011) [54pp, Abstract]
CFDP 1804 Xiaohong Chen, "Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review," (May 2011) [56pp, Abstract] [See CFP 1388]
CFDP 1803 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," (May 2011) [50pp, Abstract] [See CFP 1357]
CFDP 1802 Mikhail Golosov, Vasiliki Skreta, Aleh Tsyvinski, Andrea Wilson, "Dynamic Strategic Information Transmission," (May 2011, Revised June 2011) [48pp, Abstract]
CFDP 1801 Donald W. K. Andrews, "-Complete and Boundedly-Complete Distributions," (May 2011) [25pp, Abstract]
CFDP 1800 Ana Fostel, John Geanakoplos, "Endogenous Leverage: VaR and Beyond," (May 2011) [30pp, Abstract]
CFDP 1799 Taisuke Otsu, Ke-Li Xu, "Empirical Likelihood for Regression Discontinuity Design," (May 2011) [36pp, Abstract]
CFDP 1798 Shin Kanaya, Taisuke Otsu, "Large Deviations of Realized Volatility," (May 2011) [37pp, Abstract]
CFDP 1797 Victor Chernozhukov, Iván Fernández-Val, Amanda E. Kowalski, "Quantile Regression with Censoring and Endogeneity," (April 2011) [50pp, Abstract] [See CFP 1475]
CFDP 1796 Lorenzo Camponovo, Taisuke Otsu, "Robustness of Bootstrap in Instrumental Variable Regression," (April 2011) [24pp, Abstract]
CFDP 1795R Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," (April 2011, Revised November 2012) [45pp, Abstract] [See CFP 1415]
CFDP 1795 Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," (April 2011) [30pp, Abstract]
CFDP 1794 Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, Mark B. Shackleton, "Continuous Workout Mortgages," (April 2011) [14pp, Abstract]
CFDP 1793 Lorenzo Camponovo, Taisuke Otsu, "Breakdown Point Theory for Implied Probability Bootstrap," (April 2011) [14pp, Abstract]
CFDP 1792 Taisuke Otsu, "Empirical Likelihood for Nonparametric Additive Models," (April 2011) [28pp, Abstract]
CFDP 1791 Yukitoshi Matsushita, Taisuke Otsu, "Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions," (April 2011, Revised January 2012) [32pp, Abstract]
CFDP 1790 Francesco Bravo, Juan Carlos Escanciano, Taisuke Otsu, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," (March 2011) [20pp, Abstract]
CFDP 1789 Ivan Canay, Taisuke Otsu, "Hodges-Lehmann Optimality for Testing Moment Conditions," (March 2011) [18pp, Abstract]
CFDP 1788 Robert J. Shiller, Virginia M. Shiller, "Economists as Worldly Philosophers," (March 2011) [12pp, Abstract]
CFDP 1787R2 Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011, Revised November 2013) [26pp, Abstract]
CFDP 1787R Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011, Revised April 2011) [23pp, Abstract]
CFDP 1787 Steven T. Berry, Philip A. Haile, "Identification in a Class of Nonparametric Simultaneous Equations Models," (March 2011) [24pp, Abstract]
CFDP 1786 Martin Shubik, William D. Sudderth, "Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe," (March 2011, Revised August 2011) [30pp, Abstract]
CFDP 1785 Taisuke Otsu, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," (February 2011) [22pp, Abstract] [See CFP 1335]
CFDP 1784 Karl E. Case, John M. Quigley, Robert J. Shiller, "Wealth Effects Revisited, 1978-2009," (February 2011) [40pp, Abstract]
CFDP 1783 Taisuke Otsu, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," (February 2011) [16pp, Abstract] [See CFP 1334]
CFDP 1782 Dirk Bergemann, Juuso Välimäki, "Efficient Search by Committee," (January 2011) [10pp, Abstract]
CFDP 1781 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," (January 2011) [42pp, Abstract] [See CFP 1350]
CFDP 1780 Chirok Han, Peter C. B. Phillips, "First Difference MLE and Dynamic Panel Estimation," (January 2011) [32pp, Abstract] [See CFP 1379]
CFDP 1779 Qiying Wang, Peter C. B. Phillips, "Specification Testing for Nonlinear Cointegrating Regression," (January 2011, Revised June 2011) [66pp, Abstract]
CFDP 1778 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," (January 2011) [37pp, Abstract] [See CFP 1343]
CFDP 1777 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," (January 2011) [32pp, Abstract] [See CFP 1383]
CFDP 1776 Ray C. Fair, "A World Macro Saving Fact and an Explanation," (January 2011, Revised June 2011) [28pp, Abstract]
CFDP 1775 Dirk Bergemann, Ji Shen, Yun Xu, Edmund M. Yeh, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing," (November 2010) [12pp, Abstract] [See CFP 1390]
CFDP 1774 Donald J. Brown, Chandra Erdman, Kirsten Ling, Laurie Santos, "Revealed Preferences for Risk and Ambiguity," (November 2010) [22pp, Abstract]
CFDP 1773R Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (June 2010, Revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1773 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," (October 2010) [40pp, Abstract] [Supplemental material]
CFDP 1772R3 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010, Revised August 2016) [53pp, Abstract]
CFDP 1772R2 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010, Revised July 2014) [51pp, Abstract]
CFDP 1772R Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," () [42pp, Abstract]
CFDP 1772 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," (September 2010) [44pp, Abstract]

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