Discussion Papers

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]
CFDP 1771 Peter C. B. Phillips, "The Mysteries of Trend," (September 2010) [12pp, Abstract] [See CFP 1311]
CFDP 1770 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," (September 2010) [40pp, Abstract] [See CFP 1348]
CFDP 1769 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Time Series of Simultaneous Equations," (September 2010) [50pp, Abstract] [See CFP 1386]
CFDP 1768 Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," (September 2010) [46pp, Abstract] [See CFP 1355]
CFDP 1767 Marc Henry, Yuichi Kitamura, Bernard Salanié, "Identifying Finite Mixtures in Econometric Models," (September 2010, Revised January 2013) [32pp, Abstract]
CFDP 1766 Xi Chen, William D. Nordhaus, "The Value of Luminosity Data as a Proxy for Economic Statistics," (August 2010) [43pp, Abstract]
CFDP 1765 Johannes Hörner, Massimo Morelli, Francesco Squintani, "Mediation and Peace," (August 2010) [51pp, Abstract] [Supplemental material]
CFDP 1764R2 Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010, Revised September 2017) [59pp, Abstract] [See CFP CFP1593]
CFDP 1764R Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010, Revised September 2014) [57pp, Abstract]
CFDP 1764 Dirk Bergemann, Johannes Hörner, "Should Auctions be Transparent?," (August 2010) [70pp, Abstract]
CFDP 1763 David Dillenberger, Kareen Rozen, "History-Disappointment Risk Attitude," (August 2010, Revised February 2013) [44pp, Abstract] [See CFP 1472]
CFDP 1762R2 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," (July 2010, Revised August 2011) [47pp, Abstract] [See CFP 1354]
CFDP 1762R Ana Fostel, John Geanakoplos, "Why does Bad News Increase Volatility and Decrease Leverage?," (July 2010, Revised January 2011) [42pp, Abstract]
CFDP 1762 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," (July 2010) [34pp, Abstract]
CFDP 1761R2 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, Revised May 2012) [67pp, Abstract] [Supplemental material] [See CFP 1377]
CFDP 1761R Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010, Revised July 2011) [65pp, Abstract] [Supplemental material]
CFDP 1761 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," (June 2010) [71pp, Abstract] [Supplemental material]
CFDP 1760R Dino Gerardi, Johannes Hörner, Lucas Maestri, "The Role of Commitment in Bilateral Trade," (May 2010, Revised October 2013) [82pp, Abstract] [See CFP 1445]
CFDP 1760 Dino Gerardi, Johannes Hörner, Lucas Maestri, "The Role of Commitment in Bilateral Trade," (March 2010) [77pp, Abstract]
CFDP 1759 Anat Bracha, Donald J. Brown, "Affective Decision-Making: A Theory of Optimism-Bias," (March 2010) [23pp, Abstract]
CFDP 1758R Dirk Bergemann, Alessandro Bonatti, "Targeting in Advertising Markets: Implications for Offline vs. Online Media," (March 2010, Revised August 2010) [48pp, Abstract] [See CFP 1336]
CFDP 1758 Dirk Bergemann, Alessandro Bonatti, "Targeting in Advertising Markets: Implications for Offline vs. Online Media," (March 2010) [46pp, Abstract]
CFDP 1757R Dirk Bergemann, Maher Said, "Dynamic Auctions: A Survey," (March 2010, Revised May 2010) [15pp, Abstract]
CFDP 1757 Dirk Bergemann, Maher Said, "Dynamic Auctions: A Survey," (March 2010) [15pp, Abstract]
CFDP 1756 Ray C. Fair, "Estimated Macroeconomic Effects of the U.S. Stimulus Bill," (March 2010, Revised May 2010) [27pp, Abstract]
CFDP 1755 Ray C. Fair, "Estimated Macroeconomic Effects of a Chinese Yuan Appreciation," (March 2010) [18pp, Abstract]
CFDP 1754 Giuseppe Moscarini, Fabien Postel-Vinay, "Stochastic Search Equilibrium," (February 2010) [52pp, Abstract]
CFDP 1753 Christian List, Ben Polak, "Introduction to Judgment Aggregation," (February 2010) [29pp, Abstract] [See CFP 1297]
CFDP 1752 George J. Mailath, Andrew Postlewaite, Larry Samuelson, "Pricing in Matching Markets," (January 2010) [65pp, Abstract]
CFDP 1751 John Geanakoplos, "Solving the Present Crisis and Managing the Leverage Cycle," (January 2010) [48pp, Abstract] [See CFP 1305]
CFDP 1750 Peter C. B. Phillips, "Two New Zealand Pioneer Econometricians," (January 2010) [36pp, Abstract] [See CFP 1308]
CFDP 1749 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," (January 2010) [50pp, Abstract] [See CFP 1340]
CFDP 1748 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," (January 2010) [19pp, Abstract] [See CFP 1364]
CFDP 1747 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "X-Differencing and Dynamic Panel Model Estimation," (January 2010) [61pp, Abstract] [See CFP 1406]
CFDP 1746 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," (January 2010) [31pp, Abstract] [See CFP 1339]
CFDP 1745R Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," (January 2010, Revised November 2011) [14pp, Abstract] [See CFP 1371]
CFDP 1745 Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," (January 2010) [19pp, Abstract]