Papers (Reprints)

Number
CFP 1389 Dirk Bergemann, Ji Shen, Yun Xu, "Multi-dimensional Mechanism Design with Limited Information," (13th ACM Conference on Electronic Commerce [EC ‘12]) [See CFDP 1859]
CFP 1388 Xiaohong Chen, "Penalized Sieve Estimation and Inference of Semi-nonparametric Dynamic Models: A Selective Review," (Advances in Economics and Econometrics, 2010 World Congress of the Econometric Society book volumes, Cambridge University Press, 2013) [See CFDP 1804]
CFP 1387 Xiaohong Chen, Jack Favilukis, Sydney C. Ludvigson, "An Estimation of Economic Models with Recursive Preferences," Quantitative Economics, (March 2013), 4(1): 39-83 [See CFDP 1883]
CFP 1386 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Triangular System Equations with Nonstationarity," Journal of Econometrics, (September 2013), 176(1): 59-79 [See CFDP 1769]
CFP 1385 Carlo V. Fiorio, Vassilis A. Hajivassiliou, Peter C. B. Phillips, "Bimodal t-ratios: The Impact of Thick Tails on Inference," Econometrics Journal, (July 2010), 13(2): 271-289 [See CFDP 842]
CFP 1384 Minjing Tao, Yazhen Wang, Xiaohong Chen, "Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data," Econometric Theory, (August 2013), 29(4): 838-856
CFP 1383 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," Econometric Theory, (August 2013), 29(4): 808-837 [See CFDP 1777]
CFP 1382 Yuichi Kitamura, Taisuke Otsu, Kirill Evdokomov, "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, (May 2013), 81(3): 1185-1201 [See CFDP 1720]
CFP 1381 Dirk Bergemann, Stephen Morris, "Robust Predictions in Games with Incomplete Information," Econometrica, (July 2013), 81(4): 1251-1308 [See CFDP 1821R3]
CFP 1380 Helios Herrera, Johannes Hörner, "Biased Social Learning," Games and Economic Behavior, (July 2013), 80: 131-146 [See CFDP 1738]
CFP 1379 Chirok Han, Peter C. B. Phillips, "First Difference Maximum Likelihood and Dynamic Panel Estimation," Journal of Econometrics, (July 2013), 175(1): 35-45 [See CFDP 1780]
CFP 1378 Eric Gautier, Yuichi Kitamura, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, (March 2017), 81(2): 581-607 [See CFDP 1721]
CFP 1377 Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," Econometrica, (March 2013), 81(2): 609-666 ([Supplemental material] [See CFDP 1761R2; Supplemental material]) [See CFDP 1761R2]
CFP 1376 Dirk Bergemann, Stephen Morris, "An Introduction to Robust Mechanism Design," Foundations and Trends in Microeconomics, (January 2012), 8(3): 169-230 [See CFDP 1818]
CFP 1375 Donald W. K. Andrews, Xu Cheng, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Journal of Econometrics, (March 2013), 173(1): 36-56 ([Supplemental data]) [See CFDP 1824R]
CFP 1374 Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Journal of Econometrics, (June 2012), 168(2): 270-284 [See CFDP 1700]
CFP 1373 Peter C. B. Phillips, "Exploring the Mysteries of Trends and Bubbles," 599-616 (in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II, 1956-2012, Adelaide: University of Adelaide Press, 2012, Ch. 54)
CFP 1372 Donald W. K. Andrews, Panle Jai Barwick, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, (November 2017), 80(6): 2805-2826 ([Supplemental material] [Computer programs also available on the Econometric Society website] [See CFDP 1676R; Supplemental material]) [See CFDP 1676R]
CFP 1371 Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," Quantitative Finance, (May 2012), 12:5: 695-707 [See CFDP 1745R]
CFP 1370 Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, Semi-Strong, and Strong Identification," 2153-2211 (Econometrica (September 2012) 80(5)) [See CFDP 1773R]
CFP 1369 Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Econometrica, (July 2012), 80(4): 1701-1719 [See CFDP 1668R]
CFP 1368 Yonghui Zhang, Liangjun Su, Peter C. B. Phillips, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Econometrics Journal, (February 2012), 15(1): 56-100 [See CFDP 1832]
CFP 1367 Pradeep Dubey, John Geanakoplos, Ori Haimanko, "Prizes versus Wages with Envy and Pride," Japanese Economic Review, (March 2013), 64(1): 98-121 [See CFDP 1537], [See CFDP 1835]
CFP 1366 Chunrong Ai, Xiaohong Chen, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Journal of Econometrics, (October 2012), 170(2): 442-457 [See CFDP 1731]
CFP 1365 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," Journal of Econometrics, (August 2012), 169(2): 196-210 [See CFDP 1665R2]
CFP 1364 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," Journal of Econometrics, (August 2012), 169(2): 258-265 [See CFDP 1748]
CFP 1363 Liudas Giraitis, Peter C. B. Phillips, "Mean and Autocovariance Function Estimation near the Boundary of Stationarity," Journal of Econometrics, (August 2012), 169(2): 166-178 [See CFDP 1690]
CFP 1362 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-varying Variance," Journal of Econometrics, (August 2012), 169(2): 155-165 [See CFDP 1688]
CFP 1361 Martin B. Hackmann, Jonathan T. Kolstad, Amanda E. Kowalski, "Health Reform, Health Insurance, and Selection: Estimating Selection into Health Insurance Using the Massachusetts Health Reform," American Economic Review, Papers and Proceedings, (May 2012), 102:3: 498-501 [See CFDP 1841]
CFP 1360 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Efficient Auctions and Interdependent Types," American Economic Review, Papers and Proceedings, (May 2012), 102(3): 319-324 [See CFDP 1846]
CFP 1359 Qiying Wang, Peter C. B. Phillips, "A Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics, (January 2012), 40(2): 727–758 (:2) [See CFDP 1779]
CFP 1358 John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, Yangru Wu, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review, Papers and Proceedings, (May 2012), 102(3): 53-58 [See CFDP 1852]
CFP 1357 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Review of Economics and Statistics, (May 2012), 94(2): 482-498 [See CFDP 1803]
CFP 1356 Anat Bracha, Donald J. Brown, "Affective Decision Making: A Theory of Optimism Bias," 67-80 (Games and Economic Behavior (May 2012) 75(1)) [See CFDP 1633R]
CFP 1355 Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," Econometric Theory, (June 2012), 28(3): 509-547 [See CFDP 1768]
CFP 1354 Ana Fostel, John Geanakoplos, "Why Does Bad News Increase Volatility and Decrease Leverage?," Journal of Economic Theory, (March 2012), 147(2): 501-525 [See CFDP 1762R2]
CFP 1353 Ana Fostel, John Geanakoplos, "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal: Macroeconomics, (January 2012), 4(1): 190-225 [See CFDP 1809R]
CFP 1352 Costas Arkolakis, Arnaud Costinot, Andréz Rodríguez-Clare, "New Trade Models, Same Old Gains?," 102(1): 94-130 (American Economic Review (February 2012))
CFP 1351 Peter C. B. Phillips, Jun Yu, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory, (February 2012), 28(1): 207-217
CFP 1350 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, (January 2012), 80(1): 425-454 (includes Supplemental Material) [See CFDP 1781]
CFP 1349 Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," International Economic Review, (February 2011), 52(1): 201–226 [See CFDP 1699]
CFP 1348 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 [See CFDP 1770]
CFP 1347 Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 [See CFDP 1309]
CFP 1346 Peter C. B. Phillips, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 [See CFDP 1702]
CFP 1345 Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica, (January 2012), 80(1): 277-321 ([Supplemental Material]) [See CFDP 1650R2]
CFP 1344 Xiaohong Chen, Han Hong, Denis Nekipelov, "Nonlinear Models of Measurement Errors," Journal of Economic Literature, (December 2011), 49(4): 901-937
CFP 1343 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 [See CFDP 1778]
CFP 1342 Alberto Bisin, John Geanakoplos, Piero Gottardi, Enrico Minelli, Heracles M. Polemarchakis, "Markets and Contracts," Journal of Mathematical Economics, (May 2011), 47(3): 279-288
CFP 1341 Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing," Journal of Economic Theory, (November 2011), 46(6): 2527-2543 [See CFDP 1527R2]
CFP 1340 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory, (December 2011), 27(6): 1320-1368 [See CFDP 1749]

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