Papers (Reprints)

CFP 1299 Xiaohong Chen, Yanqin Fan, Demian Pouzo, Zhiliang Ying, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Journal of Econometrics, (July 2010), 157(1): 129-142 [See CFDP 1683]
CFP 1298 Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," Journal of Econometrics, (April 2010), 155(2): 155-169 [See CFDP 1652R]
CFP 1297 Christian List, Ben Polak, "Introduction to Judgment Aggregation," Journal of Economic Theory, (March 2010), 145(2): 441-466 [See CFDP 1753]
CFP 1296 Giuseppe Moscarini, Francesco Squintani, "Competitive Experimentation with Private Information: The Survivor’s Curse," Journal of Economic Theory, (March 2010), 145(2): 639-660 [See CFDP 1489]
CFP 1295 Donald W. K. Andrews, Patrik Guggenberger, "Asymptotic Size and a Problem with Subsampling and with the m out of n Bootstrap," Econometric Theory, (April 2010), 26(2): 426-468 [See CFDP 1605R]
CFP 1294 Olivier Gossner, Johannes Hörner, "When Is the Lowest Equilibrium Payoff in a Repeated Game Equal to the Minmax Payoff?," Journal of Economic Theory, (January 2010), 145(1): 63-84
CFP 1293 Dirk Bergemann, Juuso Välimäki, "The Dynamic Pivot Mechanism," Econometrica, (March 2010), 78(2): 771-789 [See CFDP 1672R]
CFP 1292 Dirk Bergemann, Juuso Välimäki, "Bandit Problems," 336-340 (in Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, Vol. 1, 2nd ed., Macmillan Press, 2008) [See CFDP 1551]
CFP 1291 Donald W. K. Andrews, Gustavo Soares, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Econometrica, (January 2010), 78(1): 119-157 (Supplemental Material) [See CFDP 1631]
CFP 1290 Chirok Han, Peter C. B. Phillips, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Econometric Theory, (February 2010), 26(1): 119-151 [See CFDP 1599]
CFP 1289 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 [See CFDP 1657]
CFP 1288 Steven Callander, Johannes Hörner, "The Wisdom of the Minority," Journal of Economic Theory, (July 2009), 144(4): 1421-1439
CFP 1287 Maria Goltsman, Johannes Hörner, Gregory Pavlo, Francesco Squintani, "Mediation, Arbitration and Negotiation," Journal of Economic Theory, (July 2009), 144(4): 1397-1420
CFP 1286 Johannes Hörner, Stefano Lovo, "Belief-free Equilibria in Games with Incomplete Information," Econometrica, (March 2009), 77(2): 453-487
CFP 1285 Xiaohong Chen, Sydney C. Ludvigson, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," Journal of Applied Econometrics, (August 2009), 24(7): 1057-1093
CFP 1284 Xiaohong Chen, Wei Biao Wu, Yanping Yi, "Efficient Estimation of Copula-based Semiparametric Markov Models," Annals of Statistics, (January 2009), 37(6B): 4214-4253 [See CFDP 1691]
CFP 1283 Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions," Annals of Statistics, (January 2009), 37(6B): 4279-4312 [See CFDP 1694]
CFP 1282 Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-based Nonlinear Quantile Autoregression," Econometrics Journal, (January 2009), 12(1): S50-S67 [See CFDP 1679]
CFP 1281 Dirk Bergemann, Stephen Morris, "Robust Implementation in Direct Mechanisms," Review of Economic Studies, (October 2009), 76(4): 1175-1204 [See CFDP 1561R2]
CFP 1280 David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142
CFP 1279 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," Review of Financial Studies, (March 2009), 22(9): 3669-3705 [See CFDP 1596]
CFP 1278 Donald W. K. Andrews, Patrik Guggenberger, "Incorrect Asymptotic Size of Subsampling Procedures Based on Post-consistent Model Selection Estimators," Journal of Econometrics, (September 2009), 152(1): 19-27
CFP 1277 Xiaohong Chen, Demian Pouzo, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Journal of Econometrics, (September 2009), 152(1): 46-60 [See CFDP 1640R]
CFP 1276 John Geanakoplos, Stephen P. Zeldes, "Reforming Social Security with Progressive Personal Accounts," 73-121 (in Jeffrey R. Brown, Jeffrey B. Liebman and David A. Wise, eds., Social Security Policy in a Changing Environment. University of Chicago Press, 2009) [See CFDP 1664]
CFP 1275 John Geanakoplos, "Overlapping Generations Model of General Equilibrium," (In Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary of Economics, 2d ed. Palgrave Macmillan, 2008) [See CFDP 1663]
CFP 1274 J. Doyne Farmer, John Geanakoplos, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Complexity, 14(3): 11-38 [See CFDP 1647]
CFP 1273 Donald W. K. Andrews, Sukjin Han, "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Econometrics Journal, (January 2009), 12(s1): S172-S199 [See CFDP 1671]
CFP 1272 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 [See CFDP 1658]
CFP 1271 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," Econometric Theory, (August 2009), 25:(4): 958-984 [See CFDP 1613]
CFP 1270 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Econometric Theory, (June 2009), 25(3): 710-738 [See CFDP 1594]
CFP 1269 Peter C. B. Phillips, "Econometric Theory and Practice," Econometric Theory, (June 2009), 25(3): 583-586
CFP 1268 Donald W. K. Andrews, Patrik Guggenberger, "Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities," Econometric Theory, (June 2009), 25(3): 669-709 [See CFDP 1620]
CFP 1267 Peter C. B. Phillips, "Long Memory and Long Run Variation," 150-158 (Journal of Econometrics (August 2009) 151(2)) [See CFDP 1656]
CFP 1266 Tassos Magdalinos, Peter C. B. Phillips, "Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors," Econometric Theory, (April 2009), 25(2): 482-526
CFP 1265 Dirk Bergemann, Stephen Morris, "Robust Virtual Implementation," Theoretical Economics, (March 2009), 4(1): 45-88 [See CFDP 1609R2]
CFP 1264 Dirk Bergemann, Xianwen Shi, Juuso Välimäki, "Information Acquisition in Interdependent Value Auctions," Journal of the European Economic Association, (March 2009), 7(1): 61-89 [See CFDP 1619]
CFP 1263 Johannes Hörner, Nicolas Vieille, "Public vs. Private Offers in the Market for Lemons," Econometrica, (January 2009), 77(1): 29-69
CFP 1262 Xiaohong Chen, "Large Sample Sieve Estimation of Semi-Nonparametric Models," 5550-5632 (in James J. Heckman and Edward E. Leamer, eds., Handbook of Econometrics, Vol. 6B. North-Holland, 2007)
CFP 1261 Richard Blundell, Xiaohong Chen, Dennis Kristensen, "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, (November 2007), 75(6): 1613-1669
CFP 1260 Xiaohong Chen, Yingyao Hu, Arthur Lewbel, "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor without Instruments," Economics Letters, (September 2008), 100(3): 381-384
CFP 1259 Xiaohong Chen, Yingyao Hu, Arthur Lewbel, "A Note on the Closed-form Identification of Regression Models with a Mismeasured Binary Regressor," Statistics and Probability Letters, (September 2008), 78(12): 1473-1479
CFP 1258 Jussi Keppo, Giuseppe Moscarini, Lones Smith, "The Demand for Information: More Heat than Light," Journal of Economic Theory, (January 2008), 138(1): 21-50 [See CFDP 1498]
CFP 1257 Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, Larry Samuelson, "Common Learning," Econometrica, (July 2008), 76(4): 909-933 [See CFDP 1575R]
CFP 1256 Ray C. Fair, "Testing Price Equations," European Economic Review, (November 2008), 52(8): 1424-1437
CFP 1255 Ray C. Fair, "Estimated Age Effects in Baseball," Journal of Quantitative Analysis in Sports, (January 2008), 4(1): (: Article 1) [See CFDP 1536]
CFP 1254 Yuichi Kitamura, "Empirical Likelihood Methods in Econometrics: Theory and Practice," (In Richard Blundell, W. K. Newey, and T. Persson, eds., Advances in Economics and Econometrics: Theory and Applications, 9th World Congress, vol. 3, Cambridge University Press, 2007, Ch. 7)
CFP 1253 Donald W. K. Andrews, Vadim Marmer, "Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments," 183-200 (Journal of Econometrics (September 2008) 142(1)) [See CFDP 1501]
CFP 1252 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Efficient Two-sided Nonsimilar Invariant Tests in IV Regression with Weak Instruments," Journal of Econometrics, (October 2008), 146(2): 241-254
CFP 1251 Donald W. K. Andrews, James H. Stock, "Testing with Many Weak Instruments," Journal of Econometrics, (May 2007), 138(1): 24-46
CFP 1250 Donald W. K. Andrews, Gustavo Soares, "Rank Tests for Instrumental Regression with Weak Instruments," Econometric Theory, (December 2007), 23(6): 1033-1082 [See CFDP 1564]