Papers (Journal Reprints)

CFP 1171 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Econometric Theory, (October 2006), 22 (5): 947-960 [See CFDP 1540]
CFP 1170 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation," International Economic Review, (August 2006), 47(3): 837-894
CFP 1169 Herbert E. Scarf, Kevin M. Woods, "Neighborhood Complexes and Generating Functions for Affine Semigroups," Discrete and Computational Geometry, (March 2006), 35(3): 385-403 [See CFDP 1458]
CFP 1168 Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock, "Optimal Two-sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, (May 2006), 74(3): 715-752 (Supplemantal material; Tables and Figures) [See CFDP 1476]
CFP 1167 Peter C. B. Phillips, Jun Yu, "Comment," Journal of Business and Economic Statistics, (April 2006), 24(2): 202-208
CFP 1166 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, (January 2006), 27(1): 51-60 [See CFDP 1475]
CFP 1165 Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," Econometrica, (January 2006), 74(1): 147-192 [See CFDP 1515]
CFP 1164 John E. Roemer, Karine Van der Straeten, "Xenophobia and the Size of the Public Sector in France: A Politico-economic Analysis," Journal of Economics, (November 2005), 86(2): 95-144 [See CFDP 1478]
CFP 1163 John E. Roemer, "Will Democracy Engender Equality?," Economic Theory, (January 2005), 25(1): 217-234 [See CFDP 1281R]
CFP 1162 Offer Lieberman, Donald W. K. Andrews, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Econometric Theory, (August 2005), 21(4): 710-734 [See CFDP 1361]
CFP 1161 Donggyu Sul, Peter C. B. Phillips, Chi-Young Choi, "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, (August 2005), 67(4): 517-546 [See CFDP 1436]
CFP 1160 J. Doyne Farmer, Martin Shubik, Eric Smith, "Is Economics the Next Physical Science?," (September 2005), 37-42 [See CFDP 1520]
CFP 1159 Peter C. B. Phillips, Ke-Li Xu, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, (March 2006), 27(2): 289-308
CFP 1158 Peter C. B. Phillips, "HAC Estimation by Automated Regression," Econometric Theory, (February 2005), 21(1): 116-142 [See CFDP 1470]
CFP 1157 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Econometrics Journal, (November 2005), 8(3): 367-379 [See CFDP 1474]
CFP 1156 Katsumi Shimotsu, Peter C. B. Phillips, "Exact Local Whittle Estimation of Fractional Integration," Annals of Statistics, (January 2005), 33(4): 1890-1933 [See CFDP 1367]
CFP 1155 Ray C. Fair, "Estimates of the Effectiveness of Monetary Policy," Journal of Money, (August 2005), 37(4): 645-660 [See CFDP 1298]
CFP 1154 John E. Roemer, "Distribution and Politics: A Brief History and Prospect," Social Choice and Welfare, (December 2005), 25(2-3): 507-525 [See CFDP 1487]
CFP 1153 Donald W. K. Andrews, "Cross-Section Regression with Common Shocks," Econometrica, (September 2005), 73(5): 1551-1585 [See CFDP 1428]
CFP 1152 Peter C. B. Phillips, Jun Yu, "Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics," Statistical Science, (January 2005), 20(4): 338-343
CFP 1151 Peter C. B. Phillips, "Challenges of Trending Time Series Econometrics," Mathematics and Computers in Simulation, (May 2005), 68(5-6): 401-416 [See CFDP 1472]
CFP 1150 Robert J. Shiller, "Behavioral Economics and Institutional Innovation," Southern Economic Journal, (October 2005), 72(2): 269-283 [See CFDP 1499]
CFP 1149 Peter C. B. Phillips, "Automated Discovery in Econometrics," Econometric Theory, (February 2005), 21(1): 3-20 [See CFDP 1469]
CFP 1148 John Y. Campbell, Robert J. Shiller, "An Interview with Robert J. Shiller," Macroeconomic Dynamics, (November 2004), 9(5): 649-683
CFP 1147 Martin Shubik, "A Double Auction Market: Teaching, Experiment, and Theory," Simulation and Gaming, (June 2005), 36(2): 166-182 [See CFDP 1443]
CFP 1146 John E. Roemer, Roberto Veneziani, "What We Owe Our Children, They Their Children, …," Journal of Public Economic Theory, (December 2004), 6(5): 637-654 [See CFDP 1326]
CFP 1145 Ana Fostel, Herbert E. Scarf, Michael J. Todd, "Two New Proofs of Afriat’s Theorem," Economic Theory, (July 2004), 24(1): 211-219 [See CFDP 1415]
CFP 1144 Martin Shubik, Eric Smith, "The Physics of Time and Dimension in the Economics of Financial Control," Physica A, (September 2004), 340(4): 656-667
CFP 1143 Andrew Jeffrey, Dennis Kristensen, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, (March 2004), 2(2): 251-289 [See CFDP 1311]
CFP 1142 Michael R. Powers, David M. Schizer, Martin Shubik, "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Tax Law Review, 57: 233-274 [See CFDP 1413]
CFP 1141 Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Journal of Time Series Analysis, (September 2004), 25(5): 733-753 [See CFDP 1374]
CFP 1140 John E. Roemer, "Eclectic Distributional Ethics," Politics, (October 2004), 3(3): 267-281 [See CFDP 1408]
CFP 1139 John E. Roemer, Rolf Aaberge, Ugo Colombino, Johan Fritzell, Stephen P. Jenkins, Arnaud Lefranc, Ive Marx, Marianne Page, Evert Pommer, Javier Ruiz-Castillo, Maria Jesus San Segundo, Torben Tranaes, Alain Trannoy, Gert G. Wagner, Ignacio Zubiri, "To What Extent Do Fiscal Regimes Equalize Opportunities for Income Acquisition Among Citizens?," Journal of Public Economics, (January 2003), 87: 539-565
CFP 1138 Donald W. K. Andrews, "Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum," Econometrica, (January 2003), 71(1): 395-397
CFP 1137 Peter C. B. Phillips, "In Memory of John Denis Sargan," Econometric Theory, (June 2003), 19(3): 417-422
CFP 1136 Peter C. B. Phillips, Donggyu Sul, "Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence," Econometrics Journal, (June 2003), 6(1): 217-259 [See CFDP 1362]
CFP 1135 Alok Kumar, Martin Shubik, "A Computational Analysis of Core Convergence in a Multiple Equilibria Economy," Games and Economic Behavior, (February 2003), 42(2): 253-266 [See CFDP 1290]
CFP 1134 J. Marotzke, J. T. Overpeck, R. T. Pierrehumbert, P. B. Rhines, T. F. Stocker, L. D. Talley, J. M. Wallace, William D. Nordhaus, J. T. Peteet, R. A. Pielke, R. B. Alley, "Abrupt Climate Change," Science, (March 2003), 299(5615): 2005-2010
CFP 1133 Martin Shubik, "The Uses of Teaching Games in Game Theory Classes and Some Experimental Games," Simulation and Gaming, (June 2002), 33(2): 139-156 [See CFDP 1289]
CFP 1132 Peter C. B. Phillips, Sainan Jin, "The KPSS Test with Seasonal Dummies," Economics Letters, (October 2002), 77(2): 239-243 [See CFDP 1373]
CFP 1131 Donald W. K. Andrews, "Generalized Method of Moments Estimation When a Parameter Is on a Boundary," Journal of Business and Economic Statistics, (October 2002), 20(4): 530-544
CFP 1130 Ray C. Fair, "Events That Shook the Market," Journal of Business, (October 2002), 75(4): 713-731
CFP 1129 John E. Roemer, "Egalitarianism against the Veil of Ignorance," The Journal of Philosophy, (April 2002), 99(4): 167-184 [See CFDP 1328]
CFP 1128 Stephen Morris, Hyun Song Shin, "Coordination Risk and the Price of Debt," European Economic Review, (February 2004), 48(1): 133-153 [See CFDP 1241R]
CFP 1127 Jeffrey Amato, Stephen Morris, Hyun Song Shin, "Communication and Monetary Policy," Oxford Review of Economic Policy, 18(4): 495-503 [See CFDP 1405]
CFP 1126 Stephen Morris, "Faulty Communication: Some Variations on the Electronic Mail Game," Advances in Theoretical Economics, (February 2002), 1(1): 1-23 [See CFDP 1271R]
CFP 1125 Donald W. K. Andrews, Moshe Buchinsky, "Evaluation of a Three-Step Method for Choosing the Number of Bootstrap Repetitions," Journal of Econometrics, (July 2001), 103(1-2): 345-386
CFP 1124 Jun Yu, Peter C. B. Phillips, "A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate," Econometrics Journal, (December 2001), 4(2): 210-224 (Also see “Corrigendum,” Econometrics Journal, February 2011, 14(4), 126-129)
CFP 1123 Costis Skiadas, Stephen Morris, "Rationalizable Trade," Games and Economic Behavior, (May 2000), 31(2): 311-323 [See CFDP 1211]
CFP 1122 Martin Shubik, "Quantum Economics, Uncertainty and the Optimal Grid Size," Economics Letters, (September 1999), 64(3): 277-278

*This paper series also includes Cowles Commission papers.