Papers (Journal Reprints)

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
CFP 1121 Vivek Chaudhri, John Geanakoplos, "A Note on the Economic Rationalization of Gun Control," Economics Letters, (January 1998), 58(1): 51-53
CFP 1120 John Geanakoplos, Heracles M. Polemarchakis, "Walrasian Indeterminacy and Keynesian Macroeconomics," Review of Economic Studies, (October 1986), 53(5): 755-779 [See CFDP 778]
CFP 1119 Peter C. B. Phillips, Jun Yu, "Jackknifing Bond Option Prices," Review of Financial Studies, 18(2): 707-742 [See CFDP 1392]
CFP 1118 Alok Kumar, Martin Shubik, "Variations on the Theme of Scarf’s Counter-Example," Computational Economics, (August 2004), 24(1): 1-19
CFP 1117 Yixiao Sun, Peter C. B. Phillips, "Understanding the Fisher Equation," Journal of Applied Econometrics, 19(7): 869-866
CFP 1116 John Geanakoplos, "Three Brief Proofs of Arrow’s Impossibility Theorem," Economic Theory, (July 2005), 26(1): 211-215 [See CFDP 1123R4]
CFP 1115 Victoria Zinde-Walsh, Peter C. B. Phillips, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," 285-292 (in K. Athreya, M. Majumdar, M. Puri, and E. Waymire, eds., Probability, Statistics and Their Applications: Papers in Honor of Rabi Bhattacharya, Vol. 41, Institute of Mathematical Statistics, 2003) [See CFDP 1391]
CFP 1114 Stephen Morris, Hyun Song Shin, "Liquidity Black Holes," Review of Finance, (January 2004), 8(1): 1-18 [See CFDP 1434]
CFP 1113 John E. Roemer, Joaquim Silvestre, "The ‘Flypaper’ Effect is Not an Anomaly," Journal of Public Economic Theory, (January 2002), 4(1): 1-17
CFP 1112 Ling Hu, Peter C. B. Phillips, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Journal of Applied Econometrics, 19(7): 851-867 [See CFDP 1365]
CFP 1111 John Geanakoplos, "The Ideal Inflation-Indexed Bond and Irving Fisher’s Impatience Theory of Interest with Overlapping Generations," American Journal of Economics and Sociology, (January 2005), 64(1): 257-306 (Special Invited Issue: Celebrating Irving Fisher: The Legacy of a Great Economist, R. Dimand and J. Geanakoplos, eds. Blackwell, 2005) [See CFDP 1429]
CFP 1110 Donald W. K. Andrews, "Generalized Method of Moments Estimation When a Parameter is on a Boundary," Journal of Business and Economic Statistics, (January 2002), 20(4): 530-544

*This paper series also includes Cowles Commission papers.