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CFP 1109 |
Werner Ploberger, Peter C. B. Phillips, "An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, (December 2003), 65: 877-878 |
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CFP 1108 |
Pradeep Dubey, John Geanakoplos, Martin Shubik, "Default and Punishment in General Equilibrium," Econometrica, (January 2005), 73(1): 1-37 [See CFDP 1304R5] |
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CFP 1107 |
John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Journal of Econometrics, (December 2002), 111(2): 251-283 [See CFDP 1198] |
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CFP 1106 |
John E. Roemer, "Equality of Opportunity: A Progress Report," Social Choice and Welfare, (January 2002), 19(2): 455-471 |
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CFP 1105 |
Zhijie Xiao, Peter C. B. Phillips, "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy," Econometrics Journal, (December 1998), 1(2): 27-43 [See CFDP 1161] |
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CFP 1104 |
Herbert E. Scarf, "Optimal Inventory Policies When Sales Are Discretionary," International Journal of Production Economics, (January 2005), 93-94: 111-119 [See CFDP 1270] |
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CFP 1103 |
Ling Hu, Peter C. B. Phillips, "Nonstationary Discrete Choice," Journal of Econometrics, (May 2004), 120(1): 103-138 [See CFDP 1364] |
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CFP 1102 |
Martin Shubik, "Game Theory and Experimental Gaming," 2329-2351 (in R. J. Aumann and S. Hart, eds., Handbook of Game Theory with Economic Applications, Vol. 3, North-Holland, 2002) |
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CFP 1101 |
Peter C. B. Phillips, Viv B. Hall, "Early Development of Econometric Software at the University of Auckland," Journal of Economic and Social Measurement, (January 2004), 29(1-3): 127-133 |
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CFP 1100 |
Ray C. Fair, "On Modeling the Effects of Inflation Shocks," Contributions to Macroeconomics, (April 2002), 2(1): (Article 3) |
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CFP 1099 |
John Geanakoplos, Michael Magill, Martine Quinzii, "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, (January 2004), 1: 241-325 [See CFDP 1380R] |
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CFP 1098 |
Peter C. B. Phillips, Katsumi Shimotsu, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Annals of Statistics, (April 2004), 32(2): 656-692 [See CFDP 1266] |
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CFP 1097 |
Stephen Morris, Hyun Song Shin, "Global Games: Theory and Applications," 57-114 (in M. Dewatripont, L. Hansen, and S. Turnovsky, eds., Advances in Economics and Econometrics, Vol. 1, Cambridge University Press, 2003) [See CFDP 1275R] |
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CFP 1096 |
Pradeep Dubey, Siddhartha Sahi, "Price-mediated Trade with Quantity Signals: An Axiomatic Approach," Journal of Mathematical Economics, (July 2003), 39(5-6): 377-389 |
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CFP 1095 |
Sandeep Baliga, Ben Polak, "The Emergence and Persistence of the Anglo-Saxon and German Financial Systems," Review of Financial Studies, (January 2004), 17(1): 129-163 |
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CFP 1094 |
Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes," Journal of Econometrics, (May 2002), 108(1): 157-198 |
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CFP 1093 |
John Geanakoplos, "The Overlapping Generations Model of General Equilibrium," 767-779 (in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987) |
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CFP 1092 |
Ray C. Fair, "Events that Shook the Market," Journal of Business, (October 2002), 75(4): 713-731 |
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CFP 1091 |
Donald W. K. Andrews, "The Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, (May 2004), 72(3): 673-700 [See CFDP 1370] |
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CFP 1090 |
John Geanakoplos, "The Arrow-Debreu Model of General Equilibrium," 116-123 (in I. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Vol. 1, Macmillan, 1987) |
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CFP 1089 |
Karl E. Case, Robert J. Shiller, "Is There a Bubble in the Housing Market?," Brookings Papers on Economic Activity, (January 2003), 2: 299-362 |
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CFP 1088 |
Giancarlo Corsetti, Amil Dasgupta, Stephen Morris, Hyun Song Shin, "Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders," Review of Economic Studies, (January 2004), 71(1): 87-113 [See CFDP 1273] |
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CFP 1087 |
Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of an Autoregression," 219-246 (Journal of Econometrics (January-February 2004) 118(1-2)) [See CFDP 1331] |
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CFP 1086 |
Muhamet Yildiz, "Waiting to Persuade," Quarterly Journal of Economics, (January 2004), 119(1): 223-248 |
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CFP 1085 |
Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Units with Panel Data," 467-522 (Econometrica (March 2004) 72(2)) [See CFDP 1274] |
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CFP 1084 |
Pradeep Dubey, John Geanakoplos, Martin Shubik, "Is Gold an Efficient Store of Value?," Economic Theory, (June 2003), 21(4): 767-782 [See CFDP 1031R] |
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CFP 1083 |
Dino Gerardi, "Unmediated Communication in Games with Complete and Incomplete Information," Journal of Economic Theory, (January 2004), 114(1): 104-131 [See CFDP 1371] |
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CFP 1082 |
John Geanakoplos, Dimitrios P. Tsomocos, "International Finance in General Equilibrium," Research in Economics, (June 2002), 56(1): 85-142 [See CFDP 1313] |
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CFP 1081 |
Peter C. B. Phillips, "Laws and Limits of Econometrics," The Economic Journal, (March 2003), 113(486): C26-C52 [See CFDP 1397] |
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CFP 1080 |
Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," Econometrica, (March 2004), 72(2): 569-614 [See CFDP 1384] |
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CFP 1079 |
Dirk Bergemann, Juuso Välimäki, "Strategic Buyers and Privately Observed Prices," Journal of Economic Theory, (August 2002), 105(2): 469-482 [See CFDP 1237] |
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CFP 1078 |
Saku Aura, Peter A. Diamond, John Geanakoplos, "Savings and Portfolio Choice in a Two-Period Two-Asset Model," American Economic Review, (September 2002), 92(4): 1185-1191 [See CFDP 1268] |
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CFP 1077 |
Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Journal of Econometrics, (August 2003), 115(2): 355-389 [See CFDP 1366] |
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CFP 1076 |
Ray C. Fair, "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," 21(3): 245-256 (Computational Economics (June 2003)) |
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CFP 1075 |
David M. Frankel, Stephen Morris, Ady Pauzner, "Equilibrium Selections in Global Games with Strategic Complementarities," Journal of Economic Theory, (January 2003), 108(1): 1-44 [See CFDP 1336] |
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CFP 1074 |
John Geanakoplos, "Liquidity, Default, and Crashes," 170-205 (in M. Dewabtripont, L. P. Hansenm and S. J. Turnovsky, eds., Advances in Economics and Econometrics II, Cambridge University Press, 2003) [See CFDP 1316R2] |
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CFP 1073 |
Dirk Bergemann, Juuso Välimäki, "Dynamic Common Agency," Journal of Economic Theory, (January 2003), 111(1): 23-48 [See CFDP 1206] |
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CFP 1072 |
Donald W. K. Andrews, "End-of-Sample Instability Tests," Econometrica, (November 2003), 71(6): 1661-1694 [See CFDP 1369] |
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CFP 1071 |
Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548 |
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CFP 1070 |
Peter A. Diamond, John Geanakoplos, "Social Security Investment in Equities," American Economic Review, (September 2003), 93(4): 1047-1074 [See CFDP 1314R] |
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CFP 1069 |
Donald W. K. Andrews, Moshe Buchinsky, "On the Number of Bootstrap Repetitions for BCa Confidence Intervals," Econometric Theory, (August 2002), 18(4): 962-984 [See CFDP 1141R] |
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CFP 1068 |
Peter C. B. Phillips, James W. McFarland, "Forward Exchange Market Unbiasedness: the Case of the Australian Dollar Since 1984," Journal of International Money and Finance, (December 1997), 16(6): 885-907 [See CFDP 1055] |
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CFP 1067 |
Ray C. Fair, "Shock Effects on Stocks, Bonds, and Exchange Rates," Journal of International Money and Finance, (June 2003), 22(3): 307-341 |
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CFP 1066 |
Stephen Morris, Hyun Song Shin, "Social Value and Public Information," American Economic Review, (December 2002), 92(5): 1521-1534 [See CFDP 1312] |
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CFP 1065 |
Pradeep Dubey, John Geanakoplos, "From Nash to Walras via Shapley-Shubik," Journal of Mathematical Economics, (July 2003), 39(5-6): 391-400 [See CFDP 1360] |
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CFP 1064 |
William D. Nordhaus, "Productivity Growth and the New Economy," Brookings Papers on Economic Activities, (January 2002), 2: 211-265 [See CFDP 1284] |
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CFP 1063 |
Pradeep Dubey, John Geanakoplos, "Monetary Equilibrium with Missing Markets," Journal of Mathematical Economics, (July 2003), 39(5-6): 585-618 [See CFDP 1389] |
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CFP 1062 |
Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," Econometrica, (March 2003), 71(2): 627-673 [See CFDP 1220] |
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CFP 1061 |
Robert J. Shiller, "Social Security and Individual Accounts as Elements of Overall Risk-Sharing," American Economic Review, (May 2003), 93(2): 343-347 |
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CFP 1060 |
Stephen Morris, "Coordination, Communication, and Common Knowledge: A Retrospective on the Electronic-Mail Game," Oxford Review of Economic Policy, (January 2002), 18(4): 433-445 [See CFDP 1401] |
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