|
CFP 1400 |
Peter C. B. Phillips, "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Journal of Econometrics, (January 2014), 178(2): 210-214 [See CFDP 1547] |
|
|
CFP 1399 |
Peter C. B. Phillips, Ji Hyung Lee, "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression," Journal of Econometrics, (December 2013), 177(2): 250-264 |
|
|
CFP 1398 |
John E. Roemer, "Once More on Intergenerational Discounting in Climate-Change Analysis: Reply to Partha Dasgupta," Environmental and Resource Economics, (September 2013), 56(1): 141-148 |
|
|
CFP 1397 |
John E. Roemer, "Economic Development as Opportunity Equalization," (The World Bank Economic Review, Advance Access published August 8, 2013) [See CFDP 1583] |
|
|
CFP 1396 |
John E. Roemer, "On Several Approaches to Equality of Opportunity," Economics and Philosophy, (July 2012), 28(2): 165-200 |
|
|
CFP 1395 |
John E. Roemer, "Ideology, Social Ethos, and the Financial Crisis," The Journal of Ethics, (September 2012), 16(3): 273-303 |
|
|
CFP 1394 |
Juan D. Moreno-Ternero, John E. Roemer, "A Common Ground for Resource and Welfare Egalitarianism," Games and Economic Behavior, (July 2012), 75(2): 832-841 |
|
|
CFP 1393 |
Marc Fleurbaey, John E. Roemer, "Judicial Precedent as a Dynamic Rationale for Axiomatic Bargaining Theory," Theoretical Economics, (May 2011), 6(2): 289-310 |
|
|
CFP 1392 |
Giuseppe Moscarini, Fabien Postel-Vinay, "Stochastic Search Equilibrium," 1545-1581 (Review of Economic Studies (October 2013) 80(4)) [See CFDP 1754] |
|
|
CFP 1391 |
Steven T. Berry, Amit Gandhi, Philip A. Haile, "Connected Substitutes and Invertibility of Demand," Econometrica, (September 2013), 81(5): 2087-2111 [See CFDP 1806R] |
|
|
CFP 1390 |
Dirk Bergemann, Ji Shen, Yun Xu, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing," 1-10 (in Rahul Jain and Rajgopal Kannan, eds., Game Theory for Networks. Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, Vol. 75, 2012) [See CFDP 1775] |
|
|
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 |
|