Published Papers (Journal Reprints)

CFP 1515 Qiying Wang, Peter C. B. Phillips, "Nonparametric Cointegrating Regression with Endogeneity and Long Memory," Econometric Theory, (April 2016), 32(2): 359-401
CFP 1514 Johannes Hörner, Larry Samuelson, "Dynamic Moral Hazard Without Commitment," International Journal of Game Theory, (March 2016), 45(1): 89-136
CFP 1513 Jan De Loecker, Pinelopi K. Goldberg, Amit K. Khandelwal, Nina Pavcnik, "Prices, Markups, and Trade Reform," Econometrica, (March 2016), 84(2): 445-510
CFP 1512 Trude Storelvmo, Thomas Leirvik, Ulrike Lohmann, Peter C. B. Phillips, Martin Wild, "Disentangling Greenhouse Warming and Aerosol Cooling to Reveal Earth’s Climate Sensitivity," (March 2016), 9(3): 1-6
CFP 1511 Jeremy Lise, Costas Meghir, Jean-Marc Robin, "Matching, Sorting and Wages," Review of Economic Dynamics – Volume in honor of Dale Mortensene, (January 2016), 19: 63-87 [See CFDP 1886]
CFP 1510 Ana Fostel, John Geanakoplos, "Financial Innovations, Collateral, and Investment," American Economic Journal: Macroeconomics, (January 2016), 8(1): 242-284 [See CFDP 1903R]
CFP 1509 Alan Barreca, Karen Clay, Olivier Deschenes, Michael Greenstone, Joseph S. Shapiro, "Adapting to Climate Change: The Remarkable Decline in the U.S. Temperature-Mortality Relationship over the 20th Century," Journal of Political Economy, (February 2016), 124(1): 105-159
CFP 1508 Amanda E. Kowalski, "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," Journal of Business and Economic Statistics, (January 2016), 34(1): 107-117
CFP 1507 Xiaohong Chen, David T. Jacho-Chavez, Oliver B. Linton, "Averaging of an Increasing Number of Moment Condition Estimators," Econometric Theory, (February 2016), 32(1): 30-70
CFP 1506 Joseph G. Altonji, Lisa B. Kahn, Jamin D. Speer, "Cashier or Consultant? Entry Labor Market Conditions, Field of Study, and Career Success," Journal of Labor Economics, (January 2016), 34(S1, Pt2): S361-S401
CFP 1505 Giuseppe Moscarini, Fabien Postel-Vinay, "Did the Job Ladder Fail after the Great Recession?," Journal of Labor Economics, (January 2016), 34(S1, Pt2): S55-S93
CFP 1504 Peter C. B. Phillips, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, (January 2016), 35(1): 2-40 [See CFDP 1833]
CFP 1503 Liang Jiang, Peter C. B. Phillips, Jun Yu, "New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market," Journal of Banking and Finance, (December 2015), 61(2): S121-S131 [See CFDP 1969]
CFP 1502 Ana Fostel, John Geanakoplos, "Leverage and Default in Binomial Economies: A Complete Characterization," Econometrica, (December 2015), 83(6): 2191-2229 [See CFDP 1877R3]
CFP 1501 Nuno Limao, Giovanni Maggi, "Uncertainty and Trade Agreements," American Economic Journal: Microeconomics, (November 2015), 7(4): 1-42
CFP 1500 Amanda E. Kowalski, "Estimating the Tradeoff between Risk Protection and Moral Hazard with a Nonlinear Budget Set Model of Health Insurance," International Journal of Industrial Organization, (November 2015), 43: 122-135
CFP 1499 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 [See CFDP 1915]
CFP 1498 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 [See CFDP 1914]
CFP 1497 Xiaohong Chen, Zhipeng Liao, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Journal of Econometrics, (November 2015), 189(1): 163-186 [See CFDP 2012]
CFP 1496 Johannes Hörner, Satoru Takahashi, Nicolas Vieille, "Truthful Equilibria in Dynamic Bayesian Games," Econometrica, (September 2015), 83(5): 1795-1848 [See CFDP 1933R]
CFP 1495 Johannes Hörner, Massimo Morelli, Francesco Squintani, "Mediation and Peace," Review of Economic Studies, (October 2015), 82(4): 1483-1501 ([Supplemental data]) [See CFDP 1765]
CFP 1494 Yoonseok Lee, Peter C. B. Phillips, "Model Selection in the Presence of Incidental Parameters," Journal of Econometrics, (October 2015), 188(2): 474-489 [See CFDP 1919]
CFP 1493 Xiaohong Chen, Timothy M. Christensen, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Journal of Econometrics, (October 2015), 188(2): 447-465 [See CFDP 1976]
CFP 1492 Peter C. B. Phillips, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Econometrics Journal, (June 2015), 18(2): A1-A13 [See CFDP 2002]
CFP 1491 Peter C. B. Phillips, "Pitfalls and Possibilities in Predictive Regression (Halbert White Jr. Memorial JFEC Lecture)," Journal of Financial Econometrics, 13(3): 521-555 [See CFDP 2003]
CFP 1490 Dirk Bergemann, Achim Wambach, "Sequential Information Disclosure in Auctions," Journal of Economic Theory, (September 2015), 159, Part B: 1074-1095 [See CFDP 1900R]
CFP 1489 Dirk Bergemann, Philipp Strack, "Dynamic Revenue Maximization: A Continuous Time Approach," Journal of Economic Theory, (September 2015), 159, Part B: 819-853 [See CFDP 1953R3]
CFP 1488 Dirk Bergemann, Alessandro Pavan, "Introduction to Symposium on Dynamic Contracts and Mechanism Design," Journal of Economic Theory, (September 2015), 159, Part B: 679-701 [See CFDP 2016]
CFP 1487 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Parameters and Dynamic Panel Modeling," 111-148 (in Badi H. Baltagi ed. Handbook of Panel Data, Oxford University Press, 2015, Ch. 4)
CFP 1486 Per Krusell, Anthony A. Smith, "Is Piketty’s ‘Second Law of Capitalism’ Fundamental?," Journal of Political Economy, (August 2015), 123(4): 725-748
CFP 1485 Lorenzo Caliendo, Ferdinando Monte, Esteban Rossi-Hansberg, "The Anatomy of French Production Hierarchies," Journal of Political Economy, (August 2015), 123(4): 809-852 [See CFDP 1867]
CFP 1484 Dirk Bergemann, Alessandro Bonatti, "Selling Cookies," American Economic Journal: Microeconomics, (August 2015), 7(3): 259-294 [See CFDP 1920R2]
CFP 1483 Yae In Baek, Jin Seo Cho, Peter C. B. Phillips, "Testing Linearity Using Power Transforms of Regressors," Journal of Econometrics, (July 2015), 187(1): 376-384 [See CFDP 1917]
CFP 1482 Dirk Bergemann, Tibor Heumann, Stephen Morris, "Information and Volatility," Journal of Economic Theory, (July 2015), 158(B): 427-465 [See CFDP 1928R2]
CFP 1480 Attila Ambrus, Kareen Rozen, "Rationalising Choice with Multi-Self Models," Economic Journal, (June 2015), 125(585): 1136-1156 [See CFDP 1670]
CFP 1479 Georg Nöldeke, Larry Samuelson, "Investment and Competitive Matching," Econometrica, (May 2015), 83(3): 835-1260 [See CFDP 1946]
CFP 1478 Xiaohong Chen, Demian Pouzo, "Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models," Econometrica, (May 2015), 83(3): 1013-1079 [See CFDP 1897R2]
CFP 1477 Peter C. B. Phillips, "Memorial to Edmond Malinvaud," Econometric Theory, (June 2015), 31(3): 423-425
CFP 1476 Zhipeng Liao, Peter C. B. Phillips, "Automated Estimation of Vector Error Correction Models," Econometric Theory, (June 2015), 31(3): 581-646 [See CFDP 1873]
CFP 1475 Victor Chernozhukov, Iván Fernández-Val, Amanda E. Kowalski, "Quantile Regression with Censoring and Endogeneity," Journal of Econometrics, (May 2015), 186(1): 201-221 [See CFDP 1797]
CFP 1474 Cheng-Zhong Qin, Martin Shubik, "A Note on Uncertainty and Perception Concerning Measurable Utility," Economics Letters, (May 2015), 130: 83-84
CFP 1473 Peter C. B. Phillips, Ji Hyung Lee, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, (May 2015), 34(6-10): 1034-1055 [See CFDP 1845]
CFP 1472 David Dillenberger, Kareen Rozen, "History-dependent Risk Attitude," Journal of Economic Theory, (May 2015), 157: 445-477 [See CFDP 1763]
CFP 1471 Timothy B. Armstrong, "Asymptotically Exact Inference in Conditional Moment Inequality Models," Journal of Econometrics, (May 2015), 186(1): 51-65 ([Supplemental material])
CFP 1470 Costas Meghir, Renata Narita, Jean-Marc Robin, "Wages and Informality in Developing Countries," American Economic Review, (April 2015), 105(4): 1509-1546 [See CFDP 1874]
CFP 1469 Lode Li, Martin Shubik, Matthew J. Sobel, "Control of Dividends, Capital Subscriptions, and Physical Inventories," Management Science, (May 2013), 59(5): 1107-1124
CFP 1468 Eric Smith, Martin Shubik, "Endogenizing the Provision of Money: Costs of Commodity and Fiat Monies in Relation to the Value of Trade," Journal of Mathematical Economics, 47(4-5): 508-530
CFP 1467 Ioannis Karatzas, Martin Shubik, "Financial Control of a Competitive Economy with Public Goods but without Randomness," Journal Public Economic Theory, (August 2011), 13(4): 503-537 [See CFDP 1681]
CFP 1466 Martin Shubik, "Innovation and Equilibrium?," 151-168 (in Dimitri B. Papadimitriou and L. Randall Wray, eds., The Elgar Companion to Hyman Minsky, Edward Elgar Publishing, 2010, Ch. 8)
CFP 1465 Martin Shubik, Aaron Zelinsky, "Terrorism Damage Exchange Rates: Quantifying Defender Disadvantage," Defense and Security Analysis, (March 2009), 25(1): 7-20

*This paper series also includes Cowles Commission papers.