CFP 1392 
Giuseppe Moscarini, Fabien PostelVinay, "Stochastic Search Equilibrium," 15451581 (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): 20872111 [See CFDP 1806R] 

CFP 1390 
Dirk Bergemann, Ji Shen, Yun Xu, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing," 110 (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, "Multidimensional 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 Seminonparametric 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): 3983 [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): 5979 [See CFDP 1769] 

CFP 1385 
Carlo V. Fiorio, Vassilis A. Hajivassiliou, Peter C. B. Phillips, "Bimodal tratios: The Impact of Thick Tails on Inference," Econometrics Journal, (July 2010), 13(2): 271289 [See CFDP 842] 

CFP 1384 
Minjing Tao, Yazhen Wang, Xiaohong Chen, "Fast Convergence Rates in Estimating Large Volatility Matrices Using HighFrequency Financial Data," Econometric Theory, (August 2013), 29(4): 838856 

CFP 1383 
Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," Econometric Theory, (August 2013), 29(4): 808837 [See CFDP 1777] 

CFP 1382 
Yuichi Kitamura, Taisuke Otsu, Kirill Evdokomov, "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, (May 2013), 81(3): 11851201 [See CFDP 1720] 

CFP 1381 
Dirk Bergemann, Stephen Morris, "Robust Predictions in Games with Incomplete Information," Econometrica, (July 2013), 81(4): 12511308 [See CFDP 1821R3] 

CFP 1380 
Helios Herrera, Johannes Hörner, "Biased Social Learning," Games and Economic Behavior, (July 2013), 80: 131146 [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): 3545 [See CFDP 1780] 

CFP 1378 
Eric Gautier, Yuichi Kitamura, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, (March 2017), 81(2): 581607 [See CFDP 1721] 

CFP 1377 
Donald W. K. Andrews, Xiaoxia Shi, "Inference Based on Conditional Moment Inequalities," Econometrica, (March 2013), 81(2): 609666 ([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): 169230 [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): 3656 ([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): 270284 [See CFDP 1700] 

CFP 1373 
Peter C. B. Phillips, "Exploring the Mysteries of Trends and Bubbles," 599616 (in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II, 19562012, 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): 28052826 ([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: 695707 [See CFDP 1745R] 

CFP 1370 
Donald W. K. Andrews, Xu Cheng, "Estimation and Inference with Weak, SemiStrong, and Strong Identification," 21532211 (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): 17011719 [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): 56100 [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): 98121 [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): 442457 [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): 196210 [See CFDP 1665R2] 

CFP 1364 
Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," Journal of Econometrics, (August 2012), 169(2): 258265 [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): 166178 [See CFDP 1690] 

CFP 1362 
Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Timevarying Variance," Journal of Econometrics, (August 2012), 169(2): 155165 [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: 498501 [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): 319324 [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 AgentBased Model of the Housing Market," American Economic Review, Papers and Proceedings, (May 2012), 102(3): 5358 [See CFDP 1852] 

CFP 1357 
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, "A Practical Asymptotic Variance Estimator for TwoStep Semiparametric Estimators," Review of Economics and Statistics, (May 2012), 94(2): 482498 [See CFDP 1803] 

CFP 1356 
Anat Bracha, Donald J. Brown, "Affective Decision Making: A Theory of Optimism Bias," 6780 (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): 509547 [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): 501525 [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): 190225 [See CFDP 1809R] 

CFP 1352 
Costas Arkolakis, Arnaud Costinot, Andréz RodríguezClare, "New Trade Models, Same Old Gains?," 102(1): 94130 (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): 207217 

CFP 1350 
Peter C. B. Phillips, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, (January 2012), 80(1): 425454 (includes Supplemental Material) [See CFDP 1781] 

CFP 1349 
Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," International Economic Review, (February 2011), 52(1): 201–226 [See CFDP 1699] 

CFP 1348 
Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455491 [See CFDP 1770] 

CFP 1347 
Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Shortterm Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126129 [See CFDP 1309] 

CFP 1346 
Peter C. B. Phillips, Liangjun Su, "Nonparametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457486 [See CFDP 1702] 

CFP 1345 
Xiaohong Chen, Demian Pouzo, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica, (January 2012), 80(1): 277321 ([Supplemental Material]) [See CFDP 1650R2] 

CFP 1344 
Xiaohong Chen, Han Hong, Denis Nekipelov, "Nonlinear Models of Measurement Errors," Journal of Economic Literature, (December 2011), 49(4): 901937 

CFP 1343 
Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228245 [See CFDP 1778] 
