Published Papers (Journal Reprints)

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
CFP 1464 Paul Bracken, Martin Shubik, "War Gaming in the Information Age, Theory and Purpose," Naval War College Review, 54(2): 47-60
CFP 1463 Kai Nagel, Martin Shubik, Maya Paczuski, Per Bak, "Spatial Competition and Price Formation," Physica A, (December 2000), 287(3-4): 546-562
CFP 1462 Amanda E. Kowalski, "The Early Impact of the Affordable Care Act, State by State," Brookings Papers on Economic Activity, 2: 277-355 [See CFDP 1959]
CFP 1461 Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," Journal of Econometrics, (April 2015), 185(2): 468-494 [See CFDP 1878]
CFP 1460 Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, A. M. Robert Taylor, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, (April 2015), 34(4): 512-536 [See CFDP 1844]
CFP 1459 Joseph G. Altonji, Ching-I Huang, Christopher R. Taber, "Estimating the Cream Skimming Effect of School Choice," Journal of Political Economy, (April 2015), 123(2): 266-324
CFP 1458 Martin B. Hackmann, Jonathan T. Kolstad, Amanda E. Kowalski, "Adverse Selection and an Individual Mandate: When Theory Meets Practice," American Economic Review, (March 2015), 105(3): 1030-1066 [See CFDP 1899]
CFP 1457 Dirk Bergemann, Benjamin Brooks, Stephen Morris, "The Limits of Price Discrimination," American Economic Review, (March 2015), 105(3): 921-957 [See CFDP 1896R3]
CFP 1456 Jinyuan Chang, Song Xi Chen, Xiaohong Chen, "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," Journal of Econometrics, (March 2015), 185(1): 283-304
CFP 1455 Peter C. B. Phillips, Chirok Han, "The True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Economics Letters, (February 2015), 127: 89-92 [See CFDP 1963]
CFP 1454 Offer Lieberman, Peter C. B. Phillips, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, (November 2014), 35(6): 592-623 [See CFDP 1916]
CFP 1453 Donald W. K. Andrews, Patrik Guggenberger, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Review of Economics and Statistics, (May 2014), 96(2): 376-381 [See CFDP 1812R]
CFP 1452 Thomas Quint, Martin Shubik, "The Demonetization of Gold: Transactions and the Change in Control," Annals of Finance, (February 2015), 11(1): 109-149 [See CFDP 1814]
CFP 1451 Giovanni Maggi, Robert W. Staiger, "Optimal Design of Trade Agreements in the Presence of Renegotiation," American Economic Journal: Microeconomics, (February 2015), 7(1): 109-143
CFP 1450 Britta Augsburg, Ralph De Hass, Heike Harmgart, Costas Meghir, "The Impacts of Microcredit: Evidence from Bosnia and Herzegovina," American Economic Journal: Applied Economics, (January 2015), 7(1): 183-203
CFP 1449 Geoffroy de Clippel, Kfir Eliaz, Kareen Rozen, "Competing for Consumer Inattention," Journal of Political Economy, (December 2014), 122(6): 1203-1234 [See CFDP 1901]

*This paper series also includes Cowles Commission papers.