Published Papers (Journal Reprints)

CFP 1448 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Point-optimal Panel Unit Root Tests with Serially Correlated Errors," Econometrics Journal, (October 2014), 17(3): 338-372
CFP 1447 Eric Smith, Martin Shubik, "Runs, Panics and Bubbles: Diamond-Dybvig and Morris-Shin Reconsidered," Annals of Finance, (November 2014), 10(4): 603-622 [See CFDP 1869]
CFP 1446 Gabrielle Gayer, Itzhak Gilboa, Larry Samuelson, David Schmeidler, "Pareto Efficiency with Different Beliefs," Journal of Legal Studies, (June 2014), 43(S2): S151-S171
CFP 1445 Dino Gerardi, Johannes Hörner, Lucas Maestri, "The Role of Commitment in Bilateral Trade," Journal of Economic Theory, (November 2014), 154: 578-603 [See CFDP 1760R]
CFP 1444 David A. Miller, Kareen Rozen, "Wasteful Sanctions, Underperformance, and Endogenous Supervision," American Economic Journal: Microeconomics, (November 2014), 6(4): 326-361
CFP 1443 Peter C. B. Phillips, Sainan Jin, "Testing the Martingale Hypothesis," Journal of Business and Economic Statistics, (January 2014), 32(4): 537-554 [See CFDP 1912]
CFP 1442 Orazio P. Attanasio, Sally M. Grantham-McGregor, Costas Meghir, Marta Rubio-Codina, Emla Fitzsimons, Camila Fernańdez, "Using the infrastructure of a conditional cash transfer program to deliver a scalable integrated early child development program," (September 2014), 349
CFP 1441 Steven T. Berry, Philip A. Haile, "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, (September 2014), 82(5): 1749-1797 [See CFDP 1744R]
CFP 1440 Treb Allen, Costas Arkolakis, "Trade and the Topography of the Spatial Economy," Quarterly Journal of Economics, (August 2014), 129(3): 1085-1140
CFP 1439 Juergen Huber, Martin Shubik, Shyam Sunder, "Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence," Journal of Economic Dynamics and Control, (October 2014), 47: 317-337 [See CFDP 1675R2]
CFP 1438 Peter C. B. Phillips, "Homage to Halbert White," Journal of Financial Econometrics, 12(4): 618-619
CFP 1437 Xiaohong Chen, Maria Ponomareva, Elie Tamer, "Likelihood Inference in Some Finite Mixture Models," Journal of Econometrics, (September 2014), 182(1): 87-99 [See CFDP 1895]
CFP 1436 Xiaohong Chen, Zhipeng Liao, "Sieve M Inference on Irregular Parameters," Journal of Econometrics, (September 2014), 182(1): 70-86
CFP 1435 Xiaohong Chen, Norman R. Swanson, "Causality, Prediction, and Specification Analysis: Recent Advances and Future Directions," Journal of Econometrics, (September 2014), 182(1): 1-4
CFP 1434 Itzhak Gilboa, Andrew Postlewaite, Larry Samuelson, David Schmeidler, "Economic Models as Analogies," Economic Journal, (August 2014), 124(578): F513-F533
CFP 1433 Yinxiao Huang, Xiaohong Chen, Wei Biao Wu, "Recursive Nonparametric Estimation for Time Series," IEEE Transactions on Information Theory, (February 2014), 60(2): 1301-1312
CFP 1432 John Geanakoplos, Lasse H. Pedersen, "Monitoring Leverage," 175-182 (in Markus K. Brunnermeier and Arvind Krishnamurthy, eds., Risk Topography: Systemic Risk and Macro Modeling, NBER, 2014) [See CFDP 1838]
CFP 1431 John Geanakoplos, William R. Zame, "Collateral Equilibrium, I: A Basic Framework," Economic Theory, (August 2014), 56(3): 443-492 [See CFDP 1906]
CFP 1430 Ana Fostel, John Geanakoplos, "Endogenous Collateral Constraints and The Leverage Cycle," Annual Review of Economics, (August 2014), 6: 771-799
CFP 1429 Peter C. B. Phillips, "Unit Roots in Life — A Graduate Student Story," Econometric Theory, (August 2014), 30(4): 719-736 [See CFDP 1913]
CFP 1428 Timothy B. Armstrong, "Weighted KS Statistics for Inference on Conditional Moment Inequalities," Journal of Econometrics, (August 2014), 181(2): 92-116
CFP 1427 Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, Zhipeng Liao, "Asymptotic Efficiency of Semiparametric Two-step GMM," Review of Economic Studies, (July 2014), 81(3): 919-943 [See CFDP 1880]
CFP 1426 Itzhak Gilboa, Larry Samuelson, David Schmeidler, "No-Betting-Pareto Dominance," Econometrica, (July 2014), 82(4): 1405-1442
CFP 1425 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, (June 2014), 76(3): 315-333 [See CFDP 1842]
CFP 1424 Robert J. Shiller, "Speculative Asset Prices," American Economic Review, (June 2014), 104(6): 1486-1517 [See CFDP 1936]
CFP 1423 Joseph G. Altonji, Lisa B. Kahn, Jamin D. Speer, "Trends in Earnings Differentials across College Majors and the Changing Task Composition of Jobs," American Economic Review, Papers and Proceedings, (May 2014), 104(5): 387-393
CFP 1422 Peter C. B. Phillips, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, (May 2014), 82(3): 1177-1195 [See CFDP 1879]
CFP 1421 Robert J. Shiller, "Why Is Housing Finance Still Stuck in Such a Primitive Stage?," American Economic Review, Papers and Proceedings, (May 2014), 104(5): 73-76 [See CFDP 1934]
CFP 1420 John Geanakoplos, Ioannis Karatzas, Martin Shubik, William D. Sudderth, "Inflationary Equilibrium in a Stochastic Economy with Independent Agents," Journal of Mathematical Economics, (May 2014), 52: 1-11 [See CFDP 1708]
CFP 1419 John Geanakoplos, "Leverage, Default, and Forgiveness: Lessons from the American and European Crises," Journal of Macroeconomics, (March 2014), 39(Part B): 313-333
CFP 1418 Donald J. Brown, Caterina Calsamiglia, "Alfred Marshall’s Cardinal Theory of Value: The Strong Law of Demand," Economic Theory Bulletin, (April 2014), 2(1): 65-75 [See CFDP 1615R]
CFP 1417 Giovanni Maggi, "International Trade Agreements," 317-390 (in Elhanan Helpman, Kenneth Rogoff and Gita Gopinath, eds., The Handbook of International Economics, Vol. 4)
CFP 1416 Quingmin Liu, George J. Mailath, Andrew Postlewaite, Larry Samuelson, "Stable Matching with Incomplete Information," Econometrica, (March 2014), 82(2): 541-587 [See CFDP 1870]
CFP 1415 Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, Whitney Newey, "Local Identification of Nonparametric and Semiparametric Models," Econometrica, (March 2014), 82(2): 785-809 ([Supplemental Appendix]) [See CFDP 1795R]
CFP 1414 Donald W. K. Andrews, Xu Cheng, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Econometric Theory, (April 2014), 20(2): 287-333 (Supplemental Appendix) [See CFDP 1828R]
CFP 1413 Johannes Hörner, Larry Samuelson, "Incentives for Experimenting Agents," RAND Journal of Economics, 44(4): 632-663 [See CFDP 1726R3]
CFP 1412 Timothy B. Armstrong, Marinho Bertanha, Han Hong, "A Fast Resample Method for Parametric and Semiparametric Models," Journal of Econometrics, (April 2014), 179(2): 128-133
CFP 1411 Xiaohong Chen, "Comment on ‘Generalized Jackknife Estimators of Weighted Average Derivatives’ by Cattaneo, Crump and Jansson," Journal of the American Statistical Association, (December 2013), 108(504): 1262-1264
CFP 1410 Mikhail Golosov, John Hassler, Per Krusell, Aleh Tsyvinski, "Optimal Taxes on Fossil Fuel in General Equilibrium," Econometrica, (January 2014), 82(1): 41-88 ([Sensitivity Analysis, by Lint Barrage])
CFP 1409 Itzhak Gilboa, Larry Samuelson, David Schmeidler, "Dynamics of Inductive Inference in a Unified Model," Journal of Economic Theory, (July 2013), 148(4): 1399-1432 [See CFDP 1811]
CFP 1408 George J. Mailath, Andrew Postlewaite, Larry Samuelson, "Pricing and Investments in Matching Markets," Theoretical Economics, (May 2013), 8(2): 535-590 [See CFDP 1810]
CFP 1407 Alfredo Di Tillio, Itzhak Gilboa, Larry Samuelson, "The Predictive Role of Counterfactuals," Theory and Decision, (February 2013), 74(2): 167-182
CFP 1406 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "X-Differencing and Dynamic Panel Model Estimation," Econometric Theory, (February 2014), 30(1): 201-251 [See CFDP 1747]
CFP 1405 Donald W. K. Andrews, Xiaoxia Shi, "Nonparametric Inference Based on Conditional Moment Inequalities," Journal of Econometrics, (March 2014), 179(1): 31-45 ([Supplemental data]) [See CFDP 1840R2]
CFP 1404 Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, (January 2014), 33(5-6): 676-712 [See CFDP 1872]
CFP 1403 Timothy B. Armstrong, "Bounds in Auctions with Unobserved Heterogeneity," Quantitative Economics, (November 2013), 4(3): 377-415
CFP 1402 Guang Cheng, Lan Zhou, Xiaohong Chen, Jianhua Z. Huang, "Efficient Estimation of Semiparametric Copula Models for Bivariate Survival Data," Journal of Multivariate Analysis, (January 2014), 123: 330-344
CFP 1401 Xiaohong Chen, Zhipeng Liao, Yixiao Sun, "Sieve Inference on Possibly Misspecified Semi-nonparametric Time Series Models," Journal of Econometrics, (January 2014), 178(3): 639-658 [See CFDP 1849]
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

*This paper series also includes Cowles Commission papers.