Published Papers (Journal Reprints)

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
CFP 1350 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, (January 2012), 80(1): 425-454 (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): 455-491 [See CFDP 1770]
CFP 1347 Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 [See CFDP 1309]
CFP 1346 Peter C. B. Phillips, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 [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): 277-321 ([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): 901-937
CFP 1343 Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 [See CFDP 1778]
CFP 1342 Alberto Bisin, John Geanakoplos, Piero Gottardi, Enrico Minelli, Heracles M. Polemarchakis, "Markets and Contracts," Journal of Mathematical Economics, (May 2011), 47(3): 279-288
CFP 1341 Dirk Bergemann, Karl Schlag, "Robust Monopoly Pricing," Journal of Economic Theory, (November 2011), 46(6): 2527-2543 [See CFDP 1527R2]
CFP 1340 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory, (December 2011), 27(6): 1320-1368 [See CFDP 1749]
CFP 1339 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Econometric Theory, (December 2011), 27(6): 1117-1151 [See CFDP 1746]
CFP 1338 Chirok Han, Jin Seo Cho, Peter C. B. Phillips, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business and Economic Statistics, (April 2011), 29(2): 282-294 [See CFDP 1701]
CFP 1337 Ke-Li Xu, Peter C. B. Phillips, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," Journal of Business and Economic Statistics, (October 2011), 29(4): 518-528 [See CFDP 1612]
CFP 1336 Dirk Bergemann, Alessandro Bonatti, "Targeting in Advertising Markets: Implications for Offline versus Online Media," RAND Journal of Economics, 42(3): 417-443 [See CFDP 1758R]
CFP 1335 Taisuke Otsu, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Journal of Multivariate Analysis, (January 2011), 102(8): 1203-1216 [See CFDP 1785]
CFP 1334 Taisuke Otsu, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Econometrics Journal, (July 2011), 14(2): 321-329 [See CFDP 1783]
CFP 1333 Johannes Hörner, Takuo Sugaya, Satoru Takahashi, Nicolas Vieille, "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta approaching 1 and a Folk Theorem," Econometrica, (July 2011), 79(4): 1277-1318 [See CFDP 1742]
CFP 1332 John Geanakoplos, "What’s Missing from Macroeconomics: Endogenous Leverage and Default," 220-238 (in Marek Jarocinski, Frank Smets, and Christian Thimann, eds., Approaches to Monetary Policy Revisited — Lesson from the Crisis, Sixth ECB Central Banking Conference 18-19 November 2010, European Central Bank, 2011)
CFP 1331 John Geanakoplos, "Incorporating Financial Features into Macroeconomics: Discussion," (in Macroeconomic Challenges: The Decade Ahead. Jackson Hole, Federal Reserve Bank of Kansas City Economic Policy Symposium, 2010)
CFP 1330 John Geanakoplos, Pradeep Dubey, "Credit Cards and Inflation," Games and Economic Behavior, (November 2010), 70(2): 325-353 (with Pradeep Dubey) [See CFDP 1709]
CFP 1329 Xiaohong Chen, Markus Reiss, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Econometric Theory, (June 2011), 27(3): 497-521 [See CFDP 1626]
CFP 1328 Dirk Bergemann, Stephen Morris, Olivier Tercieux, "Rationalizable Implementation," Journal of Economic Theory, (May 2011), 146(3): 1253-1274 [See CFDP 1697R]
CFP 1327 Herbert E. Scarf, "The Computation of Equilibria for the Walrasian Model: A Personal Account," 46-73 (in Pascal Bridel, ed., General Equilibrium Analysis: A Century after Walras. Routledge, 2011)
CFP 1326 Eduardo Faingold, Yuliy Sannikov, "Reputation in Continuous-Time Games," Econometrica, (May 2011), 79(3): 773-876
CFP 1325 Dirk Bergemann, Maher Said, "Dynamic Auctions: A Survey," 1511-1522 (in J. J. Cochran, with L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith, eds., Wiley Encyclopedia of Operations Research and Management Science, Volume 2, Wiley, 2011) [See CFDP 1757R]
CFP 1324 Humberto Llavador, John E. Roemer, Joaquim Silvestre, "Intergenerational Justice When Future Worlds Are Uncertain," 728-761 (Journal of Mathematical Economics (September 2010) 46(5)) [See CFDP 1692]
CFP 1323 John E. Roemer, "Kantian Equilibrium," Scandinavian Journal of Economics, (March 2010), 112(1): 1-24 [See CFDP 1582]
CFP 1322 John E. Roemer, "Incentive Provision and Coordination as Market Functions," Zeitschrift für ArbeitsmarktForschung, (February 2010), 43(1): 6-16
CFP 1321 John E. Roemer, "The Ethics of Intertemporal Distribution in a Warming Planet," 363-390 (Environmental and Resource Economics (March 2011) 48(3)) [See CFDP 1693]
CFP 1320 John E. Roemer, "A Theory of Income Taxation where Politicians Focus upon Core and Swing Voters," Social Choice and Welfare, (April 2011), 36(3-4): 383-421 [See CFDP 1637]
CFP 1319 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications," Econometric Theory, (April 2011), 27(2): 235-259 [See CFDP 1687]
CFP 1318 Eduardo Engel, Ronald Fischer, Alexander Galetovic, "Public-Private Partnerships to Revamp U.S. Infrastructure," (The Hamilton Project, February 2011)
CFP 1317 Eduardo Engel, Ronald Fischer, "Optimal Resource Extraction Contracts under Threat of Expropriation," 161-195 (in W. Hogan and F. Sturzenegger, eds., The Natural Resource Trap. Cambridge: MIT Press)
CFP 1316 Dirk Bergemann, Stephen Morris, "Robust Implementation in General Mechanisms," Games and Economic Behavior, (March 2011), 71(2): 261-281 [See CFDP 1666R]
CFP 1315 Juergen Huber, Martin Shubik, Shyam Sunder, "Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence," Games and Economic Behavior, (November 2010), 70(2): 403-424 [See CFDP 1623R]

*This paper series also includes Cowles Commission papers.