CFDP 1868, "Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders" (July 2012) (with Michael Maier, Shyam Sunder) [30pp, abstract]

CCDP Economics 2055, "A Statistical Study of Livestock Production and Marketing" (with Clifford Hildreth) (1952) [Not available] [CCDP St375 and CFM 15]

CCDP Statistics 375, "A Statistical Study of Livestock Production and Marketing" (with Clifford Hildreth) (1952) [CCDP Ec2055 and CFM 15]

CFM 15, A Statistical Study of Livestock Production and Marketing. New York: John Wiley & Sons, 1955 (with Clifford Hildreth)

CFP 942, "Trade with Assignats or Landbank Money: Equilibria in a Finite-Person Strategic Market Game." Journal of Mathematical Economics (1997), 27: 143-162 (with Martin Shubik)

CFDP 546, "Output Supply, Employment, and Intra-Industry Wage Dispersion" (March 1980) (with Philip H. Dybvig) [25pp]

CFDP 1580, "Competitive Screening and Market Segmentation" (September 2006) [29pp, abstract]

CFDP 1311, Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach" (July 2001) (with Oliver Linton, Thong Nguyen, Peter C.B. Phillips) [47pp, abstract] [CFP 1143]

CFP 1143, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach." Journal of Financial Econometrics (2004), 2(2): 251-289 (with Peter C.B. Phillips, Dennis Kristensen, Oliver Linton, Thong Nguyen) [CFDP 1311]

CFDP 1558, "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions" (February 2006) [58pp, abstract]

CFDP 1649, "Limit Theorems for Functionals of Sums That Converge to Fractional Brownian and Stable Motions" (April 2008) [abstract, 80pp]

CFP 1139, "To What Extent Do Fiscal Regimes Equalize Opportunities for Income Acquisition Among Citizens?" Journal of Public Economics (2003), 87: 539-565 (with J.E. Roemer, R. Aaberge, U. Colombino, J. Fritzell, A. Lefranc, I. Marx, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T. Tranaes, A. Trannoy, G.G. Wagner, I. Zubir)

CFDP 1676, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure" (September 2008) (with Donald W.K. Andrews) [81pp, abstract]

CFDP 1676R, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Supplement (September 2008, Revised August 2011) (with Donald W.K. Andrews) [26pp, abstract] Reprinted in Econometrica (November, 2012), 80(6): 2805–2826 [CFP 1372]

CFP 1372, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica (November, 2012), 80(6): 2805–2826 (with Donald W.K. Andrews) [CFDP 1676R]

CFDP 1373, "The KPSS Test with Seasonal Dummies" (May 2002) (with Peter C.B. Phillips) [6pp, abstract] [CFP 1132]

CFDP 1407, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation" (March 2003) (with Peter C.B. Phillips, Yixiao Sun) [50pp, abstract]

CFDP 1437, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation" (September 2003) (with Peter C.B. Phillips, Yixiao Sun) [47pp, abstract] [CFP 1178]

CFDP 1513, "Improved HAR Inference Using Power Kernels without Truncation" (June 2005) (with Peter C.B. Phillips, Yixiao Sun) [51pp, abstract]

CFDP 1516, "Nonstationary Discrete Choice: A Corrigendum and Addendum" (June 2005) (with Peter C.B. Phillips, Ling Hu) [53pp, abstract] [CFP 1214]

CFDP 1538, "A New Approach to Robust Inference in Cointegration" (October 2005) (with Peter C.B. Phillips, Yixiao Sun) [15pp, abstract] Reprinted in Economics Letters (May 2006), 91(2): 300-306 [CFP 1203]

CFDP 1545, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing" (January 2006) (with Peter C.B. Phillips, Yixiao Sun) [51pp, abstract] [CFP 1221]

CFDP 1749, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels" (January 2010) [50pp, abstract] (with Yixiao Sun, Phillip C.B. Phillips) Reprinted in Econometric Theory (December 2011), 27(6): 1320-1368 [1340]

CFP 1132, "The KPSS Test with Seasonal Dummies." Economics Letters (2002), 77(2): 239-243 (with Peter C.B. Phillips) [CFDP 1373]

CFP 1170, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation." International Economic Review (August 2006), 47(3): 837-894 (with Peter C.B. Phillips, Yixiao Sun)

CFP 1178, "Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation." Journal of Statistical Planning and Inference (2007), 137: 985-1023 (with Peter C.B. Phillips, Yixiao Sun) [CFDP 1437]

CFP 1203, "A New Approach to Robust Inference in Cointegration." Economics Letters (May 2006), 91(2): 300-306 (with Peter C.B. Phillips Jin, Yixiao Sun) [CFDP 1538]

CFP 1214, "Nonstationary Discrete Choice: A Corrigendum and Addendum." Journal of Econometrics (2007), 141: 115-1130 (with Peter C.B. Phillips, Ling Hu) [CFDP 1516]

CFP 1221, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing" (with Yixiao Sun, Peter C.B. Phillips) Reprinted in Econometrica (2008), 76(1): 175-194 PLUS 25 pp. Supplement [CFDP 1545]

CFP 1340, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory (December 2011), 27(6): 1320-1368 (with Yixiao Sun, Peter C.B. Phillips) [CFDP 1749]

CFDP 140, "Models of the Joint Demand for Cash and for an Interest-Bearing Asset. Part One" (July 1962) [102pp]

CFP 336, "The Effects of Unionization on the Distribution of Income: A General Equilibrium Approach." Quarterly Journal of Economics (November 1970), 84(4): 539-561 (with Peter M. Mieszkowski)

CFDP 1359, "Partially Linear Models with Unit Roots" (April 2002) (with Zhijie Xiao) [51pp, abstract]

CFDP 1386, "One Simple Test of Samuelson's Dictum for the Stock Market" (October 2002) (with Robert J. Shiller) [18pp, abstract] Reprinted in Economic Inquiry (2005), 43(2): 221-228 [CFP 1183]

CFP 1183, "Samuelson's Dictum and the Stock Market." Economic Inquiry (2005), 43(2): 221-228 (with Robert J. Shiller) [CFDP 1386]