AUTHOR INDEX — L

CFDP = Cowles Foundation Discussion Paper; CFP = Cowles Commission/Foundation Paper (Reprint);
CFM = Cowles Commission/Foundation Monograph; CCDP = Cowles Commission Discussion Paper

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LADERMAN, Jack

CFP 109, "A Bound on the Use of Inefficient Indivisible Units." Naval Research Logistics Quarterly (December 1956), 3(4): 245-256 (with Martin J. Beckmann)

LAGUNOFF, Roger

CFDP 1490, "The Folk Theorem in Dynastic Repeated Games" (October 2004) (with Luca Anderlini, Dino Gerardi) [77pp, abstract] [CFP 1239]

CFDP 1601, "Social Memory and Evidence from the Past" (January 2007) (with Luca Anderlini, Dino Gerardi) [37pp, abstract] Reprinted in Review of Economic Dynamics (July 2010), 13(3): 559-574 [doi:10.1016/j.red.2009.06.006]

CFDP 1639, "Communication and Learning" (February 2008) (with Luca Anderlini, Dino Gerardi) [41pp, abstract]

CFP 1239, "A 'Super' Folk Theorem for Dynastic Repeated Games." Economic Theory (2008), 37(3): 357-394 (with Dino Gerardi, Luca Anderlini) [CFDP 1490]

LAKSHMINARAYANAN, Venkat

CFDP 1524, "The Evolution of Our Preferences: Evidence from Capuchin-Money Trading Behavior" (June 2005) (with M. Keith Chen, Laurie Santos) [26pp, abstract] Reprinted as "How Basic Are Behavioral Biases? Evidence from Capuchin-Monkey Trading Behavior" in Journal of Political Economy (2006), 114(3): 517-537

LANDAU, H.G.

CCDP Economics 2103, "Distribution of Completion Times for Random Communication in a Task-oriented Group" [21pp] (May 1954)

LANGE, Oscar

CFP 1, "The Theory of the Multiplier." Econometrica (July-October 1943), 11(3-4): 227-228

CFP 8, "The Stability of Economic Equilibrium." Appendix reprinted from Price Flexibility and Employment, Cowles Commission Monograph No. 8, 1944

CFM 8, Price Flexibility and Employment. Bloomington: Principia Press, 1944

LARMAN, D.G.

CFDP 936, "A Colored Version of Tverberg's Theorem" (February 1990) (with Imre Bárány) [13pp, abstract] Reprinted in Journal of the London Mathematics Society (1992), 45(2): 314-320

LEAVENS, Dickson H.

CFP 7, "Price Increases and Uptrading: The Change in Advertised Prices of Apparel and House Furnishings." Journal of Business (October 1944), 17(4): 231-243 (with George Katona)

CFP 20, "Notes on the Doolittle Solution." Econometrica (January 1947), 15(1): 45-50 (with Nancy Bruner)

CFM 4, Silver Money. Bloomington: Principia Press, 1939

LEE, Chin Chin

CFDP 1134, "Efficiency Gains from Quasi-Differencing Under Nonstationarity" (September 1996) (with Peter C.B. Phillips) [14pp, abstract] [CFP 936]

CFP 936, "Efficiency Gains from Quasi-Differencing Under Nonstationarity." In P.M. Robinson and M. Rosenblatt, eds., Athens Conference on Applied Probability and Time Series, Vol. II, 1996, pp. 300-314 (with Peter C.B. Phillips) [CFDP 1134]

LEE, Inpyo

CFDP 1016, "Optimal Changepoint Tests for Normal Linear Regressions" (April 1992) (with Donald W.K. Andrews, Werner Ploberger) [32pp, abstract] [CFP 925]

CFP 925, "Optimal Changepoint Tests for Normal Linear Regressions." Journal of Econometrics (1996), 70: 9-38 (with Donald W.K. Andrews, Werner Ploberger) [CFDP 1016]

LEE, Ji Hyung

CFDP 1845, "VARs with Mixed Roots Near Unity" (January 2012) (with Peter C.B. Phillips) [24pp, abstract]

LEE, Jon

CFDP 996, "Classification of Two-Person Ordinal Bimatrix Games" (October 1991) (with Imre Bárány, Martin Shubik) [26pp, abstract] Reprinted in International Journal of Game Theory (1992), 21(3): 267-290

LEE, Sokbae

CFDP 1740, "Nonparametric Tests of Conditional Treatment Effects" (November 2009) [abstract, 68pp] (with Yoon-Yae Whang)

CFDP 1795, "Local Identification of Nonparametric and Semiparametric Models" (April 2011) (with Xiaohong Chen, Victor Chernozhukov, Whitney Newey) [abstract, 30pp]

CFDP 1795R, "Local Identification of Nonparametric and Semiparametric Models" (April 2011, Revised November 2012) (with Xiaohong Chen, Victor Chernozhukov, Whitney Newey) [abstract, 45pp]

LEE, Woojin

CFDP 1462, "Racism and Redistribution in the United States: A Solution to the Problem of American Exceptionalism" (June 2004) (with John E. Roemer) [83pp, abstract] [CFP 1190]

CFP 1189, "Racism, Xenophobia, and Redistribution." Journal of the European Association (April-May 2006), 4(2-3): 446-454 (with John E. Roemer, Karine Van der Straeten)

CFP 1190, "Racism and Redistribution in the United States: A Solution to the Problem of American Exceptionalism." Journal of Public Economics (2006), 90: 1027-1052 (with Woojin Lee) [CFDP 1462]

LEE, Yoonseok

CFDP 1741, "A Specification Test for Instrumental Variables Regression with Many Instruments" (December 2009) (with Ryo Okui) [abstract, 28pp]

LEE, Yoon-Ho Alex

CFDP 1528, "Competition, Consumer Welfare, and the social Cost of Monopoly" (July 2005) (with Donald J. Brown) [19pp, abstract] Reprinted in Issues in Competition Law and Policy 409, Vol. 1, Ch. 17 (ABA Section of Antitrust Law 2008) [CFP 1234]

CFP 1234, "Competition, Consumer Welfare, and the Social Cost of Monopoly." Ch. 17, Issues in Competition Law and Policy 409, Vol. 1 (ABA Section of Antitrust Law 2008) (with Yoon-Ho Alex Lee) [CFDP 1528]

LEEB, Hannes

CFDP 1444, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?" (November 2003) (with Benedikt M. Potscher) [33pp, abstract] Reprinted in Annals of Statistics (2006), 34: 2554-2591

CFDP 1500, "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator" (February 2005, updated April 2007) (with Benedikt Pötscher) [18pp, abstract] Reprinted in Journal of Econometrics (2008), 142: 201-211

LEFRANC, Arnaud

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, S.P. Jenkins, I. Marx, M.e Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T. Tranaes, A. Trannoy, G.G. Wagner, I. Zubir)

LEIK, Robert K.

CFP 304ab, "Comment on Kadane and Lewis." American Sociological Review (October 1969), 34(5): 723-24

LEIPNIK, Roy Bergh

CFP 17, "Estimating Relations from Nonexperimental Observations: Abstracts of Papers Presented at Cleveland, January 25, 1946." Econometrica (April 1946), 14(2): 166-172 (with Leonid Hurwicz, Jacob Marschak, Leonid Hurwicz, Tjalling C. Koopmans)

CFP 21a, "Distribution of the Serial Correlation Coefficient in a Circularly Correlated Universe." Annals of Mathematical Statistics (March 1947), 18(1): 80-87

LELAND, Hayne E.

CFDP 361, "Production Theory and the Stock Market" (June 1973) [31pp, abstract]

CFDP 362, "Regulation of Natural Monopolies and the Fair Rate of Return" (July 1973) [21pp]

CFP 409, "Voting Behavior and Aggregate Policy Targets." Public Choice (1974), 18: 67-81 [CFDP 341]

LEPPER, Susan J.

CFDP 341, "Voting Behavior and Aggregate Policy Targets" (May 1972) [32pp] [CFP 409]

CFDP 376, "Fiscal Capacity, Equalization and Public Expenditure for Education" (April 1974) [29pp]

LEVIN, Richard C.

CFDP 862, "Appropriating the Returns from Industrial R&D" (February 1988) (with Alvin K. Klevorick, Richard R. Nelson, Sidney G. Winter) [79pp, abstract] [CFP 714]

CFDP 1052, "On the Sources and Significance of Interindustry Differences in Technological Opportunities" (August 1993) (with Alvin K. Klevorick, Richard R. Nelson, Sidney G. Winter) [47pp, abstract] [CFP 896]

CFP 714, "Appropriating the Returns from Industrial Research and Development." Brookings Papers on Economic Activity (1987), 3: 783-820 (with Alvin K. Klevorick, Richard R. Nelson, Sidney G. Winter) [CFDP 862]

CFP 896, "On the Sources and Significance of Interindustry Differences in Technological Opportunities." Research Policy (1995), 24: 185-205 (with Alvin K. Klevorick, Richard R. Nelson, Sidney G. Winter) [CFDP 1052]

LEVIN, Robert A.

CFDP 17, "Plant and Equipment Expenditures Surveys: Intentions and Fulfillment" (October 1956) [131pp]

LEVINSOHN, James

CFDP 1337, "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market" (November 2001) (with Steven Berry, Ariel Pakes) [35pp, abstract] Reprinted as "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Vehicle Market," Journal of Political Economy (2004), 112(1): 68-104 [http://www.jstor.org/stable/10.1086/379939]

LEVITAN, Richard E.

CFDP 219, "Part IV: Mathematical Structure and Analysis of the Nonsymmetric Game" (March 1967) (with Martin Shubik) [41pp]

CFDP 224, "The Cournot Equilibrium in a Nonsymmetric Oligopolistic Market (A Business Game for Teaching and Research Purposes: Part VI)" (May 1967) (with Martin Shubik) [9pp]

CFDP 225, "Part V: The Nonsymmetric Game: Joint Maximum, Efficient Solution and Measures of Collusion and Welfare" (May 1967) (with Martin Shubik) [19pp]

CFDP 227, "Part VII: The Nonsymmetric Game: The Generalized Beat-the-Average Solution" (June 1967) (with Martin Shubik) [9pp]

CFDP 270, "Price Variation Duopoly with Differentiated Products and Random Demand" (May 1969) (with Martin Shubik) [29pp] [CFP 342]

CFDP 287, "Price Duopoly and Capacity Constraints" (July 1970) (with Martin Shubik) [20pp] [CFP 363]

CFDP 289, "Duopoly with Price and Quantity as Strategic Variables" (July 1970) (with Martin Shubik) [19pp] [CFP 468]

CFP 268, "Toward a Study of Bidding Processes Part IV: Games with Unknown Costs." Naval Research Logistics Quarterly (1967), 14(4): 415-433 (with James H. Griesmer, Martin Shubik)

CFP 342, "Price Variation Duopoly with Differentiated Products and Random Demand." Journal of Economic Theory (March 1971) 3(1): 23-39 (with Martin Shubik) [CFDP 270]

CFP 346, "Noncooperative Equilibria and Strategy Spaces in an Oligopolistic Market." In H.W. Kuhn and G.P. Szego, eds., Mathematical Models of Action and Reaction 1971, pp. 429-447 (with Martin Shubik)

CFP 363, "Price Duopoly and Capacity Constraints." International Economic Review (February 1972), 13(1): 111-122 (with Martin Shubik) [CFDP 287]

CFP 468, "Duopoly with Price and Quantity as Strategic Variables." International Journal of Game Theory (1978), 7(1): 1-11 (with Martin Shubik) [CFDP 289]

LEVITT, Paul R.

CFDP 665, "Blockmodeling Complex Statutes: Mapping Techniques Based on Combinatorial Optimization for Analyzing Economic Legislation and Its Stress Points over Time" (March 1983) (with Scott A. Boorman) [15pp, abstract]

LEWBEL, Arthur

CFDP 1186, "Nonparametric Censored Regression" (July 1998) (with Oliver Linton) [24pp, abstract] Reprinted in Econometrica (2002), 70: 765-780

CFP 1259, "A Note on the Closed-form Identification of Regression Models with a Mismeasured Binary Regressor." Statistics and Probability Letters (2008), 78(12): 1473-1479 (with Xiaohong Chen, Yingyao Hu)

CFP 1260, "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor without Instruments." Economics Letters (2008), 100(3): 381-384 (with Xiaohong Chen, Yingyao Hu)

LEWIS, Gordon H.

CFDP 254, "Stochastic Theories of Participation" (August 1968) (with Joseph B. Kadane, John G. Ramage) [63pp, abstract] [CFP 310]

CFDP 255, "Regularity in the Distribution of Participation in Group Discussions" (September 1968) (with Joseph B. Kadane) [47pp, abstract] [CFP 304ab]

CFP 304ab, "The Distribution of Participation in Group Discussions: An Empirical and Theoretical Reappraisal." American Sociological Review (October 1969), 34(5): 710-724 (with Joseph B. Kadane) [CFDP 255]

LEWIS, Lucinda M.

CFDP 481, "Myopic Economic Agents" (January 1978) (with Donald J. Brown) [26pp, abstract] Reprinted in Econometrica (March 1981), 49(2): 359-368 [CFP 525]

CFDP 581, "Existence of Equilibrium in a Hyperfinite Exchange Economy: I and II" (March 1981) (with Donald J. Brown) [28pp]

CFP 525, "Myopic Economic Agents." Econometrica (March 1981), 49(2): 359-368 (with Donald J. Brown) [CFDP 481]

LIAO, Zhipeng

CFDP 1849, "Sieve Inference on Semi-nonparametric Time Series Models" (February 2012) (with Xiaohong Chen, Yixiao Sun) [54pp, abstract]

CFDP 1871, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications" (September 2012) (with Peter C.B. Phillips) [52pp, abstract]

CFDP 1873, "Automated Estimation of Vector Error Correction Models" (September 2012) (with Peter C.B. Phillips) [91pp, abstract]

CFDP 1880, "Asymptotic Efficiency of Semiparametric Two-step GMM" (October 2012) (with Xiaohong Chen, Jinyong Hahn) [24pp, abstract]

LIEBERMAN, Offer

CFDP 1308, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter" (July 2001) (with Peter C.B. Phillips) [13pp, abstract]

CFDP 1348, "Penalised Maximum Likelihood Estimation for Fractional Gaussian Processes" (December 2001) [14pp, abstract] Reprinted in Biometrika (2001), 88(3): 888-894

CFDP 1349, "Asymptotic Theory for Multivariate GARCH Processes" (December 2001) (with F. Comte) [24pp, abstract] Reprinted in Journal of Multivariate Analysis (2003), 84: 61-84

CFDP 1351, "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process" (January 2002) (with Judith Rousseau, David M. Zucker) [37pp, abstract] Reprinted in The Annals of Statistics (2003), 31(2): 586-612

CFDP 1361, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series" (April 2002) (with Donald W.K. Andrews) [25pp, abstract] Reprinted in Econometric Theory (2005), 21: 710-734 [CFP 1162]

CFDP 1374, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra" (June 2002) (with Peter C.B. Phillips) [22pp, abstract] Reprinted in Journal of Time Series Analysis (2004), 25(5): 733-753 [CFP 1141]

CFDP 1378, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes" (August 2002) (with Donald W.K. Andrews) [42pp, abstract] Reprinted in Journal of Econometrics (2006), 133: 673-702

CFDP 1474, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter" (July 2004) (with Peter C.B. Phillips) [19pp, abstract] Reprinted in Econometrics Journal (2005), 8: 367-37 [CFP 1157]

CFDP 1486, "Empirical Similarity" (October 2004) (with Itzhak Gilboa, David Schmeidler) [38pp, abstract] Reprinted in Review of Economics and Statistics (2006), 88(3): 433-444

CFDP 1493, "Rule-Based and Case-Based Reasoning in Housing Prices" (November 2004) (Gabrielle Gayer, Itzhak Gilboa) [34pp, abstract] Reprinted in B.E. Journal in Theoretical Economics (2007), 7(1) (Advances), Article 10

CFDP 1549, "Refined Inference on Long Memory in Realized Volatility" (January 2006) (with Peter C.B. Phillips) [15pp, abstract] Reprinted in Econometric Reviews (2008), 27(1-3), 254-267 [CFP 1248]

CFDP 1586, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process" (October 2006) (with Peter C.B. Phillips) [22pp, abstract] Reprinted in Journal of Econometrics (2008), 147: 99-103 [CFP 1247]

CFP 1141, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra." Journal of Time Series Analysis (2004), 25(5): 733-753 (with Peter C.B. Phillips) [CFDP 1374]

CFP 1157, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter." Econometrics Journal (2005), 8: 367-37 (with Peter C.B. Phillips) [CFDP 1474]

CFP 1162, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series." Econometric Theory (2005), 21: 710-734 (with Donald W.K. Andrews) [CFDP 1361]

CFP 1247, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process." Journal of Econometrics (2008), 147: 99-103 (with Peter C.B. Phillips) [CFDP 1586]

CFP 1248, "Refined Inference on Long Memory in Realized Volatility." Econometric Reviews (2008), 27(1-3), 254-267 (with Peter C.B. Phillips) [CFDP 1549]

LING, Kirsten

CFDP 1774, "Revealed Preferences for Risk and Ambiguity" (November 2010) (with Donald Brown, Chandra Erdman, Laurie Santos)  [22pp, abstract]

LINTON, Oliver B.

CFDP 1054, "Adaptive Estimation in ARCH Models" (March 1993) [56pp, abstract] [CFP 910]

CFDP 1065, "Second Order Approximation in the Partially Linear Regression Model" (December 1993) [47pp, abstract] [CFP 915]

CFDP 1069, "Applied Nonparametric Methods" (March 1994) (with Wolfgang Härdle) [43pp, abstract] Reprinted in D.F. McFadden and R.F. Engle (eds.), The Handbook of Econometrics, Vol. IV, North Holland, 1994, pp. 2295-2339

CFDP 1075, "Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically" (August 1994, updated December 1997) (with Pedro Gozalo) [41pp, abstract]

CFDP 1086, "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models" (November 1994) [44pp, abstract] Reprinted in Econometric Theory (March 1996), 12(1): 30-60 [doi:10.1017/S0266466600006435]

CFDP 1105, "Adaptive Testing in ARCH Models" (June 1995) (with Douglas G. Steigerwald) [43pp, abstract] Reprinted in Econometric Reviews (2000), 19: 145-174

CFDP 1106, "Testing Additivity in Generalized Nonparametric Regression Models" (July 1995, revised February 1997) (with Pedro Gozalo) [37pp, abstract] [Old title: "A Nonparametric Test of Conditional Independence"] Reprinted in Journal of Econometrics (August 2001), 104(1): 1-48 [doi:10.1016/S0304-4076(01)00049-5]

CFDP 1118, "An Asymptotic Expansion in the Garch(1,1) Model" (March 1996) [35pp, abstract] Reprinted in Econometric Theory (August 1997), 13(4): 558-581 [doi:10.1017/S0266466600006009]

CFDP 1130R, "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series" (Revised October 1997) (with Yoon-Jae Whang) [47pp, abstract] Reprinted in Journal of Econometrics (July 1999), 91(1): 1-42 [doi:10.1016/S0304-4076(98)00047-5]

CFDP 1140, "Conditional Independence Restrictions: Testing and Estimation" (November 1996) (with Pedro Gozalo) [47pp, abstract]

CFDP 1148, "Some Higher Order Theory for a Consistent Nonparametric Model Specification Test" (February 1997) (with Yanqin Fan) [39pp, abstract] Reprinted in Journal of Statistical Planning and Inference (2003), 109(1-2): 125-154

CFDP 1151, "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form" (May 1997) [34pp, abstract] Reprinted in Econometric Reviews (1996), 15: 1-32

CFDP 1160, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions" (September 1997) (with E. Mammen, J. Nielsen) [39pp, abstract] Reprinted in The Annals of Statistics (1999), 27: 1443-1490

CFDP 1186, "Nonparametric Censored Regression" (July 1998) (with Arthur Lewbel) [24pp, abstract] Reprinted in Econometrica (2002), 70: 765-780

CFDP 1205, "Estimating Yield Curves by Kernel Smoothing Methods" (December 1998) (with E. Mammen, J. Nielsen, C. Tanggaard) [50pp, abstract] Reprinted in Journal of Econometrics (2000), 105(1): 185-223

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

CFDP 1356, "Consistent Testing for Stochastic Dominance: A Subsampling Approach" (March 2002) (with Esfandiar Maasoumi, Yoon-Jae Whang) [51pp] Reprinted in Review of Economic Studies (2005), 72, 735-765, Corrigendum (2007), 75: 1-5

CFDP 1372, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems" (May 2002) (with Steven Berry, Ariel Pakes) [51pp, abstract] Reprinted in Review of Economic Studies (July 2004), 71(3): 613-654 [doi:10.1111/j.1467-937X.2004.00298.x]

CFDP 1375, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors" (June 2002) (with Zhijie Xiao, Raymond J. Carroll, E. Mammen) [49pp, abstract] Reprinted in Journal of the American Statistical Association (2003), 98: 980-992

CFDP 1454, "A Quantilogram Approach to Evaluating Directional Predictability" (March 2004) (with Yoon-Jae Whang) [23pp, abstract] Reprinted in Journal of Econometrics (November 2007), 141(1): 250-282 [doi:10.1016/j.jeconom.2007.01.004]

CFDP 1713, "An Improved Bootstrap Test of Stochastic Dominance" (July 2009) (with Kyungchul Song, Yoon-Jae Whang) [abstract, 43pp] Reprinted in Journal of Econometrics (February 2010), 154(2): 186-202 [doi:10.1016/j.jeconom.2009.08.002

CFDP 1714, "Nonparametric Estimation of a Polarization Measure" (July 2009) (with Gordon Anderson, Yoon-Jae Whang) [abstract, 48pp]

CFP 910, "Adaptive Estimation in ARCH Models." Econometric Theory (1993), 9: 539-569 [CFDP 1054]

CFP 915, "Second Order Approximation in the Partially Linear Regression Model." Econometrica (September 1995), 63(5): 1079-1112 [CFDP 1065]

CFP 918, "A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration." Biometrika (1995), 82(1): 93-100 (with Jens Perch Nielsen)

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, Andrew Jeffrey, Dennis Kristensen, Thong Nguyen) [CFDP 1311]

LISE, Jeremy

CFDP 1886, "Mismatch, Sorting and Wage Dynamics" (January 2013) (with Costas Meghir, Jean-Marc Robin) [44pp, abstract]

LIST, Christian

CFDP 1753, "Introduction to Judgment Aggregation" (February 2010) (with Ben Polak) [29pp, abstract] Reprinted in Journal of Economic Theory (March 2010), 145(2): 441-466 [CFP 1297]

CFP 1297, "Introduction to Judgment Aggregation." Journal of Economic Theory (March 2010), 145(2): 441-466 (with Ben Polak) [CFDP 1753]

LIU, Quingmin

CFDP 1870, "Matching with Incomplete Information" (August 2012) (with George J. Mailath, Andrew Postlewaite, Larry Samuelson) [44pp, abstract]

LIU, Xuemei

CFDP 1124, "Tests of Seasonal and Non-Seasonal Serial Correlation" (May 1996) (with Donald W.K. Andrews, Werner Ploberger) [35pp, abstract] [CFP 971]

CFP 971, "Tests for White Noise Against Alternatives with Both Seasonal and Nonseasonal Serial Correlation." Biometrika (1998), 85: 727-740 (with Donald W.K. Andrews, Werner Ploberger) [CFDP 1124]

LIVNE, Zvi A.

CFDP 550, "An Extension of the Nash Bargaining Problem: Introducing Time-Related Bargaining Costs" (February 1981) [28pp, abstract]

CFDP 551, "Incentive Arbitration and Time-Related Bargaining Costs" (February 1981) [15pp, abstract]

CFDP 627, "Naval Procurement Problems: Theory and Practice" (1982) (with Martin Shubik) [48pp]

LLAVADOR, Humberto

CFDP 1673, "A Dynamic Analysis of Human Welfare in a Warming Planet" (August 2008) (with John E. Roemer, Joaquim Silvestre) [abstract, 69pp]

CFDP 1673R, "A Dynamic Analysis of Human Welfare in a Warming Planet" (Revised April 2009) (with John E. Roemer, Joaquim Silvestre) [69pp, abstract]

CFDP 1692, "Intergenerational Justice when Future Worlds Are Uncertain" (April 2009) (with John E. Roemer, Joaquim Silvestre) [47pp, abstract] Reprinted in Journal of Mathematical Economics (2010) 46(5): 728-761 [CFP 1324]

CFP 1324, "Intergenerational Justice When Future Worlds Are Uncertain." Journal of Mathematical Economics (2010) 46(5): 728-761(with John E. Roemer, Joaquim Silvestre) [CFDP 1692]

LOEB, Peter A.

CFDP 406, "The Values of a Nonstandard Competitive Allocation" (September 1975) (with Donald J. Brown) [31pp] [CFP 448]

CFP 448, "The Values of Nonstandard Exchange Economies." Israel Journal of Mathematics (1976), 25: 71-85 (with Donald J. Brown) [CFDP 406]

LORETAN, Mico

CFDP 898R, "The Durbin–Watson Ratio Under Infinite Variance Errors" (Revised 1989) (with Peter C.B. Phillips) [41pp, abstract] [CFP 772]

CFDP 928, "Estimating Long Run Economic Equilibria" (October 1989) (with Peter C.B. Phillips) [58pp, abstract] [CFP 785]

CFDP 947, "Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns" (July 1990) (with Peter C.B. Phillips) [77pp, abstract] [CFP 866]

CFP 772, "The Durbin-Watson Ratio Under Infinite-Variance Errors." Journal of Econometrics (1991), 47: 85-114 (with Peter C.B. Phillips) [CFDP 898R]

CFP 785, "Estimating Long-Run Economic Equilibria." Review of Economic Studies (1991), 58: 407-436 (with Peter C.B. Phillips) [CFDP 928]

CFP 866, "Testing the Covariance Stationarity of Heavy-tailed Time Series." Journal of Empirical Finance (1994), 1: 211-248 (with Peter C.B. Phillips) [CFDP 947]

CFP 903, "On the Theory of Testing Covariance Stationarity Under Moment Condition Failure." In G.S. Maddala, Peter C.B. Phillips and T.N. Srinivasan, eds., Advanced in Econometrics and Quantitative Economics, 1995, pp. 189-233 (with Peter C.B. Phillips) [36pp]

LOS, Jerzy

CFDP 373, "The Walrasian and Von Neumann Equilibria: A Comparison" (March 1974) (with Maria Wycech-Los) [29pp, abstract]

LOURY, Glenn C.

CFDP 1483, "Toward an Economic Theory of Dysfunctional Identity" (October 2004) (with Hanming Fang) [48pp, abstract] Reprinted in Christopher B. Barrett (ed.), The Social Economics of Poverty: On Identities, Groups, Communities and Networks, Routledge, 2005, pp. 12-55

LOVÁSZ, Lászlo

CFDP 883, "The Shapes of Polyhedra" (September 1988) (with Ravi Kannan, Herbert E. Scarf) [31pp] [CFP 753]

CFDP 917, "On Integer Points in Polyhedra: A Lower Bound" (May 1989) (with Imre Bárány, Roger Howe) [12pp, abstract] Reprinted in Combinatorica (1992), 12(2): 135-142

CFDP 946, "The Generalized Basis Reduction Algorithm" (June 1990) (with Herbert E. Scarf) [22pp, abstract] [CFP 818]

CFP 753, "The Shapes of Polyhedra." Mathematics of Operations Research (May 1990), 15(2): 364-390 (with Ravi Kannan, Herbert E. Scarf) [CFDP 883]

CFP 818, "The Generalized Basis Reduction Algorithm." Mathematics of Operations Research (August 1992), 17(3): 751-764 (with Herbert E. Scarf) [CFDP 946]

LOVELL, Michael C.

CFDP 86, "Manufacturers' Inventories, Sales Expectations, and the Acceleration Principle" (December 1959) [30pp] [CFP 169]

CFDP 89, "Buffer Stocks, Sales Expectations, and Stability: A Multi-Sector Theory of the Inventory Cycle" (March 1960) [47pp]

CFDP 89R, "Buffer Stocks, Sales Expectations, and Stability: A Multi-Sector Theory of the Inventory Cycle" (Revised September 1961) [55pp] [CFP 179]

CFDP 90, "Forced Saving in a Keynesian Economy: An Analysis of Demand-Pull Inflation" (April 1960) [51pp]

CFDP 90R, "Forced Saving in a Keynesian Economy: An Analysis of Demand-Pull Inflation" (Revised October 1960) [51pp] [CFP 198]

CFDP 131, "Inventory Investment" (January 1962) [51pp]

CFDP 151, "Seasonal Adjustment of Economic Time Series and Multiple Regression" (January 1963) [48pp] [CFP 209]

CFP 169, "Manufacturers' Inventories, Sales Expectations, and the Acceleration Principle." Econometrica (July 1961), 29(3): 293-314 [CFDP 86]

CFP 179, "Buffer Stocks, Sales Expectations, and Stability: A Multi-Sector Analysis of the Inventory Cycle." Econometrica (April 1962), 30(2): 367-396 [CFDP 89R]

CFP 198, "A Keynesian Analysis of Forced Saving." International Economic Review (September 1963), 4(3): 247-264 [CFDP 90R]

CFP 209, "Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis." Journal of the American Statistical Association (1963), 58: 993-1010 [CFDP 151]

CFP 245, "Some Simple Propositions Concerning Cost-Push Inflation." American Economic Review (1966), 56(4): 858-866 (with William C. Brainard)

LOVO, Stefano

CFDP 1739, "Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence" (November 2009) (with Johannes Hörner, Tristan Tomala) [70pp, abstract, Supplemental Appendix] Reprinted in Journal of Economic Theory (September 2011), 146(5): 1770-1795 [doi: 10.1016/j.jet.2011.06.001]

CFP 1286, "Belief-free Equilibria in Games with Incomplete Information." Econometrica (2009), 77(2): 453-487 (with Johannes Hörner)

LU, Biao

CFDP 1233, "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models" (August 1999) (with Donald W.K. Andrews) [47pp, abstract] [CFP 1015]

CFP 1015, "Consistent Model and Moment Selection Procedures for GMM Estimation with Application to Dynamic Panel Data Models." Journal of Econometrics (2001), 101(1): 123-164 (with Donald W.K. Andrews) [39pp] [CFDP 1233]

LUDVIGSON, Sydney C.

CFDP 1883, "An Estimation of Economic Models with Recursive Preferences" (December 2012) (with Xiaohong Chen, Jack Fuvilukis) [58pp, abstract]

CFP 1285, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models." Journal of Applied Econometrics (August 2009), 24(7): 1057-1093 (with Xiaohong Chen)

CFP 1387, "An Estimation of Economic Models with Recursive Preferences," Quantitative Economics, 2013, 4(1), 39-83 (with Xiaohong Chen, Jack Favilukis) [CFDP 1883]

LUTZ, Nancy A.

CFDP 867, "Warranties as Signals under Consumer Moral Hazard" (March 1988) [42pp, abstract] [CFP 739]

CFDP 922, "Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model" (August 1989) (with Philip H. Dybvig) [18pp, abstract] Reprinted in Review of Economic Studies (1993), 60: 575-597

CFDP 973, "Dual Distribution in Franchising" (March 1991) (with Nancy T. Gallini) [33pp, abstract]

CFP 739, "Warranties as Signals Under Consumer Moral Hazard." Rand Journal of Economics (Summer 1989), 20(2): 240-255 [CFDP 867]

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