CFDP 1132, "Price Variations in a Stock Market with Many Agents" (September 1996) (with P. Bak, Martin Shubik) [43pp, abstract]

CFDP 741, "Two Stage and Related Estimators and Their Applications" (April 1985) [45pp, abstract] Reprinted in Review of Economic Studies (1986), 53: 517-538

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

CFDP 984, "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions" (July 1991) [129pp, abstract] Reprinted in J.J. Laffont and C. Sims (eds.), Advances in Econometrics: Proceedings of the 6th World Congress of the Econometric Society, 1994, Ch. 5, pp. 171-259

CFDP 1041, "An Alternative Theory of Firm and Industry Dynamics" (December 1992) (with Richard Ericson) [69pp, abstract] Reprinted as "Empirical Implications of Alternative Models of Firm Dynamics" in Journal of Economic Theory (March 1998), 79(1): 1-45 [doi:org/10.1006/jeth.1997.2358]

CFDP 1066, "A Limit Theorem for a Smooth Class of Semiparametric Estimators" (January 1994) (with Steven Olley) [56pp, abstract] Reprinted in Journal of Econometrics (1995), 65(1): 295-332 [doi:org/10.1016/0304-4076(94)01605-Y]

CFDP 1144, "Stochastic Algorithms for Dynamic Models: Markov Perfect Equilibrium, and the 'Curse' of Dimensionality" (January 1997) (with Paul McGuire) abstract] Reprinted in Econometrica (2001), 69(5): 1261-1281 [doi:10.1111/1468-0262.00241]

CFDP 1337, "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market" (November 2001) (with Steven Berry, James Levinsohn) [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]

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

CFDP 1852, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market" (March 2012) (with John Geanakoplos, Robert Axtell, Doyne J. Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Chun-Yi Yang) [13pp, abstract] Reprinted in American Economic Review: Papers & Proceedings (May 2012), 102(3): 53-58 [CFP 1358]

CFP 1358, "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," American Economic Review: Papers & Proceedings (May 2012), 102(3): 53-58 (with John Geanakoplos, Robert Axtell, Doyne J. Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Chun-Yi Yang) [CFDP 1852]

CFDP 1554, "Caller Number Five: Timing Games that Morph from One Form to Another" (January 2006) (with Lones Smith) [21pp, abstract] Reprinted in Theoretical Economics (June 2008), 3(2): 231-256

CFDP 801, "On the Formulation of Wald Tests of Nonlinear Restrictions" (September 1986) (with Peter C.B. Phillips) [33pp, abstract] [CFP 718]

CFDP 802, "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors" (September 1986) (with Peter C.B. Phillips) [21pp, abstract] [CFP 703]

CFDP 811R, "Statistical Inference in Regressions with Integrated Processes: Part 1" (Revised August 1987) (with Peter C.B. Phillips) [50pp, abstract] [CFP 715]

CFDP 819R, "Statistical Inference in Regressions with Integrated Processes: Part 2" (Revised August 1987) (with Peter C.B. Phillips) [63pp, abstract] [CFP 722]

CFDP 880, "Testing for a Unit Root in the Presence of a Maintained Trend" (June 1988) (with Peter C.B. Phillips, Sam Ouliaris) [40pp, abstract] CFP 756]

CFDP 1181, "Nonstationary Density Estimation and Kernel Autoregression" (June 1998) (with Peter C.B. Phillips) [27pp, abstract]

CFDP 1182, "Asymptotics for Nonlinear Transformations of Integrated Time Series" (June 1998) (with Peter C.B. Phillips) [27pp, abstract] [CFP 980]

CFDP 1190, "Nonlinear Regressions with Integrated Time Series" (August 1998) (with Peter C.B. Phillips) [63pp, abstract] [CFP 1016]

CFDP 1223, "Nonstationary Binary Choice" (1999) (with Peter C.B. Phillips) [35pp, abstract] [CFP 1003]

CFDP 1245, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors" (December 1999) (with Yoosoon Chang, Peter C.B. Phillips) [43pp] abstract] [CFP 1032]

CFDP 1331, "Nonlinear Instrumental Variable Estimation of an Autoregression" (September 2001) (with Peter C.B. Phillips, Yoosoon Chang) [30pp, abstract] [CFP 1087]

CFP 703, "Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors." Journal of American Statistical Association (1988), 83(401): 111-115, 1988 (with Peter C.B. Phillips) [CFDP 802]

CFP 715, "Statistical Inference in Regressions with Integrated Processes: Part 1." Econometric Theory (1988), 4: 468-497 (with Peter C.B. Phillips) [CFDP 811R]

CFP 718, "On the Formulation of Wald Tests of Nonlinear Restrictions." Econometrica (September 1988), 56(5): 1065-1083 (with Peter C.B. Phillips) [CFDP 801]

CFP 722, "Statistical Inference in Regressions with Integrated Processes: Part 2." Econometric Theory (1989), 5: 95-131 (with Peter C.B. Phillips) [CFDP 819R]

CFP 756, "Testing for a Unit Root in the Presence of a Maintained Trend." In B. Raj, ed., Advances in Econometrics and Modelling, 1989, pp. 7-28  (with Sam Ouliaris, Peter C.B. Phillips) [CFDP 880]

CFP 980, "Asymptotics for Nonlinear Transformations of Integrated Time Series" Econometric Theory (1999), 15: 260-298 (with Peter C.B. Phillips) [CFDP 1182]

CFP 1003, "Nonstationary Binary Choice." Econometrica (September 2000), 68(5): 1249-1280 (with Peter C.B. Phillips) [CFDP 1223]

CFP 1016, "Nonlinear Regressions with Integrated Time Series." Econometrica (2001), 69(1):117-161 (with Peter C.B. Phillips) [CFDP 1190]

CFP 1032, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors." Econometrics Journal (2001), 4(1): 1-36 (with Yoosoon Chang, Peter C.B. Phillips) [CFDP 1245]

CFP 1087, "Nonlinear Instrumental Variable Estimation of an Autoregression." Journal of Econometrics (2004) 118: 219-246 (with Peter C.B. Phillips, Yoosoon Chang) [CFDP 1331]

CFDP 519, "Full Information Estimates of a Nonlinear Macroeconometric Model" (March 1979) (with Ray C. Fair) [34pp] [CFP 502]

CFDP 537, "An Algorithm for FIML and 3SLS Estimation of Large Nonlinear Models" (October 1979) [25pp, abstract] Reprinted in Econometrica (1982), 50: 81-95

CFP 502, "Full-Information Estimates of a Non-linear Macroeconometric Model." Journal of Econometrics (1980), 13(3): 269-291 (with Ray C. Fair) [CFDP 519]

CCDP Economics 212, "Price Flexibility and Unemployment" [16pp] (November 1947)

CCDP Economics 218, "Manufacturing 1921-41: Preliminary Report" [7pp] (February 1948)

CCDP Economics 251, Mathematical Appendix to "Involuntary Unemployment and the Keynesian Supply Function" [6pp] (February 1949)

CCDP Economics 291, "The Invalidity of Classical Monetary Theory: Summary" [20pp] (October 1950)

CFP 28a, "Relative Prices, Say's Law and the Demand for Money." Econometrica (April 1948), 16(2): 135-154

CFP 28b, "The Indeterminacy of Absolute Prices in Classical Economic Theory." Econometrica (January 1949), 17(1): 1-27

CFP 38b, "Involuntary Unemployment and the Keynesian Supply Function." The Economic Journal (1949), 59: 360-383

CFDP 1336, "Equilibrium Selection in Global Games with Strategic Complementarities" (November 2001) (with David M. Frankel, Stephen Morris) [62pp, abstract] [CFP 1075]

CFP 1075, "Equilibrium Selection in Global Games with Strategic Complementarities" Journal of Economic Theory (2003), 108: 1-44 (with David M. Frankel, Stephen Morris) [CFDP 1336]

CFP 1287, "Mediation, Arbitration and Negotiation." Journal of Economic Theory (2009), 144(4): 1397-1420 (with Maria Goltsman, Johannes Hörner, Francesco Squintani)

CFDP 726, "Optimal Cartel Equilibria with Imperfect Monitoring" (October 1984) (with D. Abreu, Ennio Stacchetti) [27pp, abstract] [CFP 656]

CFDP 791, "Toward a Theory of Discounted Repeated Games with Imperfect Monitoring" (April 1986) (with Dilip Abreu, Ennio Stacchetti) [34pp, abstract] [CFP 762]

CFDP 855, "Renegotiation-Proof Equilibria: Collective Rationality and Intertemporal Cooperation" (December 1987) [33pp, abstract]

CFDP 875, "Information and Timing in Repeated Partnerships" (May 1988) (with Dilip Abreu, Paul Milgrom) [37pp, abstract] Reprinted in Econometrica (1991), 59(6): 1713-1733

CFDP 892, "The Interaction of Implicit and Explicit Contracts in Repeated Agency" (December 1988) (with Ennio Stacchetti) [30pp, abstract] Reprinted in Games and Economic Behavior (April 1998), 23(1): 75-96

CFDP 920, "Renegotiation and Symmetry in Repeated Games" (May 1989) (with Dilip Abreu, Ennio Stacchetti) [35pp, abstract] [CFP 852]

CFDP 981, "A Bound of the Proportion of Pure Strategy Equilibria in Generic Games" (May 1991) (with Faruk Gul, Ennio Stacchetti) [12pp, abstract] Reprinted in Mathematics of Operations Research (August 1993), 18(3): 548-552

CFDP 983, "Repeated Games: Cooperation and Rationality" (June 1991) [43pp, abstract] Reprinted in J.J. Laffont (ed.), Advances in Economic Theory: Sixth World Congress, Cambridge University Press, 1992, pp. 132-174

CFDP 1446, "A Behavioral Model of Bargaining with Endogenous Types" (November 2003) (with Dilip Abreu) [59pp, abstract]

CFP 656, "Optimal Cartel Equilibria with Imperfect Monitoring." Journal of Economic Theory (June 1989), 39(1): 251-269 (with Dilip Abreu, Ennio Stacchetti) [CFDP 726]

CFP 726, "Psychological Games and Sequential Rationality." Games and Economic Behavior (1989), 1: 60-79 (with John Geanakoplos, Ennio Stacchetti)

CFP 762, "Toward a Theory of Discounted Repeated Games with Imperfect Monitoring." Econometrica (September 1990), 58(5): 1041-1063 (with Dilip Abreu, Ennio Stacchetti) [CFDP 791]

CFP 852, "Renegotiation and Symmetry in Repeated Games." Journal of Economic Theory (August 1993), 60(2): 217-240 (with Dilip Abreu, Ennio Stacchetti) [CFDP 920]

CFDP 325, "A Comparison of Alternative Estimators for a Dynamic Relationship Estimated from a Time Series of Cross-Sections When the Disturbances Are Small" (January 1972) [82pp]

CFDP 404, "The Estimation of a Dynamic Equation Following A Preliminary Test for Autocorrelation" (September 1975) [45pp]

CFDP 433, "The Small-Disturbance-Asymptotic Moments of the Instrumental Variables and Ordinary Least Squares Estimators for a Dynamic Equation with Correlated Errors" (July 1976) [26pp]

CFP 433, "The Deterrent Effect of Capital Punishment: Ehrlich and His Critics." The Yale Law Journal (1976), 85(3): 358-367

CFP 805, "Do Borders Matter? Soviet Economic Reform After the Coup." Brookings Papers on Economic Activity (1991), 2: 321-340 (with William D. Nordhaus, Thomas J. Richardson)

CFDP 1838, "Monitoring Leverage" (November 2011) (with John Geanakoplos) [18pp, abstract]

CFDP 1682, "Venture Capital and Sequential Investments" (November 2008) (with Dirk Bergemann, Ulrich Hege) [59pp, abstract]

CFDP 1682R, "Venture Capital and Sequential Investments" (March 2009) (with Dirk Bergemann, Ulrich Hege) [61pp, abstract]

CFDP 1682RR, "Venture Capital and Sequential Investments" (October 2009) (with Dirk Bergemann, Ulrich Hege) [abstract, 64pp]

CFDP 1559, "Lexicographic Composition of Simple Games" (2006) (with Barry O'Neill) [24pp, abstract] Reprinted in Games and Economic Behavior (March 2008), 62(2): 628-642 [doi:10.1016/j.geb.2007.06.005]

CFDP 1435, "Incidental Trends and the Power of Panel Unit Root Tests" (September 2003) (with Peter C.B. Phillips, Hyungsik R. Moon) [43pp, abstract] [CFP 1215]

CFP 1179, "On the Breitung Test for Panel Unit Roots and Local Asymptotic Power." Econometric Theory (2006), 22: 1179-1190 (with Benoit Perron, Peter C.B. Phillips)

CFP 1215, "Incidental Trends and the Power of Panel Unit Root Tests." Journal of Econometrics (2007), 141(2): 416-459 (with Hyungsik Roger Moon, Peter C.B. Phillips) [CFDP 1435]

CFDP 732, "Testing the Random Walk Hypothesis: Power Versus Frequency of Observation" (December 1984) (with Robert J. Shiller) [28pp, abstract] Reprinted in Economics Letters (1985), 18: 381-386

CFDP 795, "Testing for a Unit Root in Time Series Regression" (September 1987) (with Peter C.B. Phillips) [31pp, abstract] [CFP 706]

CFDP 1435, "Incidental Trends and the Power of Panel Unit Root Tests" (September 2003) (with Hyungsik R. Moon, Peter C.B. Phillips) [43pp, abstract]

CFP 681, "Does GNP Have a Unit Root?" Economics Letters (1987), 23: 139-145 (with Peter C.B. Phillips)

CFP 706, "Testing for a Unit Root in Time Series Regression." Biometrika (1988), 75(2): 355-346 (with Peter C.B. Phillips) [CFDP 795R]

CFP 1011, "Making Policy in a Changing World." In G. Perry and J. Tobin, eds., Economic Events, Ideas, and Policies, 2000, pp. 43-69 (with William C. Brainard)

CFDP 1323, "Information Structures in Optimal Auctions" (August 2001) (with Dirk Bergemann) [47pp, abstract] [CFP 1218]

CFP 1218, "Information Structures in Optimal Auctions," Journal of Economic Theory (2007), 137: 580-609 (with Dirk Bergemann) [CFDP 1323]

CFP 1134, "Abrupt Climate Change." Science (March 28, 2003), 299: 2005-2010 (with R.B. Alley, J. Marotzke, W.D. Nordhaus, J.T. Overpeck, R.A. Pielke Jr., R.T. Pierrehumbert, P.B. Rhines, T.F. Stocker, L.D. Talley, J.M. Wallace)

CFDP 185, "Factor-Price-Frontier Estimation of a 'Vintage' Production Model of the Post-war U.S. Nonfarm Business Sector" (May 1965) (with Edmond S. Phelps) [41pp] [CFP 253]

CFP 253, "Factor-Price-Frontier Estimation of a 'Vintage' Production Model of the Postwar United States Nonfarm Business Sector." Review of Economics and Statistics (June 1967), 8(2): 223-242 (with Edmund S. Phelps) [CFDP 185]

CFDP 101, "Capital Risk and Household Consumption: A Sequential Utility Analysis" (December 1960) [36pp]

CFDP 109, "The Accumulation of Risky Capital: A Discrete-Time Sequential Utility Analysis" (February 1961) [33pp] [CFP 192]

CFDP 110, "Long Term Consequences of the New View of Investment" (March 1961) [28pp]

CFDP 110R, "An Analysis of the New View of Investment" (Revised July 1961) [36pp] [CFP 188]

CFDP 133, "Substitution, Fixed Proportions, Growth and Distribution" (February 11962) [40pp] [CFP 199]

CFDP 160a, "On the Feasibility of Targeted Growth Through Taxation and the Social Virtue of Private Thrift" (September 1963) [22pp, includes CFDP 160b]

CFDP 161R, "Anticipated Inflation and Economic Welfare in a Neoclassical Model" (Revised April 1964) [38pp] [CFP 225]

CFDP 173, "Second Essay on the Golden Rule of Accumulation" (August 1964) [35pp] [CFP 232]

CFDP 176, "Models of Technical Progress and the Golden Rule of Research" (October 1964) [27pp]

CFDP 185 "Factor-Price-Frontier Estimation of a `Vintage' Production Model of the Post-war U.S. Nonfarm Business Sector" (May 1965) (with Charlotte Phelps) [41pp] [CFP 253]

CFDP 186, "A Model of Induced Invention, Growth and Distribution" (July 1965) (with E.M. Drandakis) [34pp]

CFDP 189, "Investment in Humans, Technological Diffusion and Economic Growth" (August 1965) (with Richard R. Nelson) [13pp] [CFP 236]

CFDP 190, "Investment in Humans, Technological Diffusion and the Golden Rule of Education" (August 1965) [12pp]

CFDP 191, "Absorptive Capacity and the Golden Rule of Accumulation" (August 1965) [16pp]

CFDP 194, "The Ramsey Problem and the Golden Rule of Accumulation" (October 1965) [54pp]

CFDP 196, "Axioms for Factor Augmenting Technical Progress" (October 1965) [15pp]

CFDP 199 ,"Quasi and Generalized Golden Rule Paths: A Study of Commanding Growth Paths" (November 1965) [34pp]

CFDP 214, "Optimal Employment and Inflation Over Time" (August 1966) [85pp]

CFP 188, "The New View of Investment: A Neoclassical Analysis." Quarterly Journal of Economics (1962), 76: 548-567 [CFDP 110R]

CFP 192, "The Accumulation of Risky Capital: A Sequential Utility Analysis." Econometrica (October 1962), 30(4): 729-743 [CFDP 109]

CFP 199, "Substitution, Fixed Proportions, Growth and Distribution." International Economic Review (September 1963), 4(3): 265-288 [CFDP 133]

CFP 225, "Anticipated Inflation and Economic Welfare." Journal of Political Economy (February 1965), 74(1): 1-17 [CFDP 161R]

CFDP 232, "Second Essay on the Golden Rule of Accumulation." American Economic Review (September 1965), 55(4): 793-814 [CFDP 173]

CFP 236, "Investment in Humans, Technological Diffusion, and Economic Growth." American Economic Review (1966), 56(2): 67-75 (with Richard R. Nelson) [CFDP 189]

CFP 253, "Factor-Price-Frontier Estimation of a 'Vintage' Production Model of the Postwar United States Nonfarm Business Sector." Review of Economics and Statistics (June 1967), 8(2): 223-242 (with Charlotte Phelps) [CFDP 185]

CFP 1134, "Abrupt Climate Change." Science (March 28, 2003), 299: 2005-2010 (with R.B. Alley, J. Marotzke, W.D. Nordhaus, J.T. Overpeck, J.T. Peteet, R.T. Pierrehumbert, P.B. Rhines, T.F. Stocker, L.D. Talley, J.M. Wallace)

CFDP 168, "The Monetary Mechanism: Some Partial Relationships" (April 1964) [173pp] [CFP 211]

CFDP 231, "Cross-Section Analysis and Bank Dynamics" (July 1967) (with Donald D. Hester) [49pp, NO p. 9] [CFP 284]

CFP 211, "The Monetary Mechanism: Some Partial Relationships." American Economic Review (May 1964), 54(3): 523-531 [CFDP 168]

CFP 284, "Cross-Section Analysis and Bank Dynamics." Journal of Political Economy (July/August 1968), 76(4): 755-776 (with Donald D. Hester) [CFDP 231]

CFM 25, Bank Management and Portfolio Behavior. New Haven: Yale University Press, 1975

CFP 1134, "Abrupt Climate Change." Science (March 28, 2003), 299: 2005-2010 (with R.B. Alley, J. Marotzke, W.D. Nordhaus, J.T. Overpeck, J.T. Peteet, R.A. Pielke Jr., P.B. Rhines, T.F. Stocker, L.D. Talley, J.M. Wallace)

CFDP 579, "Equilibria of a Two-Person Non-Zero Sum Noisy Game of Timing" (January 1981) [26pp, abstract]

CFDP 628, "Equilibria for a Three-Person Location Problem" (April 1982) (with Martin J. Osborne) [26pp, abstract]

CFDP 668, "Profit-Sharing in a Collusive Industry" (June 1983) (with Martin J. Osborne) [25pp, abstract] Reprinted in European Economic Review (1983), 22: 59-74

CFDP 980, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations" (May 1991) (with Peter C.B. Phillips) [54pp, abstract]

CFDP 1015, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative" (April 1992) (with Donald W.K. Andrews) [62pp, abstract] [CFP 879]

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

CFDP 1017, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection" (May 1992) (with Peter C.B. Phillips) [35pp, abstract] [CFP 878]

CFDP 1038, "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics" (October 1992) (with Peter C.B. Phillips) [66pp, abstract]

CFDP 1058, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative" (July 1993) (with Donald W.K. Andrews) [32pp, abstract] [CFP 916]

CFDP 1077, "Testing for Serial Correlation Against an ARMA(1,1) Process" (September 1994) (with Donald W.K. Andrews) [29pp, abstract] [CFP 933]

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

CFDP 1197, "Rissanen's Theorem and Econometric Time Series" (October 1998) (with Peter C.B. Phillips) [14pp, abstract] [CFP 1037]

CFDP 1120, "Empirical Limits for Time Series Econometric Models" (May 1999) (with Peter C.B. Phillips) [42pp, abstract] [CFP 1062]

CFDP 1748, "Optimal Estimation under Nonstandard Conditions" (January 2010) (with Peter C.B. Phillips) [19pp, abstract] Reprinted in Journal of Econometrics (August 2012), 169(2): 258-265 [CFP 1364]

CFP 878, "Posterior Odds Testing for a Unit Root with Data-based Model Selection." Econometric Theory (1994), 10: 774-808 (with Peter C.B. Phillips) [CFDP 1017]

CFP 879, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative." Econometrica (November 1994), 62(6): 1383-1414 (with Donald W.K. Andrews) [CFDP 1015]

CFP 916, "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present Only Under the Alternative." Annals of Statistics (1995), 23(5): 1609-1629 (with Donald W.K. Andrews) [CFDP 1058]

CFP 917, "An Asymptotic Theory of Bayesian Inference for Time Series." Econometrica (March 1996), 64(2): 381-412 (with Peter C.B. Phillips)

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

CFP 933, "Testing for Serial Correlation Against an ARMA (1,1) Process." Journal of the American Statistical Association (September 1996), 91(435): 1331-1342 (with Donald W.K. Andrews) [CFDP 1077]

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, Xuemei Liu) [CFDP 1124]

CFP 1037, "Rissanen's Theorem and Econometric Time Series." In Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity, Inference and Modelling, 2001, pp. 165-180 (with Peter C.B. Phillips) [CFDP 1197]

CFP 1062, "Empirical Limits for Time Series Econometric Models." Econometrica (March 2003), 71(2): 627-673 (with Peter C.B. Phillips) [CFDP 1220]

CFP 1109, "An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional." Oxford Bulletin of Economics and Statistics, 65, Supplement (December 2003), 65: 877-878 (with Peter C.B. Phillips)

CFP 1364, "Optimal Estimation under Nonstandard Conditions," Journal of Econometrics (August 2012), 169(2): 258-265 (with Peter C.B. Phillips) [CFDP 1748]

CFDP 605, "Asset Markets, General Equilibrium and the Neutrality of Money" (September 1981) (with Christophe Chamley) [22pp, abstract] [CFP 586]

CFDP 639, "We Can't Disagree Forever" (July 1982) (with John Geanakoplos) [14pp] [CFP 552]

CFDP 642, "On the Disaggregation of Excess Demand Functions" (August 1982) (with John Geanakoplos) [31pp, abstract]

CFDP 677, "Intertemporally Separable Overlapping Generations Economies" (September 1983) (with John Geanakoplos) [12pp] [CFP 606]

CFDP 764, "Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete" (August 1985) (with John Geanakoplos) [46pp, abstract] [CFP 652]

CFDP 778, "Walrasian Indeterminacy and Keynesian Macroeconomics" (October 1985) (with John Geanakoplos) [52pp, abstract] [CFP 1120]

CFDP 901, "Observability and Optimality" (October 1989) (with John Geanakoplos) [21pp, abstract] [CFP 752]

CFDP 1133, "Exchange and Optimality" (September 1996) (with S. Ghosal) [18pp, abstract] Reprinted in Economic Theory (April 1999), 13(3): 629-642

CFDP 1136, "Prices, Asset Markets and Indeterminacy" (November 1996) (with P. Siconolfi) [18pp, abstract] Reprinted in Journal of Economic Theory (1998), 82(1): 46-64

CFDP 1147, "Asset Markets and Investment Decisions" (February 1997) (with A. De Waegenaere, L. Ventura) [25pp, abstract] Reprinted in International Economic Review (2002), 43: 857-873

CFDP 1210, "Pareto Improving Price Regulation When the Asset Market Is Incomplete" (February 1999) (with P.J.J. Herings) [42pp, abstract] Reprinted in Economic Theory (2005), 25(1): 135-154

CFDP 1576, "Pareto Improving Taxes" (August 2006) (with J.D. Geanakoplos) [27pp, abstract] Reprinted in Journal of Mathematical Economics (2008), 44: 682-696 [CFP 1235]

CFDP 1662, "Pareto Improving Taxes" (May 2008) (with John Geanakoplos) [abstract, 28pp] Reprinted in Journal of Mathematical Economics (2008), 44: 682-696 [CFP 1235]

CFP 552, "We Can't Disagree Forever." Journal of Economic Theory, 28(1), 1982 (with John Geanakoplos) [9pp] [CFDP 639]

CFP 586, "Assets, General Equilibrium and the Neutrality of Money." Review of Economic Studies (1984), 51: 129-138 (with Christophe Chamley) [CFDP 605]

CFP 606, "Intertemporally Separable, Overlapping-Generations Economies." Journal of Economic Theory (December 1984), 34(2): 207-215 (with John Geanakoplos) [CFDP 677]

CFP 652, "Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete." In W. Heller, R. Starr and D. Starrett, eds., Uncertainty, Information and Communication, Essays in Honor of Kenneth J. Arrow, Vol. III, Cambridge University Press, 1986, pp. 65-95 (with John Geanakoplos) [CFDP 764]

CFP 752, "Observability and Optimality." Journal of Mathematical Economics (1990), 19: 153-165 (with John Geanakoplos) [CFDP 901]

CFP 1120, "Walrasian Indeterminacy and Keynesian Macroeconomics." Review of Economic Studies (1986), 53:755-779 (with with John Geanakoplos) [CFDP 778]

CFP 1235, "Pareto Improving Taxes." Journal of Mathematical Economics (2008), 44: 682-696 (with H.M. Polemarchakis) [CFDP 1576 & CFDP 1662]

CFP 1342, "Markets and Contracts," Journal of Mathematical Economics (May 2011), 47(3): 279-288 (with A. Bisin, J. Geanakoplos, Gottardi, E. Minelli)

CFDP 951, "A Functional Central Limit Theorem for Strong Mixing Stochastic Processes" (August 1990) (with Donald W.K. Andrews) [16pp, abstract] [CFP 870]

CFP 870, "An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes." International Statistical Review (1994), 62(1): 119-132 (with Donald W.K. Andrews) [CFDP 951]

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, A. Lefranc, I. Marx, M. Page, J. Ruiz-Castillo, M.J.S. Segundo, T. Tranaes, A. Trannoy, G.G. Wagner, I. Zubir)

CFDP 1895, "Likelihood Inference in Some Finite Mixture Models" (May 2013) (with Xiaohong Chen, Elie Tamer) [37pp, abstract]

CFDP 1117, "What is the Value of Scientific Knowledge? An Application to Global Warming Using the PRICE Model" (March 1996) (with William D. Nordhaus) [49pp, abstract] [CFP 941]

CFP 941, "What Is the Value of Scientific Knowledge? An Application to Global Warming Using the PRICE Model." The Energy Journal (1997), 18(1): 1-45 (with William D. Nordhaus) [CFDP 1117]

CFDP 88, "A Model of Bank Portfolio Selection" (January 1961) [61pp] [CFP 168]

CFP 168, "A Model of Bank Portfolio Selection." Yale Economic Essays (1961), 1(2): 323-359 [CFDP 88]

CFDP 1754, "Stochastic Search Equilibrium" (February 2010) (with Giuseppe Moscarini) [52pp, abstract]

CFDP 1484, "Rationality of Belief. Or: Why Bayesianism Is Neither Necessary Nor Sufficient for Rationality" (October 2004) (with Itzhak Gilboa, David Schmeidler) [20pp, abstract]

CFDP 1491, "Fact-Free Learning" (November 2004) (with Enriqueta Aragones, Itzhak Gilboa, David Schmeidler) [34pp, abstract] Reprinted in American Economic Review (2005), 95: 1355-1368

CFDP 1503, "Aggregation of Expert Opinions" (April 2005) (with Dino Gerardi, Richard McLean) [40pp, abstract] [CFP 1240]

CFDP 1752, "Pricing in Matching Markets" (January 2010) (with George Mailath, Larry Sameulson) [65pp, abstract]

CFDP 1810, "Pricing and Investments in Matching Markets" (July 2011) (with George J. Mailath, Larry Samuelson) [abstract, 68pp]

CFDP 1829, "Optimism and Pessimism with Expected Utility" (October 2011) (with David Dillenberger, Kareen Rozen) [19pp, abstract]

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

CFP 1240, "Aggregation of Expert Opinions." Games and Economic Behavior (March 2009), 65(2): 339-371 (with Dino Gerardi, Richard McLean) [CFDP 1503]

CFDP 1444, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?" (November 2003) (with Hannes Leeb) [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 Hannes Leeb) [18pp, abstract] Reprinted in Journal of Econometrics (2008), 142: 201-211

CFDP 794, "Survey Evidence on Diffusion of Interest Among Institutional Investors" (May 1986) (with Robert J. Shiller) [26pp, abstract] Reprinted in Journal of Economic Behavior and Organization (August 1989), 12(1): 47-66

CFDP 1640R, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals" (February 2008, revised July 2009) (with Xiaohong Chen) [abstract, 33pp] Reprinted in Journal of Econometrics (September 2009), 152: 46-60 [CFP 1277]

CFDP 1650, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments" (October 2008) (with Xiaohong Chen) [60pp, abstract]

CFDP 1650R, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals" (Revised July 2009) (with Xiaohong Chen) [50pp, abstract]

CFDP 1650RR, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals" (April 2008, Revised January 2011) (with Xiaohong Chen) [60pp, abstract] [CFP 1345]

CFDP 1683, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship" (November 2008) (with Xiaohong Chen, Yanqin Fan, Zhiliang Ying) [abstract, 38pp] Reprinted in Journal of Econometrics (July 2010), 157(1): 129-142 [CFP 1299]

CFDP 1897, "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models" (May 2013) (with Xiaohong Chen) [43pp, abstract]

CFP 1277, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals." Journal of Econometrics (September 2009), 152: 46-60 (with Xiaohong Chen) [CFDP 1640R]

CFP 1299, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship." Journal of Econometrics (July 2010), 157(1): 129-142 (with Xiaohong Chen, Yanqin Fan, Zhiliang Ying) [CFDP 1683]

CFP 1345, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica (January 2012), 80(1): 277-321, plus Supplement, Econometrica Supplementary Material (January 2012), 80(1): 1-27 (with Xiaohong Chen) [CFDP 1650RR]

CFDP 799, "Limiting Distributions of the Number of Pure Strategy Nash Equilibria in n-Person Games" (August 1986) [43pp, abstract] Reprinted in International Journal of Game Theory (1990), 19(3): 277-286

CFDP 1076, "Insurance Market Games: Scale Effects and Public Policy" (August 1994) (with Martin Shubik, Shuntian Yao) [26pp, abstract] Reprinted in Zeitschrift für Nationalökonomie (Journal of Economics) (1998), 67(2): 109-134

CFDP 1227, "Toward a Theory of Reinsurance and Retrocession" (June 1999) (with Martin Shubik) [47pp, abstract] Reprinted in Insurance: Mathematics and Economics (2001), 29(2): 271-290

CFDP 1413, "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales" (April 2003) (with David M. Schizer, Martin Shubik) [54pp, abstract] [CFP 1142]

CFDP 1521, "A Note on a 'Square-Root Rule' for Reinsurance" (June 2005) (with Martin Shubik) [8pp, abstract] Reprinted in Revista de Contabilidade e Finanças (Review of Accounting and Finance) (2006), 17(5):, 101-107

CFP 1142, "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales." Tax Law Review (2004), 57: 233-274 (with David M. Schizer, Martin Shubik) [CFDP 1413]

CCDP Statistics 383, "Trend Estimators and Serial Correlation" (with C.B. Winsten) [26pp] (February 1954)

CCDP Economics 230, "Some Experiments in Demand Analysis: Significance and Value of Results" [18pp] (November 1948)

CCDP Statistics 320, "Some Experiments in Demand Analysis (Section III)" [18pp] (November 1948)

CFDP 1555. "Repeated Games with Present-Biased Preferences" (January 2006) (with Hector Chade, Lones Smith) [24pp, abstract] Reprinted in Journal of Economic Theory (March 2008), 139(1): 157-175 [doi:10.1016/j.jet.2007.06.007]

CFDP 549, "An Application of the Khachian-Shor Algorithm to a Class of Linear Complementary Problems" (1978) (with Ilan Adler, Richard P. McLean) [12pp, abstract]

CFP 19b, "A Note on Macroeconomics." Econometrica (October 1946), 14(4): 299-302

CFDP 438, "Wages, the Terms of Trade, and the Exchange Rate Regime" (November 1976) [50pp, abstract] [CFP 445]

CFDP 493, "An Integrated Model of Household Flow-of-Funds Allocations" (July 1978) (with David Backus) [36pp, abstract] [CFP 503]

CFP 445, "The Exchange Rate Regime and Economic Policy in Theory and in Practice." Canadian Public Policy (Spring 1977), 11(2): 205-218 [CFDP 438]

CFP 470, "Dynamic Models of Portfolio Behavior: More on Pitfalls in Financial Model Building." American Economic Review (June 1978), 68(3):403-409

CFP 503, "An Integrated Model of Household Flow-of-Funds Allocations." Journal of Money, Credit, and Banking (May 1980), 12(2): 399-421 (with David Backus) [CFDP 493]