CCDP Economics 203, "Letter and Questionnaire from Chairman Taft of the Joint Committee of the Economic Report. Answers from Jacob Marschak" [10pp] (1947)

CFDP 1742, "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta Approaching 1 and a Folk Theorem" (December 2009, revised August 2010) (with Johannes Hörner, Takuo Sugaya, Nicolas Vieille) [abstract, 46pp] [CFP 1333]

CFDP 1772, "Interdependent Preferences and Strategic Distinguishability" (September 2010) (with Dirk Bergemann, Stephen Morris) [44pp, abstract]

CFDP 1772R, "Interdependent Preferences and Strategic Distinguishability" (September 2010, Revised February 2011) (with Dirk Bergemann, Stephen Morris) [42pp, abstract]

CFDP 1846, "Efficient Auctions and Interdependent Types" (January 2012) (with Dirk Bergemann, Stephen Morris) [14pp, abstract] Reprinted in American Economic Review: Papers & Proceedings (May 2012), 102(3): 319–324 [CFP 1360]

CFDP 1848, "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games" (February 2012) (with Johannes Hörner, Nicolas Vieille) [20pp, abstract]

CFP 1333, "Recursive Methods in Discounted Stochastic Games: An Algorithm for delta approaching 1 and a Folk Theorem." Econometrica (July 2011), 79(4): 1277-1318 (with Johannes Hörner, Takuo Sugaya, Nicolas Vieille) [CFDP 1742]

CFP 1360, "Efficient Auctions and Interdependent Types, " American Economic Review: Papers & Proceedings (May 2012), 102(3): 319–324 (with Dirk Bergemann, Stephen Morris) [14pp, abstract] [CFDP 1846]

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., R.T. Pierrehumbert, P.B. Rhines, T.F. Stocker, J.M. Wallace)

CFDP 600, "Algorithms for the Linear Complementarity Problem Which Allow an Arbitrary Starting Point" (1981) (with Ludo Van der Heyden) [24pp] [CFP 599]

CFP 599, "Algorithms for the Linear Complementarity Problem Which Allow an Arbitrary Starting Point." In Homotopy Methods and Global Convergence, Nato Conference Series II, Plenum Press, 1983, pp. 267-285 (with Ludo Van der Heyden) [CFDP 600]

CFP 687, "Simplicial Variable Dimension Algorithms for Solving the Nonlinear Complementarity Problem on a Product of Unit Simplicies Using a General Labelling." Mathematics of Operations Research (August 1987), 12(3): 377-397 (with G. Van der Laan, Ludo Van der Heyden)

CFDP 1836, "Sensitivity Analysis in Semiparametric Likelihood Models" (November 2011) (with Xiaohong Chen, Alexander Torgovitsky) [58pp, abstract]

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

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

CFP 1384, "Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data," Econometric Theory (August 2013), 29(4): 838-856 (with Yazhen Wang, Xiaohong Chen)

CFDP 1644, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects" (2008) (with Xiaohong Chen, Han Hong) [abstract, 50pp] [CFP 1223]

CFP 1223, "Semiparametric Efficiency in GMM Models with Auxiliary Data." The Annals of Statistics (2008), 36(2): 808-843 (with Xiaohong Chen, Han Hong) [CFDP 1644]

CFDP 1844, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility" (January 2012) (with Giuseppe Cavaliere, Peter C.B. Phillips, Stephan Smeekes) [35pp, abstract]

CFDP 564, "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models" (1980) (with Ray C. Fair) [41pp] [CFP 575]

CFDP 921, "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations" (1989) (with Ray C. Fair) [22pp, abstract] [CFP 764]

CFP 575, "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models." Econometrica (July 1983), 51(4): 1169-1185 (with Ray C. Fair) [CFDP 564]

CFP 764, "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations." Journal of Applied Econometrics (1990), 5: 381-392 (with Ray C. Fair) [CFDP 921]

CCDP Economics 2090, "Commodity Futures II: Gains and Losses of Hedgers and Futures-Speculators" (with H.S. Houthakker) [20pp] (December 1953)

CCDP Economics 2091, "Commodity Futures III: Some Empirical Results on Hedgers' Behavior" (with H.S. Houthakker) [12pp. (December 1953)

CCDP Economics 2104, "Safety First, Short Hedging and the Commodity" [18pp] (1954)

CCDP Economics 2107, "Application of Safety First to Hedging" [12pp] (1954)

CCDP Statistics 384, "Analysis of Variance with a Certain Linear Restriction" (with F.A. Bobkoski) [5pp] (1954)

CFDP 183, "Optimal Output and Price Policies for General Distributed Lag Demand Equations" (1965) (with Robert L. Graves) [73pp]

CFP 278, "An Infinite-Horizon Discrete-Time Quadratic Program as Applied to a Monopoly Problem." Econometrica (April 1967), 35(2): 235-272 (with Robert L. Graves)

CCDP Economics 296a, Appendix I and II to Economics 296 by Kenneth J. Arrow and L. Hurwicz) (1950)

CCDP Statistics 351, "Computation at the Cowles Commission" [5pp] (1950)

CFDP 1697R, "Rationalizable Implementation" (Revised January 2010) (with Dirk Bergemann, Stephen Morris) [29pp, abstract] Reprinted in Journal of Economic Theory (May 2011), 146(3): 1253–1274 [CFDP 1697R]

CFP 1328, "Rationalizable Implementation." Journal of Economic Theory (May 2011), 146(3): 1253–1274 (with Dirk Bergemann, Stephen Morris) [CFDP 1697R]

CFDP 294, "Time Series Regression with Linear Constraints" (1970) (with E.J. Hannan) [22pp] Reprinted in International Economic Review (June 1972), 13(2): 189-200

CFDP 91, "A Keynesian Model Extended by Explicit Demand and Supply Functions for Investment-Goods" (1960) [44pp] Reprinted in Stockholm Economic Studies, Pamphlet Series 2, 1964

CFP 956, "Irving Fisher (1867-1947) in Retrospect." American Economic Review (1997), 87(2): 430-447 (with James Tobin, Robert M. Solow, Richard H. Hall, Robert W. Dimand, William J. Barber)

CFDP 1876, "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets" (September 2012) (with Karl E. Case, Robert J. Shiller) [40pp, abstract]

CFP 835, "Consistent Solutions in Atomless Economies." Econometrica (May 1993), 61(3): 575-587 (with Lin Zhou)

CFDP 1745, "Leverage Causes Fat Tails and Clustered Volatility" (January 2010) (with J. Doyne Farmer, John Geanakoplos) [abstract, 19pp]

CFDP 1745R, "Leverage Causes Fat Tails and Clustered Volatility" (January 2010, Revised November 2011) (with J. Doyne Farmer, John Geanakoplos) [14pp, abstract] [CFP 1371]

CFP 1371, "Leverage Causes Fat Tails and Clustered Volatility," Quantitative Finance (May 2012), 12:5: 695-707 (with Stefan Thurner, J. Doyne Farmer) [CFDP 1745R]

CCDP Economics 2025, Review of Klein's CFM 11 [6pp] (1951)

CCDP Economics 2113, "Stochastic Linear Programming" [1p] (1954)

CFM 5, The Variate Difference Method. Bloomington: Principia Press, 1940

CFDP 977, "Vector Autoregression and Causality" (1991) (with Peter C.B. Phillips) [51pp, abstract] [CFP 858]

CFDP 978, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study" (1991) (with Peter C.B. Phillips) [30pp, abstract] [CFP 854]

CFDP 1001, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study" (1991) (with Peter C.B. Phillips) [42pp, abstract] [CFP 890]

CFP 854, "The Spurious Effect of Unit Roots on Vector Autoregressions." Oxford Economic Papers (1993), 59: 229-255 (with Peter C.B. Phillips) [CFDP 978]

CFP 858, "Vector Autoregression and Causality." Econometrica (November 1993), 61(6): 1367-1393 (with Peter C.B. Phillips) [CFDP 977]

CFP 890, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study." Econometric Reviews (1994), 13(2): 259-285 (with Peter C.B. Phillips) [CFDP 1001]

CFDP 861, "A Centered Projective Algorithm for Linear Programming" (1988) (with Yinyu Ye) [40pp, abstract] [CFP 769]

CFDP 1415, "Two New Proofs of Afriat's Theorem" (2003) (with A. Fostel, H.E. Scarf) [10pp, abstract] [CFP 1145]

CFP 769, "A Centered Projective Algorithm for Linear Programming." Mathematics of Operations Research (August 1990), 15(3): 508-529 (with Yinyu Ye) [CFDP 861]

CFP 1145, "Two New Proofs of Afriat's Theorem." Economic Theory (2004), 24(1): 211-219 (with A. Fostel, Herbert E. Scarf) [CFDP 1415]

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

CFDP 280, "Economic Aspects of Information" (1969) [18pp] Reprinted in Journal of Economics (1971) 31(1-2): 1-12

CFP 317, "A New Look at International Income Inequalities." Economia Internazionale (1969), 22: 3-27 (with Alan P. Kirman)

CFDP 1836, "Sensitivity Analysis in Semiparametric Likelihood Models" (November 2011) (with Xiaohong Chen, Elie Tamer) [58pp, abstract]

CCDP Economics 2056, "Some Game Theoretic Points of View on Scientific Research" [14pp] (1952)

CCDP Economics 2060, "A Theory for the Value of a Message and Systems for Codifying Possible Messages" [5pp] (1952)

CCDP Economics 2062, "The Problem of Finding Optimal Decisions" [4pp] (1952)

CCDP Economics 2074, ""The Best Can be an Enemy of the Good" [11pp] (1953)

CCDP Economics 2078, "Conditions under which Communication Is Superfluous" (with Jacob Marschak) [5pp] (1953)

CCDP Economics 2080, "Introduction to a Study of Decision-making" [22pp] (1953)

CCDP Economics 2081, "The Problem of Constructing Indicators of Goodness" [16pp] (1953)

CCDP Economics 2084, "Decision-making in a Non-neutral World" [7pp] (1953)

CCDP Economics 2100, "A Model for Stochastic Decision Making" [5pp] (1954)

CCDP Mathematics 421, "Some General Mean Value Operations, and Matrice-operations Related to 'Min' and 'Max' Operations" [10pp] (1953)

CCDP Mathematics 422, "How to Find Optimal Admissible Summations Ways" [11pp] (1953)

CCDP Mathematics 424, "How to Find Optimal Solutions to Assignment Problems" [22pp] (1953)

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

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

CCDP Economics 2098, "Communication in Networks" (with Roy Radner) [9pp] (1954)

CFDP 312, "Systems of Indirect Management in a Planned Economy: Effectiveness Models and Their Applications in Poland" (1971) [228pp] Published as a book, Panstwowe Wydawn, 1973

CFDP 964, "A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)" (1990) (with Martin Shubik) [24pp, abstract] [CFP 812]

CFDP 1043, "A Strategic Market Game with Seigniorage Costs of Fiat Money" (1993) (with Martin Shubik) [15pp, abstract] [CFP 1033]

CFDP 1313, "International Finance in General Equilibrium" (2001) (with John Geanakoplos) [50pp, abstract] [CFP 1082]

CFP 812, "A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)." Journal of Economics (1992), 55(2): 123-150 (with Martin Shubik) [CFDP 964]

CFP 1033, "A Strategic Market Game with Seigniorage Costs of Fiat Money." Economic Theory (2002), 19(1): 187-201 (with Martin Shubik) [CFDP 1043]

CFP 1082, "International Finance in General Equilibrium." Research in Economics (2002), 56: 85-14 (with John Geanakoplos) [CFDP 1313]

CFDP 1012, "Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets" (1992) (with Robert J. Shiller, Fumiko Kon-Ya) [51pp, abstract] [CFP 922]

CFP 922, "Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection." Review of Economics and Statistics (1996) 78(1): 156-164 (with Robert J. Shiller, Fumiko Kon-Ya) [CFDP 1012]

CFDP 1802, "Dynamic Strategic Information Transmission" (May 2011, Revised June 2011) (with Mikhail Golosov, Vasiliki Skreta, Andrea Wilson) [abstract, 48pp]

CFDP 1816, "Information Aggregation, Investment, and Managerial Incentives" (August 2011) (with Elias Albagli, Christian Hellwig) [37pp, abstract]

CFDP 1827, "A Theory of Asset Prices Based on Heterogeneous Information" (October 2011) (with Elias Albagli, Christian Hellwig) [43pp, abstract]

CCDP Mathematics 426, "Transformation of Dual Linear Programs: Summary" [3pp] (1954)

CFDP 712, "Nuclear Warfare, C₃I and First and Second Scenarios (A Sensitivity Analysis)" (1984) (with Martin Shubik, Paul Bracken, Moshe Haviv) [31pp] Reprinted in The Proceedings Volume of the Seventh MIT/ONR Workshop on C3 Systems, 1984

CFP 1300, "Property Derivatives for Managing European Real-Estate Risk" (with Frank J. Fabozzi, Robert J. Shiller) European Financial Management (2010), 16(1): 8-26