CFDP 155, "On the Consumer's Lifetime Allocation Process" (1963) [35pp] [CFP 223]

CFDP 156, "Consumption-Saving Decisions When the Horizon is Random" (March 1963) [41pp]

CFDP 158, "On the Existence of an Optimal Plan in a Continuous-Time Allocation Process" (May 1963) [25pp] [CFP 220]

CFDP 171, "Convexity in the Theory of Choice Under Risk" (1964) [21pp] [CFP 227]

CFDP 188, "A Model of Fixed Capital Without Substitution" (1965) (with Robert M. Solow, James Tobin, Christian C. Von Weisazacker) [84pp] [CFP 241]

CFDP 195, "A Re-Examination of the Pure Consumption Loans Model" (1965) (with David Cass) [29pp] [CFP 240]

CFDP 198, "Individual Saving, Aggregate Capital Accumulation, and Efficient Growth" (1965) (with David Cass) [45pp] [CFP 259]

CFDP 215 ,"A Note on the Role of Money in Providing Sufficient Intermediation" (1966) (with David Cass) [30pp]

CFP 220, "On the Existence of an Optimal Plan in a Continuous-Time Allocation Process." Econometrica (October 1964), 32(4): 576-590 [CFDP 158]

CFP 223, "On the Consumer's Lifetime Allocation Process." International Economic Review (September 1964), 5(3): 304-317 [CFDP 155]

CFP 227, "Convexity in the Theory of Choice Under Risk." Quarterly Journal of Economics (1965), 79: 278-289 [CFDP 171]

CFP 230, "Uncertain Lifetime, Life Insurance, and the Theory of the Consumer." Review of Economic Studies (1965), 32(2): 137-150

CFP 240, "A Re-Examination of the Pure Consumption Loans Model." Journal of Political Economy (1966), 74(4): 353-367 (with David Cass) [CFDP 195]

CFP 241, "Neoclassical Growth with Fixed Factor Proportions." Review of Economic Studies (April 1966), 33(2): 79-115 (with James Tobin, Robert M. Solow, James Tobin, C.C. von Weizsacker) [CFDP 188]

CFP 259, "Individual Saving, Aggregate Capital Accumulation, and Efficient Growth." In Karl Shell, ed., Essays on the Theory of Optimal Economic Growth, MIT Press, 1967, pp. 233-268 (with David Cass) [CFDP 198]

CFDP 1094, "Dumb Bugs and Bright Noncooperative Players: Games, Context and Behavior" (with Thomas Quint, Martin Shubik) [31pp, abstract]

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, Nathan M. Palmer) [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, Nathan M. Palmer) [CFDP 1852]

CFDP 1317, "A Practical Competitive Market Model for Indivisible Commodities" (2001) [9pp, abstract]

CFDP 1318, "Perfectly Fair Allocations with Indivisibilities" (2001) (with Ning Sun) [17pp, abstract]

CFDP 1347, "On Fair Allocations and Indivisibilities" (2001) (with Ning Sun) [23pp] abstract]

CFDP 1350, "An Optimal Fair Job Assignment Problem" (2002) [19pp, abstract]

CFP 930, "A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies." American Economic Review (September 1996), 86(4): 741-765 (with William D. Nordhaus)

CFDP 814R, "A Strategic Market Game with Complete Markets" (1987) (with Rabah Amir, Martin Shubik) [25pp, abstract] [CFP 757]

CFDP 850R, "The Noncooperative Equilibria of a Trading Economy with Complete Markets and Consistent Prices" (1987) (with Siddhartha Sahi) [31pp]

CFDP 871, "Gold, Liquidity and Secured Loans in a Multistage Economy. Part I: Gold as Money" (1988) (with Martin Shubik) [45pp, abstract] [CFP 731]

CFDP 903, "The Transactions Cost of Money (A Strategic Game Analysis)" (1989) (with Martin Shubik) [24pp, abstract] [CFP 789]

CFDP 904, "Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold" (1989) (with Martin Shubik) [29pp, abstract] [CFP 770]

CFDP 1014, "Transactions Loans, Intertemporal Loans, Variable Velocity, the Rates of Interest and Commodity Money: Part 1. Transactions Loans" (1992) (with Martin Shubik) [24pp, abstract]

CFDP 1046, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part I" (1993) (with Martin Shubik) [42pp, abstract]

CFDP 1050, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part II" (1993) (with Martin Shubik) [32pp, abstract]

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

CFP 731, "Gold, Liquidity and Secured Loans in a Multistage Economy, Part I: Gold as Money." Journal of Economics (1989), 49(3): 245-277 (with Martin Shubik) [CFDP 871]

CFP 757, "A Strategic Market Game with Complete Markets." Journal of Economic Theory (June 1990), 51(1): 126-143 (with Rabah Amir, Siddharta Sahi, Martin Shubik) [CFDP 814R]

CFP 770, "Gold, Liquidity and Secured Loans in a Multistage Economy, Part II: Many Durables, Land and Gold." Journal of Economics (1990), 52(1): 1-23 (with Martin Shubik) [CFDP 904]

CFP 789, "The Transactions Cost of Money (A Strategic Market Game Analysis)." Mathematical Social Sciences (July 1991), 59(4): 967-980 (with Martin Shubik) [CFDP 903]

CFDP 1344, "Believe and Let Believe: Axiomatic Foundations for Belief Dependent Utility Functionals" (2001) [20pp, abstract]

CFDP 1352, "I'll See It When I Believe It — A Simple Model of Cognitive Consistency" (February 2002) [45pp, abstract]

CFDP 1411, "Committee Design in the Presence of Communication" (2003) (with Dino Gerardi) [42pp, abstract]

CFDP 1411R, "Information Acquisition in Committees" (5/2007) (with Dino Gerardi) [53pp, abstract] [CFP 1238]

CFP 1238, "Information Acquisition in Committees." Games and Economic Behavior (2008), 62: 436-459 (with Dino Gerardi) [CFDP 1411R]

CCDP Economics 2065, "Non-linear Self-excited Oscillations and Business Cycles" [20pp] (1953)

CFDP 861, "A Centered Projective Algorithm for Linear Programming" (1988) (with Michael J. Todd) [40pp, abstract] [CFP 769]

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

CFDP 1775, "Mechanism Design with Limited Information: The Case of Nonlinear Pricing" (November 2010) (with Dirk Bergemann, Ji Shen, Yun Xu) [12pp, abstract]

CFDP 1859, "Multi-dimensional Mechanism Design with Limited Information" (April 2012) (with Dirk Bergemann, Ji Shen, Yun Xu) [22pp, abstract]

CFDP 1691, "Efficient Estimation of Copula-based Semiparametric Markov Models" (Updated March 2009) (with Xiaohong Chen, Wei Biao Wu) [55pp, abstract] [CFP 1284]

CFP 1284, "Efficient Estimation of Copula-based Semiparametric Markov Models." Annals of Statistics (2009), 37(6B): 4214-4253 (with Xiaohong Chen, Wei Biao Wu) [CFDP 1691]

CFP 1086, "Waiting to Persuade." Quarterly Journal of Economics (2004), 223-248

CFDP 1683, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship" (November 2008) (with Xiaohong Chen, Yanqin Fan, Demian Pouzo) [abstract, 38pp] [CFP 1299]

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, Demian Pouzo) [CFDP 1683]

CFP 580. "Future Carbon Dioxide Emissions from Fossil Fuels." In Changing Climate (Report of the Carbon Dioxide Assessment Committee), National Academy Press, 1983, pp. 87-153 (with William D. Nordhaus)

CFDP 1108, "Evaluating the Probability of Failure of a Banking Firm" (1995) (with Moshe Buchinsky) [53pp, abstract]

CFDP 478, "The Nucleolus as a Noncooperative Game Solution" (1978) (with Martin Shubik) [15pp] Reprinted in P.C. Ordeshook (ed.), Game Theory and Political Science, New York University Press, 1978, pp. 511-527

CFDP 1396, "Who Refers To Whom: A Study of Research References and the Relationship between Research Reports and Final Publication" (2003) (with Samuel McCarthy, Martin Shubik) [23pp, abstract]

CFDP 1309, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate" (2001) (with Peter C.B. Phillips) [22pp, abstract] [CFP 1124 and 1347]

CFDP 1392, Jackknifing Bond Option Prices" (2003) (with Peter C.B. Phillips) [51pp, abstract] [CFP 1119]

CFDP 1523, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations" (June 2005) (with Peter C.B. Phillips) [27pp, abstract] Reprinted in Journal of Econometrics (2009), 150(2): 139-150 [doi:10.1016/j.jeconom.2008.12.006]

CFDP 1550, "Indirect Inference for Dynamic Panel Models" (2006) (with Christian Gouriéroux, Peter C.B. Phillips) [20pp, abstract] [CFP 1301]

CFDP 1596, "Simulation-based Estimation of Contingent-claims Prices" (2007) (with Peter C.B. Phillips) [abstract, 30pp] [CFP 1279]

CFDP 1597, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance" (January 2007) (with Peter C.B. Phillips) [abstract, 34pp] Reprinted in T.G. Andersen, R.A. Davis, J.P. Kreiss, and Mikosch, eds., Handbook of Financial Time Series. Springer, 2009, pp. 497-530

CFDP 1598, "Information Loss in Volatility Measurement with Flat Price Trading" (2007) (with Peter C.B. Phillips) [abstract, 27pp]

CFDP 1699, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?" (June 2009) (with Peter C.B. Phillips, Yangru Wu) [abstract, 36pp] Reprinted in International Economic Review  (February 2011), 52(1): 201–226 [CFP 1349]

CFDP 1770, "Dating the Timeline of Financial Bubbles during the subprime Crisis" (September 2010) (with Peter C.B. Phillips) [abstract, 40pp] Reprinted in Quantitative Economics (November 2010), 1(2): 455-491 [CFP 1348]

CFDP 1778, "Bias in Estimating Multivariate and Univariate Diffusions" (January 2011) (with Xiaohu Wang, Peter C.B. Phillips) [37pp, abstract] Reprinted in Journal of Econometrics (2011), 161(2): 228-245 [CFP 1343]

CFDP 1842, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior" (January 2012) (with Peter C.B. Phillips, Shu-Ping Shi) [31pp, abstract]

CFDP 1843, "Testing for Multiple Bubbles" (January 2012) (with Peter C.B. Phillips, Shu-Ping Shi, ) [66pp, abstract]

CFP 1119, "Jackknifing Bond Option Prices," Review of Financial Studies, (2005), 18(2): 707-742 (with Peter C.B. Phillips) [CFDP 1392]

CFP 1124, "A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate." Econometrics Journal (December 2001), 4(2): 210-224 (with Peter C.B. Phillips) [CFDP 1309] "Corrigendum. "Econometrics Journal (February 2011), 14(4), 126-129 [CFP 1347]

CFP 1152, "Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics." Statistical Science (2005), 20(4): 338-343 (with Peter C.B. Phillips)

CFP 1167, "Comment." Journal of Business and Economic Statistics (April 2006), 24(2): 202-208 (with Peter C.B. Phillips)

CFP 1279, "Simulation-based Estimation of Contingent-claims Prices." Review of Financial Studies (March 2009), 22(9): 3669-3705 (with Peter C.B. Phillips) [CFDP 1596]

CFP 1301, "Indirect Inference for Dynamic Panel Models" (with Peter C.B. Phillips, Christian Gouriéroux) Journal of Econometrics (July 2010), 157: 68-77 [CFDP 1550]

CFP 1343, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics (2011), 161(2): 228-245 (with Xiaohu Wang, Peter C.B. Phillips) [CFDP 1778]

CFP 1347, "Corrigendum to ‘A Gaussian Approach for Continuous Time Models of Short-term Interest Rates’, [CFP 1124]" Econometrics Journal (February 2011), 14(4), 126-129 (with Peter C.B. Phillips) [CFDP 1309]

CFP 1348, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics (November 2010), 1(2): 455-491 (with Peter C.B. Phillips) [CFDP 1770]

CFP 1349, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?" International Economic Review  (February 2011), 52(1): 201–226 (with Peter C.B. Phillips, Yangru Wu) [CFDP 1699]

CFP 1351, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory (February 2012), 28(1): 207-217 (with Peter C.B. Phillips)