| No. |
Author(s) |
Title |
| CFDP 1390 |
Hyungsik Roger Moon
Phillips, Peter C.B. |
"GMM Estimation of Autoregressive
Roots Near Unity with Panel Data" (January 2003) [62pp, abstract] |
| CFDP 1391 |
Zinde-Walsh, Victoria
Phillips, Peter C.B. |
"Fractional Brownian Motion as a
Differentiable Generalized Gaussian Process" (January 2003) [10pp, abstract] Reprinted in K. Athreya, M. Majumdar, M. Puri and
E. Waymire, eds., Probability, Statistics and Their Applications: Papers in Honor of
Rabi Bhattacharya, Vol. 41, pp. 285-292 [CFP 1115] |
| CFDP 1392 |
Phillips, Peter C.B.
Yu, Jun |
"Jackknifing Bond Option Prices"
(January 2003) [51pp, abstract]
Reprinted in Review of Financial Studies, (2005), 18(2): 707-742 [CFP 1119] |
| CFDP 1393 |
Phillips, Peter C.B. |
"Vision and Influence in Econometrics:
John Denis Sargan" (January 2003) [19pp, abstract] Reprinted in Econometric Theory (2003), 19: 495-511 [CFP 1054] |
| CFDP 1394 |
Morris, Stephen
Ui, Takashi |
"Generalized Potentials and Robust
Sets of Equilibria (January 2003) [36pp, abstract]
Reprinted in Journal of Economic Theory (2005), 124: 45-78 |
| CFDP 1395 |
Brown, Donald J.
Wegkamp, Marten H. |
"Tests of Independence in Separable
Econometric Models" (January 2003) [19pp, abstract] |
| CFDP 1395R |
Brown, Donald J.
Deb, Rahul
Wegkamp, Marten H. |
"Tests of Independence in Separable
Econometric Models: Theory and Application" (Revised October 2006) [26pp, abstract] |
| CFDP 1395RR |
Brown, Donald J.
Deb, Rahul
Wegkamp, Marten H. |
"Tests of Independence in Separable
Econometric Models: Theory and Application" (Revised December 2007) [23pp, abstract] |
| CFDP 1396 |
McCarthy, Samuel
Shubik, Martin
Yu, Jianfeng |
"Who Refers To Whom: A Study of
Research References and the Relationship between Research Reports and Final
Publication" (January 2003) [23pp, abstract] |
| CFDP 1397 |
Phillips, Peter C.B. |
"Laws and Limits of Econometrics"
(February 2003) [32pp, abstract]
Reprinted in The Economic Journal (2003), 113(4&6): C26-C52 [CFP 1081] |
| CFDP 1398 |
Phillips, Peter C.B.
Sul, Donggyu |
"The Elusive Empirical Shadow of
Growth Convergence" (February 2003) [36pp, abstract] |
| CFDP 1399 |
Brown, Donald J.
Calsamiglia, Caterina |
"The Strong Law of Demand"
(February 2003) [12pp, abstract] |
CFDP 1399R |
Brown, Donald J.
Calsamiglia, Caterina |
"Rationalizing and Curve-Fitting
Demand Data with Quasilinear Utilities" (Revised July 2004) [11pp, abstract] |
| CFDP 1400 |
Morris, Stephen
Shin, Hyun Song |
"Catalytic Finance: When Does It
Work?" (February 2003) [20pp, abstract]
Reprinted in Journal of International Economics (2006), 70: 161-177 |
| CFDP 1401 |
Morris, Stephen |
"Coordination, Communication and
Common Knowledge: A Retrospective on Electronic Mail Game" (February 2003) [23pp, abstract] Reprinted in Oxford Review of
Economic Policy (2002), 18(4): 433-445 [CFP 1060] |
| CFDP 1402 |
Morris, Stephen
Shin, Hyun Song |
"Heterogeneity and Uniqueness in
Interaction Games" (February 2003) [44pp, abstract] Reprinted in The Economy as an Evolving
Complex System III, ed. by L. Blume and S. Durlauf, Oxford University Press, 2005,
pp. 207-242 |
| CFDP 1403 |
Hale, Galina |
"Bonds or Loans? The Effect of
Macroeconomic Fundamentals" (February 2003, revised September 2005) [53pp, abstract] |
| CFDP 1404 |
Andrews, Donald W.K.
Kim, Jae-Young |
"End-of-Sample Cointegration Breakdown
Tests" (March 2003) [55pp, abstract]
Reprinted in Journal of Business and Economic Statistics (2006), 24: 379-394 |
| CFDP 1405 |
Amato, Jeffrey D.
Morris, Stephen
Shin, Hyun Song |
"Communication and Monetary
Policy" (March 2003) [21pp, abstract]
Reprinted in Oxford Review of Economic Policy (2002), 18(4): 495-503 [CFP 1127] |
| CFDP 1406 |
Allen, Franklin
Morris, Stephen
Shin, Hyun Song |
"Beauty Contests, Bubbles and Iterated
Expectations in Asset Markets" (March 2003) [37pp, abstract] Reprinted as Beauty Contests and Bubbles," Review
of Financial Studies (2006), 19: 719-752 |
| CFDP 1407 |
Phillips, Peter C.B.
Sun, Yixiao
Jin, Sainan |
"Consistent HAC Estimation and Robust
Regression Testing Using Sharp Origin Kernels with No Truncation" (March 2003) [50pp,
abstract] |
| CFDP 1408 |
Roemer, John E. |
"Eclectic Distributional Ethics"
(March 2003) [26pp, abstract] Reprinted
in Politics, Philosophy and Economics (2004), 3(3): 267-281 [CFP 1140] |
| CFDP 1409 |
Roemer, John E. |
"Political Equilibrium with Private
or/and Public Campaign Finance: A Comparison of Institutions" (March 2003) [60pp, abstract] |
| CFDP 1410 |
Roemer, John E. |
"Indeterminacy of Citizen-Candidate
Equilibrium" (March 2003) [9pp, abstract] |
| CFDP 1411 |
Gerardi, Dino
Yariv, Leeat |
"Committee Design in the Presence of
Communication" (March 2003) [42pp, abstract] |
| CFDP 1411R |
Gerardi, Dino
Yariv, Leeat |
"Information Acquisition in
Committees" (Revised May 2007) [53pp, abstract]
Reprinted in Games and Economic Behavior (2008), 62: 436-459 [CFP 1238] |
| CFDP 1412 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Price Competition"
(April 2003) [45pp, abstract] |
| CFDP 1413 |
Powers, Michael R.
Schizer, David M.
Shubik, Martin |
"Market Bubbles and Wasteful
Avoidance: Tax and Regulatory Constraints on Short Sales" (April 2003) [54pp, abstract] Reprinted in Tax Law Review (2004), 57: 233-274
[CFP 1142] |
| CFDP 1414 |
Quint, Thomas
Shubik, Martin |
"On Local and Network Games"
(April 2003) [23pp, abstract] |
| CFDP 1415 |
Fostel, A.
Scarf, H.E.
Todd, M.J. |
"Two New Proofs of Afriat's
Theorem" (May 2003) [10pp, abstract]
Reprinted in Economic Theory (2004), 24(1): 211-219 [CFP 1145] |
| CFDP 1416 |
Quint, Thomas
Wako, Jun |
"On Houseswapping, the Strict Core,
Segmentation, and Linear Programming" (May 2003) [28pp, abstract] |
| CFDP 1417 |
Chao, John
Swanson, Norman R. |
"Consistent Estimation with a Large
Number of Weak Instruments" (May 2003) [36pp, abstract] Reprinted in Econometrica (2005), 73:
1673-1692 |
| CFDP 1418 |
Chao, John
Swanson, Norman R. |
"Alternative Approximations of the
Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias
Correction" (May 2003) [23pp, abstract]
Reprinted in Journal of Econometrics (2007), 137: 515-555 |
| CFDP 1419 |
Shubik, Martin
Smith, Eric |
"Structure, Clearinghouses and
Symmetry" (May 2003) [24pp, abstract]
Reprinted in Economic Theory (2007), 30: 587-597 |
| CFDP 1420 |
Shubik, Martin
Smith, Eric |
"Strategic Freedom, Constraint and
Symmetry in One-period Markets with Cash and Credit Payment" (May 2003) [26pp, abstract] Reprinted in Economic Theory
(2005), 25: 513-551 |
| CFDP 1421 |
Bergemann, Dirk
Morris, Stephen |
"Robust Mechanism Design" (May
2003) [55pp, abstract] |
| CFDP 1421R |
Bergemann, Dirk
Morris, Stephen |
"Robust Mechanism Design"
(Revised April 2004) [46pp, abstract]
Reprinted in Econometrica, 73(6): 1771-1813, 2005 |
| CFDP 1422 |
Fang, Hanming
Moscarini, Giuseppe |
"Morale Hazard" (May 2003) [36pp,
abstract] Reprinted in Journal of
Monetary Economics (May 2005), 52(4): 749-777 |
| CFDP 1423 |
Fang, Hanming
Morris, Stephen |
"Multidimensional Private Value
Auctions" (May 2003) [40pp, abstract]
Reprinted in Journal of Economic Theory (2006), 126: 1-30 |
| CFDP 1424 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William
Geanakoplos, John |
"The Harmonic Fisher Equation and the
Inflationary Bias of Real Uncertainty" (June 2003) [27pp, abstract] |
| CFDP 1424R |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William
Geanakoplos, John |
"The Inflationary Bias of Real
Uncertainty and the Harmonic Fisher Equation" (Revised August 2004) [29pp, abstract] Reprinted in Economic Theory (2006),
28(3): 481-512 [CFP 1201] |
| CFDP 1425 |
Franck, Bernard
Owen, Robert |
"Fundamental R&D Spillovers and
the Internationalization of a Firm's Research Activities" (May 2003) [53pp, abstract] |
| CFDP 1426 |
Brown, Donald J.
Kannan, Ravi |
"Indeterminacy, Nonparametric
Calibration and Counterfactual Equilibria" (June 2003, revised May 2004) [16pp, abstract] |
| CFDP 1426R |
Brown, Donald J.
Kannan, Ravi |
"The Computation of Counterfactual
Equilibria in Homothetic Walrasian Economies" (Revised May 2004) [13pp, abstract] |
| CFDP 1427 |
Dubey, Pradeep
Geanakoplos, John |
"Real Determinacy with Nominal
Assets" (June 2003) [31pp, abstract] |
| CFDP 1427R |
Dubey, Pradeep
Geanakoplos, John |
"Determinacy with Nominal
Assets and Outside Money" (Revised November 2004) [29pp, abstract] Reprinted in Economic Theory (2006),
27(1): 79-106 |
| CFDP 1428 |
Andrews, Donald W.K. |
"Cross-section Regression with Common
Shocks" (June 2003) [43pp, abstract]
Reprinted in Econometrica
(September 2005), 73(5): 1551-1585 [CFP
1153] |
| CFDP 1429 |
Geanakoplos, John |
"The Ideal Inflation Indexed Bond and
Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World"
(July 2003) [40pp, abstract] Reprinted
in R. Dimand and J. Geanakoplos, eds., Celebrating Irving Fisher: The Legacy of a
Great Economist. Blackwell, 2005 and American Journal of Economics and Sociology,
64(1): 257-306 [CFP 1111] |
| CFDP 1430 |
Caballero, Ricardo J.
Engel, Eduardo M.R.A. |
"Missing Aggregate Dynamics: On the
Slow Convergence of Lumpy Adjustment Models" (July 2003, updated April 2008) [32pp, abstract] [Old title: Adjustment Is Much
Slower Than You Think] |
| CFDP 1431 |
Scarf, Herbert E.
Wilson, Charles A. |
"Uniqueness of Equilibrium in the
Multi-Country Ricardo Model" (July 2003) [22pp, abstract] |
| CFDP 1432 |
Haile, Philip A.
Hortaçsu, Ali
Kosenok, Grigory |
"On the Empirical Content of Quantal
Response Equilibrium" (August 2003) [22pp, abstract] |
| CFDP 1432R |
Haile, Philip A.
Hortaçsu, Ali
Kosenok, Grigory |
"On the Empirical Content of Quantal
Response Equilibrium" (Revised August 2006) [26pp, abstract] Reprinted in American Economic Review (2008),
98(1): 180-200 [CFP 1227] |
| CFDP 1433 |
Guimarães, Bernardo
Morris, Stephen |
"Risk and Wealth in a Model of
Self-fulfilling Currency Attacks" (September 2003) [25pp, abstract] Reprinted in Journal of Monetary Economics
(2007), 54: 2205-2230 |
| CFDP 1433R |
Guimarães, Bernardo
Morris, Stephen |
"Risk and Wealth in a
Model of Self-Fulfilling Currency Attacks" (Revised November 2004) [31pp, abstract] Reprinted in Journal of
Monetary Economics (2007), 54: 2205-2230 |
| CFDP 1434 |
Morris, Stephen
Shin, Hyun Song |
"Liquidity Black Holes"
(September 2003) [26pp, abstract]
Reprinted in Review of Finance (2004), 8(1): 1-18 [CFP
1114] |
| CFDP 1435 |
Moon, Hyungsik Roger
Perron, Benoit
Phillips, Peter C.B. |
"Incidental Trends and the Power of
Panel Unit Root Tests" (September 2003) [43pp, abstract] Reprinted in Journal of Econometrics
(2007), 141(2): 416-459 [CFP 1215] |
| CFDP 1436 |
Sul, Donggyu
Phillips, Peter C.B.
Choi, Chi-Young |
"Prewhitening Bias in HAC
Estimation" (September 2003) [28pp, abstract]
Reprinted in Oxford Bulletin of Economics and Statistics (2005), 67(4): 517-546 [CFP 1161] |
| CFDP 1437 |
Phillips, Peter C.B.
Sun, Yixiao
Jin, Sainan |
"Long Run Variance Estimation Using
Steep Origin Kernels without Truncation" (September 2003) [47pp, abstract] Reprinted in Journal of Statistical Planning
and Inference (2007), 137: 985-1023 [CFP 1178] |
| CFDP 1438 |
Phillips, Peter C.B.
Sul, Donggyu |
"Bias in Dynamic Panel Estimation with
Fixed Effects, Incidental Trends and Cross Section Dependence" (September 2003,
revised June 2004) [35pp, abstract]
Reprinted in Journal of Econometrics, (March 2007), 137(1): 162-188 [CFP 1204] |
| CFDP 1439 |
Shubik, Martin |
"The Edgeworth, Cournot and Walrasian
Cores of an Economy" (October 2003) [10pp, abstract] |
| CFDP 1440 |
Fang, Hanming
Norman, Peter |
"To Bundle or Not to Bundle"
(October 2003) [12pp, abstract] |
| CFDP 1441 |
Fang, Hanming
Norman, Peter |
"An Efficiency Rationale for Bundling
of Public Goods" (October 2003) [52pp, abstract] |
| CFDP 1441R |
Fang, Hanming
Norman, Peter |
"Optimal Provision of Multiple
Excludable Public Goods" (October 2003, revised April 2006) [44pp, abstract] |
| CFDP 1442 |
Shiller, Robert J. |
"The Invention of Inflation-Indexed
Bonds in Early America" (October 2003) [20pp, abstract] Reprinted in William N. Goetzmann and Geert K.
Rouwenhorst, editors, The Origins of Value: The Financial Innovations that Created
Modern Capital Markets Oxford: Oxford University Press, 2005 |
| CFDP 1443 |
Shubik, Martin |
"A Double Auction Market: Teaching,
Experiment and Theory" (October 2003) [21pp, abstract] Reprinted in Simulation and Gaming (June
2005), 36(2): 166-182 [CFP 1147] |
| CFDP 1444 |
Leeb, Hannes
Pötscher, Benedikt M. |
"Can One Estimate the Conditional
Distribution of Post-Model-Selection Estimators?" (November 2003) [33pp, abstract] Reprinted in Annals of
Statistics (2006), 34: 2554-2591 |
| CFDP 1445 |
Haile, Philip A.
Hong, Han
Shum, Matthew |
"Nonparametric Tests for Common Values
in First-Price Sealed-Bid Auctions" (November 2003) [57pp, abstract] |
| CFDP 1446 |
Abreu, Dilip
Pearce, David |
"A Behavioral Model of Bargaining with
Endogenous Types" (November 2003) [59pp, abstract] |
| CFDP 1447 |
Quint, Thomas
Shubik, Martin |
"Absenteeism, Substitutes, and
Complements in Simple Games" (December 2003) [18pp, abstract] |
| CFDP 1448 |
Quint, Thomas |
"Absenteeism, Substitutes, and
Complements and the Banzhaf Index" (December 2003) [16pp, abstract] |
| CFDP 1449 |
Geanakoplos, John
Kubler, Felix |
"Dollar Denominated Debt and Optimal
Security Design" (December 2003) [30pp, abstract] |
