DISCUSSION PAPERS, 2006 (Nos. 1545–1594)

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No. Author(s) Title
CFDP 1545 Sun, Yixiao
Phillips, Peter C.B.
Jin, Sainan
"Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing" (January 2006) [51pp, abstract] Reprinted in Econometrica (2008), 76(1): 175-194 PLUS 25 pp. Supplement [CFP 1221]
CFDP 1546 Phillips, Peter C.B.
Han, Chirok
"Gaussian Inference in AR(1) Time Series with or without a Unit Root" (January 2006) [16pp, abstract] Reprinted in Econometric Theory (June 2008), 24(3): 631-650 [CFP 1243]
CFDP 1547 Phillips, Peter C.B. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments" (January 2006) [44pp, abstract]
CFDP 1548 Muller, Nicholas Z.
Phillips, Peter C.B.
"Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution" (January 2006) [24pp, abstract] Reprinted in Environmetrics (2008), 19: 567-581 [CFP 1242]
CFDP 1549 Lieberman, Offer
Phillips, Peter C.B.
"Refined Inference on Long Memory in Realized Volatility" (January 2006) [15pp, abstract] Reprinted in Econometric Reviews (2008), 27(1-3), 254-267 [CFP 1248]
CFDP 1550 Gouriéroux, Christian
Peter C.B. Phillips
Yu, Jun
"Indirect Inference for Dynamic Panel Models" (January 2006) [20pp, abstract] Reprinted in Reprinted in Journal of Econometrics (July 2010), 157: 68-77 [CFP 1301]
CFDP 1551 Bergemann, Dirk
Välimäki, Juuso
"Bandit Problems" (January 2006) [15pp, abstract] Reprinted in Steven N. Durlauf and Lawrence E. Blume, The New Palgrave Dictionary of Economics, Vol. 1, 2nd ed., Macmillan Press, 2008, pp. 336-340 [CFP 1292]
CFDP 1552 Smith, Lones
Sorensen, Peter Norman
"Informational Herding and Optimal Experimentation" (January 2006) [39pp, abstract]
CFDP 1553 Anderson, Axel
Smith, Lones
"Assortative Matching and Reputation" (January 2006) [40pp, abstract] Reprinted in Review of Economic Studies (January 2010), 77(1): 3-29 [doi:10.1111/j.1467-937X.2009.00567.x]
CFDP 1554 Park, Andreas
Smith, Lones
"Caller Number Five: Timing Games that Morph from One Form to Another" (January 2006) [21pp, abstract] Reprinted in Theoretical Economics (June 2008), 3(2): 231-256
CFDP 1555 Chade, Hector
Prokopovych, Pavlo
Smith, Lones
"Repeated Games with Present-Biased Preferences" (January 2006) [24pp, abstract] Reprinted in Journal of Economic Theory (March 2008), 139(1): 157-175 [doi:10.1016/j.jet.2007.06.007]
CFDP 1556 Chade, Hector
Smith, Lones
"Simultaneous Search" (January 2006) [16pp, abstract] Reprinted in Econometrica (September 2006), 74(5): 1293-1307 [doi:10.1111/j.1468-0262.2006.00705.x]
CFDP 1557 Cooper, David J.
Fang, Hanming
"Understanding Overbidding in Second Price Auctions: An Experimental Study" (January 2006) [51pp, abstract]
CFDP 1558 Jeganathan, P. "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions" (February 2006, updated March 2006) [66pp, abstract]
CFDP 1559 O'Neill, Barry
Peleg, Bezalel
"Lexicographic Composition of Simple Games" (February 2006) [24pp, abstract] Reprinted in Games and Economic Behavior (March 2008), 62(2): 628-642 [doi:10.1016/j.geb.2007.06.005]
CFDP 1560 O'Neill, Barry "Nuclear Weapons and National Prestige" (February 2006) [43pp, abstract]
CFDP 1561 Bergemann, Dirk
Morris, Stephen
"Robust Implementation: The Case of Direct Mechanisms" (March 2006) [36pp, abstract]
CFDP 1561R Bergemann, Dirk
Morris, Stephen
""Robust Implementation: The Case of Direct Mechanisms" (Revised May 2007) [39pp, abstract]
CFDP 1561RR Bergemann, Dirk
Morris, Stephen
"Robust Implementation in Direct Mechanisms" (Revised January 2009) [39pp, abstract] Reprinted in Review of Economic Studies (2009), 76: 1175-1204 [CFP 1281]
CFDP 1562 Athey, Susan
Haile, Philip A.
"Empirical Models of Auctions" (March 2006) [48pp, abstract] Reprinted as Chapter 1 in Richard Blundell, Whitney Newey, and Torsten Persson, eds., Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress, Volume 2. Cambridge University Press, 2006, pp. 1-45 [CFP 1229]
CFDP 1563 Bergemann, Dirk
Ozmen, Deran
"Optimal Pricing with Recommender Systems" (March 2006) [12pp, abstract]
CFDP 1564 Andrews, Donald W.K.
Soares, Gustavo
"Rank Tests for Instrumental Regression with Weak Instruments" (March 2006) [51pp, abstract] Reprinted in Econometric Theory (2007), 23: 1033-1082 [CFP 1250]
CFDP 1565 Keppo, Jussi
Smith, Lones
Davydov, Dmitry
"Optimal Electoral Timing: Exercise Wisely and You May Live Longer" (May 2006) [37pp, abstract] Reprinted in Review of Economic Studies (April 2008), 75(2): 597-628 [doi:10.1111/j.1467-937X.2008.00493.x]
CFDP 1566 Bachmann, Ruediger
Caballero, Ricardo J.
Engel, Eduardo M.R.A.
"Lumpy Investment in Dynamic General Equilibrium" (June 2006) [52pp, abstract]
CFDP 1566R Bachmann, Ruediger
Caballero, Ricardo J.
Engel, Eduardo M.R.A.
"Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model" (Revised June 2008, updated April 2010) [48pp, abstract]
CFDP 1567 Engel, Eduardo
Fischer, Ronald
Galetovic, Alexander
"Renegotiation without Holdup: Anticipating Spending and Infrastructure Concessions" (June 2006) [17pp, abstract]
CFDP 1568 Bergemann, Dirk
Ozmen, Deran
"Efficient Recommender Systems" (June 2006) [4pp, abstract]
CFDP 1569 Kitamura, Yuichi "Empirical Likelihood Methods in Econometrics: Theory and Practice" (June 2006) [66pp, abstract] Reprinted in n Richard Blundell, W.K. Newey, and T. Persson, eds., Advances in Economics and Econometrics: Theory and Applications, 9th World Congress, vol. 3, Cambridge University Press, 2007, Ch. 7 [CFP 1254]
CFDP 1570 Fair, Ray C. "Evaluating Inflation Targeting Using a Macroeconometric Model" (June 2006, revised March 2007) [51pp, abstract] Reprinted in economics — The Open-Access, Open-Assessment E-Journal, 2007-8 [CFP 1211]
CFDP 1571 Bhaskar, V.
Mailath, George J.
Morris, Stephen
"Purification in the Infinitely-Repeated Prisoners' Dilemma" (July 2006) [16pp, abstract] Reprinted in Review of Economic Dynamics (July 2008), 11(3): 515-528 [doi:10.1016/j.red.2007.10.004]
CFDP 1572 Shubik, Martin "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach" (July 2006)  [21pp, abstract]
CFDP 1573 Mailath, George J.
Nöldeke, Georg
"Extreme Adverse Selection, Competitive Pricing, and Market Breakdown" (July 2006) [46pp, abstract]
CFDP 1574 Dubey, Pradeep
Geanakoplos, John
"Money and Production, and Liquidity Trap" (July 2006) [26pp, abstract] Reprinted in International Journal of Economic Theory (2006), 2(3/4): 295-317 [CFP 1200]
CFDP 1575 Cripps, Martin W.
Ely, Jeffrey C.
Mailath, George J.
Samuelson, Larry
"Common Learning" (August 2006) [34pp, abstract]
CFDP 1575R Cripps, Martin W.
Ely, Jeffrey C.
Mailath, George J.
Samuelson, Larry
"Common Learning" (Revised June 2007) [33pp, abstract] Reprinted in Econometrica (2008), 76(4): 909-933 [CFP 1257]
CFDP 1576 Geanakoplos, J.D.
Polemarchakis, H.M.
"Pareto Improving Taxes" (August 2006) [27pp, abstract] Reprinted in Journal of Mathematical Economics (2008), 44: 682-696 [CFP 1235]
CFDP 1577 Fair, Ray C. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?" (September 2006, revised March 2007) [36pp, abstract] Reprinted in The B.E. Journal of Macroeconomics, 7(1) (Contributions), Article 12 [CFP 1213]
CFDP 1578 Grant, Simon
Kajii, Atsushi
Polak, Ben
Safra, Zvi
"Generalized Utilitarianism and Harsanyi's Partial Observer Theorem" (September 2006) [59pp, abstract] Reprinted in Econometrica (November 2010), 78(6): 1839-1971 [http://dx.doi.org/10.3982/ECTA6712]
CFDP 1579 Fair, Ray C. "Interpreting the Predictive Uncertainty of Elections" (September 2006, revised May 2007) [29pp, abstract] Reprinted in Journal of Politics (April 2009), 71(2): 612-626 [doi:10.1017/S0022381609090495]
CFDP 1580 Jaynes, Gerald D. "Competitive Screening and Market Segmentation" (September 2006) [29pp, abstract]
CFDP 1581 De Donder, Philippe
Roemer, John E.
"Mixed Oligopoly Equilibria When Firms' Objectives Are Endogenous" (September 2006) [28pp, abstract] Reprinted in International Journal of Industrial Organization (May 2009), 27(3): 414-423 [doi:10.1016/j.ijindorg.2008.11.003]
CFDP 1582 Roemer, John E. "Kantian Allocations" (September 2006) [26pp, abstract] Reprinted as "Kantian Equilibrium." Scandinavian Journal of Economics (2010), 112(1): 1-24 [CFP 1323]
CFDP 1583 Roemer, John E. "Economic Development as Opportunity Equalization" (September 2006) [25pp, abstract]
CFDP 1584 Bergemann, Dirk
Välimäki, Juuso
"Efficient Dynamic Auctions" (October 2006) [16pp, abstract]
CFDP 1585 Xu, Ke-Li
Phillips, Peter C.B.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances" (October 2006) [32pp, abstract]
CFDP 1585R Xu, Ke-Li
Phillips, Peter C.B.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances" (Revised November 2006) [30pp, abstract] Reprinted in Journal of Econometrics (2008), 142: 265-280 [CFP 1219]
CFDP 1586 Lieberman, Offer
Phillips, Peter C.B.
"A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process" (October 2006) [22pp, abstract] Reprinted in Journal of Econometrics (2008), 147: 99-103 [CFP 1247]
CFDP 1587 Kim, Chang Sik
Phillips, Peter C.B.
"Log Periodogram Regression: The Nonstationary Case" (October 2006) [29pp, abstract]
CFDP 1588 Chen, M. Keith
Nalebuff, Barry
"One-Way Essential Complements" (November 2006) [39pp, abstract]
CFDP 1589 Chen, Yutian
Dubey, Pradeep
Sen, Debapriya
"Outsourcing Induced by Strategic Competition" (November 2006) [21pp, abstract]
CFDP 1590 Chen, Xiaohong
Hu, Yingyao
"Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors" (November 2006) [58pp, abstract] Reprinted in Journal of Nonparametric Statistics (May 2010), 22(4): 379-399 [doi:10.1080/10485250903556110]
CFDP 1591 Dubey, Pradeep
Garg, Rahul
De Meyer, Bernard
"Competing for Customers in a Social Network" (August 2006) [23pp, abstract]
CFDP 1592 Dubey, Pradeep
Garg, Rahul
"Games of Connectivity" (November 2006) [16pp, abstract]
CFDP 1593 Shubik, Martin "A Note on Fairness, Power, Property, and Behind the Veil" (November 2006) [2pp, abstract] Reprinted in Economics Letters (Jan. 2008), 98: 29-30 [CFP 1230]
CFDP 1594 Wang, Qiying
Phillips, Peter C.B.
"Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression" (December 2006) [26pp, abstract] Reprinted in Econometric Theory (June 2009), 25(3): 710-738 [CFP 1270]
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