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Cowles Foundation for Research in Economics

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DISCUSSION PAPERS, 2006

No. Author(s) Title
CFDP 1545 Sun, Yixiao
Phillips, Peter C.B.
Jin, Sainan
"Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing" [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" [16pp, abstract]
CFDP 1547 Phillips, Peter C.B. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments" [44pp, abstract]
CFDP 1548 Nicholas Z. Muller
Phillips, Peter C.B.
"Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution" [24pp, abstract]
CFDP 1549 Lieberman, Offer
Phillips, Peter C.B.
"Refined Inference on Long Memory in Realized Volatility" [15pp, abstract]
CFDP 1550 Christian Gouriéroux
Peter C.B. Phillips
Jun Yu
"Indirect Inference for Dynamic Panel Models" [20pp, abstract]
CFDP 1551 Bergemann, Dirk
Välimäki, Juuso
"Bandit Problems" [15pp, abstract]
CFDP 1552 Smith, Lones
Sorensen, Peter Norman
"Informational Herding and Optimal Experimentation" [39pp, abstract]
CFDP 1553 Anderson, Axel
Smith, Lones
"Assortative Matching and Reputation" [40pp, abstract]
CFDP 1554 Park, Andreas
Smith, Lones
"Caller Number Five: Timing Games that Morph from One Form to Another" [21pp, abstract]
CFDP 1555 Chade, Hector
Prokopovych, Pavlo
Smith, Lones
"Repeated Games with Present-Biased Preferences" [24pp, abstract]
CFDP 1556 Chade, Hector
Smith, Lones
"Simultaneous Search" [16pp, abstract]
CFDP 1557 Cooper, David J.
Fang, Hanming
"Understanding Overbidding in Second Price Auctions: An Experimental Study" [51pp, abstract]
CFDP 1558 Jeganathan, P. "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions" (Updated 3/1/06) [67pp, abstract]
CFDP 1559 O'Neill, Barry
Peleg, Bezalel
"Lexicographic Composition of Simple Games" [24pp, abstract]
CFDP 1560 O'Neill, Barry "Nuclear Weapons and National Prestige" [43pp, abstract]
CFDP 1561 Bergemann, Dirk
Morris, Stephen
"Robust Implementation: The Case of Direct Mechanisms" [36pp, abstract]
CFDP 1562 Athey, Susan
Haile, Philip A.
"Empirical Models of Auctions" [48pp, abstract]
CFDP 1563 Bergemann, Dirk
Ozmen, Deran
"Optimal Pricing with Recommender Systems" [12pp, abstract]
CFDP 1564 Andrews, Donald W.K.
Soares, Gustavo
"Rank Tests for Instrumental Regression with Weak Instruments" [51pp, abstract]
CFDP 1565 Keppo, Jussi
Smith, Lones
Davydov, Dmitry
"Optimal Electoral Timing: Exercise Wisely and You May Live Longer" [37pp, abstract]
CFDP 1566 Bachmann, Ruediger
Caballero, Ricardo J.
Engel, Eduardo M.R.A.
"Lumpy Investment in Dynamic General Equilibrium" [52pp, abstract]
CFDP 1567 Engel, Eduardo
Fischer, Ronald
Galetovic, Alexander
"Renegotiation without Holdup: Anticipating Spending and Infrastructure Concessions" [17pp, abstract]
CFDP 1568 Bergemann, Dirk
Ozmen, Deran
"Efficient Recommender Systems" [4pp, abstract]
CFDP 1569 Kitamura, Yuichi "Empirical Likelihood Methods in Econometrics: Theory and Practice" [66pp, abstract]
CFDP 1570 Fair, Ray C. "Evaluating Inflation Targeting Using a Macroeconometric Model" (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" [16pp, abstract]
CFDP 1572 Shubik, Martin "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach" [21pp, abstract]
CFDP 1573 Mailath, George J.
Nöldeke, Georg
"Extreme Adverse Selection, Competitive Pricing, and Market Breakdown" [46pp, abstract]
CFDP 1574 Dubey, Pradeep
Geanakoplos, John
"Money and Production, and Liquidity Trap" [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" [34pp, abstract]
CFDP 1575R Cripps, Martin W.
Ely, Jeffrey C.
Mailath, George J.
Samuelson, Larry
"Common Learning" (Revised 6/21/2007) [33pp, abstract]
CFDP 1576 Geanakoplos, J.D.
Polemarchakis, H.M.
"Pareto Improving Taxes" [27pp, abstract]
CFDP 1577 Fair, Ray C. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?" (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" [59pp, abstract]
CFDP 1579 Fair, Ray C. "Interpreting the Predictive Uncertainty of Elections" (Revised May 2007) [29pp, abstract] [Old title: Interpreting the Predictive Uncertainty of Presidential Elections"]
CFDP 1580 Jaynes, Gerald D. "Competitive Screening and Market Segmentation" [29pp, abstract]
CFDP 1581 De Donder, Philippe
Roemer, John E.
"Mixed Oligopoly Equilibria When Firms' Objectives Are Endogenous" [28pp, abstract]
CFDP 1582 Roemer, John E. "Kantian Allocations" [26pp, abstract]
CFDP 1583 Roemer, John E. "Economic Development as Opportunity Equalization" [25pp, abstract]
CFDP 1584 Bergemann, Dirk
Välimäki, Juuso
"Efficient Dynamic Auctions" [16pp, abstract]
CFDP 1585 Xu, Ke-Li
Phillips, Peter C.B.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances" [32pp, abstract]
CFDP 1585R Xu, Ke-Li
Phillips, Peter C.B.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances" (revised 11/28/2006) [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" [22pp, abstract]
CFDP 1587 Kim, Chang Sik
Phillips, Peter C.B.
"Log Periodogram Regression: The Nonstationary Case" [29pp, abstract]
CFDP 1588 Chen, M. Keith
Nalebuff, Barry
"One-Way Essential Complements" [39pp, abstract]
CFDP 1589 Chen, Yutian
Dubey, Pradeep
Sen, Debapriya
"Outsourcing Induced by Strategic Competition" [21pp, abstract]
CFDP 1590 Chen, Xiaohong
Hu, Yingyao
"Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors" [58pp, abstract]
CFDP 1591 Dubey, Pradeep
Garg, Rahul
De Meyer, Bernard
"Competing for Customers in a Social Network" [23pp, abstract]
CFDP 1592 Dubey, Pradeep
Garg, Rahul
"Games of Connectivity" [16pp, abstract]
CFDP 1593 Shubik, Martin "A Note on Fairness, Power, Property, and Behind the Veil" [2pp, abstract]
CFDP 1594 Wang, Qiying
Phillips, Peter C.B.
"Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression" [26pp, abstract]
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