| 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] |