| No. |
Author(s) |
Title |
| CFDP 1595 |
Phillips, Peter C.B.
Sul, Donggyu |
"Transition Modeling and Econometric
Convergence Tests" (January 2007) [72pp, abstract] |
| CFDP 1596 |
Phillips, Peter C.B.
Yu, Jun |
"Simulation-based Estimation of
Contingent-claims Prices" (January 2007) [30pp, abstract] Reprinted in Review of Financial Studies (March
2009), 22(9): 3669-3705 [CFP 1279] |
| CFDP 1597 |
Phillips, Peter C.B.
Yu, Jun |
"Maximum Likelihood and Gaussian
Estimation of Continuous Time Models in Finance" (January 2007) [34pp, abstract] 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 |
Phillips, Peter C.B.
Yu, Jun |
"Information Loss in Volatility
Measurement with Flat Price Trading" (January 2007) [27pp, abstract] |
| CFDP 1599 |
Han, Chirok
Phillips, Peter C.B. |
"GMM Estimation for Dynamic Panels
with Fixed Effects and Strong Instruments at Unity" (January 2007) [45pp, abstract] Reprinted in Econometric Theory (2009), 26(1): 119-151 [CFP 1290] |
| CFDP 1600 |
Bergemann, Dirk
Morris, Stephen |
"An Ascending Auction for
Interdependent Values: Uniqueness and Robustness to Strategic Uncertainty" (Updated
March 2007) [14pp, abstract, 14pp]
Reprinted in American Economic Review, 97(2): 125-130, May 2007 [CFP
1207] |
| CFDP 1601 |
Anderlini, Luca
Gerardi, Dino
Lagunoff, Roger |
"Social Memory and Evidence from the
Past" (January 2007) [37pp, abstract]
Reprinted in Review of Economic Dynamics (July 2010), 13(3): 559-574 [doi:10.1016/j.red.2009.06.006] |
| CFDP 1602 |
Fair, Ray C. |
"Presidential and Congressional
Vote-Share Equations" (February 2007) [44pp, abstract] Reprinted in American Journal of Political Science (January
2009), 53(1): 55-72 [doi:10.1111/j.1540-5907.2008.00357.x] |
| CFDP 1603 |
Caballero, Ricardo J.
Engel, Eduardo M.R.A. |
"Price Stickiness in Ss
Models: New Interpretations of Old Results" (February 2007) [29pp, abstract] Reprinted in Journal of
Monetary Economics (September 2007), 54(1): 100-121 [doi:10.1016/j.jmoneco.2007.06.020] |
| CFDP 1604 |
De Meyer, Bernard |
"Price Dynamics on a Stock Market with
Asymmetric Information" (February 2007) [27pp, abstract] Reprinted in Games and Economic Behavior (May
2010), 69(1): 42-71 [doi:10.1016/j.geb.2010.01.011] |
| CFDP 1605 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"The Limit of Finite-Sample Size and a
Problem with Subsampling" (March 2007) [68pp, abstract] |
| CFDP 1605R |
Andrews, Donald W.K.
Guggenberger, Patrik |
"The Limit of Finite-Sample Size and a
Problem with Subsampling" (Revised July 2007) [68pp, abstract] Reprinted as "Asymptotic Size and a Problem with
Subsampling and with the m out of n Bootstrap," Econometric Theory (April 2010), 26(2): 426-468 [CFP 1295] |
| CFDP 1606 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Hybrid and Size-Corrected Subsample
Methods" (March 2007) [86pp, abstract]
Reprinted in Econometrica (May 2009), 77(3): 721-762 [doi:10.3982/ECTA7015] |
| CFDP 1607 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for Stationary Very
Nearly Unit Root Processes" (March 2007) [8pp, abstract] Reprinted in Journal of Time Series Analysis
(2008), 29(1): 203-210 [CFP 1220] |
| CFDP 1608 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Applications of Subsampling, Hybrid,
and Size-Correction Methods" (May 2007) [45pp, abstract] Reprinted in Journal of Econometrics (2010),
158(2): 285-305 [CFP 1307] |
| CFDP 1609 |
Bergemann, Dirk
Morris, Stephen |
"Strategic Distinguishability with an
Application to Robust Virtual Implementation" (June 2007) [49pp, abstract] |
| CFDP 1609R |
Bergemann, Dirk
Morris, Stephen |
"Strategic Distinguishability and
Robust Virtual Implementation" (Revised April 2008) [49pp, abstract] |
| CFDP 1609RR |
Bergemann, Dirk
Morris, Stephen |
"Robust Virtual Implementation"
(Revised January 2009) [53pp, abstract]
Reprinted in Theoretical Economics (2009), 4(1): 45-88 [CFP 1265] |
| CFDP 1610 |
Shiller, Robert J. |
"Historic Turning Points in Real
Estate" (june 2007) [28pp, abstract]
Reprinted in Eastern Economic Journal (Winter 2008), 34(1): 1-13 [http://www.jstor.org/stable/20642389] |
| CFDP 1611 |
Phillips, Peter C.B.
Kim, Chang Sik |
"Long Run Covariance Matrices for
Fractionally Integrated Processes" (June 2007) [14pp, abstract] |
| CFDP 1612 |
Phillips, Peter C.B.
Xu, Ke-Li |
"Tilted Nonparametric Estimation of
Volatility Functions with Empirical Applications" (June 2007, revised July 2010)
[31pp, abstract] Reprinted in Journal
of Business and Economic Statistics (October 2011), 29(4): 518–528 [CFP 1337] |
| CFDP 1613 |
Phillips, Peter C.B. |
"Exact Distribution Theory in
Structural Estimation with an Identity" (June 2007) [27pp, abstract] Reprinted in Econometric Theory (August 2009),
25:(4): 958-984 [CFP 1271] |
| CFDP 1614 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Limit Theory for Explosively
Cointegrated Systems" (June 2007) [24pp, abstract] |
| CFDP 1615 |
Brown, Donald J.
Calsamiglia, Caterina |
"Marshall's Theory of Value and the
Strong Law of Demand" (July 2007) [8pp, abstract] |
| CFDP 1615R |
Brown, Donald J.
Calsamiglia, Caterina |
"Alfred Marshall's Cardinal Theory of
Value: The Strong Law of Demand" (July 2007, Revised July 2013)
(with Caterina Calsamiglia) [7pp, abstract] |
| CFDP 1616 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Marginal Contribution
Mechanism" (July 2007) [30pp, abstract] |
| CFDP 1617 |
Klevorick, Alvin K.
Sykes, Alan O. |
"United States Courts and the Optimal
Deterrence of International Cartels: A Welfarist Perspective on Empagran"
(July 2007) [58pp, abstract] |
| CFDP 1618 |
Engel, Eduardo
Fischer, Ronald
Galetovic, Alexander |
"The Basic Public Finance of
Public-Private Partnerships" (July 2007, Updated January 2011) [31pp, abstract] |
| CFDP 1619 |
Bergemann, Dirk
Shi, Xianwen
Välimäki, Juuso |
"Information Acquisition in
Interdependent Value Auctions" (July 2007) [38pp, abstract] Reprinted in Journal of the European Economic
Association (March 2009), 7(1): 61-89 [CFP 1264] |
| CFDP 1620 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Validity of Subsampling and 'Plug-in
Asymptotic' Inference for Parameters Defined by Moment Inequalities" (July 2007)
[43pp, abstract] Reprinted in Econometric Theory (2009), 25(3):
669-709 [CFP 1268] |
| CFDP 1621 |
Grant, Simon
Özsoy, Hatice
Polak, Ben |
"Probabilistic Sophistication and
Stochastic Monotonicity in the Savage Framework" (August 2007) [15pp, abstract] Reprinted in Mathematical
Social Sciences (2008), 55: 371-380 [http://dx.doi.org/10.1016/j.mathsocsci.2007.10.002] |
| CFDP 1622 |
Angerer, Martin
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"An Economy with Personal Currency:
Theory and Experimental Evidence" (August 2007, revised March 2010) [43pp, abstract] [Original title:
"Everyone-a-banker or the Ideal Credit Acceptance Game: Theory and Evidence"]
Reprinted in Annals of Finance (2010), 6(4): 475-509 [CFP 1314] |
| CFDP 1623 |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"Three Minimal Market Games with Human
and Algorithmic Agents: Theory and Experimental Evidence" (August 2007, revised June
2009) [56pp, abstract] |
| CFDP 1623R |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"Three Minimal Market Institutions
with Human and Algorithmic Agents: Theory and Experimental Evidence" (Revised January
2010) [52pp, abstract] Reprinted in Games
and Economic Behavior (2010), 70: 403-424 [CFP 1315] |
| CFDP 1624 |
Faingold, Eduardo
Sannikov, Yuliy |
"Reputation Effects and Equilibrium
Degeneracy in Continuous-Time Games" (August 2007) [50pp, abstract] Reprinted in Econometrica
(May 2011), 79(3): 773-876 (plus Supplementary Material, 6pp) [CFP 1326] |
| CFDP 1625 |
Bergemann, Dirk
Schlag, Karl H. |
"Pricing without Priors"
(September 2007) [10pp, abstract]
Reprinted in Journal of the European Economic Association (April-May 2008),
6(2-3): 560-569 [CFP 1224] |
| CFDP 1626 |
Chen, Xiaohong
Reiss, Markus |
"On Rate Optimality for Ill-posed
Inverse Problems in Econometrics" (September 2007) [27pp, abstract] Reprinted in Econometric Theory (2011), 27(3):
497-521 [CFP 1329] |
| CFDP 1627 |
Evans, Robert
Guinnane, Timothy W. |
"Collective Reputation, Professional
Regulation and Franchising" (September 2007) [37pp, abstract] |
| CFDP 1628 |
Bergemann, Dirk
Morris, Stephen |
"The Role of the Common Prior in
Robust Implementation" (September 2007) [12pp, abstract] Reprinted in Journal of the European Economic
Association (April-May 2008), 6(2-3): 551-559 [CFP 1225] |
| CFDP 1629 |
Bergemann, Dirk
Morris, Stephen |
"Belief Free Incomplete Information
Games" (September 2007) [27pp, abstract] |
| CFDP 1630 |
Shiller, Robert J. |
"Understanding Recent Trends in House
Prices and Home Ownership" (September 2007) [46pp, abstract] Reprinted in Housing, Housing Finance and Monetary Policy,
Jackson Hole Conference Series, Federal Reserve Bank of Kansas City, 2008, pp. 85-123 |
| CFDP 1631 |
Andrews, Donald W.K.
Soares, Gustavo |
"Inference for Parameters Defined by
Moment Inequalities Using Generalized Moment Selection" (October 2007) [58pp, abstract] Reprinted in Econometrica
(January 2010), 78(1): 119-157 [CFP 1291
& Supplement] |
| CFDP 1632 |
Shiller, Robert J. |
"Low Interest Rates and High Asset
Prices: An Interpretation in Terms of Changing Popular Models" (October 2007) [32pp, abstract] Reprinted in Brookings Papers
on Economic Activity (2007), 2: 111-132 |
| CFDP 1633 |
Bracha, Anat
Brown, Donald J. |
"Affective Decision Making: A
Behavioral Theory of Choice" (November 2007) [28pp, abstract] |
| CFDP 1633R |
Bracha, Anat
Brown, Donald J. |
"Affective Decision Making: A
Behavioral Theory of Choice" (Revised April 2009) [22pp, abstract] Reprinted in Games and
Economic Behavior (2012) 75: 67-80 [CFP 1356] |
