| No. |
Author(s) |
Title |
| CFDP 1634 |
Fair, Ray C. |
"Estimating Term Structure Equations
Using Macroeconomic Variables" (January 2008) [24pp, abstract] |
| CFDP 1635 |
Fair, Ray C. |
"Estimating Exchange Rate Equations
Using Estimated Expectations" (January 2008) [28pp, abstract] |
| CFDP 1636 |
Engel, Eduardo
Fischer, Ronald |
"Optimal Resource Extraction Contracts
under Threat of Expropriation" (January 2008) [32pp, abstract] Reprinted in W. Hogan and F. Sturzenegger (eds.), The
Natural Resource Trap, Cambridge: MIT Press, 2010 |
| CFDP 1637 |
Roemer, John E. |
"A Positive Theory of Income Taxation
Where Politicians Focus upon Swing and Core Voters" (February 2008) [58pp, abstract] Reprinted as "A Theory of
Income Taxation where Politicians Focus upon Core and Swing Voters." Social
Choice and Welfare (2011), 36(3-4): 383-421 [CFP 1320] |
| CFDP 1638 |
Busso, Matias
Kline, Patrick |
"Do Local Economic Development
Programs Work? Evidence from the Federal Empowerment Zone Program" (February 2008)
[58pp, abstract] |
| CFDP 1639 |
Anderlini, Luca
Gerardi, Dino
Lagunoff, Roger |
"Communication and Learning"
(February 2008) [41pp, abstract] |
| CFDP 1640 |
Chen, Xiaohong
Pouzo, Demian |
"Efficient Estimation of
Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals" (February
2008) [47pp, abstract] |
| CFDP 1640R |
Chen, Xiaohong
Pouzo, Demian |
"Efficient Estimation of
Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals" (Revised
July 2009) [33pp, abstract] Reprinted
in Journal of Econometrics (September 2009), 152: 46-60 [CFP 1277] |
| CFDP 1641 |
Rozen, Kareen |
"Conflict Leads to Cooperation in Nash
Bargaining" (March 2008, revised June 2009) [17pp, abstract] |
| CFDP 1642 |
Rozen, Kareen |
"Foundations of Intrinsic Habit
Formation" (March 2008) [67pp, abstract] |
| CFDP 1642R |
Rozen, Kareen |
"Foundations of Intrinsic Habit
Formation" (Revised March 2009) [39pp, abstract, Supplemental
Appendix] Reprinted in Econometrica (July 2010), 78(4): 1341-1373 [doi:10.3982/ecta7302] |
| CFDP 1643 |
Rozen, Kareen |
"A 'Dual'-Improved Shortcut to the
Long Run" (March 2008) [29pp, abstract] |
| CFDP 1644 |
Chen, Xiaohong
Hong, Han
Tarozzi, Alessandro |
"Semiparametric Efficiency in GMM
Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects" (March
2008) [50pp, abstract] Reprinted
as "Semiparametric Efficiency in GMM Models with Auxiliary Data," Annals of
Statistics (2008), 36(2): 808-843 [CFP 1223] |
| CFDP 1645 |
Kline, Patrick |
"Understanding Sectoral Labor Market
Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry" (March
2008) [44pp, abstract] |
| CFDP 1646 |
Fostel, Ana
Geanakoplos, John |
"Emerging Markets in an Anxious Global
Economy" (March 2008) [53pp, abstract]
Reprinted as "Leverage Cycles and the Anxious Economy," American Economic
Review (2008), 98(4): 1211-1244 [CFP 1233] |
| CFDP 1647 |
Farmer, J. Doyne
Geanakoplos, John |
"The Virtues and Vices of Equilibrium
and the Future of Financial Economics" (March 2008) [68pp, abstract] Reprinted in Complexity
(Jan/Feb 2009), 14(3): 11-38 [CFP 1274] |
| CFDP 1648 |
Shiller, Robert J. |
"Derivatives Markets for Home
Prices" (March 2008) [27pp, abstract] |
| CFDP 1649 |
Jeganathan, P. |
"Limit Theorems for Functionals of
Sums that Converge to Fractional Brownian and Stable Motions" (March 2008) [80pp, abstract] |
| CFDP 1650 |
Chen, Xiaohong
Pouzo, Demian |
"Estimation of Nonparametric
Conditional Moment Models with Possibly Nonsmooth Moments" (April 2008, revised
October 2008) [60pp, abstract] |
| CFDP 1650R |
Chen, Xiaohong
Pouzo, Demian |
"Estimation of Nonparametric
Conditional Moment Models with Possibly Nonsmooth Generalized Residuals" (Revised
July 2009) [50pp, abstract] |
| CFDP 1650RR |
Chen, Xiaohong
Pouzo, Demian |
"Estimation of Nonparametric
Conditional Moment Models with Possibly Nonsmooth Generalized Residuals" (April 2008,
Revised January 2011) [60pp, abstract]
Reprinted in Econometrica (January
2012), 80(1): 277-321, plus Supplement, Econometrica Supplementary Material (January
2012), 80(1): 1-27 [CFP 1345] |
| CFDP 1651 |
Guggenberger, Patrik |
"The Impact of a Hausman Pretest on
the Size of Hypothesis Tests" (April 2008) [45pp, abstract] Reprinted in Journal of Econometrics (June 2010),
156(2): 337-343 [doi:10.1016/j.jeconom.2009.11.003] |
| CFDP 1652 |
Chen, Xiaohong
Hansen, Lars P.
Carrasco, Marine |
"Nonlinearity and Temporal
Dependence" (May 2008) [31pp, abstract]
Reprinted in Journal of Econometrics (April 2010) 155(2): 155-169 [CFP 1298] |
| CFDP 1652R |
Chen, Xiaohong
Hansen, Lars P.
Carrasco, Marine |
"Nonlinearity and Temporal
Dependence" (May 2008, revised October 2009) [40pp, abstract] Reprinted in Journal of Econometrics (April 2010)
155(2): 155-169 [CFP 1298] |
| CFDP 1653 |
Phillips, Peter C.B. |
"Unit Root Model Selection" (May
2008) [14pp, abstract] Reprinted
in Journal
of the Japan Statistical Society (2008), 38(1): 65-74 [CFP 1231] |
| CFDP 1654 |
Phillips, Peter C.B. |
"Local Limit Theory and Spurious
Nonparametric Regression" (May 2008) [31pp, abstract] Reprinted in Econometric Theory (2009), 25:
1466-1497 [doi:10.1017/S0266466609990223] |
| CFDP 1655 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Unit Root and Cointegrating Limit
Theory When Initialization Is in the Infinite Past" (May 2008) [31pp, abstract] Reprinted in Econometric
Theory (December 2009), 25(6): 1682-1715 [doi:10/10.1017/S0266466609990296] |
| CFDP 1656 |
Phillips, Peter C.B. |
"Long Memory and Long Run
Variation" (May 2008) [23pp, abstract]
Reprinted in Journal of Econometrics (2009) 151: 150-158. [CFP 1267] |
| CFDP 1657 |
Wang, Qiying
Phillips, Peter C.B. |
"Structural Nonparametric
Cointegrating Regression" (May 2008) [25pp, abstract] Reprinted in Econometrica
(November 2009), 77(6): 1901-1948 [CFP 1289] |
| CFDP 1658 |
Cheng, Xu
Phillips, Peter C.B. |
"Semiparametric Cointegrating Rank
Selection" (May 2008) [23pp, abstract]
Reprinted in Econometrics Journal (2009), 12: S83-S104 [CFP 1272] |
| CFDP 1659 |
Phillips, Peter C.B.
Magdalinos, Tassos
Giraitis, Liudas |
"Smoothing Local-to-Moderate Unit Root
Theory" (May 2008) [17pp, abstract]
Reprinted in Journal of Econometrics (2010), 158: 274-279 [CFP 1309] |
| CFDP 1660 |
Otsu, Taisuke
Seo, Myung Hwan
Whang, Yoon-Jae |
"Testing for Non-Nested Conditional
Moment Restrictions Using Unconditional Empirical Likelihood" (May 2008) [29pp, abstract] Forthcoming in Journal
of Econometrics |
| CFDP 1661 |
Sun, Yixiao
Phillips, Peter C.B. |
"Optimal Bandwidth Choice for Interval
Estimation in GMM Regression" (May 2008) [93pp, abstract] |
| CFDP 1662 |
Geanakoplos, John
Polemarchakis, H.M. |
"Pareto Improving Taxes" (May
2008) [28pp, abstract] Reprinted in
Journal of Mathematical Economics (2008), 44: 682-696 [CFP
1235] |
| CFDP 1663 |
Geanakoplos, John |
"Overlapping Generations Models of
General Equilibrium" (May 2008) [40pp, abstract]
Reprinted in Steven N. Durlauf and Lawrence E. Blume, eds., The New Palgrave Dictionary
of Economics, 2d ed. Palgrave Macmillan, 2008 [CFP 1275] |
| CFDP 1664 |
Geanakoplos, John
Zeldes, Stephen P. |
"Reforming Social Security with
Progressive Personal Accounts" (May 2008) [55pp, abstract] Reprinted in Jeffrey R. Brown, Jeffrey B. Liebman and David
A. Wise, eds., Social Security Policy in a Changing Environment. University of
Chicago Press, 2009, pp. 73-121 [CFP 1276] |
| CFDP 1665 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for LS, GLS, and Feasible
GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity" (June 2008)
[46pp, abstract] |
| CFDP 1665R |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for LS, GLS, and Feasible
GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity" (June 2008,
Revised March 2010) [53pp, abstract] |
| CFDP 1665RR |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for LS, GLS, and Feasible
GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity" (June 2008,
Revised February 2012) [55pp, abstract] Reprinted in Journal of Econometrics (August 2012),
169(2): 196-210 [CFP 1365] |
| CFDP 1666 |
Bergemann, Dirk
Morris, Stephen |
"Robust Implementation in General
Mechanisms" (June 2008) [51pp, abstract]
Reprinted in Games and Economic Behavior (2011), 71: 261-281 [CFP 1316] |
| CFDP 1666R |
Bergemann, Dirk
Morris, Stephen |
"Robust Implementation in General
Mechanisms" (June 2008, revised January 2009) [41pp, abstract] Reprinted in Games and Economic Behavior (2011), 71:
261-281 [CFP 1316] |
| CFDP 1667 |
Bracha, Anat
Brown, Donald J. |
"Affective Decision Making and the
Ellsberg Paradox" (June 2008) [9pp, abstract] |
| CFDP 1667R |
Bracha, Anat
Brown, Donald J. |
"Affective Decision Making and the
Ellsberg Paradox" (June 2008, revised August 2008) [19pp, abstract] |
| CFDP 1668 |
Altonji, Joseph G.
Ichimura, Hidehiko
Otsu, Taisuke |
"Estimating Derivatives in
Nonseparable Models with Limited Dependent Variables" (July 2008) [41pp, abstract] |
| CFDP 1668R |
Altonji, Joseph G.
Ichimura, Hidehiko
Otsu, Taisuke |
"Estimating Derivatives in
Nonseparable Models with Limited Dependent Variables" (July 2008, Revised May 2011)
[20pp, abstract] Reprinted in Econometrica (July
2012), 80(4): 1701-1719 [CFP 1369] |
| CFDP 1669 |
Chen, Keith |
"Rationalization and Cognitive
Dissonance: Do Choices Affect or Reflect Preferences?" (July 2008) [18pp, abstract] |
| CFDP 1670 |
Ambrus, Attila
Rozen, Kareen |
"Rationalizing Choice with Multi-Self
Models" (July 2008, revised July 2011) [41pp, abstract] |
| CFDP 1671 |
Andrews, Donald W.K.
Han, Sukjin |
"Invalidity of the Bootstrap and the m
Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities"
(July 2008) [23pp, abstract]
Reprinted in Econometrics Journal (2009), 12: S172-S199 [CFP 1273] |
| CFDP 1672 |
Bergemann, Dirk
Välimäki, Juuso |
"The Dynamic Pivot Mechanism"
(August 2008) [28pp, abstract] |
| CFDP 1672R |
Bergemann, Dirk
Välimäki, Juuso |
"The Dynamic Pivot Mechanism"
(Revised December 2009) [30pp, abstract]
Reprinted in Econometrica (March
2010), 78(2): 771-789 [CFP 1293] |
| CFDP 1673 |
Llavador, Humberto
Roemer, John E.
Silvestre, Joaquim |
"A Dynamic Analysis of Human Welfare
in a Warming Planet" (August 2008) [69pp, abstract] |
| CFDP 1673R |
Llavador, Humberto
Roemer, John E.
Silvestre, Joaquim |
"A Dynamic Analysis of Human Welfare
in a Warming Planet" (Revised April 2009) [69pp, abstract] |
| CFDP 1674 |
Shubik, Martin |
"Innovation and Equilibrium?"
(September 2008) [16pp, abstract] |
| CFDP 1675 |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"The Value of Fiat Money with an
Outside Bank: An Experimental Game" (September 2008, revised April 2010) [45pp, abstract] |
| CFDP 1675R |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"Sufficiency of an Outside Bank and a
Default Penalty to Support the Value of Fiat Money: Experimental Evidence" (September
2008, April 2010, Revised July 2013) [47pp, abstract] |
| CFDP 1676 |
Andrews, Donald W.K.
Jia, Panle |
"Inference for Parameters Defined by
Moment Inequalities: A Recommended Moment Selection Procedure" (September 2008)
[81pp, abstract] |
| CFDP 1676R |
Andrews, Donald W.K.
Jia, Panle |
"Inference for Parameters Defined by
Moment Inequalities: A Recommended Moment Selection Procedure," Supplement (September 2008, Revised August
2011) [26pp, abstract] Reprinted in Econometrica
(November, 2012), 80(6): 28052826 [CFP
1372] |
| CFDP 1677 |
Che, Yeon-Koo
Kojima, Fuhito |
"Asymptotic Equivalence of
Probabilistic Serial and Random Priority Mechanisms" (October 2008) [37pp, abstract] |
| CFDP 1678 |
Robson, Arthur
Samuelson, Larry |
"The Evolution of Decision and
Experienced Utilities" (October 2008, revised February 2010) [29pp, abstract] |
| CFDP 1679 |
Chen, Xiaohong
Koenker, Roger
Xiao, Zhijie |
"Copula-Based Nonlinear Quantile
Autoregression" (October 2008) [30pp, abstract]
Reprinted in Econometrics Journal (January 2009), 12(1): S50-S67 [CFP 1281] |
| CFDP 1680 |
Gerardi, Dino
Maestri, Lucas |
"A Principal-Agent Model of Sequential
Testing" (October 2008) [47pp, abstract] |
| CFDP 1681 |
Karatzas, I.
Shubik, M.
Sudderth, W.D. |
"Financial Control of a Competitive
Economy without Randomness" (October 2008) [31pp, abstract] |
| CFDP 1682 |
Bergemann, Dirk
Hege, Ulrich
Peng, Liang |
"Venture Capital and Sequential
Investments" (November 2008) [59pp, abstract] |
| CFDP 1682R |
Bergemann, Dirk
Hege, Ulrich
Peng, Liang |
"Venture Capital and Sequential
Investments" (Revised March 2009) [61pp, abstract] |
| CFDP 1682RR |
Bergemann, Dirk
Hege, Ulrich
Peng, Liang |
"Venture Capital and Sequential
Investments" (Revised October 2009) [64pp, abstract] |
| CFDP 1683 |
Chen, Xiaohong
Fan, Yanqin
Pouzo, Demian
Ying, Zhiliang |
"Estimation and Model Selection of
Semiparametric Multivariate Survival Functions under General Censorship" (November
2008) [38pp, abstract] Reprinted
in Journal of Econometrics (July 2010), 157(1): 129-142 [CFP 1299] |
| CFDP 1684R |
Hörner, Johannes
Samuelson, Larry |
"Managing Strategic Buyers"
(November 2008, revised September 2010) [67pp, abstract] Reprinted in Journal of Political Economy (June
2011), 119(2): 379-425 [http://www.jstor.org/stable/10.1086/660902] |