| No. |
Author(s) |
Title |
| CFDP 1776 |
Fair, Ray C. |
"A World Macro Saving Fact and an
Explanation" (January 2011, Revised June 2011) [28pp, abstract] |
| CFDP 1777 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Inconsistent VAR Regression with
Common Explosive Roots" (January 2011) [32pp, abstract] |
| CFDP 1778 |
Wang, Xiaohu
Phillips, Peter C.B.
Yu, Jun |
"Bias in Estimating Multivariate and
Univariate Diffusions" (January 2011) [37pp, abstract] Reprinted in Journal of Econometrics (2011), 161(2):
228-245 [CFP 1343] |
| CFDP 1779 |
Wang, Qiying
Phillips, Peter C.B. |
"Specification Testing for Nonlinear
Cointegrating Regression" (January 2011, Revised February 2011) [66pp, abstract] Reprinted as "A
Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics
(2012), 40(2): 2, 727–758 [CFP 1359] |
| CFDP 1780 |
Han, Chirok
Phillips, Peter C.B. |
"First Difference MLE and Dynamic
Panel Estimation" (January 2011) [32pp, abstract]
Reprinted in Journal of Econometrics (July 2013), 175(1): 35-45 [CFP 1379] |
| CFDP 1781 |
Phillips, Peter C.B. |
"Folklore Theorems, Implicit Maps and
New Unit Root Limit Theory" (January 2011) [42pp, abstract] Reprinted as "Folklore Theorems, Implicit Maps, and
Indirect Inference," Econometrica (January
2012), 80(1): 425–454; includes Supplement, 1-36 [CFP 1350] |
| CFDP 1782 |
Bergemann, Dirk
Välimäki, Juuso |
"Efficient Search by Committee"
(January 2011) [10pp, abstract] |
| CFDP 1783 |
Otsu, Taisuke |
"Large Deviations of Generalized
Method of Moments and Empirical Likelihood Estimators" (February 2011) [16pp, abstract] Reprinted in Econometrics
Journal (July 2011), 14(2): 321-329 [CFP 1334] |
| CFDP 1784 |
Case, Karl E.
Quigley, John M.
Shiller, Robert J. |
"Wealth Effects Revisited
1978-2009" (February 2011) [40pp, abstract] |
| CFDP 1785 |
Otsu, Taisuke |
"Moderate Deviations of Generalized
Method of Moments and Empirical Likelihood Estimators" (February 2011) [22pp, abstract] Reprinted in Journal of
Multivariate Analysis (2011), 102(8): 1203-1216 [CFP 1335] |
| CFDP 1786 |
Shubik, Martin
Sudderth, William |
"Cost Innovation: Schumpeter and
Equilibrium. Part 1. Robinson Crusoe" (March 2011, Revised August 2011) [30pp, abstract] |
| CFDP 1787 |
Berry, Steven T.
Haile, Philip A. |
"Identification in a Class of
Nonparametric Simultaneous Equations Models" (March 2011) [24pp, abstract] |
| CFDP 1787R |
Berry, Steven T.
Haile, Philip A. |
"Identification in a Class of
Nonparametric Simultaneous Equations Models" (March 2011, Revised April 2011) [23pp, abstract] |
| CFDP 1788 |
Shiller, Robert J.
Shiller, Virginia M. |
"Economists as Worldly
Philosophers" (March 2011) [12pp, abstract] |
| CFDP 1789 |
Canay, Ivan
Otsu, Taisuke |
"Hodges-Lehmann Optimality for Testing
Moment Conditions" (March 2011) [18pp, abstract] |
| CFDP 1790 |
Bravo, Francesco
Escanciano, Juan Carlos
Otsu, Taisuke |
"A Simple Test for Identification in
GMM under Conditional Moment Restrictions" (March 2011) [20pp, abstract] |
| CFDP 1791 |
Matsushita, Yukitoshi
Otsu, Taisuke |
"Second-order Refinement of Empirical
Likelihood for Testing Overidentifying Restrictions" (April 2011, Revised
January 2012) [32pp, abstract] |
| CFDP 1792 |
Otsu, Taisuke |
"Empirical Likelihood for
Nonparametric Additive Models" (April 2011) [28pp, abstract] |
| CFDP 1793 |
Camponovo, Lorenzo
Otsu, Taisuke |
"Breakdown Point Theory for Implied
Probability Bootstrap" (April 2011) [14pp, abstract] |
| CFDP 1794 |
Shiller, Robert J.
Wojakowski, Rafal M.
Ebrahim, M. Shahid
Shackleton, Mark B. |
"Continuous Workout Mortgages"
(April 2011) [41pp, abstract] |
| CFDP 1795 |
Chen, Xiaohong
Chernozhukov, Victor
Lee, Sokbae
Newey, Whitney |
"Local Identification of Nonparametric
and Semiparametric Models" (April 2011) [abstract, 30pp] |
| CFDP 1795R |
Chen, Xiaohong
Chernozhukov, Victor
Lee, Sokbae
Newey, Whitney |
"Local Identification of Nonparametric
and Semiparametric Models" (April 2011, Revised November 2012) [abstract, 45pp] |
| CFDP 1796 |
Camponovo, Lorenzo
Otsu, Taisuke |
"Robustness of Bootstrap in
Instrumental Variable Regression" (April 2011) [abstract, 24pp] |
| CFDP 1797 |
Chernozhukov, Victor
Fernández-Val, Iván
Kowalski, Amanda |
"Quantile Regression with Censoring
and Endogeneity" (April 2011) [abstract,
50pp] |
| CFDP 1798 |
Kanaya, Shin
Otsu, Taisuke |
"Large Deviations of Realized
Volatility" (May 2011) [abstract,
37pp] |
| CFDP 1799 |
Otsu, Taisuke
Xu, Ke-Li |
"Empirical Likelihood for Regression
Discontinuity Design" (May 2011) [abstract,
36pp] |
| CFDP 1800 |
Fostel, Ana
Geanakoplos, John |
"Endogenous Leverage: VaR and
Beyond" (May 2011) [abstract, 30pp] |
| CFDP 1801 |
Andrews, Donald W.K. |
"Examples of L2-Complete
and Boundedly-Complete Distributions" (May 2011) [abstract, 25pp] |
| CFDP 1802 |
Golosov, Mikhail
Skreta, Vasiliki
Tsyvinski, Aleh
Wilson, Andrea |
"Dynamic Strategic Information
Transmission" (May 2011, Revised June 2011) [abstract, 48pp] |
| CFDP 1803 |
Ackerberg, Daniel
Chen, Xiaohong
Hahn, Jinyong |
"A Practical Asymptotic Variance
Estimator for Two-Step Semiparametric Estimators" (May 2001) [abstract, 50pp] Reprinted in Review of
Economics and Statistics (May 2012), 94(2): 482-498 [CFP 1357] |
| CFDP 1804 |
Chen, Xiaohong |
"Penalized Sieve Estimation and
Inference of Semi-Nonparametric Dynamic Models: A Selective Review" (May 2011) [abstract, 56pp] Reprinted in Advances in
Economics and Econometrics, 2010 World Congress of the Econometric Society book
volumes, Cambridge University Press, 2013 [CFP 1388] |
| CFDP 1805 |
Grant, Simon
Polak, Ben |
"Mean-Dispersion Preferences and
Constant Absolute Uncertainty Aversion" (June 2011) [abstract, 54pp] |
| CFDP 1806 |
Berry, Steven
Gandhi, Amit
Haile, Philip |
"Connected Substitutes and
Invertibility of Demand" (June 2011) [abstract,
29pp] |
| CFDP 1806R |
Berry, Steven
Gandhi, Amit
Haile, Philip |
"Connected Substitutes and
Invertibility of Demand" (June 2011, Revised July 2012) [abstract, 33pp] |
| CFDP 1807 |
Fair, Ray C. |
"What It Takes to Solve the U.S.
Government Deficit Problem" (July 2011, Revised May 2012) [abstract, 24pp] |
| CFDP 1808 |
Shubik, Martin |
"The Present and Future of Game
Theory" (July 2011) [abstract,
20pp] |
| CFDP 1809 |
Fostel, Ana
Geanakoplos, John |
"Tranching, CDS and Asset Prices: How
Financial Innovation Can Cause Bubbles and Crashes" (July 23, 2011) [abstract, 47pp] |
| CFDP 1809R |
Fostel, Ana
Geanakoplos, John |
"Tranching, CDS and Asset Prices: How
Financial Innovation Can Cause Bubbles and Crashes" (July 2011, Revised August 2011)
[abstract, 48pp] Reprinted in American
Economic Journal: Macroeconomics (January 2012), 4(1): 190-225 [CFP 1353] |
| CFDP 1810 |
Mailath, George J.
Postlewaite, Andrew
Samuelson, Larry |
"Pricing and Investments in Matching
Markets" (July 2011) [abstract,
68pp] |
| CFDP 1811 |
Gilboa, Itzhak
Samuelson, Larry
Schmeidler, David |
"Dynamics of Inductive Inference in a
Unified Framework" (July 2011) [abstract, 43pp] |
| CFDP 1812 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"A
Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive
Parameter" (August 2011) [33pp, abstract] |
| CFDP 1812R |
Andrews, Donald W.K.
Guggenberger, Patrik |
"A
Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive
Parameter" (August 2011, Revised December 2012) [39pp, abstract] |
| CFDP 1813 |
Andrews, Donald W.K.
Cheng, Xu
Guggenberger, Patrik |
"Generic Results for Establishing the
Asymptotic Size of Confidence Sets and Tests" (August 2011) [47pp, abstract] |
| CFDP 1814 |
Quint, Thomas
Shubik, Martin |
"The Demonetization of Gold:
Transactions and the Change in Control" (August 2011) [48pp, abstract] |
| CFDP 1815 |
Andrews, Donald W.K. |
"Similar-on-the-Boundary Tests for
Moment Inequalities Exist, But Have Poor Power" (August 2011) [19pp, abstract] |
| CFDP 1815R |
Andrews, Donald W.K. |
"Similar-on-the-Boundary Tests for
Moment Inequalities Exist, But Have Poor Power" (August 2011, Revised March 2012)
[22pp, abstract] |
| CFDP 1816 |
Albagli, Elias
Hellwig, Christian
Tsyvinski, Aleh |
"Information Aggregation, Investment,
and Managerial Incentives" (August 2011) [37pp, abstract] |
| CFDP 1817 |
Shiller, Robert J. |
"Irving Fisher, Debt Deflation and
Crises" (August 2011) [8pp, abstract] |
| CFDP 1818 |
Bergemann, Dirk
Morris, Stephen |
"Robust Mechanism Design: An
Introduction" (August 2011) [47pp, abstract]
Reprinted in Foundations and Trends in Microeconomics (2012),
8(3): 169-230 [CFP 1376] |
| CFDP 1819 |
Friedman, Daniel
Sunder, Shyam |
"Risky Curves: From Unobservable
Utility to Observable Opportunity Sets" (August 2011) [30pp, abstract] |
| CFDP 1820 |
Chen, M. Keith |
"The Effect of Language on Economic
Behavior: Evidence from Savings Rates, Health Behaviors, and Retirement Assets"
(August 2011, Revised December 2012) [56pp, abstract] |
| CFDP 1821 |
Bergemann, Dirk
Morris, Stephen |
"Robust Predictions in Games with
Incomplete Information" (September 2011) [63pp, abstract] |
| CFDP 1821R |
Bergemann, Dirk
Morris, Stephen |
"Robust Predictions in Games with
Incomplete Information" (September 2011, Revised December 2011) [49pp, abstract] |
| CFDP 1821RR |
Bergemann, Dirk
Morris, Stephen |
"Robust Predictions in Games with
Incomplete Information" (September 2011, Revised October 2012) [54pp, abstract] |
| CFDP 1821R3 |
Bergemann, Dirk
Morris, Stephen |
"Robust Predictions in Games with
Incomplete Information" (September 2011, Revised March 2013) [59pp, abstract] Reprinted in Econometrica (July
2013), 81(4): 1251-1308 [CFP 1381] |
| CFDP 1822 |
Bergemann, Dirk
Morris, Stephen |
"Correlated Equilibrium in Games with
Incomplete Information" (October 2011) [61pp, abstract] |
| CFDP 1823 |
Miller, David A.
Rozen, Kareen |
"Optimally Empty Promises and
Endogenous Supervision" (October 2011, Revised June 2012) [44pp, abstract] |
| CFDP 1824 |
Andrews, Donald W.K.
Cheng, Xu |
"Maximum Likelihood Estimation and
Uniform Inference with Sporadic Identification Failure," Supplemental Appendix (October 2011) [71pp, abstract] |
| CFDP 1824R |
Andrews, Donald W.K.
Cheng, Xu |
"Maximum Likelihood Estimation and
Uniform Inference with Sporadic Identification Failure," Supplemental Appendix (October 2011, Revised October 2012) [55pp, abstract] Reprinted in Journal of
Econometrics (March 2013), 173(1): 36–56 [CFP 1375] |
| CFDP 1825 |
Camponovo, Lorenzo
Otsu, Taisuke |
"On Bartlett Correctability of
Empirical Likelihood in Generalized Power Divergence Family" (October 2011)
[7pp, abstract] |
| CFDP 1826 |
Nordhaus, William |
"Estimates of the Social Cost of
Carbon: Background and Results from the RICE-2011 Model" (October 2011) [48pp, abstract] |
| CFDP 1827 |
Albagli, Elias
Hellwig, Christian
Tsyvinski, Aleh |
"A Theory of Asset Prices Based on
Heterogeneous Information" (October 2011) [43pp, abstract] |
| CFDP 1828 |
Andrews, Donald W.K.
Cheng, Xu |
"GMM Estimation and Uniform Subvector
Inference with Possible Identification Failure," Supplemental Appendix (October 2011) [75pp, abstract] |
| CFDP 1828R |
Andrews, Donald W.K.
Cheng, Xu |
"GMM Estimation and Uniform Subvector
Inference with Possible Identification Failure," Supplemental Appendix (October 2011, Revised January 2013)
[58pp, abstract] |
| CFDP 1829 |
Dillenberger, David
Postlewaite, Andrew
Rozen, Kareen |
"Optimism and Pessimism with Expected
Utility" (October 2011) [19pp, abstract] |
| CFDP 1830 |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"Financing of Public Goods through
Taxation in a General Equilibrium Economy: Theory and Experimental Evidence" (October
2011) [35pp, abstract] |
| CFDP 1830R |
Huber, Juergen
Shubik, Martin
Sunder, Shyam |
"Financing of Public Goods through
Taxation in a General Equilibrium Economy: Experimental Evidence" (October 2011, Revised
April 2013) [39pp, abstract] |
| CFDP 1831 |
Bonatti, Alessandro
Hörner, Johannes |
"Career Concerns with Coarse
Information" (October 2011, Updated January 2012) [93pp, abstract] |
| CFDP 1832 |
Zhang, Yonghui
Su, Liangjun
Phillips, Peter C.B. |
"Testing for Common Trends in
Semiparametric Panel Data Models with Fixed Effects" (October 2011) [42pp, abstract] Reprinted in Econometrics
Journal (2012), 15: 56-100 [CFP 1368] |
| CFDP 1833 |
Phillips, Peter C.B. |
"Meritocracy Voting: Measuring the
Unmeasurable" (October 2011) [24pp, abstract] |
| CFDP 1834 |
Bergemann, Dirk
Eisenbach, Thomas
Feigenbaum, Joan
Shenker, Scott |
"Pricing under the Threat of Piracy:
Flexibility and Platforms for Digital Goods" (November 2011) [22pp, abstract] |
| CFDP 1835 |
Dubey, Pradeep
Geanakoplos, John
Haimanko, Ori |
"Prizes versus Wages with Envy and
Pride" (November 2011) [26pp, abstract]
Reprinted in Japanese Economic Review (2012) [CFP
1367] |
| CFDP 1836 |
Chen, Xiaohong
Tamer, Elie
Torgovitsky, Alexander |
"Sensitivity Analysis in
Semiparametric Likelihood Models" (November 2011) [58pp, abstract] |
| CFDP 1837 |
Geanakoplos, John |
"Greek Debt and American Debt:
Graduation Speech at the University of Athens Economics and Business School"
(November 2011) [13pp, abstract] |
| CFDP 1838 |
Geanakoplos, John
Pedersen, Lasse H. |
"Monitoring Leverage" (November
2011) [18pp, abstract] |
| CFDP 1839 |
Nordhaus, William D. |
"Integrated Economic and Climate
Modeling" (December 2011) [99pp, abstract] |
| CFDP 1840 |
Andrews, Donald W.K.
Shi, Xiaoxia |
"Nonparametric Inference Based on
Conditional Moment Inequalities," Supplemental
Appendix (December 2011) [67pp, abstract] |
| CFDP 1840R |
Andrews, Donald W.K.
Shi, Xiaoxia |
"Nonparametric Inference Based on
Conditional Moment Inequalities," Supplemental
Appendix (December 2011, Revised February 2013) [44pp, abstract] |
