
| CFPs | CFDPs | Author
Index | ORDER |
PAPERS (REPRINTS), 2002
NOTE: If you or your
university/college has an electronic subscription to the
relevant journals, you should be able to download the linked
articles below.
Otherwise, you may ORDER individual reprints
directly from Cowles. |
|
| No. |
Author(s) |
Title, Where published |
| CFP 1030 |
Quintos, Carmela
Fan, Zhenhong
Phillips, Peter C.B. |
"Structural Change Tests in Tail
Behavior and the Asian Crisis." Review of Economic Studies (2001), 68: 633-663
[CFDP 1283, 38pp, abstract] |
| CFP 1031 |
Andrews, Donald W.K. |
"Higher-Order Improvements of a
Computationally Attractive k-Step Bootstrap for Extremum Estimators." Econometrica
(January 2002), 70(1): 119-162 [CFDP
1230R, 66pp, abstract] |
| CFP 1032 |
Chang, Yoosoon
Park, Joon Y.
Phillips, Peter C.B. |
"Nonlinear Econometric Models with
Cointegrated and Deterministically Trending Regressors." Econometrics Journal
(2001), 4: 1-36 [CFDP 1245, 43pp, abstract] |
| CFP 1033 |
Shubik, Martin
Tsomocos, D.P. |
"A Strategic Market Game with
Seigniorage Costs of Fiat Money." Economic Theory (2002), 19: 187-201 [CFDP 1043, 15pp, abstract] |
| CFP 1034 |
Mailath, George J.
Morris, Stephen |
"Repeated Games with Almost-Public
Monitoring." Journal of Economic Theory (2002), 102: 189-228 [CFDP 1236, 52pp, abstract] |
| CFP 1035 |
Maynard, Alex
Phillips, Peter C.B. |
"Rethinking an Old Empirical Puzzle:
Econometric Evidence on the Forward Discount Anomaly." Journal of Applied
Econometrics (2001), 16: 671-708 |
| CFP 1036 |
Scarf, Herbert E. |
"Inventory Theory." Operations
Research (2002), 50(1): 186-191 |
| CFP 1037 |
Ploberger, Werner
Phillips, Peter C.B. |
"Rissanen's Theorem and Econometric
Time Series." In Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity,
Inference and Modelling, Cambridge University Press, 2001, pp. 165-180 [CFDP 1197, 14pp, abstract] |
| CFP 1038 |
Bergemann, Dirk
Välimäki, Juuso |
"Information Acquisition and Efficient
Mechanism Design." Econometrica (May 2002, 70(3), 1007-1033 [CFDP 1248, 42pp, abstract] |
| CFP 1039 |
Corbae, Dean
Ouliaris, Sam
Phillips, Peter C.B. |
"Band Spectral Regression with
Trending Data." Econometrica (May 2002), 70(3): 1067-1109 [CFDP 1163, 46pp, abstract] |
| CFP 1040 |
Shubik, Martin |
"Game Theory and Operations Research:
Some Musings 50 Years Later." Operations Research (January-February 2002),
50(1): 192-196 |
| CFP 1041 |
Shimotsu, Katsumi
Phillips, Peter C.B. |
"Pooled Log Periodogram
Regression." Journal of Time Series Analysis (2002), 23(1): 57-93 [CFDP 1267, 46pp, abstract] |
| CFP 1042 |
Brown, Donald J.
Wegkamp, Marten H. |
"Weighted Minimum Mean-Square Distance
from Independence Estimation." Econometrica (September 2002), 70(5): 2035-2051
[CFDP 1288, 31pp, abstract] |
| CFP 1043 |
Baliga, Sandeep
Morris. Stephen |
"Co-ordination, Spillovers, and Cheap
Talk." Journal of Economic Theory (2002), 105: 450-468 [CFDP 1203, 19pp, abstract] |
PAPERS (REPRINTS), 2003
NOTE: If you or your
university/college have an electronic subscription to the
relevant journals, you should be able to download the linked articles below.
Otherwise, you may ORDER
individual reprints directly from Cowles. |
|
|
| No. |
Author(s) |
Title, Where published |
| CFP 1044 |
Andrews, Donald W.K. |
"Equivalence of the Higher Order
Asymptotic Efficiency of k-Step and Extremum Statistics." Econometric
Theory (2002), 18: 1040-1085 [CFDP 1269,
42pp, abstract] |
| CFP 1045 |
Nordhaus, William D. |
"The Recent Recession, the Current
Recovery, and Stock Prices." Brookings Papers on Economic Activity (2002) 1:
199-228 |
| CFP 1046 |
Xiao, Zhijie
Phillips, Peter C.B. |
"A CUSUM Test for Cointegration Using
Regression Residuals." Journal of Econometrics (2002), 108: 43-61 [CFDP 1329, abstract] |
| CFP 1047 |
Bewley, Truman |
"Interviews as a Valid Empirical Tool
in Economics." Journal of Socio-Economics (2002), 31: 343-353 |
| CFP 1048 |
Dubey, Pradeep
Geanakoplos, John |
"Competitive Pooling:
Rothschild-Stiglitz Reconsidered." Quarterly Journal of Economics (November
2002), 1529-1570 [CFDP
1346R2, 35pp, abstract] |
| CFP 1049 |
Karatzas, Ioannis
Shubik, Martin
Sudderth, William D. |
"A Stochastic Overlapping Generations
Economy with Inheritance." Journal of Economics (2002) 77(3): 207-240 [CFDP 1262, 26pp, abstract |
| CFP 1050 |
Bandi, Federico M.
Phillips, Peter C.B. |
"Fully Nonparametric Estimation of
Scalar Diffusion Models." Econometrica (January 2003), 71(1): 241-283 [CFDP 1332, 48pp] |
| CFP 1051 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"A Bias-Reduced Log-Periodogram
Regression Estimator for the Long-Memory Parameter." Econometrica (March
2003), 71(2): 675-712 |
| CFP 1052 |
Dubey, Pradeep
Geanakoplos, John |
"Inside and Outside Fiat Money, Gains
to Trade, and IS-LM." Economic Theory (2003), 21: 347-397 [CFDP 1257R, 55pp, abstract] |
| CFP 1053 |
Bewley, Truman F. |
"Knightian Decision Theory: Part
I." Decisions in Economics and Finance (2002), 25(2): 79-110 [CFDP 807, 43pp, abstract] |
| CFP 1054 |
Phillips, Peter C.B. |
"Vision and Influence in Econometrics:
John Denis Sargan." Econometric Theory (2003), 19: 495-511 [CFDP 1393, 19pp] |
| CFP 1055 |
Shiller, Robert J. |
"From Efficient Markets Theory to
Behavioral Finance." Journal of Economic Perspectives (Winter 2003), 17(1):
83-104 [CFDP 1385, 43pp, abstract] |
| CFP 1056 |
Bergemann, Dirk
Välimäki, Juuso |
"Entry and Vertical
Differentiation." Journal of Economic Theory (2002), 106: 91-125 [CFDP 1302, 41pp] |
| CFP
1057 |
Geanakoplos, John |
"Promises Promises." In W.B.
Arthur, S.N. Durlauf and D.A. Lane, eds., The Economy as an Evolving Complex System II,
Addison-Wesley, 1997, pp. 285-320 [CFDP
1143, 32pp] |
| CFP 1058 |
Geanakoplos, John |
"Nash and Walras Equilibrium via
Brouwer." Economic Theory (2003), 21(2/3): 585-603 [CFDP 1131R3, 20pp, abstract] |
| CFP 1059 |
Phillips, Peter C.B. |
"New Unit Root Asymptotics in the
Presence of Deterministic Trends," Journal of Econometrics (2002), 111:
323-353 [CFDP 1196, 25pp, abstract] |
| CFP 1060 |
Morris, Stephen |
"Coordination, Communication, and
Common Knowledge: A Retrospective on the Electronic-Mail Game." Oxford Review of
Economic Policy (2002), 18(4): 433-445 [CFDP
1041, 23pp, abstract] |
| CFP 1061 |
Shiller, Robert J. |
"Social Security and Individual
Accounts as Elements of Overall Risk-Sharing." AEA Papers and Proceedings
(2003), 93(2): 343-347 |
| CFP 1062 |
Ploberger, Werner
Phillips, Peter C.B. |
"Empirical Limits for Time Series
Econometric Models." Econometrica (March 2003), 71(2): 627-673 [CFDP 1220, 42pp, abstract] |
| CFP 1063 |
Dubey, Pradeep
Geanakoplos, John |
"Monetary Equilibrium with Missing
Markets." Journal of Mathematical Economics (2003), 39: 585-618 [CFDP 1389, 37pp, abstract] |
| CFP 1064 |
Nordhaus, William D. |
"Productivity Growth and the New
Economy." Brookings Papers on Economic Activities (2002), 2: 211-265 [CFDP 1284, 42pp] |
| CFP 1065 |
Dubey, Pradeep
Geanakoplos, John |
"From Nash to Walras via
Shapley-Shubik." Journal of Mathematical Economics (2003), 39: 391-400 [CFDP 1360, 11pp, abstract] |
| CFP 1066 |
Morris, Stephen
Shin, Hyun Song |
"Social Value and Public
Information." American Economic Review (December 2002), 92(5): 1521-1534 [CFDP 1312, 35pp, abstract] |
| CFP 1067 |
Fair, Ray C. |
"Shock Effects on Stocks, Bonds, and
Exchange Rates." Journal of International Money and Finance (2003), 22:
307-341 |
| CFP 1068 |
Phillips, Peter C.B.
McFarland, James W. |
"Forward Exchange Market Unbiasedness:
the Case of the Australian Dollar Since 1984." Journal of International Money and
Finance (1997), 16(6): 885-907 [CFDP
1055, 18pp, abstract] |
| CFP 1069 |
Andrews, Donald W.K.
Buchinsky, Moshe |
"On the Number of Bootstrap
Repetitions for BCa Confidence Intervals." Econometric Theory
(2002), 18: 962-984 [CFDP 1141R,
52pp, abstract] |
| CFP 1070 |
Diamond, Peter
Geanakoplos, John |
"Social Security Investment in
Equities." The American Economic Review (September 2003), 93(4): 1047-1074 [CFDP 1314R, 30pp, abstract] |
| CFP 1071 |
Xiao, Zhijie
Phillips, Peter C.B. |
"Efficient Detrending in Cointegrating
Regression." Econometric Theory (1999), 15: 519-548 |
| CFP 1072 |
Andrews, Donald W.K. |
"End-of-Sample Instability
Tests." Econometrica (November 2003), 71(6): 1661-1694 [CFDP 1369, 43pp, abstract] |
| CFP 1073 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Common Agency." Journal
of Economic Theory (2003), 111: 23-48 [CFDP
1206, 61pp, abstract] |
| CFP 1074 |
Geanakoplos, John |
"Liquidity, Default, and
Crashes." In M. Dewabtripont, L.P. Hansen and S.J. Turnovsky, eds., Advances in
Economics and Econometrics II, Cambridge University Press, 2003, pp. 170-205 [CFDP 1316RR, 35pp, abstract] |
| CFP 1075 |
Frankel, David M.
Morris, Stephen
Pauzner, Ady |
"Equilibrium Selections in Global
Games with Strategic Complementarities." Journal of Economic Theory (2003),
108: 1-44 [CFDP 1336, 62pp, abstract] |
| CFP 1076 |
Fair, Ray C. |
"Optimal Control and Stochastic
Simulation of Large Nonlinear Models with Rational Expectations." Computational
Economics (2003) 21: 245-256 |
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