| CFPs | CFDPs | Author
Index | ORDER |
PAPERS (REPRINTS), 2004
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 1077 |
Sun, Yixiao
Phillips, Peter C.B. |
"Nonlinear
Log-Periodogram Regression for Perturbed Fractional Processes." Journal of
Econometrics (2003), 115: 355-389 [CFDP
1366, 40pp, abstract] |
| CFP 1078 |
Aura, Saku
Diamond, Peter
Geanakoplos, John |
"Savings and Portfolio Choice in a
Two-Period Two-Asset Model." The American Economic Review (2002), 92(4):
1185-1191 [CFDP 1268, 9pp, abstract] |
| CFP 1079 |
Bergemann, Dirk
Juuso Välimäki |
"Strategic Buyers and Privately
Observed Prices." Journal of Economic Theory (2002), 105: 469-482 [CFDP 1237, 20pp, abstract] |
| CFP 1080 |
Andrews, Donald W.K.
Sun, Yixiao |
"Adaptive Local
Polynomial Whittle Estimation of Long-Range Dependence." Econometrica (2004),
72(2): 569-614 [CFDP 1384,
50pp, abstract] |
| CFP 1081 |
Phillips, Peter C.B. |
"Laws and Limits of
Econometrics." The Economic Journal (2003), 113: C26-C52 [CFDP 1397, 32pp, abstract] |
| CFP 1082 |
Geanakoplos, John
Tsomocos, Dimitrios |
"International Finance in General
Equilibrium." Research in Economics (2002), 56: 85-142 [CFDP 1313, 50pp, abstract] |
| CFP 1083 |
Gerardi, Dino |
"Unmediated Communication in Games
with Complete and Incomplete Information." Journal of Economic Theory (2004),
114: 104-131 [CFDP 1371, 73pp, abstract] |
| CFP 1084 |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"Is Gold an Efficient Store of
Value?" Economic Theory (2003), 21: 767-782 [CFDP 1031R, 15pp, abstract] |
| CFP 1085 |
Moon, Hyungsik Roger
Phillips, Peter C.B. |
"GMM Estimation of Autoregressive
Roots Near Units with Panel Data." Econometrica (March 2004) 72(2): 467-522 [CFDP 1274, 54pp, abstract] |
| CFP 1086 |
Yildiz, Muhamet |
"Waiting to Persuade." Quarterly
Journal of Economics (2004), 223-248 |
| CFP 1087 |
Phillips, Peter C.B.
Park, Joon Y.
Chang, Yoosoon |
"Nonlinear Instrumental Variable
Estimation of an Autoregression." Journal of Econometrics (2004) 118: 219-246
[CFDP 1331, 30pp] abstract] |
| CFP 1088 |
Corsetti, Giancarlo
Dasgupta, Amil
Morris, Stephen
Shin, Hyun Song |
"Does One Soros Make a Difference? A
Theory of Currency Crises with Large and Small Traders" Review of Economic Studies
(2004), 71: 87-113 [CFDP 1273, 31pp, abstract] |
| CFP 1089 |
Case, Karl E.
Shiller, Robert J. |
"Is There a Bubble in the Housing
Market?" Brookings Papers on Economic Activity (2003), 2: 299-362 |
| CFP 1090 |
Geanakoplos, John |
"The Arrow-Debreu Model of General
Equilibrium." The New Palgrave Dictionary of Money and Finance, Vol. 1, edited
by I. Eatwell, M. Milgate, and P. Newman, Macmillan, 1987, pp. 116-123 [9pp] |
| CFP 1091 |
Andrews, Donald W.K. |
"The Block-Block Bootstrap: Improved
Asymptotic Refinements." Econometrica (May 2004), 72(3): 673-700 [CFDP 1370, 36pp, abstract] |
| CFP 1092 |
Fair, Ray C. |
"Events that Shook the Market." Journal
of Business (2002), 75(4): 713-731 |
| CFP 1093 |
Geanakoplos, John |
"The Overlapping Generations Model of
General Equilibrium." The New Palgrave Dictionary of Money and Finance, Vol. 1,
edited by I. Eatwell, M. Milgate, and P. Newman, Macmillan, 1987, pp. 767-779 [13pp] |
| CFP 1094 |
Xiao, Zhijie
Phillips, Peter C.B. |
"Higher Order Approximations for Wald
Statistics in Time Series Regressions with Integrated Processes." Journal of
Econometrics (2002), 108: 157-198 |
| CFP 1095 |
Baliga, Sandeep
Polak, Ben |
"The Emergence and Persistence of the
Anglo-Saxon and German Financial Systems," The Review of Financial Studies
(2004), 17(1): 129-163 |
| CFP 1096 |
Dubey, Pradeep
Sahi, Siddhartha |
"Price-mediated Trade with Quantity
Signals: An Axiomatic Approach," Journal of Mathematical Economics (2003), 39:
377-389 |
| CFP 1097 |
Morris, Stephen
Shin, Hyun Song |
"Global Games: Theory and
Applications." In M. Dewatripont, L. Hansen and S. Turnovsky, eds., Advances in
Economics and Econometrics, Vol. 1, Cambridge University Press, 2003, pp.
57-114 [CFDP 1275R, 69pp, abstract] |
| CFP
1098 |
Phillips, Peter C.B.
Shimotsu, Katsumi |
"Local Whittle Estimation in
Nonstationary and Unit Root Cases." The Annals of Statistics (2004), 34(2):
656-692 [CFDP 1266, 46pp, abstract] |
| CFP 1099 |
Geanakoplos, John
Magill, Michael
Quinzii, Martine |
"Demography and the Long-Run
Predictability of the Stock Market." Brookings Papers on Economic Activity
(2004), 1: 241-325 [CFDP 1380R,
55pp, abstract] |
| CFP 1100 |
Fair, Ray C. |
"On
Modeling the Effects of Inflation Shocks." Contributions to Macroeconomics
(2002), 2(1): Article 3 |
| CFP 1101 |
Phillips, Peter C.B.
Hall, Viv B. |
"Early Development of Econometric
Software at the University of Aukland." Journal of Economic and Social Measurement
(2004), 29: 127-133 |
| CFP 1102 |
Shubik, Martin |
"Game Theory and Experimental
Gaming." Chapter 62 in R.J. Aumann and S. Hart, eds., Handbook of Game Theory,
Vol. 3, North-Holland, 2002, pp. 2329-2351 |
PAPERS (REPRINTS), 2005
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 1103 |
Hu, Ling
Phillips, Peter C.B. |
"Nonstationary Discrete Choice." Journal
of Econometrics (2004), 120: 103-138 [CFDP 1364, 37pp, abstract] |
| CFP 1104 |
Scarf, Herbert E. |
"Optimal Inventory Policies When Sales
Are Discretionary." International Journal of Production Economics (January
2005), 93-94: 111-119 [CFDP 1270, 10pp,
abstract] |
| CFP 1005 |
Xiao, Zhijie
Phillips, Peter C.B. |
"An ADF Coefficient Test for a Unit
Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy." Econometrics
Journal (1998), 1: 27-43 [CFDP 1161,
18p] |
| CFP 1106 |
Roemer, John E. |
"Equality of Opportunity: A Progress
Report." Social Choice and Welfare (2002), 19: 455-471 |
| CFP 1107 |
Chao, John C.
Phillips, Peter C.B. |
"Jeffreys Prior Analysis of the
Simultaneous Equations Model in the Case with n + 1 Endogenous Variables." Journal
of Econometrics (2002), 111: 251-283 [CFDP 1198, 32pp, abstract] |
| CFP 1108 |
Dubey, Pradeep
Geanakoplos, John
Shubik, Martin |
"Default and Punishment in General
Equilibrium." Econometrica (2005), 73(1): 1-37 [CFDP 1304R5, 38pp, abstract] |
| CFP 1109 |
Ploberger, Werner
Phillips, Peter C.B. |
"An Introduction to Best Empirical
Models When the Parameter Space is Infinite Dimensional." Oxford Bulletin of
Economics and Statistics, Supplement (December 2003), 65: 877-878 |
| CFP 1110 |
Andrews, Donald W.K. |
"Generalized Method of Moments
Estimation When a Parameter is on a Boundary." Journal of Business and Economic
Statistics (2002), 20(4): 530-544 |
| CFP 1111 |
Geanakoplos, John |
"The Ideal Inflation-Indexed Bond and
Irving Fisher's Impatience Theory of Interest with Overlapping Generations." In R.
Dimand and J. Geanakoplos, eds., Celebrating Irving Fisher: The Legacy of a Great
Economist. Blackwell, 2005 and American Journal of Economics and Sociology,
64(1): 238-306 [CFDP 1429, 40pp, abstract] |
| CFP 1112 |
Hu, Ling
Phillips, Peter C.B. |
"Dynamics of the Federal Funds Target
Rate: A Nonstationary Discrete Choice Approach." Journal of Applied Econometrics
(2004), 19: 851-867 [CFDP 1365, 35pp, abstract] |
| CFP 1113 |
Roemer, John E.
Silvestre, Joaquim |
"The 'Flypaper' Effect is Not an
Anomaly." Journal of Public Economic Theory (2002), 4(1): 1-17 |
| CFP 1114 |
Morris, Stephen
Shin, Hyun Shin |
"Liquidity Black Holes." Review
of Finance (2004), 8(1): 1-18 [CFDP
1434, 26pp, abstract] |
| CFP 1115 |
Zinde-Walsh, Victoria
Phillips, Peter C.B. |
"Fractional Brownian Motion as a
Differentiable Generalized Gaussian Process." In K. Athreya, M. Majumdar, M. Puri and
E. Waymire, eds., Probability, Statistics and Their Applications: Papers in Honor of
Rabi Bhattacharya, Vol. 41, Institute of Mathematical Statistics, 2003, pp. 285-292 [CFDP 1391, 10pp, abstract] |
| CFP 1116 |
Geanakoplos, John |
"Three Brief Proofs of Arrow's
Impossibility Theorem." Economic Theory (2005), 26: 211-215 [CFDP 1123R4, 6pp, abstract] |
| CFP 1117 |
Sun, Yixiao
Phillips, Peter C.B. |
"Understanding the Fisher
Equation." Journal of Applied Econometrics (2004), 19: 869-866 |
| CFP 1118 |
Kumar, Alok
Shubik, Martin |
"Variations on the Theme of Scarf's
Counter-Example." Computational Economics (2004), 24: 1-19 |
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