| No. |
Author(s) |
Title |
| CFP 1119 |
Phillips, Peter C.B.
Yu, Jun |
"Jackknifing Bond Option Prices,"
Review of Financial Studies, (2005), 18(2): 707-742 [CFDP 1392, 51pp, abstract] |
| CFP 1120 |
Geanakoplos, John
Polemarchakis, H.M. |
"Walrasian Indeterminacy and Keynesian
Macroeconomics." Review of Economic Studies (1986), 53: 755-779 [CFDP 778, 52pp, abstract] |
| CFP 1121 |
Chaudhri, Vivek
Geanakoplos, John |
"A Note on the Economic
Rationalization of Gun Control." Economics Letters (1998), 58(1): 51-53 |
| CFP 1122 |
Shubik, Martin |
"Quantum Economics, Uncertainty and
the Optimal Grid Size." Economics Letters (1999), 64: 277-278 |
| CFP 1123 |
Morris, Stephen
Skiadas, Costis |
"Rationalizable Trade." Games
and Economic Behavior (2000), 31: 311-323 [CFDP 1211, 14pp, abstract] |
| CFP 1124 |
Yu, Jun
Phillips, Peter C.B. |
"A Gaussian Approach for Continuous
Time Models of the Short-term Interest Rate." Econometrics Journal (December
2001), 4(2): 210-224 [CFDP 1309, 22pp, abstract]
"Corrigendum," Econometrics Journal (February 2011),
14(4), 126-129 [CFP 1347] |
| CFP
1125 |
Andrews, Donald W.K.
Buchinsky, Moshe |
"Evaluation of a Three-Step Method for
Choosing the Number of Bootstrap Repetitions." Journal of Econometrics (2001),
103(1-2): 345-386 |
| CFP
1126 |
Morris, Stephen |
"Faulty Communication: Some Variations
on the Electronic Mail Game." Advances in Theoretical Economics (2001), 1(1):
1-23 [CFDP 1271R, 22pp, abstract] |
| CFP 1127 |
Amato, Jeffrey
Morris, Stephen
Shin, Hyun Song |
"Communication and Monetary
Policy." Oxford Review of Economic Policy (2002), 18(4): 495-503 [CFDP 1405, 21pp, abstract] |
| CFP
1128 |
Morris, Stephen
Shin, Hyun Song |
"Coordination Risk and the Price of
Debt." European Economic Review (2004), 48(1): 133-153 [CFDP 1241R, 28pp, abstract] |
| CFP 1129 |
Roemer, John E. |
"Egalitarianism against the Veil of
Ignorance." The Journal of Philosophy (April 2002), 99(4): 167-184 [CFDP 1328, 27pp, abstract] |
| CFP 1130 |
Fair, Ray C. |
"Events That Shook the Market." Journal
of Business (2002), 75(4): 713-731 |
| CFP 1131 |
Andrews, Donald W.K. |
"Generalized Method of Moments
Estimation When a Parameter Is on a Boundary." Journal of Business and Economic
Statistics (October 2002), 20(4): 530-544 |
| CFP
1132 |
Phillips, Peter C.B.
Jin, Sainan |
"The KPSS Test with Seasonal
Dummies." Economics Letters (2002), 77(2): 239-243 [CFDP 1373, 6pp, abstract] |
| CFP 1133 |
Shubik, Martin |
"The Uses of Teaching Games in Game
Theory Classes and Some Experimental Games." Simulation and Gaming (June
2002), 33(2): 139-156 [CFDP 1289, 15pp,
abstract] |
| CFP 1134 |
Nordhaus, W.D., et al. |
"Abrupt Climate Change." Science
(March 28, 2003), 299: 2005-2010 (with R.B. Alley, J. Marotzke, J.T. Overpeck, J.T.
Peteet, R.A Pielke, R.A. Jr., R.T. Pierrehumbert, P.B. Rhines, T.F.Stocker, L.D. Talley,
J.M. Wallace) |
| CFP 1135 |
Kumar, Alok
Shubik, Martin |
"A Computational Analysis of Core
Convergence in a Multiple Equilibria Economy." Games and Economic Behavior
(2003), 42(2): 253-266 [CFDP 1290,
22pp, abstract] |
| CFP 1136 |
Phillips, Peter C.B.
Sul, Donggyu |
"Dynamic Panel Estimation and
Homogeneity Testing Under Cross Section Dependence." Econometrics Journal
(June 2003), 6(1): 217-259 [CFDP 1362,
56pp, abstract] |
| CFP 1137 |
Phillips, Peter C.B. |
"In Memory of John Denis Sargan."
Econometric Theory (2003), 19(3): 417-422 |
| CFP 1138 |
Andrews, Donald W.K. |
"Tests for Parameter Instability and
Structural Change with Unknown Change Point: A Corrigendum." Econometrica
(January 2003), 71(1): 395-397 |
| CFP
1139 |
Roemer, John E., et al. |
"To What Extent Do Fiscal Regimes
Equalize Opportunities for Income Acquisition Among Citizens?" Journal of Public
Economics (2003), 87: 539-565 (with R. Aaberge, U. Colombino, J. Fritzell, S.P.
Jenkins, A. Lefranc, I. Marx, M. Page, E. Pommer, J. Ruiz-Castillo, M.J.S. Segundo, T.
Tranaes, A. Trannoy, G.G. Wagner, I. Zubiri) |
| CFP 1140 |
Roemer, John E. |
"Eclectic Distributional Ethics."
Politics, Philosophy and Economics (2004), 3(3): 267-281 [CFDP 1408, 27pp, abstract] |
| CFP
1141 |
Lieberman, Offer
Phillips, Peter C.B. |
"Error Bounds and Asymptotic
Expansions for Toeplitz Product Functionals of Unbounded Spectra." Journal of Time
Series Analysis (2004), 25(5): 733-753 [CFDP
1374, 22pp, abstract] |
| CFP 1142 |
Powers, Michael R.
Schizer, David M.
Martin Shubik |
"Market Bubbles and Wasteful
Avoidance: Tax and Regulatory Constraints on Short Sales." Tax Law Review (2004), 57: 233-274
[CFDP 1413, 54pp, abstract] |
| CFP 1143 |
Jeffrey, Andrew
Kristensen, Dennis
Linton, Oliver
Nguyen, Thong
Phillips, Peter C.B. |
"Nonparametric Estimation of a
Multifactor Heath-Jarrow-Morton Model: An Integrated Approach." Journal of
Financial Econometrics (2004), 2(2): 251-289 [CFDP 1311, 47pp, abstract] |
| CFP 1144 |
Shubik, Martin
Smith, Eric |
"The Physics of Time and Dimension in
the Economics of Financial Control." Physica A (2004), 340: 656-667 |
| CFP 1145 |
Fostel, A.
Scarf, Herbert E.
Todd, M.J. |
"Two New Proofs of Afriat's
Theorem." Economic Theory (2004), 24(1): 211-219 [CFDP 1415, 10pp, abstract] |
| CFP
1146 |
Roemer, John E.
Veneziani, Roberto |
"What We Owe Our Children, They Their
Children, ...." Journal of Public Economic Theory (2004), 6(5): 637-654 [CFDP 1326, 42pp, abstract] |
| CFP 1147 |
Shubik, Martin |
"A Double Auction Market: Teaching,
Experiment, and Theory." Simulation and Gaming (June 2005), 36(2): 166-182 [CFDP 1443, 21pp, abstract] |
| CFP 1148 |
Campbell, John Y.
Shiller, Robert J. |
"An Interview with Robert J.
Shiller," interviewed by John Y. Campbell. Macroeconomic Dynamics (2004),
8(5): 649-683 |
| CFP 1149 |
Phillips, Peter C.B. |
"Automated Discovery in
Econometrics." Econometric Theory (2005), 21(1): 3-20 [CFDP 1469, 21pp, abstract] |
| CFP 1150 |
Shiller, Robert J. |
"Behavioral Economics and
Institutional Innovation." Southern Economic Journal (2005), 72(2): 269-283 [CFDP 1499, 24pp, abstract] |
| CFP 1151 |
Phillips, Peter C.B. |
"Challenges of Trending Time Series
Econometrics." Mathematics and Computers in Simulation (2005), 68: 401-416 [CFDP 1472, 20pp, abstract] |
| CFP 1152 |
Phillips, Peter C.B.
Yu, Jun |
"Comment: A Selective Overview of
Nonparametric Methods in Financial Econometrics." Statistical Science (2005),
20(4): 338-343 |
| CFP
1153 |
Andrews, Donald W.K. |
"Cross-Section Regression with Common
Shocks, Econometrica (September 2005), 73(5): 1551-1585 [CFDP 1428, 43pp, abstract] |
| CFP 1154 |
Roemer, John E. |
"Distribution and Politics: A Brief
History and Prospect." Social Choice and Welfare (2005), 25: 507-525 [CFDP 1487, 35pp, abstract] |
| CFP 1155 |
Fair, Ray C. |
"Estimates of the Effectiveness of
Monetary Policy." Journal of Money, Credit and Banking (August 2005), 645-660
[CFDP 1298, 31pp, abstract] |
| CFP 1156 |
Shimotsu, Katsumi
Phillips, Peter C.B. |
"Exact Local Whittle Estimation of
Fractional Integration." The Annals of Statistics (2005), 33(4): 1890-1933 [CFDP 1367, 36pp, abstract] |
| CFP
1157 |
Lieberman, Offer
Phillips, Peter C.B. |
"Expansions for Approximate Maximum
Likelihood Estimators of the Fractional Difference Parameter." Econometrics
Journal (2005), 8: 367-37 [CFDP 1474,
19pp, abstract] |
| CFP 1158 |
Phillips, Peter C.B. |
"HAC Estimation by Automated
Regression." Econometric Theory (2005), 21(1): 116-142 [CFDP 1470, 24pp, abstract] |
| CFP
1159 |
Phillips, Peter C.B.
Xu, Ke-Li |
"Inference in Autoregression under
Heteroskedasticity." Journal of Time Series Analysis (2006), 27(2): 289-308 |
| CFP 1160 |
Farmer, J. Doyne
Shubik, Martin
Smith, Eric |
"Is Economics the Next Physical
Science?" Physics Today (September 2005), 37-42 [CFDP 1520, 9pp, abstract] |
| CFP
1161 |
Sul, Donggyu
Phillips, Peter C.B.
Choi, Chi-Young |
"Prewhitening Bias in HAC
Estimation." Oxford Bulletin of Economics and Statistics (2005), 67(4):
517-546 [CFDP 1436, 28pp, abstract] |
| CFP 1162 |
Lieberman, Offer
Andrews, Donald W.K. |
"Valid Edgeworth Expansions for the
Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time
Series." Econometric Theory (2005), 21(4):
710-734 [CFDP 1361, 25pp, abstract] |
| CFP
1163 |
Roemer, John E. |
"Will Democracy Engender
Equality?" Economic Theory (2005), 25(1): 217-234 [CFDP 1281R, 56pp, abstract] |
| CFP 1164 |
Roemer, John E.
Van der Straeten, Karine |
"Xenophobia and the Size of the Public
Sector in France: A Politico-economic Analysis." Journal of Economics (2005),
86(2): 95-144 [CFDP 1478, 75pp, abstract] |
| CFP 1165 |
Han, Chirok
Phillips, Peter C.B. |
"GMM with Many Moment
Conditions." Econometrica (January
2006), 74(1): 147-192 [CFDP 1515, 45pp,
abstract] |
| CFP 1166 |
Giraitis, Liudas
Phillips, Peter C.B. |
"Uniform Limit Theory for Stationary
Autoregression." Journal of Time Series Analysis (2006), 27(1): 51-60 [CFDP 1475, 9pp, abstract] |
| CFP 1167 |
Phillips, Peter C.B.
Yu, Jun |
"Comment." Journal of
Business and Economic Statistics (April 2006), 24(2): 202-208 |
| CFP 1168 |
Andrews, Donald W.K.
Moreira, Marcelo J.
Stock, James H. |
"Optimal Two-sided Invariant Similar
Tests for Instrumental Variables Regression." Econometrica
(May 2006), 74(3): 715-752 [CFDP 1476,
83pp, abstract] |
| CFP 1169 |
Scarf, Herbert E.
Woods, Kevin M. |
"Neighborhood Complexes and Generating
Functions for Affine Semigroups." Discrete and Computational Geometry
(2006), 35: 385-403 [CFDP 1458,
24pp, abstract] |
| CFP 1170 |
Phillips, Peter C.B.
Sun, Yixiao
Jin Sainan |
"Spectral Density Estimation and
Robust Hypothesis Testing Using Steep Origin Kernels without Truncation." International
Economic Review (August 2006), 47(3): 837-894 |
| CFP 1171 |
Phillips, Peter C.B. |
"A Remark on Bimodality and Weak
Instrumentation in Structural Equation Estimation." Econometric Theory
(2006), 22 (5): 947-960 [CFDP 1540,
13pp, abstract] |
| CFP 1172 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Limit Theory for Moderate Deviations
from a Unit Root." Journal of Econometrics (2007), 136: 115-130 |
| CFP 1173 |
Phillips, Peter C.B. |
"Econometric Analysis of Fisher's
Equation." American Journal of Economics and Sociology (January 2005),
61(1): 125-168 |
| CFP 1174 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Price Competition." Journal
of Economic Theory (2006) 127: 232-263 [CFDP 1412, 45pp, abstract] |
| CFP 1175 |
Bergemann, Dirk
Välimäki, Juuso |
"Dynamic Pricing of New Experience
Goods." Journal of Political Economy (2006), 114(4): 713-743 [CFDP 1463R, 34pp, abstract] |
| CFP
1176 |
Bergemann, Dirk
Hege, Ulrich |
"The Financing of Innovation: Learning
and Stopping." RAND Journal of Economics (Winter 2005), 36(4): 719-752 [CFDP 1292R, 50pp, abstract] |
| CFP 1177 |
Bergemann, Dirk
Ozmen, Deran |
"Optimal Pricing with Recommender
Systems." Proceedings of the 7th ACM Conference on Electronic Commerce, Ann
Arbor, MI, 2006, pp. 43-51 [CFDP 1563,
12pp, abstract] |
| CFP 1178 |
Phillips, Peter C.B.
Sun, Yixiao
Jin, Sainan |
"Long Run Variance Estimation and
Robust Regression Testing Using Sharp Origin Kernels with No Truncation." Journal
of Statistical Planning and Inference (2007), 137: 985-1023 [CFDP 1437, 47pp, abstract] |
| CFP 1179 |
Moon, Hyungsik R.
Perron, Benoit
Phillips, Peter C.B. |
"On the Breitung Test for Panel Unit
Roots and Local Asymptotic Power." Econometric Theory (2006), 22: 1179-1190 |
| CFP 1180 |
Shiller, Robert J. |
"Tools for Financial Innovation:
Neoclassical versus Behavioral Finance." The Financial Review (2006), 41(1):
1-8 |
| CFP 1181 |
Case, Karl E.
Quigley, John M.
Shiller, Robert J. |
"Comparing Wealth Effects: The Stock
Market vs. the Housing Market." Advances in Macroeconomics (2005) 5(1): 1-34
[CFDP 1335, 25pp, abstract] |
| CFP 1182 |
Shiller, Robert J. |
"Life-Cycle Portfolios as Government
Policy," Economists' Voice (2005), 2(1), Article 14 |
| CFP 1183 |
Jung, Jeeman
Shiller, Robert J. |
"Samuelson's Dictum and the Stock
Market." Economic Inquiry (2005), 43(2): 221-228 [CFDP 1386, 18pp, abstract] |
| CFP 1184 |
Roemer, John E. |
"The Global Welfare Economics of
Immigration." Social Choice and Welfare (2006), 27: 311-325 |
| CFP 1185 |
Moreno-Ternero, Juan D.
Roemer, John E. |
"Impartiality, Priority, and
Solidarity in the Theory of Justice." Econometrica (2006), 74(5): 1419-1427
[CFDP 1477A, 29pp, abstract & CFDP 1477B, 24pp, abstract] |
| CFP 1186 |
Roemer, John E. |
"Review Essay: The 2006 World
Development Report: Equity and Development." Journal of Economic Inequality
(2006), 4: 233-244 |
| CFP 1187 |
Roemer, John E. |
"Games with Vector-Valued Payoffs and
Their Application to Competition between Organizations." Economics Bulletin
(2005), 3(16): 1-13 |
| CFP
1188 |
Roemer, John E.
Van der Straeten, Karine |
"The Political Economy of Xenophobia
and Distribution: The Case of Denmark." Scandinavian Journal of Economics
(2006), 108(2): 251-277 |
| CFP 1189 |
Lee, Woojin
Van der Straeten, Karine
Roemer, John E. |
"Racism, Xenophobia, and
Redistribution." Journal of the European Association (April-May 2006),
4(2-3): 446-454 |
| CFP
1190 |
Lee, Woojin
Roemer, John E. |
"Racism and Redistribution in the
United States: A Solution to the Problem of American Exceptionalism." Journal of
Public Economics (2006), 90: 1027-1052 [CFDP 1462, 83pp, abstract] |
| CFP 1191 |
Roemer, John E. |
"Party Competition under Private and
Public Financing: A Comparison of Institutions." Advances in Theoretical
Economics (2006): 6(1): Article 2 |
| CFP 1192 |
Roemer, John E. |
"Modeling Party Competition in General
Elections." In B. Weingast and D. Wittman, eds., Oxford Handbook of Political
Economy, 2006, pp. 1010-1030 [CFDP 1488,
37pp, abstract] |
| CFP 1193 |
Fair, Ray C. |
"Policy Effects in the Post Boom U.S.
Economy." Topics in Macroeconomics (2005), 5(1): Article 19 [CFDP 1497, 35pp, abstract] |
| CFP 1194 |
Fair, Ray C. |
"Testing for a New Economy in the
1990s: The Stock Market Accounted for a Major Part of the Boom." Business Economics
(January 2004), 39(1): 43-53 [CFDP 1388,
26pp, abstract] |
| CFP 1195 |
Fair, Ray C. |
"Bootstrapping Macroeconometric
Models." Studies in Nonlinear Dynamics and Econometrics (2003), 7(4):
Article 1 [CFDP 1345, 28pp, abstract] |
|
