| No. |
Author(s) |
Title |
| CFP
1263 |
Hörner, Johannes
Vieille, Nicolas |
"Public vs. Private Offers in the
Market for Lemons." Econometrica
(January 2009), 77(1): 29-69 |
| CFP 1264 |
Bergemann, Dirk
Shi, Xianwen
Välimäki, Juuso |
"Information Acquisition in
Interdependent Value Auctions." Journal of the European Economic Association
(March 2009), 7(1): 61-89 [CFDP 1619,
38pp, abstract] |
| CFP 1265 |
Bergemann, Dirk
Morris, Stephen |
"Robust Virtual Implementation." Theoretical
Economics (2009), 4(1): 45-88 [CFDP
1609RR, 53pp, abstract] |
| CFP 1266 |
Magdalinos, Tassos
Phillips, Peter C.B. |
"Limit Theory for Cointegrated Systems
with Moderately Integrated and Moderately Explosive Regressors." Econometric Theory (2009), 25(2):
482-526 |
| CFP 1267 |
Phillips, Peter C.B. |
"Long Memory and Long Run
Variation." Journal of Econometrics (2009) 151: 150-158. [CFDP 1656, 23pp, abstract] |
| CFP 1268 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Validity of Subsampling and 'Plug-in
Asymptotic' Inference for Parameters Defined by Moment Inequalities." Econometric Theory (2009), 25(3):
669-709 [CFDP 1620, 43pp, abstract] |
| CFP 1269 |
Phillips, Peter C.B. |
"Econometric Theory and
Practice." Econometric Theory (June 2009),
25(3): 583-586 |
| CFP 1270 |
Wang, Qiying
Phillips, Peter C.B. |
"Asymptotic Theory for Local Time
Density Estimation and Nonparametric Cointegrating Regression." Econometric Theory (June 2009),
25(3): 710-738 [CFDP 1594, 26pp, abstract] |
| CFP 1271 |
Phillips, Peter C.B. |
"Exact Distribution Theory in
Structural Estimation with an Identity." Econometric Theory (August 2009),
25:(4): 958-984 [CFDP 1613, 27pp, abstract] |
| CFP 1272 |
Cheng, Xu
Phillips, Peter C.B. |
"Semiparametric Cointegrating Rank
Selection." Econometrics Journal (2009), 12: S83-S104 [CFDP 1658, 23pp, abstract] |
| CFP 1273 |
Andrews, Donald W.K.
Han, Sukjin |
"Invalidity of the Bootstrap and the m
Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities." Econometrics
Journal (2009), 12: S172-S199 [CFDP
1671, 23pp, abstract] |
| CFP
1274 |
Farmer, J. Doyne
Geanakoplos, John |
"The Virtues and Vices of Equilibrium
and the Future of Financial Economics." Complexity (Jan/Feb 2009), 14(3):
11-38 [CFDP 1647, 68pp, abstract] |
| CFP 1275 |
Geanakoplos, John |
"Overlapping Generations Model of
General Equilibrium." In Steven N. Durlauf and Lawrence E. Blume, eds., The New
Palgrave Dictionary of Economics, 2d ed. Palgrave Macmillan, 2008 [CFDP 1663, 40pp, abstract] |
| CFP 1276 |
Geanakoplos, John
Zeldes, Stephen P. |
"Reforming Social Security with
Progressive Personal Accounts." 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 [CFDP 1664,
55pp, abstract] |
| CFP 1277 |
Chen, Xiaohong
Pouzo, Demian |
"Efficient Estimation of
Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals." Journal
of Econometrics (September 2009), 152: 46-60 [CFDP 1640R, 33pp, abstract] |
| CFP
1278 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Incorrect Asymptotic Size of
Subsampling Procedures Based on Post-consistent Model Selection Estimators." Journal
of Econometrics (September 2009), 152(1): 19-27 |
| CFP 1279 |
Phillips, Peter C.B.
Yu, Jun |
"Simulation-based Estimation of
Contingent-claims Prices." Review of Financial Studies (March 2009), 22(9):
3669-3705 [CFDP 1596, 30pp, abstract] |
| CFP 1280 |
Hendry, David F.
Phillips, Peter C.B. |
"Obituary: Clive W.J. Granger." Econometric Theory (2009), 25:
1139-1142 |
| CFP
1281 |
Bergemann, Dirk
Morris, Stephen |
"Robust Implementation in Direct
Mechanisms." Review of Economic Studies (2009), 76: 1175-1204 [CFDP 1561RR, 39pp, abstract] |
| CFP
1282 |
Chen, Xiaohong
Koenker, Roger
Xiao, Zhijie |
"Copula-based Nonlinear Quantile
Autoregression." Econometrics Journal (January 2009), 12(1): S50-S67 [CFDP 1679, 30pp, abstract] |
| CFP 1283 |
Chen, Xiaohong
Hansen, Lars P.
Scheinkman, José |
"Nonlinear Principal Components and
Long-run Implications of Multivariate Diffusions." Annals of Statistics
(2009), 37(6B): 4279-4312 [CFDP 1694,
51pp, abstract] |
| CFP
1284 |
Chen, Xiaohong
Wu, Wei Biao
Yi, Yanping |
"Efficient Estimation of Copula-based
Semiparametric Markov Models." Annals of Statistics (2009), 37(6B): 4214-4253
[CFDP 1691, 55pp, abstract] |
| CFP
1285 |
Chen, Xiaohong
Ludvigson, Sydney C. |
"Land of Addicts? An Empirical
Investigation of Habit-Based Asset Pricing Models." Journal of Applied
Econometrics (August 2009), 24(7): 1057-1093 |
| CFP 1286 |
Hörner, Johannes
Lovo, Stefano |
"Belief-free Equilibria in Games with
Incomplete Information." Econometrica (2009),
77(2): 453-487 |
| CFP 1287 |
Goltsman, Maria
Hörner, Johannes
Pavlov, Gregory
Squintani, Francesco |
"Mediation, Arbitration and
Negotiation." Journal of Economic Theory (2009), 144(4): 1397-1420 |
| CFP 1288 |
Callander, Steven
Hörner, Johannes |
"The Wisdom of the Minority." Journal
of Economic Theory (2009), 144(4): 1421-1439 |
| CFP 1289 |
Wang, Qiying
Phillips, Peter C.B. |
"Structural Nonparametric
Cointegrating Regression." Econometrica
(November 2009), 77(6): 1901-1948 [CFDP
1657, 25pp, abstract] |
