| No. |
Author(s) |
Title |
| CFP
1344 |
Chen, Xiaohong
Hong, Han
Nekipelov, Denis |
"Nonlinear Models of Measurement
Errors,'' Journal of Economic Literature (December 2011), 49(4): 901-937 |
| CFP 1345 |
Chen, Xiaohong
Pouzo, Demian |
"Estimation of Nonparametric
Conditional Moment Models with Possibly Nonsmooth Generalized Residuals," Econometrica (January
2012), 80(1): 277-321, plus Supplement, Econometrica Supplementary Material (January
2012), 80(1): 1-27 [CFDP 1650RR,
50pp, abstract] |
| CFP 1346 |
Phillips, Peter C.B.
Su, Liangjun |
"Non-parametric Regression under
Location Shifts." Econometrics Journal (October 2011), 14(3): 457-486 [CFDP 1702, 42pp, abstract] |
| CFP 1347 |
Yu, Jun
Phillips, Peter C.B. |
"Corrigendum to ‘A Gaussian
Approach for Continuous Time Models of Short-term Interest Rates’, [CFP 1124]" Econometrics
Journal (February 2011), 14(4), 126-129 [CFDP 1309, 22pp, abstract] |
| CFP 1348 |
Phillips, Peter C.B.
Yu, Jun |
"Dating the Timeline of Financial
Bubbles during the Subprime Crisis," Quantitative Economics (November 2010),
1(2): 455-491 [CFDP 1770, 40pp, abstract] |
| CFP 1350 |
Phillips, Peter C.B. |
"Folklore Theorems, Implicit Maps, and
Indirect Inference," Econometrica (January
2012), 80(1): 425–454; includes Supplement, 1-36 [CFDP 1781, 42pp, abstract] |
| CFP 1351 |
Phillips, Peter C.B.
Yu, Jun |
"The ET Interview: A Conversation with
Eric Ghysels," Econometric Theory (February
2012), 28(1): 207-217 |
| CFP 1352 |
Arkolakis, Costas
Costinot, Arnaud
Rodríguez-Clare, Andréz |
"New Trade Models, Same Old
Gains?", American Economic Review (February 2012), 102(1): 94-130 |
| CFP 1353 |
Fostel, Ana
Geanakoplos, John |
"Tranching, CDS, and Asset Prices: How
Financial Innovation Can Cause Bubbles and Crashes," American Economic Journal:
Macroeconomics (January 2012), 4(1): 190-225 [CFDP 1809R, 48pp, abstract] |
| CFP
1354 |
Fostel, Ana
Geanakoplos, John |
"Why Does Bad News Increase Volatility
and Decrease Leverage?" Journal of Economic Theory (March 2012), 147(2):
501-525 [CFDP 1762RR, 47pp, abstract] |
| CFP 1355 |
Shi, Xiaoxia
Phillips, Peter C.B. |
"Nonlinear Cointegrating Regression
under Weak Identification," Econometric Theory (June 2012),
28(3): 509-547 [CFDP 1768, 46pp, abstract] |
| CFP 1356 |
Bracha, Anat
Brown, Donald J. |
"Affective Decision Making: A Theory
of Optimism Bias." Games and Economic Behavior (2012) 75: 67-80 [CFDP 1633R, 22pp, abstract] |
| CFP 1357 |
Ackerberg, Daniel
Chen, Xiaohong
Hahn, Jinyong |
"A Practical Asymptotic Variance
Estimator for Two-Step Semiparametric Estimators," Review of Economics and
Statistics (May 2012), 94(2): 482-498 [CFDP
1803, 50pp, abstract] |
| CFP 1358 |
Geanakoplos, John
Axtell, Robert
Farmer, Doyne J.
Howitt, Peter
Conlee, Benjamin
Goldstein, Jonathan
Hendrey, Matthew
Palmer, Nathan M.
Yang, Chun-Yi |
"Getting at Systemic Risk via an
Agent-Based Model of the Housing Market," American Economic Review: Papers &
Proceedings (May 2012), 102(3): 53-58 [CFDP
1852, 13pp, abstract] |
| CFP
1359 |
Wang, Qiying
Phillips, Peter C.B. |
"A Specification Test for Nonlinear
Nonstationary Models," The Annals of Statistics (2012), 40(2): 2,
727–758 [CFDP 1779, 66pp, abstract] |
| CFP
1360 |
Bergemann, Dirk
Morris, Stephen
Takahashi, Satoru |
"Efficient Auctions and Interdependent
Types," American Economic Review: Papers & Proceedings (May 2012), 102(3):
319–324 [CFDP 1846, 14pp, abstract] |
| CFP
1361 |
Hackmann, Martin B.
Kolstad, Jonathan T.
Kowalski, Amanda E. |
"Health Reform, Health Insurance, and
Selection: Estimating Selection into Health Insurance Using the Massachusetts Health
Reform," American Economic Review: Papers and Proceedings (May 2012), 102:3:
498-501 [CFDP 1841, 6pp, abstract] |
| CFP 1362 |
Cheng, Xu
Phillips, Peter C.B. |
"Cointegrating Rank Selection in
Models with Time-varying Variance," Journal of Econometrics (August 2012),
169(2): 155-165 [CFDP 1688, 27pp, abstract] |
| CFP 1363 |
Giraitis, Liudas
Phillips, Peter C.B. |
"Mean and Autocovariance Function
Estimation near the Boundary of Stationarity," Journal of Econometrics (August
2012), 169(2): 166-178 [CFDP 1690,
34pp, abstract] |
| CFP 1364 |
Ploberger, Werner
Phillips, Peter C.B. |
"Optimal Estimation under Nonstandard
Conditions," Journal of Econometrics (August 2012), 169(2): 258-265 [CFDP 1748, 19pp, abstract] |
| CFP 1365 |
Andrews, Donald W.K.
Guggenberger, Patrik |
"Asymptotics for LS, GLS, and Feasible
GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity," Journal of
Econometrics (August 2012), 169(2): 196-210 [CFDP 1665RR, 55pp, abstract] |
| CFP
1366 |
Ai, Chunrong
Chen, Xiaohong |
"Semiparametric Efficiency Bound for
Models of Sequential Moment Restrictions Containing Unknown Functions," Journal of
Econometrics (October 2012), 170(2): 442-457 [CFDP 1731, 40pp, abstract] |
| CFP
1367 |
Dubey, Pradeep
Geanakoplos, John
Haimanko, Ori |
"Prizes versus Wages with Envy and
Pride," Japanese Economic Review (2012) [CFDP 1537, 25pp, abstract
and CFDP 1835, 26pp, abstract] |
| CFP 1368 |
Zhang, Yonghui
Su, Liangjun
Phillips, Peter C.B. |
"Testing for Common Trends in
Semiparametric Panel Data Models with Fixed Effects," Econometrics Journal
(2012), 15: 56-100 [CFDP 1832, 42pp, abstract] |
| CFP 1369 |
Altonji, Joseph G.
Ichimura, Hidehiko
Otsu, Taisuke |
"Estimating Derivatives in
Nonseparable Models with Limited Dependent Variables," Econometrica
(July 2012), 80(4): 1701-1719 [CFDP 1668R,
20pp, abstract] |
| CFP 1370 |
Andrews, Donald W.K.
Cheng, Xu |
"Estimation and Inference with Weak,
Semi-Strong, and Strong Identification," Econometrica
(September 2012) 80(5): 2153-2211 [CFDP
1773R, 65pp, abstract] |
| CFP 1371 |
Thurner, Stefan
Farmer, J. Doyne
Geanakoplos, John |
"Leverage Causes Fat Tails and
Clustered Volatility," Quantitative Finance (May 2012), 12:5: 695-707 [CFDP 1745R, 14pp, abstract] |
| CFP 1372 |
Andrews, Donald W.K.
Jia Barwick, Panle |
"Inference for Parameters Defined by
Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica
(November, 2012), 80(6): 2805–2826 [CFDP
1676R, 26pp, abstract] |
| CFP 1373 |
Phillips, Peter C.B. |
"Exploring the Mysteries of Trends and
Bubbles," in Anderson, K., Australia’s Economy and its
International Context: The Joseph Fisher Lectures, Volume II (1956-2012), Adelaide:
University of Adelaide Press, 2012, Ch. 54, pp. 599-616 |
|
