| No. |
Author(s) |
Title |
| CFP 1374 |
Kasparis, Ioannis
Phillips, Peter C.B. |
"Dynamic Misspecification in
Nonparametric Cointegrating Regression
Journal of Econometrics (June 2012), 168(2): 270-284 [CFDP 1700] |
| CFP 1375 |
Andrews, Donald W.K.
Cheng, Xu |
"Maximum Likelihood Estimation and
Uniform Inference with Sporadic Identification Failure," Journal of Econometrics
(March 2013), 173(1): 36-56 [CFDP 1824R] |
| CFP 1376 |
Bergemann, Dirk
Morris, Stephen |
"An Introduction to Robust Mechanism
Design," Foundations and Trends in Microeconomics (2012),
8(3): 169-230 [CFDP 1818] |
| CFP 1377 |
Andrews, Donald W.K.
Shi, Xiaoxia |
"Inference Based on Conditional Moment
Inequalities," Econometrica (March
2013), 81(2): 609-666 [CFDP 1761RR] |
| CFP 1377s |
Andrews, Donald W.K.
Shi, Xiaoxia |
Supplement to "Inference Based on
Conditional Moment Inequalities," Econometrica (March
2013), 81(2): 609-666 [CFDP 1761sRR] |
| CFP 1378 |
Gautier, Eric
Kitamura, Yuichi |
"Nonparametric Estimation in Random
Coefficients Binary Choice Models," Econometrica (March,
2013), 81(2): 581-607 [CFDP 1721] |
| CFP
1379 |
Han, Chirok
Phillips, Peter C.B. |
"First Difference Maximum Likelihood
and Dynamic Panel Estimation," Journal of Econometrics (July 2013), 175(1):
35-45 [CFDP 1780] |
| CFP 1380 |
Herrera, Helios
Hörner, Johannes |
"Biased Social Learning," Games
and Economic Behavior (July 2013), 80: 131-146 [CFDP 1738] |
| CFP 1381 |
Bergemann, Dirk
Morris, Stephen |
"Robust Predictions in Games with
Incomplete Information," Econometrica (July
2013), 81(4): 1251-1308 [CFDP 1821RRR] |
| CFP 1382 |
Kitamura, Yuichi
Otsu, Taisuke
Evdokimov, Kirill |
"Robustness, Infinitesimal
Neighborhoods, and Moment Restrictions," Econometrica
(May 2013), 81(3): 1185-1201 [CFDP 1720] |
| CFP 1383 |
Phillips, Peter C.B.
Magdalinos, Tassos |
"Inconsistent VAR Regression with
Common Explosive Roots," Econometric Theory (August 2013), 29(4): 808-837 [CFDP 1777] |
| CFP 1384 |
Tao, Minjing
Wang, Yazhen
Chen, Xiaohong |
"Fast Convergence Rates in Estimating
Large Volatility Matrices Using High-Frequency Financial Data," Econometric Theory (August 2013), 29(4): 838-856 |
