# Cowles Foundation for Research in Economics, Yale University

# Cowles Foundation Discussion Papers

Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA

Phone: (203) 432-3702

Fax: (203) 432-6167

Web page: http://cowles.yale.edu/

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Phone: (203) 432-3702

Fax: (203) 432-6167

Web page: http://cowles.yale.edu/

More information through EDIRC

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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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**Series handle:**repec:cwl:cwldpp

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### 2013

**1890 Testing for Fictive Learning in Decision-Making under Uncertainty***by*Oliver Bunn & Caterina Calsamiglia & Donald J. Brown**1889 Career Progression, Economic Downturns, and Skills***by*Jerome Adda & Christian Dustmann & Costas Meghir & Jean-Marc Robin**1888 Relational Contracting, Repeated Negotiations, and Hold-Up***by*Sebastian Kranz**1887R Education Policy and Intergenerational Transfers in Equilibrium***by*Brant Abbott & Giovanni Gallipoli & Costas Meghir & Giovanni L. Violante**1887 Education Policy and Intergenerational Transfers in Equilibrium***by*Brant Abbott & Giovanni Gallipoli & Costas Meghir & Giovanni L. Violante**1886 Mismatch, Sorting and Wage Dynamics***by*Jeremy Lise & Costas Meghir & Jean-Marc Robin**1885R Multiscale Adaptive Inference on Conditional Moment Inequalities***by*Timothy B. Armstrong & Hock Peng Chan**1885 Multiscale Adaptive Inference on Conditional Moment Inequalities***by*Timothy B. Armstrong & Hock Peng Chan**1822R Bayes Correlated Equilibrium and the Comparison of Information Structures***by*Dirk Bergemann & Stephen Morris

### 2012

**1884 Wealth Effects Revisited 1975-2012***by*Karl E. Case & John M. Quigley & Robert J. Shiller**1883 An Estimation of Economic Models with Recursive Preferences***by*Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson**1882 Mathematical Institutional Economics***by*Martin Shubik**1881 Cost Innovation: Schumpeter and Equilibrium. Part 2: Innovation and the Money Supply***by*Martin Shubik & William D. Sudderth**1880 Asymptotic Efficiency of Semiparametric Two-step GMM***by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao**1879 On Confidence Intervals for Autoregressive Roots and Predictive Regression***by*Peter C.B. Phillips**1878 Nonparametric Predictive Regression***by*Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips**1877RRR Leverage and Default in Binomial Economies: A Complete Characterization***by*Ana Fostel & John Geanakoplos**1877RR Leverage and Default in Binomial Economies: A Complete Characterization***by*Ana Fostel & John Geanakoplos**1877R Leverage and Default in Binomial Economies: A Complete Characterization***by*Ana Fostel & John Geanakoplos**1877 Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default***by*Ana Fostel & John Geanakoplos**1876R What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update***by*Karl E. Case & Robert J. Shiller & Anne K. Thompson**1876 What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets***by*Karl E. Case & Robert J. Shiller & Anne K. Thompson**1875 The Strategic Impact of Higher-Order Beliefs***by*Yi-Chun Chen & Alfredo Di Tillio & Eduardo Faingold & Siyang Xiong**1874 Wages and Informality in Developing Countries***by*Costas Meghir & Renata Narita & Jean-Marc Robin**1873 Automated Estimation of Vector Error Correction Models***by*Zhipeng Liao & Peter C.B. Phillips**1872 Non-linearity Induced Weak Instrumentation***by*Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos**1871 Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications***by*Peter C.B. Phillips & Zhipeng Liao**1870 Matching with Incomplete Information***by*Quingmin Liu & George J. Mailath & Andrew Postlewaite & Larry Samuelson**1869 Runs, Panics and Bubbles: Diamond-Dybvig and Morris-Shin Reconsidered***by*Eric Smith & Martin Shubik**1868R Simple Agents, Intelligent Markets***by*Karim Jamal & Michael Maier & Shyam Sunder**1868 Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders***by*Karim Jamal & Michael Maier & Shyam Sunder**1867 The Anatomy of French Production Hierarchies***by*Lorenzo Caliendo & Ferdinando Monte & Esteban Rossi-Hansberg**1866R What Is a Solution to a Matrix Game***by*Martin Shubik**1866 What Is a Solution to a Matrix Game***by*Martin Shubik**1865R Notes on Computational Complexity of GE Inequalities***by*Donald J. Brown**1865 Notes on Computational Complexity of GE Inequalities***by*Donald J. Brown**1864 How Should the Fed Report Uncertainty?***by*Ray C. Fair**1863 The Financing of a Public Utility***by*Eric Smith & Martin Shubik**1862 Competing for Customers in a Social Network (R)***by*Pradeep Dubey & Rahul Garg & Bernard De Meyer**1861 Is Fiscal Stimulus a Good Idea?***by*Ray C. Fair**1860R A Web Gaming Facility for Research and Teaching***by*Martin Shubik**1860 A Web Gaming Facility for Research and Teaching***by*Martin Shubik**1859 Multi-dimensional Mechanism Design with Limited Information***by*Dirk Bergemann & Ji Shen & Yun Xu & Edmund M. Yeh**1858 The Allocation of a Prize (R)***by*Pradeep Dubey & Siddhartha Sahi**1857 Improved Estimates of Using Luminosity as a Proxy for Economic Statistics: New Results and Estimates of Precision***by*William D. Nordhaus & Xi Chen**1856 Short Run Needs and Long Term Goals: A Dynamic Model of Thirst Management***by*Guofang Huang & Ahmed Khwaja & K. Sudhir**1855 Mandate-Based Health Reform and the Labor Market: Evidence from the Massachusetts Reform***by*Jonathan T. Kolstad & Amanda E. Kowalski**1854R Kantian Optimization: An Approach to Cooperative Behavior***by*John E. Roemer**1854 Kantian Optimization, Social Ethos, and Pareto Efficiency***by*John E. Roemer**1853 Bounded Rationality and Limited Datasets***by*Geoffroy de Clippel & Kareen Rozen**1852 Getting at Systemic Risk via an Agent-Based Model of the Housing Market***by*John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang**1851 Does Reducing Spatial Differentiation Increase Product Differentiation? Effects of Zoning on Retail Entry and Format Variety***by*Sumon Datta & K. Sudhir**1850 Demand Externalities from Co-Location***by*Boudhayan Sen & Jiwoong Shin & K. Sudhir**1849 Sieve Inference on Semi-nonparametric Time Series Models***by*Xiaohong Chen & Zhipeng Liao & Yixiao Sun**1848 On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games***by*Johannes Horner & Satoru Takahashi & Nicolas Vieille**1847 Discounted Stochastic Games with Voluntary Transfers***by*Sebastian Kranz**1846 Efficient Auctions and Interdependent Types***by*Dirk Bergemann & Stephen Morris & Satoru Takahashi**1845 VARs with Mixed Roots Near Unity***by*Peter C.B. Phillips & Ji Hyung Lee**1844 Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility***by*Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor**1843 Testing for Multiple Bubbles***by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu**1842 Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior***by*Peter C.B. Phillips & Shu-Ping Shi & Jun Yu**1841 Health Reform, Health Insurance, and Selection: Estimating Selection into Health Insurance Using the Massachusetts Health Reform***by*Martin B. Hackmann & Jonathan T. Kolstad & Amanda E. Kowalski

### 2011

**1840R2 Nonparametric Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1840R Nonparametric Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1840 Nonparametric Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1839 Integrated Economic and Climate Modeling***by*William D. Nordhaus**1838 Monitoring Leverage***by*John Geanakoplos & Lasse H. Pedersen**1837 Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School***by*John Geanakoplos**1836 Sensitivity Analysis in Semiparametric Likelihood Models***by*Xiaohong Chen & Elie Tamer & Alexander Torgovitsky**1835 Prizes versus Wages with Envy and Pride***by*Pradeep Dubey & John Geanakoplos & Ori Haimanko**1834 Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods***by*Dirk Bergemann & Thomas Eisenbach & Joan Feigenbaum & Scott Shenker**1833 Meritocracy Voting: Measuring the Unmeasurable***by*Peter C.B. Phillips**1832 Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects***by*Yonghui Zhang & Liangjun Su & Peter C.B. Phillips**1831R Career Concerns and Market Structure***by*Alessandro Bonatti & Johannes Horner**1831 Career Concerns with Coarse Information***by*Alessandro Bonatti & Johannes Horner**1830RR Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence***by*Juergen Huber & Martin Shubik & Shyam Sunder**1830R Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence***by*Juergen Huber & Martin Shubik & Shyam Sunder**1830 Financing of Public Goods through Taxation in a General Equilibrium Economy: Theory and Experimental Evidence***by*Juergen Huber & Martin Shubik & Shyam Sunder**1829 Optimism and Pessimism with Expected Utility***by*David Dillenberger & Andrew Postlewaite & Kareen Rozen**1828 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure***by*Donald W.K. Andrews & Xu Cheng**1827 A Theory of Asset Prices Based on Heterogeneous Information***by*Elias Albagli & Christian Hellwig & Aleh Tsyvinski**1826 Estimates of the Social Cost of Carbon: Background and Results from the RICE-2011 Model***by*William D. Nordhaus**1825 On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family***by*Lorenzo Camponovo & Taisuke Otsu**1824R Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure***by*Donald W. K. Andrews & Xu Cheng**1824 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure***by*Donald W. K. Andrews & Xu Cheng**1823 Optimally Empty Promises and Endogenous Supervision***by*David A. Miller & Kareen Rozen**1822 Correlated Equilibrium in Games with Incomplete Information***by*Dirk Bergemann & Stephen Morris**1821R3 Robust Predictions in Games with Incomplete Information***by*Dirk Bergemann & Stephen Morris**1821R2 Robust Predictions in Games with Incomplete Information***by*Dirk Bergemann & Stephen Morris**1821R Robust Predictions in Games with Incomplete Information***by*Dirk Bergemann & Stephen Morris**1821 Robust Predictions in Games with Incomplete Information***by*Dirk Bergemann & Stephen Morris**1820 The Effect of Language on Economic Behavior: Evidence from Savings Rates, Health Behaviors, and Retirement Assets***by*M. Keith Chen**1819 Risky Curves: From Unobservable Utility to Observable Opportunity Sets***by*Daniel Friedman & Shyam Sunder**1818 Robust Mechanism Design: An Introduction***by*Dirk Bergemann & Stephen Morris**1817 Irving Fisher, Debt Deflation and Crises***by*Robert J. Shiller**1816 Information Aggregation, Investment, and Managerial Incentives***by*Elias Albagli & Christian Hellwig & Aleh Tsyvinski**1815R Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power***by*Donald W.K. Andrews**1815 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power***by*Donald W.K. Andrews**1814 The Demonetization of Gold: Transactions and the Change in Control***by*Thomas Quint & Martin Shubik**1813 Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests***by*Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger**1812R A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter***by*Donald W.K. Andrews & Patrik Guggenberger**1812 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter***by*Donald W.K. Andrews & Patrik Guggenberger**1811 Dynamics of Inductive Inference in a Unified Framework***by*Itzhak Gilboa & Larry Samuelson & David Schmeidler**1810 Pricing and Investments in Matching Markets***by*George J. Mailath & Andrew Postlewaite & Larry Samuelson**1809R Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes***by*Ana Fostel & John Geanakoplos**1809 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes***by*Ana Fostel & John Geanakoplos**1808 The Present and Future of Game Theory***by*Martin Shubik**1807 What It Takes to Solve the U.S. Government Deficit Problem***by*Ray C. Fair**1806R Connected Substitutes and Invertibility of Demand***by*Steven Berry & Amit Gandhi & Philip Haile**1806 Connected Substitutes and Invertibility of Demand***by*Steven Berry & Amit Gandhi & Philip Haile**1805 Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion***by*Simon Grant & Ben Polak**1804 Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review***by*Xiaohong Chen**1803 Asymptotic Variance Estimator for Two-Step Semiparametric Estimators***by*Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn**1802 Dynamic Strategic Information Transmission***by*Mikhail Golosov & Vasiliki Skreta & Aleh Tsyvinski & Andrea Wilson**1801 Examples of L^2-Complete and Boundedly-Complete Distributions***by*Donald W.K. Andrews**1800 Endogenous Leverage: VaR and Beyond***by*Ana Fostel & John Geanakoplos**1799 Empirical Likelihood for Regression Discontinuity Design***by*Taisuke Otsu & Ke-Li Xu**1798 Large Deviations of Realized Volatility***by*Shin Kanaya & Taisuke Otsu**1797 Quantile Regression with Censoring and Endogeneity***by*Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski**1796 Robustness of Bootstrap in Instrumental Variable Regression***by*Lorenzo Camponovo & Taisuke Otsu**1795R Local Identification of Nonparametric and Semiparametric Models***by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey**1795 Local Identification of Nonparametric and Semiparametric Models***by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey**1794 Continuous Workout Mortgages***by*Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton**1793 Breakdown Point Theory for Implied Probability Bootstrap***by*Lorenzo Camponovo & Taisuke Otsu**1792 Empirical Likelihood for Nonparametric Additive Models***by*Taisuke Otsu**1791 Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions***by*Yukitoshi Matsushita & Taisuke Otsu**1789 Hodges-Lehmann Optimality for Testing Moment***by*Ivan Canay & Taisuke Otsu**1788 Economists as Worldly Philosophers***by*Robert J. Shiller & Virginia M. Shiller**1787R2 Identification in a Class of Nonparametric Simultaneous Equations Models***by*Steven T. Berry & Philip A. Haile**1787R Identification in a Class of Nonparametric Simultaneous Equations Models***by*Steven T. Berry & Philip A. Haile**1787 Identification in a Class of Nonparametric Simultaneous Equations Models***by*Steven T. Berry & Philip A. Haile**1786 Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe***by*Martin Shubik & William Sudderth**1785 Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators***by*Taisuke Otsu**1784 Wealth Effects Revisited 1978-2009***by*Karl E. Case & John M. Quigley & Robert J. Shiller**1783 Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators***by*Taisuke Otsu**1782 Efficient Search by Committee***by*Dirk Bergemann & Juuso Valimaki**1781 Folklore Theorems, Implicit Maps and New Unit Root Limit Theory***by*Peter C.B. Phillips**1780 First Difference MLE and Dynamic Panel Estimation***by*Chirok Han & Peter C.B. Phillips**1779 Specification Testing for Nonlinear Cointegrating Regression***by*Qiying Wang & Peter C.B. Phillips**1778 Bias in Estimating Multivariate and Univariate Diffusions***by*Xiaohu Wang & Peter C.B. Phillips & Jun Yu**1777 Inconsistent VAR Regression with Common Explosive Roots***by*Peter C.B. Phillips & Tassos Magdalinos**1776 A World Macro Saving Fact and an Explanation***by*Ray C. Fair

### 2010

**1775 Mechanism Design with Limited Information: The Case of Nonlinear Pricing***by*Dirk Bergemann & Ji Shen & Yun Xu & Edmund M. Yeh**1774 Revealed Preferences for Risk and Ambiguity***by*Donald J. Brown & Chandra Erdman & Kirsten Ling & Laurie Santos**1773R Estimation and Inference with Weak, Semi-strong, and Strong Identification***by*Donald W.K. Andrews & Xu Cheng**1773 Estimation and Inference with Weak, Semi-strong, and Strong Identification***by*Donald W.K. Andrews & Xu Cheng**1772RR Interdependent Preferences and Strategic Distinguishability***by*Dirk Bergemann & Stephen Morris & Satoru Takahashi**1772R3 Interdependent Preferences and Strategic Distinguishability***by*Dirk Bergemann & Stephen Morris & Satoru Takahashi**1772R Interdependent Preferences and Strategic Distinguishability***by*Dirk Bergemann & Stephen Morris & Satoru Takahashi**1772 Interdependent Preferences and Strategic Distinguishability***by*Dirk Bergemann & Stephen Morris & Satoru Takahashi**1771 The Mysteries of Trend***by*Peter C. B. Phillips**1770 Dating the Timeline of Financial Bubbles during the Subprime Crisis***by*Peter C. B. Phillips & Jun Yu**1769 Semiparametric Estimation in Time Series of Simultaneous Equations***by*Jiti Gao & Peter C. B. Phillips**1768 Nonlinear Cointegrating Regression under Weak Identification***by*Xiaoxia Shi & Peter C. B. Phillips**1767 Identifying Finite Mixtures in Econometric Models***by*Marc Henry & Yuichi Kitamura & Bernard Salanie**1766 The Value of Luminosity Data as a Proxy for Economic Statistics***by*Xi Chen & William D. Nordhaus**1765 Mediation and Peace***by*Johannes Horner & Massimo Morelli & Francesco Squintani**1764R Should Auctions be Transparent?***by*Dirk Bergemann & Johannes Horner**1764 Should Auctions be Transparent?***by*Dirk Bergemann & Johannes Horner**1763 History-Dependent Risk Attitude***by*David Dillenberger & Kareen Rozen**1762RR Why Does Bad News Increase Volatility and Decrease Leverage?***by*Ana Fostel & John Geanakoplos**1762R Why Does Bad News Increase Volatility and Decrease Leverage?***by*Ana Fostel & John Geanakoplos**1762 Why Does Bad News Increase Volatility and Decrease Leverage?***by*Ana Fostel & John Geanakoplos**1761R2 Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1761R Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1761 Inference Based on Conditional Moment Inequalities***by*Donald W.K. Andrews & Xiaoxia Shi**1760R The Role of Commitment in Bilateral Trade***by*Dino Gerardi & Johannes Horner & Lucas Maestri**1760 The Role of Commitment in Bilateral Trade***by*Dino Gerardi & Johannes Horner & Lucas Maestri**1759 Affective Decision-Making: A Theory of Optimism-Bias***by*Anat Bracha & Donald J. Brown**1758R Targeting in Advertising Markets: Implications for Offline vs. Online Media***by*Dirk Bergemann & Alessandro Bonatti**1758 Targeting in Advertising Markets: Implications for Offline vs. Online Media***by*Dirk Bergemann & Alessandro Bonatti**1757R Dynamic Auctions: A Survey***by*Dirk Bergemann & Maher Said**1757 Dynamic Auctions: A Survey***by*Dirk Bergemann & Maher Said**1756 Estimated Macroeconomic Effects of the U.S. Stimulus Bill***by*Ray C. Fair**1755 Estimated Macroeconomic Effects of a Chinese Yuan Appreciation***by*Ray C. Fair**1754 Stochastic Search Equilibrium***by*Giuseppe Moscarini & Fabien Postel-Vinay**1753 Introduction to Judgment Aggregation***by*Christian List & Ben Polak**1752 Pricing in Matching Markets***by*George J. Mailath & Andrew Postlewaite & Larry Samuelson**1751 Solving the Present Crisis and Managing the Leverage Cycle***by*John Geanakoplos**1750 Two New Zealand Pioneer Econometricians***by*Peter C.B. Phillips**1749 Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels***by*Yixiao Sun & Peter C.B. Phillips & Sainan Jin**1748 Optimal Estimation under Nonstandard Conditions***by*Werner Ploberger & Peter C.B. Phillips**1747 X-Differencing and Dynamic Panel Model Estimation***by*Chirok Han & Peter C.B. Phillips & Donggyu Sul**1746 Uniform Asymptotic Normality in Stationary and Unit Root Autoregression***by*Chirok Han & Peter C.B. Phillips & Donggyu Sul**1745R Leverage Causes Fat Tails and Clustered Volatility***by*Stefan Thurner & J. Doyne Farmer & John Geanakoplos**1745 Leverage Causes Fat Tails and Clustered Volatility***by*Stefan Thurner & J. Doyne Farmer & John Geanakoplos**1744R Identification in Differentiated Products Markets Using Market Level Data***by*Steven T. Berry & Philip Haile**1744 Identification in Differentiated Products Markets Using Market Level Data***by*Steven T. Berry & Philip Haile**1697R Rationalizable Implementation***by*Dirk Bergemann & Stephen Morris & Olivier Tercieux

### 2009

**1743R2 Selling Information***by*Johannes Horner & Andrzej Skrzypacz**1743R Selling Information***by*Johannes Horner & Andrzej Skrzypacz**1743 Selling Information***by*Johannes Horner & Andrzej Skrzypacz**1742 Recursive Methods in Discounted Stochastic Games: An Algorithm for delta Approaching 1 and a Folk Theorem***by*Johannes Horner & Takuo Sugaya & Satoru Takahashi & Nicolas Vieille**1741 A Specification Test for Instrumental Variables Regression with Many Instruments***by*Yoonseok Lee & Ryo Okui**1740 Nonparametric Tests of Conditional Treatment Effects***by*Sokbae Lee & Yoon-Jae Whang**1739 Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence***by*Johannes Horner & Stefano Lovo & Tristan Tomala**1738 Biased Social Learning***by*Helios Herrera & Johannes Horner**1737 On a Markov Game with One-Sided Incomplete Information***by*Johannes Horner & Dinah Rosenberg & Eilon Solan & Nicolas Vieille**1736 Strategic Supply Function Competition with Private Information***by*Xavier Vives**1735 Breach, Remedies and Dispute Settlement in Trade Agreements***by*Giovanni Maggi & Robert W. Staiger