Content
2011
- 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 - 1809 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
by Ana Fostel & John Geanakoplos - 1809R 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 A Simple Test for Identification in GMM under Conditional Moment Restrictions
by Francesco Bravo & Juan Carlos Escanciano & 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 - 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
- 1772R3 Interdependent Preferences and Strategic Distinguishability
by Dirk Bergemann & Stephen Morris & Satoru Takahashi - 1764R2 Should Auctions be Transparent?
by Dirk Bergemann & Johannes Horner - 1761R2 Inference Based on Conditional Moment Inequalities
by Donald W.K. Andrews & Xiaoxia Shi - 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 - 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 - 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 - 1730R2 Default Penalty as a Selection Mechanism among Multiple Equilibria
by Juergen Huber & Martin Shubik & Shyam Sunder - 1726R3 Incentives for Experimenting Agents
by Johannes Horner & Larry Samuelson - 1726R2 Incentives for Experimenting Agents
by Johannes Horner & Larry Samuelson - 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 - 1734 Uniform Topologies on Types
by Yi-Chun Chen & Alfredo Di Tillio & Eduardo Faingold & Siyang Xiong - 1733 El Farol Revisited: A Note on Emergence, Game Theory and Society
by Martin Shubik - 1732 Identification of a Heterogeneous Generalized Regression Model with Group Effects
by Steven T. Berry & Philip A. Haile - 1731 Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions
by Chunrong Ai & Xiaohong Chen - 1730R Default Penalty as a Selection Mechanism among Multiple Equilibria
by Juergen Huber & Martin Shubik & Shyam Sunder - 1730 Default Penalty as a Disciplinary and Selection Mechanism in Presence of Multiple Equilibria
by Juergen Huber & Martin Shubik & Shyam Sunder - 1729 Marshallian Money, Welfare, and Side-Payments
by Chen-Zhong Qin & Lloyd S. Shapley & Martin Shubik - 1728 Has Macro Progressed?
by Ray C. Fair - 1727 Possible Macroeconomic Consequences of Large Future Federal Government Deficits
by Ray C. Fair - 1726R Incentives for Experimenting Agents
by Johannes Horner & Larry Samuelson - 1726 Incentives for Experimenting Agents
by Johannes Horner & Larry Samuelson - 1725 Subjectivity in Inductive Inference
by Itzhak Gilboa & Larry Samuelson - 1724 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
by Vadim Marmer & Taisuke Otsu - 1723 Soft Budgets and Renegotiations in Public-Private Partnerships
by Eduardo Engel & Ronald Fischer & Alexander Galetovic - 1722 On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
by Yuichi Kitamura & Andres Santos & Azeem M. Shaikh - 1721 Nonparametric Estimation in Random Coefficients Binary Choice Models
by Eric Gautier & Yuichi Kitamura - 1720 Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
by Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov - 1719 Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates
by J. Doyne Farmer & John Geanakoplos - 1718 Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers
by Steven T. Berry & Philip A. Haile - 1717 The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
by Mark J. Kamstra & Robert J. Shiller - 1716 Alternative Policies and Sea-Level Rise in the RICE-2009 Model
by William D. Nordhaus - 1715R The Leverage Cycle
by John Geanakoplos - 1715 The Leverage Cycle
by John Geanakoplos - 1714 Nonparametric Estimation of a Polarization Measure
by Gordon Anderson & Oliver Linton & Yoon-Jae Whang - 1713 An Improved Bootstrap Test of Stochastic Dominance
by Oliver Linton & Kyungchul Song & Yoon-Jae Whang - 1712 Selecting a Unique Competitive Equilibrium with Default Penalties
by Cheng-Zhong Qin & Martin Shubik - 1711 Market Valuation of Accrued Social Security Benefits
by John Geanakoplos & Stephen P. Zeldes - 1710 Grading Exams: 100, 99, 98,...or A, B, C?
by Pradeep Dubey & John Geanakoplos - 1709 Credit Cards and Inflation
by John Geanakoplos & Pradeep Dubey - 1708 Inflationary Equilibrium in a Stochastic Economy with Independent Agents
by John Geanakoplos & Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1707 The Effects of the Security Environment on Military Expenditures: Pooled Analyses of 165 Countries, 1950-2000
by William D. Nordhaus & John R. Oneal & Bruce Russett - 1706 Analyzing Macroeconomic Forecastability
by Ray C. Fair - 1705 Measurement of Income with Time Use with Applications to Hedonic Indicators of Happiness and Misery
by William D. Nordhaus - 1704 A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression
by Peter C.B. Phillips & Liangjun Su - 1703 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
by Jin Seo Cho & Chirok Han & Peter C.B. Phillips - 1702 Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor
by Peter C.B. Phillips & Liangjun Su - 1701 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C.B. Phillips - 1700 Dynamic Misspecification in Nonparametric Cointegrating Regression
by Ioannis Kasparis & Peter C.B. Phillips - 1699 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C.B. Phillips & Yangru Wu & Jun Yu - 1697 Rationalizable Implementation
by Dirk Bergemann & Stephen Morris - 1696 Understanding Inflation-Indexed Bond Markets
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - 1695 Collaborating
by Alessandro Bonatti & Johannes Horner - 1694 Principal Components and Long Run Implications of Multivariate Diffusions
by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman - 1693 The Ethics of Distribution in a Warming Planet
by John E. Roemer - 1692 Intergenerational Justice when Future Worlds Are Uncertain
by Humberto Llavador & John E. Roemer & Joaquim Silvestre - 1691 Efficient Estimation of Copula-based Semiparametric Markov Models
by Xiaohong Chen & Wei Biao Wu & Yanping Yi - 1690 Mean and Autocovariance Function Estimation Near the Boundary of Stationarity
by Liudas Giraitis & Peter C. B. Phillips - 1689 Bootstrapping I(1) Data
by Peter C. B. Phillips - 1688 Cointegrating Rank Selection in Models with Time-Varying Variance
by Xu Cheng & Peter C. B. Phillips - 1687 Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
by Qiying Wang & Peter C. B. Phillips - 1686 An Analysis of the Dismal Theorem
by William D. Nordhaus - 1685 The Perils of the Learning Model For Modeling Endogenous Technological Change
by William D. Nordhaus - 1673R A Dynamic Analysis of Human Welfare in a Warming Planet
by Humberto Llavador & John E. Roemer & Joaquim Silvestre - 1652R Nonlinearity and Temporal Dependence
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco
2008
- 1682R2 Venture Capital and Sequential Investments
by Dirk Bergemann & Ulrich Hege & Liang Peng - 1665R2 Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W.K. Andrews & Patrik Guggenberger - 1684R Managing Strategic Buyers
by Johannes Horner & Larry Samuelson - 1683 Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship
by Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying - 1682R Venture Capital and Sequential Investments
by Dirk Bergemann & Ulrich Hege & Liang Peng - 1682 Venture Capital and Sequential Investments
by Dirk Bergemann & Ulrich Hege & Liang Peng - 1681 Financial Control of a Competitive Economy without Randomness
by Ioannis Karatzas & Martin Shubik & William D. Sudderth - 1680 A Principal-Agent Model of Sequential Testing
by Dino Gerardi & Lucas Maestri - 1679 Copula-Based Nonlinear Quantile Autoregression
by Xiaohong Chen & Roger Koenker & Zhijie Xiao - 1678 The Evolution of Decision and Experienced Utilities
by Arthur Robson & Larry Samuelson - 1677 Asymptotic Equivalence of Probabilistic Serial and Random Priority Mechanisms
by Yeon-Koo Che & Fuhito Kojima - 1676R Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
by Donald W.K. Andrews & Panle Jia - 1676 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
by Donald W.K. Andrews & Panle Jia - 1675R Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence
by Juergen Huber & Martin Shubik & Shyam Sunder - 1675 The Value of Fiat Money with an Outside Bank: An Experimental Game
by Juergen Huber & Martin Shubik & Shyam Sunder - 1674 Innovation and Equilibrium?
by Martin Shubik - 1673 A Dynamic Analysis of Human Welfare in a Warming Planet
by Humberto Llavador & John E. Roemer & Joaquim Silvestre - 1672R The Dynamic Pivot Mechanism
by Dirk Bergemann & Juuso Valimaki - 1672 The Dynamic Pivot Mechanism
by Dirk Bergemann & Juuso Valimaki - 1671 Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities
by Donald W.K. Andrews & Sukjin Han - 1670 Rationalizing Choice with Multi-Self Models
by Attila Ambrus & Kareen Rozen - 1669 Rationalization and Cognitive Dissonance: Do Choices Affect or Reflect Preferences?
by M. Keith Chen - 1668R Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
by Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu - 1668 Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
by Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu - 1667R Affective Decision Making and the Ellsberg Paradox
by Anat Bracha & Donald J. Brown - 1667 Affective Decision Making and the Ellsberg Paradox
by Anat Bracha & Donald J. Brown - 1666R Robust Implementation in General Mechanisms
by Dirk Bergemann & Stephen Morris - 1666 Robust Implementation in General Mechanisms
by Dirk Bergemann & Stephen Morris - 1665R Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W.K. Andrews & Patrik Guggenberger - 1665 Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity
by Donald W.K. Andrews & Patrik Guggenberger - 1664 Reforming Social Security with Progressive Personal Accounts
by John Geanakoplos & Stephen P. Zeldes - 1663 Overlapping Generations Models of General Equilibrium
by John Geanakoplos - 1662 Pareto Improving Taxes
by John Geanakoplos & H. M. Polemarchakis - 1661 Optimal Bandwidth Choice for Interval Estimation in GMM Regression
by Yixiao Sun & Peter C.B. Phillips - 1660 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang - 1659 Smoothing Local-to-Moderate Unit Root Theory
by Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis - 1658 Semiparametric Cointegrating Rank Selection
by Xu Cheng & Peter C.B. Phillips - 1657 Structural Nonparametric Cointegrating Regression
by Qiying Wang & Peter C.B. Phillips