Submissions from 2016
Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail, Thomas W. Quan and Kevin R. Williams
Three Essays on the Theory of Money and Financial Institutions Essay 2: The Exchange Economy, Money, and Markets, Martin Shubik
Aggregation of Preferences and the Structure of Decisive Sets, Donald J. Brown
Cooperative and Noncooperative Solutions, and the 'Game within a Game', Martin Shubik and Michael R. Powers
Nonlinear Tax Incidence and Optimal Taxation in General Equilibrium, Dominik Sachs, Aleh Tsyvinski, and Nicolas Werquin
Uniqueness and Stability of Equilibrium in Economies with Two Goods, John Geanakoplos and Kieran James Walsh
Common Ownership, Competition, and Top Management Incentives, Miguel Antón, Florian Ederer, Mireia Giné, and Martin Schmalz
Consumers on a Leash: Advertised Sales and Intertemporal Price Discrimination, Aniko Öry
Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)
Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)
Contracting with Word-of-Mouth Management, Yuichiro Kamada and Aniko Öry (Oery)
The Design and Price of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin
The Design and Price of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin
Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments, Amanda E. Kowalski
Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár
Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár
Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár
Simple and Honest Confidence Intervals in Nonparametric Regression, Timothy B. Armstrong and Michal Kolesár
Energy Prices, Pass-Through, and Incidence in U.S. Manufacturing, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker
Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes, Michael R. Powers, Martin Shubik, and Wen Wang
Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes, Michael R. Powers, Martin Shubik, and Wen Wang
MCMC Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer
MCMC Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer
Mechanism Design with Partially Verifiable Information, Roland Strausz
Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos
Monte Carlo Confidence Sets for Identified Sets, Xiaohong Chen, Timothy M. Christensen, and Elie Tamer
Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár
Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár
Optimal Inference in a Class of Regression Models, Timothy B. Armstrong and Michal Kolesár
Reputation Building Under Uncertain Monitoring, Joyee Deb and Yuhta Ishii
Reputation with Opportunities for Coasting, Heski Bar-Isaac and Joyee Deb
The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker
The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker
The Incidence of Carbon Taxes in U.S. Manufacturing: Lessons from Energy Cost Pass-through, Sharat Ganapati, Joseph S. Shapiro, and Reed Walker
Motivational Ratings, Johannes Hörner and Nicolas Lambert
Three Essays on the Theory of Money and Financial Institutions: Essay 1: A Nontechnical Overview, Martin Shubik
Three Lectures on the Theory of Money and Financial Institutions: Lecture 1: A Nontechnical Overview, Martin Shubik
Dynamic Equality of Opportunity, John E. Roemer and Burak Unveren
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide, Xiaohong Chen and Yin Jia Qiu
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model, Xiaohong Chen, Oliver B. Linton, and Stefan Schneeberger
The Optimal Distribution of Income Revisited, Ray C. Fair
Popular Attitudes Towards Markets and Democracy: Russia and United States Compared 25 Years Later, Maxim Boycko and Robert J. Shiller
How Fast Do Equilibrium Payoff Sets Converge in Repeated Games?, Johannes Hörner and Satoru Takahashi
Information Design, Bayesian Persuasion and Bayes Correlated Equilibrium, Dirk Bergemann and Stephen Morris
The Extensive Margin of Exporting Products: A Firm-level Analysis, Costas Arkolakis, Sharat Ganapati, and Marc-Andreas Muendler
Submissions from 2015
Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix
Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix
Human Capital Development and Parental Investment in India, Orazio P. Attanasio, Costas Meghir, and Emily Nix
Long Term Effects of Experience During Youth: Evidence From Consumptions in China, K. Sudhir and Ishani Tewari
Long Term Effects of “Prosperity in Youth” on Consumption: Evidence from China, K. Sudhir and Ishani Tewari
Optimal Product Variety in Radio Markets, Steven T. Berry, Alon Eizenberg, and Joel Waldfogel
Premuneration Values and Investments in Matching Markets, George J. Mailath, Andrew Postlewaite, and Larry Samuelson
Are We Approaching an Economic Singularity? Information Technology and the Future of Economic Growth, William D. Nordhaus
Modeling Uncertainty in Climate Change: A Multi‐Model Comparison, Kenneth Gillingham, William D. Nordhaus, David Anthoff, Geoffrey Blanford, Valentina Bosetti, Peter Christensen, and Haewon McJeon
First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models, Xiaohong Chen, Zhuo Huang, and Yanping Yi
First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
First Price Auctions with General Information Structures: Implications for Bidding and Revenue, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
Identification in Differentiated Products Markets, Steven T. Berry and Philip A. Haile
Information and Market Power, Dirk Bergemann, Tibor Heumann, and Stephen Morris
Information and Market Power, Dirk Bergemann, Tibor Heumann, and Stephen Morris
Introduction to JET Symposium Issue on ‘Dynamic Contracts and Mechanism Design, Dirk Bergemann and Alessandro Pavan
Team Production, Endogenous Learning about Abilities and Career Concerns, Evangelia Chalioti
An Analysis of Top Trading Cycles in Two-Sided Matching Markets, Yeon-Koo Che and Olivier Tercieux
Efficiency and Stability in Large Matching Markets, Yeon-Koo Che and Olivier Tercieux
Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure, Steven T. Berry and Philip A. Haile
Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure, Steven T. Berry and Philip A. Haile
Inference Based on Many Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Inference Based on Many Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Inference in Near Singular Regression, Peter C.B. Phillips
Information Limits of Aggregate Data, Ray C. Fair
Payoff Equivalence of Efficient Mechanisms in Large Matching Markets, Yeon-Koo Che and Olivier Tercieux
Sieve Semiparametric Two-Step GMM under Weak Dependence, Xiaohong Chen and Zhipeng Liao
Business Cycles, Trend Elimination, and the HP Filter, Peter C.B. Phillips and Sainan Jin
Edmond Malinvaud: A Tribute to His Contributions in Econometrics, Peter C.B. Phillips
Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan, Ryan Greenaway-McGrevy and Peter C.B. Phillips
Investment Horizons and Price Indeterminacy in Financial Markets, Shinichi Hirota, Juergen Huber, Thomas Stöckl, and Shyam Sunder
Minimum Distance Testing and Top Income Shares in Korea, Jin Seo Cho, Myung-Ho Park, and Peter C.B. Phillips
Pitfalls and Possibilities in Predictive Regression, Peter C.B. Phillips
Testing Mean Stability of Heteroskedastic Time Series, Violetta Dalla, Liudas Giraitis, and Peter C.B. Phillips
Optimal Design for Social Learning, Yeon-Koo Che and Johannes Hörner
Overidentification in Regular Models, Xiaohong Chen and Andres Santos
Overidentification in Regular Models, Xiaohong Chen and Andres Santos
The Dynamics of Capital Accumulation in the US: Simulations after Piketty, Philippe De Donder and John E. Roemer
The Dynamics of Capital Accumulation in the US: Simulations after Piketty, Philippe De Donder and John E. Roemer
Innovation Adoption by Forward-Looking Social Learners, Mira Frick and Yuhta Ishii
Buying Locally, George J. Mailath, Andrew Postlewaite, and Larry Samuelson
Insurance in Extended Family Networks, Orazio P. Attanasio, Costas Meghir, and Corina Mommaerts
Insurance in Extended Family Networks, Orazio P. Attanasio, Costas Meghir, and Corina Mommaerts
Learning to Disagree in a Game of Experimentation, Alessandro Bonatti and Johannes Hörner
Pundits and Quacks, Jesper Rudiger and Adrien Vigier
Relational Contracts with Subjective Peer Evaluations, Joyee Deb, Jin Li, and Arijit Mukherjee
The Implementation Duality, Georg Nöldeke and Larry Samuelson
The Implementation Duality, Georg Nöldeke and Larry Samuelson
The Implementation Duality, Georg Nöldeke and Larry Samuelson
The Marriage Market, Labor Supply and Education Choice, Pierre-André Chiappori, Monica Costa Dias, and Costas Meghir
The Marriage Market, Labor Supply and Education Choice, Pierre-André Chiappori, Monica Costa Dias, and Costas Meghir
Dynamic Mechanisms without Money, Yingni Guo and Johannes Hörner
Dynamic Moral Hazard without Commitment, Johannes Hörner and Larry Samuelson
Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina
Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina
Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Orazio P. Attanasio, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina
Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia, Sarah Cattan, Emla Fitzsimons, Costas Meghir, and Marta Rubio-Codina
Innovation Adoption by Forward-Looking Social Learners, Mira Frick and Yuhta Ishii
Money as Minimal Complexity, Pradeep Dubey, Siddhartha Sahi, and Martin Shubik
Transparency and Distressed Sales under Asymmetric Information, William Fuchs and Andrzej Skrzypacz
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Unbiased Instrumental Variables Estimation under Known First-Stage Sign, Isaiah Andrews and Timothy B. Armstrong
Identification- and Singularity-Robust Inference for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger
Medicaid as an Investment in Children: What is the Long-Term Impact on Tax Receipts?, David W. Brown, Amanda E. Kowalski, and Ithai Z. Lurie
Nonlinear Pricing with Finite Information, Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh
The ‘Peter Pan Syndrome’ in Emerging Markets: The Productivity-Transparency Tradeoff in IT Adoption, K. Sudhir and Debabrata Talukdar
What Do Longitudinal Data on Millions of Hospital Visits Tell Us about the Value of Public Health Insurance as a Safety Net for the Young and Privately Insured?, Amanda E. Kowalski
Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker
Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker
Why is Pollution from U.S. Manufacturing Declining? The Roles of Environmental Regulation, Productivity, and Trade, Joseph S. Shapiro and Reed Walker
Why is Pollution from U.S. Manufacturing Declining? The Roles of Trade, Regulation, Productivity, and Preferences, Joseph S. Shapiro and Reed Walker
Why is Pollution from U.S. Manufacturing Declining? The Roles of Trade, Regulation, Productivity, and Preferences, Joseph S. Shapiro and Reed Walker
Submissions from 2014
A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing, Offer Lieberman and Peter C.B. Phillips
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market, Liang Jiang, Peter C.B. Phillips, and Jun Yu
A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models, Timothy B. Armstrong
A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár
A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár
A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár
A Simple Adjustment for Bandwidth Snooping, Timothy B. Armstrong and Michal Kolesár
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger
Dynamic Panel GMM with Near Unity, Peter C.B. Phillips
Financial Bubble Implosion, Peter C.B. Phillips and Shu-Ping Shi
Identifying Latent Structures in Panel Data, Liangjun Su, Zhentao Shi, and Peter C.B. Phillips
Informational Robustness and Solution Concepts, Dirk Bergemann and Stephen Morris
Informational Robustness and Solution Concepts, Dirk Bergemann and Stephen Morris
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions, Xiaohong Chen and Timothy M. Christensen
Restricted Likelihood Ratio Tests in Predictive Regression, Peter C.B. Phillips and Ye Chen
Testing Equality of Covariance Matrices via Pythagorean Means, Jin Seo Cho and Peter C.B. Phillips
The Double Role of Ethnic Heterogeneity in Explaining Welfare-State Generosity, Markus Jäntti, Gerald David Jaynes, and John E. Roemer
Threshold Regression with Endogeneity, Ping Yu and Peter C.B. Phillips
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression, Peter C.B. Phillips and Chirok Han
Weak Convergence to Stochastic Integrals for Econometric Applications, Hanying Liang, Peter C.B. Phillips, Hanchao Wang, and Qiying Wang
Wealth Effects on World Private Financial Saving, Ray C. Fair
On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong
On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong
On the Choice of Test Statistic for Conditional Moment Inequalities, Timothy B. Armstrong
The Early Impact of the Affordable Care Act State-by-State, Amanda E. Kowalski
Economics: Between Prediction and Criticism, Itzhak Gilboa, Andrew Postlewaite, Larry Samuelson, and David Schmeidler
Adaptive Testing on a Regression Function at a Point, Timothy B. Armstrong
Adaptive Testing on a Regression Function at a Point, Timothy B. Armstrong
Approximate Solutions of the Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income, Donald J. Brown
Approximate Solutions of Walrasian and Gorman Polar Form Equilibrium Inequalities, Donald J. Brown
Approximate Solutions of Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income, Donald J. Brown
Strongly Symmetric Equilibria in Bandit Games, Johannes Hörner, Nicolas Klein, and Sven Rady
Discounting the Distant Future, J. Doyne Farmer, John Geanakoplos, Jaume Masoliver, and Miquel Montero
Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack
Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack
Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack
Dynamic Revenue Maximization: A Continuous Time Approach, Dirk Bergemann and Philipp Strack
Games with Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos
Money and Status: How Best to Incentivize Work, Pradeep Dubey and John Geanakoplos
Selling Experiments: Menu Pricing of Information, Dirk Bergemann, Alessandro Bonatti, and Alex Smolin
Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013, Oliver D. Bunn and Robert J. Shiller
Intrahousehold Inequality, Costas Meghir
Intra-household Welfare, Costas Meghir
Simecs, Ithaca Hours, Berkshares, Bitcoins and Walmarts, Martin Shubik
Investment and Competitive Matching, Georg Nöldeke and Larry Samuelson
Minimally Complex Exchange Mechanisms: Emergence of Prices, Markets, and Money, Pradeep Dubey, Siddhartha Sahi, and Martin Shubik
A Model of Multi-pass Search: Price Search across Stores and Time, Navid Mojir and K. Sudhir
Computational Complexity of the Walrasian Equilibrium Inequalities, Donald J. Brown
Do Sympathy Biases Induce Charitable Giving? The Effects of Advertising Content, K. Sudhir, Subroto Roy, and Mathew Cherian
Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity, K. Sudhir and Nathan Yang
How Might a Central Bank Report Uncertainty?, Ray C. Fair
Price Search Across Stores and Across Time, Navid Mojir and K. Sudhir
Price Search Across Time and Across Stores, Navid Mojir and K. Sudhir
Specification Tests for Nonlinear Dynamic Models, Igor Kheifets
The Financial Crisis and Macroeconomic Activity: 2008-2013, Ray C. Fair
Varying the Money Supply of Commercial Banks, Martin Shubik and Eric Smith
Speculative Asset Prices, Robert J. Shiller
Gaming and Strategic Opacity in Incentive Provision, Florian Ederer, Richard Holden, and Margaret Meyer
Why Is Housing Finance Still Stuck in Such a Primitive Stage?, Robert J. Shiller
Submissions from 2013
Emissions, Humberto Llavador, John E. Roemer, and Joaquim Silvestre
Information and Volatility, Dirk Bergemann, Tibor Heumann, and Stephen Morris
Information and Volatility, Dirk Bergemann, Tibor Heumann, and Stephen Morris
Information, Interdependence, and Interaction: Where Does the Volatility Come From?, Dirk Bergemann, Tibor Heumann, and Stephen Morris
Promises and Expectations, Florian Ederer and Alexander Stremitzer
Promises and Expectations, Florian Ederer and Alexander Stremitzer
Truthful Equilibria in Dynamic Bayesian Games, Johannes Hörner, Satoru Takahashi, and Nicolas Vieille
Truthful Equilibria in Dynamic Bayesian Games, Johannes Hörner, Satoru Takahashi, and Nicolas Vieille
Uncertain Growth and the Value of the Future, Jaume Masoliver, Miquel Montero, John Geanakoplos, and J. Doyne Farmer
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression, Degui Li, Peter C.B. Phillips, and Jiti Gao
Extremal Information Structures in the First Price Auction, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
Fairness through the Lens of Cooperative Game Theory: An Experimental Approach, Geoffroy de Clippel and Kareen Rozen
Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen
Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen
Inference on Optimal Treatment Assignments, Timothy B. Armstrong and Shu Shen
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models, Igor Kheifets and Carlos Velasco
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models, Igor Kheifets and Carlos Velasco
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation, Xiaohong Chen and Timothy M. Christensen
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression, Xiaohong Chen and Timothy M. Christensen
Barefoot and Footloose Doctors: Optimal Resource Allocation in Developing Countries with Medical Migration, John E. Roemer and Pedro Rosa Dias
Equality of Opportunity, John E. Roemer and Alain Trannoy
Model Selection in the Presence of Incidental Parameters, Yoonseok Lee and Peter C.B. Phillips
Selling Cookies, Dirk Bergemann and Alessandro Bonatti
Selling Cookies, Dirk Bergemann and Alessandro Bonatti
Selling Cookies, Dirk Bergemann and Alessandro Bonatti
Bayes Correlated Equilibrium and the Comparison of Information Structures in Games, Dirk Bergemann and Stephen Morris
Correlated Equilibrium and the Comparison of Information Structures in Games, Dirk Bergemann and Stephen Morris
Estimating Smooth Structural Change in Cointegration Models, Jiti Gao, Degui Li, and Peter C.B. Phillips
Functional Coefficient Nonstationary Regression, Jiti Gao and Peter C.B. Phillips
Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions, Offer Lieberman and Peter C.B. Phillips
Reflections on Macroeconometric Modeling, Ray C. Fair
Reviewing the Leverage Cycle, Ana Fostel and John Geanakoplos
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu
Testing Linearity Using Power Transforms of Regressors, Yae In Baek, Jin Seo Cho, and Peter C.B. Phillips
Testing the Martingale Hypothesis, Peter C.B. Phillips and Sainan Jin
The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency, Dirk Bergemann and Stephen Morris
The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency, Dirk Bergemann and Stephen Morris
The Evolution of ‘Theory of Mind:’ Theory and Experiments, Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson
The Evolution of ‘Theory of Mind’: Theory and Experiments, Erik O. Kimbrough, Nikolaus Robalino, and Arthur Robson
Unit Roots in Life — A Graduate Student Story, Peter C.B. Phillips
Afriat from MaxMin, John Geanakoplos
Collateral Equilibrium: A Basic Framework, John Geanakoplos and William R. Zame
Identification and Estimation in Two-Sided Matching Markets, Nikhil Agarwal and William Diamond
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression, Xiaohong Chen and Timothy M. Christensen
Competing for Consumer Inattention, Geoffroy de Clippel, Kfir Eliaz, and Kareen Rozen
Financial Innovation, Collateral and Investment, Ana Fostel and John Geanakoplos
Financial Innovation, Collateral and Investment, Ana Fostel and John Geanakoplos
Nonparametric Analysis of Random Utility Models: Testing, Yuichi Kitamura and Jörg Stoye
Sequential Information Disclosure in Auctions, Dirk Bergemann and Achim Wambach
Sequential Information Disclosure in Auctions, Dirk Bergemann and Achim Wambach
Adverse Selection and an Individual Mandate: When Theory Meets Practice, Martin B. Hackmann, Jonathan T. Kolstad, and Amanda E. Kowalski
Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets, Anat Bracha and Donald J. Brown
(Ir)Rational Exuberance: Optimism, Ambiguity and Risk, Anat Bracha and Donald J. Brown
Likelihood Inference in Some Finite Mixture Models, Xiaohong Chen, Maria Ponomareva, and Elie Tamer
Reflections on Finance and the Good Society, Robert J. Shiller
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models, Xiaohong Chen and Demian Pouzo
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models, Xiaohong Chen and Demian Pouzo
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models, Xiaohong Chen and Demian Pouzo
The Limits of Price Discrimination, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
The Limits of Price Discrimination, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
The Limits of Price Discrimination, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
The Limits of Price Discrimination, Dirk Bergemann, Benjamin Brooks, and Stephen Morris
Biology and the Arguments of Utility, Luis Rayo and Arthur Robson
Biology and the Arguments of Utility, Luis Rayo and Arthur Robson
Female Labour Supply, Human Capital and Welfare Reform, Richard Blundell, Monica Costa Dias, Costas Meghir, and Jonathan Shaw
Female Labour Supply, Human Capital and Welfare Reform, Richard Blundell, Monica Costa Dias, Costas Meghir, and Jonathan Shaw
Female Labour Supply, Human Capital and Welfare Reform, Richard Blundell, Monica Costa Dias, Costas Meghir, and Jonathan Shaw
Keynesian Utilities: Bulls and Bears, Anat Bracha and Donald J. Brown
Fictive Learning in Choice under Uncertainty: A Logistic Regression Model, Donald J. Brown, Oliver D. Bunn, and Caterina Calsamiglia
Testing for Fictive Learning in Decision-Making under Uncertainty, Oliver D. Bunn, Caterina Calsamiglia, and Donald J. Brown
Career Progression, Economic Downturns, and Skills, Jerome Adda, Christian Dustmann, Costas Meghir, and Jean-Marc Robin
Education Policy and Intergenerational Transfers in Equilibrium, Brant Abbott, Giovanni Gallipoli, Costas Meghir, and Giovanni L. Violante
Education Policy and Intergenerational Transfers in Equilibrium, Brant Abbott, Giovanni Gallipoli, Costas Meghir, and Giovanni L. Violante
Education Policy and Intergenerational Transfers in Equilibrium, Brant Abbott, Giovanni Gallipoli, Costas Meghir, and Giovanni L. Violante
Relational Contracting, Repeated Negotiations, and Hold-Up, Sebastian Kranz
Mismatch, Sorting and Wage Dynamics, Jeremy Lise, Costas Meghir, and Jean-Marc Robin
Multiscale Adaptive Inference on Conditional Moment Inequalities, Timothy B. Armstrong and Hock Peng Chan
Multiscale Adaptive Inference on Conditional Moment Inequalities, Timothy B. Armstrong and Hock Peng Chan
Multiscale Adaptive Inference on Conditional Moment Inequalities, Timothy B. Armstrong and Hock Peng Chan
Submissions from 2012
An Estimation of Economic Models with Recursive Preferences, Xiaohong Chen, Jack Favilukis, and Sydney C. Ludvigson
Cost Innovation: Schumpeter and Equilibrium. Part 2: Innovation and the Money Supply, Martin Shubik and William D. Sudderth
Mathematical Institutional Economics, Martin Shubik
Wealth Effects Revisited 1975-2012, Karl E. Case, John M. Quigley, and Robert J. Shiller
Asymptotic Efficiency of Semiparametric Two-step GMM, Xiaohong Chen, Jinyong Hahn, and Zhipeng Liao
What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets, Karl E. Case, Robert J. Shiller, and Anne K. Thompson
Automated Estimation of Vector Error Correction Models, Zhipeng Liao and Peter C.B. Phillips
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default, Ana Fostel and John Geanakoplos
Leverage and Default in Binomial Economies: A Complete Characterization, Ana Fostel and John Geanakoplos
Leverage and Default in Binomial Economies: A Complete Characterization, Ana Fostel and John Geanakoplos
Leverage and Default in Binomial Economies: A Complete Characterization, Ana Fostel and John Geanakoplos
Non-linearity Induced Weak Instrumentation, Ioannis Kasparis, Peter C.B. Phillips, and Tassos Magdalinos
Nonparametric Predictive Regression, Ioannis Kasparis, Elena Andreou, and Peter C.B. Phillips
On Confidence Intervals for Autoregressive Roots and Predictive Regression, Peter C.B. Phillips
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications, Peter C.B. Phillips and Zhipeng Liao
The Strategic Impact of Higher-Order Beliefs, Yi-Chun Chen, Alfredo Di Tillio, Eduardo Faingold, and Siyang Xiong
Wages and Informality in Developing Countries, Costas Meghir, Renata Narita, and Jean-Marc Robin
What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets — A 2014 Update, Karl E. Case, Robert J. Shiller, and Anne K. Thompson
Matching with Incomplete Information, Quingmin Liu, George J. Mailath, Andrew Postlewaite, and Larry Samuelson
Runs, Panics and Bubbles: Diamond-Dybvig and Morris-Shin Reconsidered, Eric Smith and Martin Shubik
Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders, Karim Jamal, Michael Maier, and Shyam Sunder
Notes on Computational Complexity of GE Inequalities, Donald J. Brown
Notes on Computational Complexity of GE Inequalities, Donald J. Brown
Simple Agents, Intelligent Markets, Karim Jamal, Michael Maier, and Shyam Sunder
The Anatomy of French Production Hierarchies, Lorenzo Caliendo, Ferdinando Monte, and Esteban Rossi-Hansberg
What Is a Solution to a Matrix Game, Martin Shubik
What Is a Solution to a Matrix Game, Martin Shubik
How Should the Fed Report Uncertainty?, Ray C. Fair
The Financing of a Public Utility, Eric Smith and Martin Shubik
A Web Gaming Facility for Research and Teaching, Martin Shubik
A Web Gaming Facility for Research and Teaching, Martin Shubik
Competing for Customers in a Social Network (R), Pradeep Dubey, Rahul Garg, and Bernard De Meyer
Is Fiscal Stimulus a Good Idea?, Ray C. Fair
Multi-dimensional Mechanism Design with Limited Information, Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh
The Allocation of a Prize (R), Pradeep Dubey and Siddhartha Sahi
Bounded Rationality and Limited Datasets: Testable Implications, Identification, and Out-of-Sample Prediction, Geoffroy de Clippel and Kareen Rozen
Does Reducing Spatial Differentiation Increase Product Differentiation? Effects of Zoning on Retail Entry and Format Variety, Sumon Datta and K. Sudhir
Getting at Systemic Risk via an Agent-Based Model of the Housing Market, John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, and Matthew Hendrey
Improved Estimates of Using Luminosity as a Proxy for Economic Statistics: New Results and Estimates of Precision, William D. Nordhaus and Xi Chen
Kantian Optimization: An Approach to Cooperative Behavior, John E. Roemer
Kantian Optimization, Social Ethos, and Pareto Efficiency, John E. Roemer
Mandate-Based Health Reform and the Labor Market: Evidence from the Massachusetts Reform, Jonathan T. Kolstad and Amanda E. Kowalski
Short Run Needs and Long Term Goals: A Dynamic Model of Thirst Management, Guofang Huang, Ahmed Khwaja, and K. Sudhir
Demand Externalities from Co-Location, Boudhayan Sen, Jiwoong Shin, and K. Sudhir
On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games, Johannes Hörner, Satoru Takahashi, and Nicolas Vieille
Sieve Inference on Semi-nonparametric Time Series Models, Xiaohong Chen, Zhipeng Liao, and Yixiao Sun
Discounted Stochastic Games with Voluntary Transfers, Sebastian Kranz
Efficient Auctions and Interdependent Types, Dirk Bergemann, Stephen Morris, and Satoru Takahashi
Health Reform, Health Insurance, and Selection: Estimating Selection into Health Insurance Using the Massachusetts Health Reform, Martin B. Hackmann, Jonathan T. Kolstad, and Amanda E. Kowalski
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility, Giuseppe Cavaliere, Peter C.B. Phillips, Stephan Smeekes, and A. M. Rober Taylor
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu
Testing for Multiple Bubbles, Peter C.B. Phillips, Shu-Ping Shi, and Jun Yu
VARs with Mixed Roots Near Unity, Peter C.B. Phillips and Ji Hyung Lee
Submissions from 2011
Integrated Economic and Climate Modeling, William D. Nordhaus
Nonparametric Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Nonparametric Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Nonparametric Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School, John Geanakoplos
Monitoring Leverage, John Geanakoplos and Lasse H. Pedersen
Pricing under the Threat of Piracy: Flexibility and Platforms for Digital Goods, Dirk Bergemann, Thomas Eisenbach, Joan Feigenbaum, and Scott Shenker
Prizes versus Wages with Envy and Pride, Pradeep Dubey, John Geanakoplos, and Ori Haimanko
Sensitivity Analysis in Semiparametric Likelihood Models, Xiaohong Chen, Elie Tamer, and Alexander Torgovitsky
A Theory of Asset Prices Based on Heterogeneous Information, Elias Albagli, Christian Hellwig, and Aleh Tsyvinski
Bayes Correlated Equilibrium and the Comparison of Information Structures, Dirk Bergemann and Stephen Morris
Career Concerns and Market Structure, Alessandro Bonatti and Johannes Hörner
Career Concerns with Coarse Information, Alessandro Bonatti and Johannes Hörner
Correlated Equilibrium in Games with Incomplete Information, Dirk Bergemann and Stephen Morris
Estimates of the Social Cost of Carbon: Background and Results from the RICE-2011 Model, William D. Nordhaus
Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
Financing of Public Goods through Taxation in a General Equilibrium Economy: Theory and Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure, Donald W.K. Andrews and Xu Cheng
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure, Donald W.K. Andrews and Xu Cheng
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure, Donald W.K. Andrews and Xu Cheng
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure, Donald W.K. Andrews and Xu Cheng
Meritocracy Voting: Measuring the Unmeasurable, Peter C.B. Phillips
On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family, Lorenzo Camponovo and Taisuke Otsu
Optimally Empty Promises and Endogenous Supervision, David A. Miller and Kareen Rozen
Optimism and Pessimism with Expected Utility, David Dillenberger, Andrew Postlewaite, and Kareen Rozen
Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, Yonghui Zhang, Liangjun Su, and Peter C.B. Phillips
Robust Predictions in Games with Incomplete Information, Dirk Bergemann and Stephen Morris
Robust Predictions in Games with Incomplete Information, Dirk Bergemann and Stephen Morris
Robust Predictions in Games with Incomplete Information, Dirk Bergemann and Stephen Morris
Robust Predictions in Games with Incomplete Information, Dirk Bergemann and Stephen Morris
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter, Donald W.K. Andrews and Patrik Guggenberger
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter, Donald W.K. Andrews and Patrik Guggenberger
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests, Donald W.K. Andrews, Xu Cheng, and Patrik Guggenberger
Information Aggregation, Investment, and Managerial Incentives, Elias Albagli, Christian Hellwig, and Aleh Tsyvinski
Irving Fisher, Debt Deflation and Crises, Robert J. Shiller
Risky Curves: From Unobservable Utility to Observable Opportunity Sets, Daniel Friedman and Shyam Sunder
Robust Mechanism Design: An Introduction, Dirk Bergemann and Stephen Morris
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power, Donald W.K. Andrews
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power, Donald W.K. Andrews
The Demonetization of Gold: Transactions and the Change in Control, Thomas Quint and Martin Shubik
The Effect of Language on Economic Behavior: Evidence from Savings Rates, Health Behaviors, and Retirement Assets, Keith M. Chen
Dynamics of Inductive Inference in a Unified Framework, Itzhak Gilboa, Larry Samuelson, and David Schmeidler
Pricing and Investments in Matching Markets, George J. Mailath, Andrew Postlewaite, and Larry Samuelson
The Present and Future of Game Theory, Martin Shubik
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes, Ana Fostel and John Geanakoplos
Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes, Ana Fostel and John Geanakoplos
What It Takes to Solve the U.S. Government Deficit Problem, Ray C. Fair
“Connected Substitutes and Invertibility of Demand, Steven T. Berry, Amit Gandhi, and Philip A. Haile
Connected Substitutes and Invertibility of Demand, Steven T. Berry, Amit Gandhi, and Philip A. Haile
Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion, Simon Grant and Ben Polak
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators, Daniel Ackerberg, Xiaohong Chen, and Jinyong Hahn
Dynamic Strategic Information Transmission, Mikhail Golosov, Vasiliki Skreta, Aleh Tsyvinski, and Andrea Wilson
Empirical Likelihood for Regression Discontinuity Design, Taisuke Otsu and Ke-Li Xu
Endogenous Leverage: VaR and Beyond, Ana Fostel and John Geanakoplos
Examples of L 2 -Complete and Boundedly-Complete Distributions, Donald W.K. Andrews
Large Deviations of Realized Volatility, Shin Kanaya and Taisuke Otsu
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review, Xiaohong Chen
Breakdown Point Theory for Implied Probability Bootstrap, Lorenzo Camponovo and Taisuke Otsu
Continuous Workout Mortgages, Robert J. Shiller, Rafal M. Wojakowski, M. Shahid Ebrahim, and Mark B. Shackleton
Empirical Likelihood for Nonparametric Additive Models, Taisuke Otsu
Local Identification of Nonparametric and Semiparametric Models, Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney Newey
Local Identification of Nonparametric and Semiparametric Models, Xiaohong Chen, Victor Chernozhukov, Sokbae Lee, and Whitney Newey
Quantile Regression with Censoring and Endogeneity, Victor Chernozhukov, Iván Fernández-Val, and Amanda E. Kowalski
Robustness of Bootstrap in Instrumental Variable Regression, Lorenzo Camponovo and Taisuke Otsu
Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions, Yukitoshi Matsushita and Taisuke Otsu
A Simple Test for Identification in GMM under Conditional Moment Restrictions, Francesco Bravo, Juan Carlos Escanciano, and Taisuke Otsu
Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe, Martin Shubik and William D. Sudderth
Economists as Worldly Philosophers, Robert J. Shiller and Virginia M. Shiller
Hodges-Lehmann Optimality for Testing Moment Conditions, Ivan Canay and Taisuke Otsu
Identification- and Singularity-Robust Inference for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger
Identification- and Singularity-Robust Inference for Moment Condition Models, Donald W.K. Andrews and Patrik Guggenberger
Identification in a Class of Nonparametric Simultaneous Equations Models, Steven T. Berry and Philip A. Haile
Identification in a Class of Nonparametric Simultaneous Equations Models, Steven T. Berry and Philip A. Haile
Identification in a Class of Nonparametric Simultaneous Equations Models, Steven T. Berry and Philip A. Haile
Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators, Taisuke Otsu
Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators, Taisuke Otsu
Wealth Effects Revisited, 1978-2009, Karl E. Case, John M. Quigley, and Robert J. Shiller
A World Macro Saving Fact and an Explanation, Ray C. Fair
Bias in Estimating Multivariate and Univariate Diffusions, Xiaohu Wang, Peter C.B. Phillips, and Jun Yu
Efficient Search by Committee, Dirk Bergemann and Juuso Välimäki
First Difference MLE and Dynamic Panel Estimation, Chirok Han and Peter C.B. Phillips
Folklore Theorems, Implicit Maps and New Unit Root Limit Theory, Peter C.B. Phillips
Inconsistent VAR Regression with Common Explosive Roots, Peter C.B. Phillips and Tassos Magdalinos
Specification Testing for Nonlinear Cointegrating Regression, Qiying Wang and Peter C.B. Phillips
Submissions from 2010
Mechanism Design with Limited Information: The Case of Nonlinear Pricing, Dirk Bergemann, Ji Shen, Yun Xu, and Edmund M. Yeh
Revealed Preferences for Risk and Ambiguity, Donald J. Brown, Chandra Erdman, Kirsten Ling, and Laurie Santos
Estimation and Inference with Weak, Semi-strong, and Strong Identification, Donald W.K. Andrews and Xu Cheng
Interdependent Preferences and Strategic Distinguishability, Dirk Bergemann, Stephen Morris, and Satoru Takahashi
Dating the Timeline of Financial Bubbles during the Subprime Crisis, Peter C.B. Phillips and Jun Yu
Identifying Finite Mixtures in Econometric Models, Marc Henry, Yuichi Kitamura, and Bernard Salanié
Interdependent Preferences and Strategic Distinguishability, Dirk Bergemann, Stephen Morris, and Satoru Takahashi
Interdependent Preferences and Strategic Distinguishability, Dirk Bergemann, Stephen Morris, and Satoru Takahashi
Interdependent Preferences and Strategic Distinguishability, Dirk Bergemann, Stephen Morris, and Satoru Takahashi
Nonlinear Cointegrating Regression under Weak Identification, Xiaoxia Shi and Peter C.B. Phillips
Semiparametric Estimation in Time Series of Simultaneous Equations, Jiti Gao and Peter C.B. Phillips
The Mysteries of Trend, Peter C.B. Phillips
History-Disappointment Risk Attitude, David Dillenberger and Kareen Rozen
Mediation and Peace, Johannes Hörner, Massimo Morelli, and Francesco Squintani
Should Auctions be Transparent?, Dirk Bergemann and Johannes Hörner
Should Auctions be Transparent?, Dirk Bergemann and Johannes Hörner
Should Auctions be Transparent?, Dirk Bergemann and Johannes Hörner
The Value of Luminosity Data as a Proxy for Economic Statistics, Xi Chen and William D. Nordhaus
Why does Bad News Increase Volatility and Decrease Leverage?, Ana Fostel and John Geanakoplos
Why Does Bad News Increase Volatility and Decrease Leverage?, Ana Fostel and John Geanakoplos
Why Does Bad News Increase Volatility and Decrease Leverage?, Ana Fostel and John Geanakoplos
Estimation and Inference with Weak, Semi-strong, and Strong Identification, Donald W.K. Andrews and Xu Cheng
Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
Inference Based on Conditional Moment Inequalities, Donald W.K. Andrews and Xiaoxia Shi
The Role of Commitment in Bilateral Trade, Dino Gerardi, Johannes Hörner, and Lucas Maestri
Affective Decision-Making: A Theory of Optimism-Bias, Anat Bracha and Donald J. Brown
Dynamic Auctions: A Survey, Dirk Bergemann and Maher Said
Dynamic Auctions: A Survey, Dirk Bergemann and Maher Said
Estimated Macroeconomic Effects of a Chinese Yuan Appreciation, Ray C. Fair
Estimated Macroeconomic Effects of the U.S. Stimulus Bill, Ray C. Fair
Targeting in Advertising Markets: Implications for Offline vs. Online Media, Dirk Bergemann and Alessandro Bonatti
Targeting in Advertising Markets: Implications for Offline vs. Online Media, Dirk Bergemann and Alessandro Bonatti
The Role of Commitment in Bilateral Trade, Dino Gerardi, Johannes Hörner, and Lucas Maestri
Introduction to Judgment Aggregation, Christian List and Ben Polak
Stochastic Search Equilibrium, Giuseppe Moscarini and Fabien Postel-Vinay
Identification in Differentiated Products Markets Using Market Level Data, Steven T. Berry and Philip A. Haile
Identification in Differentiated Products Markets Using Market Level Data, Steven T. Berry and Philip A. Haile
Leverage Causes Fat Tails and Clustered Volatility, Stefan Thurner, J. Doyne Farmer, and John Geanakoplos
Leverage Causes Fat Tails and Clustered Volatility, Stefan Thurner, J. Doyne Farmer, and John Geanakoplos
Optimal Estimation under Nonstandard Conditions, Werner Ploberger and Peter C.B. Phillips
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Yixiao Sun, Peter C.B. Phillips, and Sainan Jin
Pricing in Matching Markets, George J. Mailath, Andrew Postlewaite, and Larry Samuelson
Solving the Present Crisis and Managing the Leverage Cycle, John Geanakoplos
Two New Zealand Pioneer Econometricians, Peter C.B. Phillips
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression, Chirok Han, Peter C.B. Phillips, and Donggyu Sul
X-Differencing and Dynamic Panel Model Estimation, Chirok Han, Peter C.B. Phillips, and Donggyu Sul
Submissions from 2009
A Specification Test for Instrumental Variables Regression with Many Instruments, Yoonseok Lee and Ryo Okui
Recursive Methods in Discounted Stochastic Games: An Algorithm for Delta Approaching 1 and a Folk Theorem, Johannes Hörner, Takuo Sugaya, Satoru Takahashi, and Nicolas Vieille
Selling Information, Johannes Hörner and Andrzej Skrzypacz
Selling Information, Johannes Hörner and Andrzej Skrzypacz
Selling Information, Johannes Hörner and Andrzej Skrzypacz
Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence, Johannes Hörner, Stefano Lovo, and Tristan Tomala
Biased Social Learning, Helios Herrera and Johannes Hörner
Nonparametric Tests of Conditional Treatment Effects, Sokbae Lee and Yoon-Jae Whang
On a Markov Game with One-Sided Incomplete Information, Johannes Hörner, Dinah Rosenberg, Eilon Solan, and Nicolas Vieille
Breach, Remedies and Dispute Settlement in Trade Agreements, Giovanni Maggi and Robert W. Staiger
Default Penalty as a Disciplinary and Selection Mechanism in Presence of Multiple Equilibria, Juergen Huber, Martin Shubik, and Shyam Sunder
Default Penalty as a Selection Mechanism among Multiple Equilibria, Juergen Huber, Martin Shubik, and Shyam Sunder
Default Penalty as a Selection Mechanism among Multiple Equilibria, Juergen Huber, Martin Shubik, and Shyam Sunder
El Farol Revisited: A Note on Emergence, Game Theory and Society, Martin Shubik
Identification of a Heterogeneous Generalized Regression Model with Group Effects, Steven T. Berry and Philip A. Haile
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions, Chunrong Ai and Xiaohong Chen
Strategic Supply Function Competition with Private Information, Xavier Vives
Uniform Topologies on Types, Yi-Chun Chen, Alfredo Di Tillio, Eduardo Faingold, and Siyang Xiong
Has Macro Progressed?, Ray C. Fair
Incentives for Experimenting Agents, Johannes Hörner and Larry Samuelson
Incentives for Experimenting Agents, Johannes Hörner and Larry Samuelson
Incentives for Experimenting Agents, Johannes Hörner and Larry Samuelson
Incentives for Experimenting Agents, Johannes Hörner and Larry Samuelson
Marshallian Money, Welfare, and Side-Payments, Cheng-Zhong Qin, Lloyd S. Shapley, and Martin Shubik
Possible Macroeconomic Consequences of Large Future Federal Government Deficits, Ray C. Fair
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates, J. Doyne Farmer and John Geanakoplos
Nonparametric Estimation in Random Coefficients Binary Choice Models, Eric Gautier and Yuichi Kitamura
Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers, Steven T. Berry and Philip A. Haile
On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions, Yuichi Kitamura, Andres Santos, and Azeem M. Shaikh
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit, Vadim Marmer and Taisuke Otsu
Robustness, Infinitesimal Neighborhoods, and Moment Restrictions, Yuichi Kitamura, Taisuke Otsu, and Kirill Evdokomov
Soft Budgets and Renegotiations in Public-Private Partnerships, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
Subjectivity in Inductive Inference, Itzhak Gilboa and Larry Samuelson
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation, Mark Kamstra and Robert J. Shiller
Alternative Policies and Sea-Level Rise in the RICE-2009 Model, William D. Nordhaus
An Improved Bootstrap Test of Stochastic Dominance, Oliver B. Linton, Kyungchul Song, and Yoon-Jae Whang
Credit Cards and Inflation, John Geanakoplos and Pradeep Dubey
Grading Exams: 100, 99, 98,...or A, B, C?, Pradeep Dubey and John Geanakoplos
Market Valuation of Accrued Social Security Benefits, John Geanakoplos and Stephen P. Zeldes
Nonparametric Estimation of a Polarization Measure, Gordon J. Anderson, Oliver B. Linton, and Yoon-Jae Whang
Selecting a Unique Competitive Equilibrium with Default Penalties, Cheng-Zhong Qin and Martin Shubik
The Leverage Cycle, John Geanakoplos
The Leverage Cycle, John Geanakoplos
Analyzing Macroeconomic Forecastability, Ray C. Fair
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression, Peter C.B. Phillips and Liangjun Su
Dynamic Misspecification in Nonparametric Cointegrating Regression, Ioannis Kasparis and Peter C.B. Phillips
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C.B. Phillips, Yangru Wu, and Jun Yu
Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Chirok Han, Jin Seo Cho, and Peter C.B. Phillips
Inflationary Equilibrium in a Stochastic Economy with Independent Agents, John Geanakoplos, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities, Jin Seo Cho, Chirok Han, and Peter C.B. Phillips
Measurement of Income with Time Use with Applications to Hedonic Indicators of Happiness and Misery, William D. Nordhaus
Monitoring with Collective Memory: Forgiveness for Optimally Empty Promises, David A. Miller and Kareen Rozen
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor, Peter C.B. Phillips and Liangjun Su