Submissions from 2008
Venture Capital and Sequential Investments, Dirk Bergemann, Ulrich Hege, and Liang Peng
Venture Capital and Sequential Investments, Dirk Bergemann, Ulrich Hege, and Liang Peng
Venture Capital and Sequential Investments, Dirk Bergemann, Ulrich Hege, and Liang Peng
A Principal-Agent Model of Sequential Testing, Dino Gerardi and Lucas Maestri
Asymptotic Equivalence of Probabilistic Serial and Random Priority Mechanisms, Yeon-Koo Che and Fuhito Kojima
Copula-Based Nonlinear Quantile Autoregression, Xiaohong Chen, Roger Koenker, and Zhijie Xiao
The Evolution of Decision and Experienced Utilities, Arthur Robson and Larry Samuelson
Financial Control of a Competitive Economy without Randomness, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure, Donald W.K. Andrews and Panle Jai Barwick
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure, Donald W.K. Andrews and Panle Jai Barwick
Innovation and Equilibrium?, Martin Shubik
Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
Sufficiency of an Outside Bank and a Default Penalty to Support the Value of Fiat Money: Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
The Value of Fiat Money with an Outside Bank: An Experimental Game, Juergen Huber, Martin Shubik, and Shyam Sunder
A Dynamic Analysis of Human Welfare in a Warming Planet, Humberto Llavador, John E. Roemer, and Joaquim Silvestre
A Dynamic Analysis of Human Welfare in a Warming Planet, Humberto Llavador, John E. Roemer, and Joaquim Silvestre
The Dynamic Pivot Mechanism, Dirk Bergemann and Juuso Välimäki
The Dynamic Pivot Mechanism, Dirk Bergemann and Juuso Välimäki
Bootstrap for Interval Endpoints Defined by Moment Inequalities, Donald W.K. Andrews and Sukjin Han
Affective Decision Making and the Ellsberg Paradox, Anat Bracha and Donald J. Brown
Affective Decision Making and the Ellsberg Paradox, Anat Bracha and Donald J. Brown
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity, Donald W.K. Andrews and Patrik Guggenberger
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity, Donald W.K. Andrews and Patrik Guggenberger
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity, Donald W.K. Andrews and Patrik Guggenberger
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, and Taisuke Otsu
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, and Taisuke Otsu
Rationalization and Cognitive Dissonance: Do Choices Affect or Reflect Preferences?, Keith M. Chen
Rationalizing Choice with Multi-Self Models, Attila Ambrus and Kareen Rozen
Robust Implementation in General Mechanisms, Dirk Bergemann and Stephen Morris
Robust Implementation in General Mechanisms, Dirk Bergemann and Stephen Morris
Local Limit Theory and Spurious Nonparametric Regression, Peter C.B. Phillips
Long Memory and Long Run Variation, Peter C.B. Phillips
Nonlinearity and Temporal Dependence, Xiaohong Chen, Lars P. Hansen, and Marine Carrasco
Nonlinearity and Temporal Dependence, Xiaohong Chen, Lars P. Hansen, and Marine Carrasco
Optimal Bandwidth Choice for Interval Estimation in GMM Regression, Yixiao Sun and Peter C.B. Phillips
Overlapping Generations Models of General Equilibrium, John Geanakoplos
Pareto Improving Taxes, John Geanakoplos and Heracles M. Polemarchakis
Reforming Social Security with Progressive Personal Accounts, John Geanakoplos and Stephen P. Zeldes
Semiparametric Cointegrating Rank Selection, Xu Cheng and Peter C.B. Phillips
Smoothing Local-to-Moderate Unit Root Theory, Peter C.B. Phillips, Tassos Magdalinos, and Liudas Giraitis
Structural Nonparametric Cointegrating Regression, Qiying Wang and Peter C.B. Phillips
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood, Taisuke Otsu, Myung Hwan Seo, and Yoon-Jae Whang
Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past, Peter C.B. Phillips and Tassos Magdalinos
Unit Root Model Selection, Peter C.B. Phillips
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals, Xiaohong Chen and Demian Pouzo
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals, Xiaohong Chen and Demian Pouzo
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments, Xiaohong Chen and Demian Pouzo
The Impact of a Hausman Pretest on the Size of Hypothesis Tests, Patrik Guggenberger
A ‘Dual’-Improved Shortcut to the Long Run, Kareen Rozen
Conflict Leads to Cooperation in Nash Bargaining, Kareen Rozen
Derivatives Markets for Home Prices, Robert J. Shiller
Emerging Markets in an Anxious Global Economy, Ana Fostel and John Geanakoplos
Foundations of Intrinsic Habit Formation, Kareen Rozen
Foundations of Intrinsic Habit Formation, Kareen Rozen
Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions, P. Jeganathan
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects, Xiaohong Chen, Han Hong, and Alessandro Tarozzi
The Virtues and Vices of Equilibrium and the Future of Financial Economics, J. Doyne Farmer and John Geanakoplos
Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry, Patrick Kline
A Positive Theory of Income Taxation Where Politicians Focus upon Swing and Core Voters, John E. Roemer
Communication and Learning, Luca Anderlini, Dino Gerardi, and Roger Lagunoff
Do Local Economic Development Programs Work? Evidence from the Federal Empowerment Zone Program, Matias Busso and Patrick Kline
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals, Xiaohong Chen and Demian Pouzo
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals, Xiaohong Chen and Demian Pouzo
Estimating Exchange Rate Equations Using Estimated Expectations, Ray C. Fair
Estimating Term Structure Equations Using Macroeconomic Variables, Ray C. Fair
Optimal Resource Extraction Contracts under Threat of Expropriation, Eduardo Engel and Ronald Fischer
Submissions from 2007
Affective Decision Making: A Behavioral Theory of Choice, Anat Bracha and Donald J. Brown
Affective Decision Making: A Behavioral Theory of Choice, Anat Bracha and Donald J. Brown
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection, Donald W.K. Andrews and Patrik Guggenberger
Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models, Robert J. Shiller
Belief Free Incomplete Information Games, Dirk Bergemann and Stephen Morris
Collective Reputation, Professional Regulation and Franchising, Robert Evans and Timothy W. Guinnane
On Rate Optimality for Ill-posed Inverse Problems in Econometrics, Xiaohong Chen and Markus Reiss
Pricing without Priors, Dirk Bergemann and Karl Schlag
The Role of the Common Prior in Robust Implementation, Dirk Bergemann and Stephen Morris
Understanding Recent Trends in House Prices and Home Ownership, Robert J. Shiller
An Economy with Personal Currency: Theory and Experimental Evidence, Martin Angerer, Juergen Huber, Martin Shubik, and Shyam Sunder
Probabilistic Sophistication and Stochastic Monotonicity in the Savage Framework, Simon Grant, Hatice Ozsoy, and Ben Polak
Reputation Effects and Equilibrium Degeneracy in Continuous-Time Games, Eduardo Faingold and Yuliy Sannikov
Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence, Juergen Huber, Martin Shubik, and Shyam Sunder
Alfred Marshall's Cardinal Theory of Value: The Strong Law of Demand, Donald J. Brown and Caterina Calsamiglia
Dynamic Marginal Contribution Mechanism, Dirk Bergemann and Juuso Välimäki
Information Acquisition in Interdependent Value Auctions, Dirk Bergemann, Xianwen Shi, and Juuso Välimäki
Marshall's Theory of Value and the Strong Law of Demand, Caterina Calsamiglia
The Basic Public Finance of Public-Private Partnerships, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
United States Courts and the Optimal Deterrence of International Cartels: A Welfarist Perspective on Empagran, Alan O. Sykes
Validity of Subsampling and ‘Plug-in Asymptotic’ Inference for Parameters Defined by Moment Inequalities, Donald W.K. Andrews and Patrik Guggenberger
Exact Distribution Theory in Structural Estimation with an Identity, Peter C.B. Phillips
Historic Turning Points in Real Estate, Robert J. Shiller
Limit Theory for Explosively Cointegrated Systems, Peter C.B. Phillips and Tassos Magdalinos
Long Run Covariance Matrices for Fractionally Integrated Processes, Peter C.B. Phillips and Chang Sik Kim
Robust Virtual Implementation, Dirk Bergemann and Stephen Morris
Strategic Distinguishability and Robust Virtual Implementation, Dirk Bergemann and Stephen Morris
Strategic Distinguishability with an Application to Robust Virtual Implementation, Dirk Bergemann and Stephen Morris
Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications, Peter C.B. Phillips and Ke-Li Xu
Applications of Subsampling, Hybrid, and Size-Correction Methods, Donald W.K. Andrews and Patrik Guggenberger
Asymptotics for Stationary Very Nearly Unit Root Processes, Donald W.K. Andrews and Patrik Guggenberger
Hybrid and Size-Corrected Subsample Methods, Donald W.K. Andrews and Patrik Guggenberger
The Limit of Finite-Sample Size and a Problem with Subsampling, Donald W.K. Andrews and Patrik Guggenberger
The Limit of Finite-Sample Size and a Problem with Subsampling, Donald W.K. Andrews and Patrik Guggenberger
Models: New Interpretations of Old Results, Ricardo J. Caballero and Eduardo Engel
Presidential and Congressional Vote-Share Equations, Ray C. Fair
Price Dynamics on a Stock Market with Asymmetric Information, Bernard De Meyer
An Ascending Auction for Interdependent Values: Uniqueness and Robustness to Strategic Uncertainty, Dirk Bergemann and Stephen Morris
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity, Chirok Han and Peter C.B. Phillips
Information Loss in Volatility Measurement with Flat Price Trading, Peter C.B. Phillips and Jun Yu
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Peter C.B. Phillips and Jun Yu
Simulation-based Estimation of Contingent-claims Prices, Peter C.B. Phillips and Jun Yu
Social Memory and Evidence from the Past, Luca Anderlini, Dino Gerardi, and Roger Lagunoff
Transition Modeling and Econometric Convergence Tests, Peter C.B. Phillips and Donggyu Sul
Submissions from 2006
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression, Qiying Wang and Peter C.B. Phillips
A Note on Fairness, Power, Property, and Behind the Veil, Martin Shubik
Competing for Customers in a Social Network, Pradeep Dubey, Rahul Garg, and Bernard De Meyer
Games of Connectivity, Pradeep Dubey and Rahul Garg
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors, Xiaohong Chen and Yingyao Hu
One-Way Essential Complements, Keith M. Chen and Barry Nalebuff
Outsourcing Induced by Strategic Competition, Yutian Chen, Pradeep Dubey, and Debapriya Sen
A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process, Offer Lieberman and Peter C.B. Phillips
Adaptive Estimation of Autoregressive Models with Time-Varying Variances, Ke-Li Xu and Peter C.B. Phillips
Adaptive Estimation of Autoregressive Models with Time-Varying Variances, Ke-Li Xu and Peter C.B. Phillips
Efficient Dynamic Auctions, Dirk Bergemann and Juuso Välimäki
Log Periodogram Regression: The Nonstationary Case, Chang Sik Kim and Peter C.B. Phillips
A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?, Ray C. Fair
Competitive Screening and Market Segmentation, Gerald David Jaynes
Economic Development as Opportunity Equalization, John E. Roemer
Generalized Utilitarianism and Harsanyi’s Partial Observer Theorem, Simon Grant, Atsushi Kajii, Ben Polak, and Zvi Safra
Interpreting the Predictive Uncertainty of Elections, Ray C. Fair
Kantian Allocations, John E. Roemer
Mixed Oligopoly Equilibria When Firms’ Objectives Are Endogenous, Philippe De Donder and John E. Roemer
Common Learning, Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, and Larry Samuelson
Common Learning, Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, and Larry Samuelson
Pareto Improving Taxes, John Geanakoplos and Heracles M. Polemarchakis
Extreme Adverse Selection, Competitive Pricing, and Market Breakdown, George J. Mailath and Georg Nöldeke
Money and Production, and Liquidity Trap, Pradeep Dubey and John Geanakoplos
Purification in the Infinitely-Repeated Prisoners’ Dilemma, V. Bhaskar, George J. Mailath, and Stephen Morris
The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach, Martin Shubik
Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model, Ruediger Bachmann, Ricardo J. Caballero, and Eduardo Engel
Efficient Recommender Systems, Dirk Bergemann and Deran Ozmen
Empirical Likelihood Methods in Econometrics: Theory and Practice, Yuichi Kitamura
Evaluating Inflation Targeting Using a Macroeconometric Model, Ray C. Fair
Lumpy Investment in Dynamic General Equilibrium, Ruediger Bachmann, Ricardo J. Caballero, and Eduardo Engel
Renegotiation without Holdup: Anticipating Spending and Infrastructure Concessions, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
Optimal Electoral Timing: Exercise Wisely and You May Live Longer, Jussi Keppo, Lones Smith, and Dmitry Davydov
Robust Implementation in Direct Mechanisms, Dirk Bergemann and Stephen Morris
Robust Implementation: The Case of Direct Mechanisms, Dirk Bergemann and Stephen Morris
Empirical Models of Auctions, Susan Athey and Philip A. Haile
Optimal Pricing with Recommender Systems, Dirk Bergemann and Deran Ozmen
Rank Tests for Instrumental Variables Regression with Weak Instruments, Donald W.K. Andrews and Gustavo Soares
Robust Implementation: The Case of Direct Mechanisms, Dirk Bergemann and Stephen Morris
Lexicographic Composition of Simple Games, Bezalel Peleg
Nuclear Weapons and National Prestige, Robert J. Shiller
Assortative Matching and Repubation, Axel Anderson and Lones Smith
Bandit Problems, Dirk Bergemann and Juuso Välimäki
Caller Number Five: Timing Games that Morph from One Form to Another, Andreas Park and Lones Smith
Gaussian Inference in AR(1) Time Series with or without a Unit Root, Peter C.B. Phillips and Chirok Han
Indirect Inference for Dynamic Panel Models, Christian Gouriéroux, Peter C.B. Phillips, and Jun Yu
Informational Herding and Optimal Experimentation, Lones Smith and Peter Norman Sorensen
Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions, P. Jeganathan
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Yixiao Sun, Peter C.B. Phillips, and Sainan Jin
Optimal Estimation of Cointegrated Systems with Irrelevant Instruments, Peter C.B. Phillips
Refined Inference on Long Memory in Realized Volatility, Offer Lieberman and Peter C.B. Phillips
Repeated Games with Present-Biased Preferences, Hector Chade, Pavlo Prokopovych, and Lones Smith
Simultaneous Search, Hector Chade and Lones Smith
Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution, Nicholas Z. Muller and Peter C.B. Phillips
Understanding Overbidding in Second Price Auctions: An Experimental Study, David J. Cooper and Hanming Fang
Submissions from 2005
A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation, Peter C.B. Phillips
Grading in Games of Status: Marking Exams and Setting Wages, Pradeep Dubey and John Geanakoplos
Grading in Games of Status: Marking Exams and Setting Wages, Pradeep Dubey and John Geanakoplos
Sequential Equilibria in Bayesian Games with Communication, Dino Gerardi and Roger B. Myerson
Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity, Seung Hyun Hong and Peter C.B. Phillips
The Response of Prices, Sales, and Output to Temporary Changes in Demand, Adam Copeland and George J. Hall
A Credit Mechanism for Selecting a Unique Competitive Equilibrium, Cheng-Zhong Qin and Martin Shubik
A New Approach to Robust Inference in Cointegration, Sainan Jin, Peter C.B. Phillips, and Yixiao Sun
Estimated Age Effects in Baseball, Ray C. Fair
Prizes versus Wages with Envy and Pride, Pradeep Dubey, John Geanakoplos, and Ori Haimanko
Continuous versus Discrete Market Games, Alexandre Marino and Bernard De Meyer
Perfect Competition in a Bilateral Monopoly (In Honor of Martin Shubik), Pradeep Dubey and Dieter Sondermann
Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical Likelihood, Taisuke Otsu and Yoon-Jae Whang
Inference with Weak Instruments, Donald W.K. Andrews and James H. Stock
Information in Mechanism Design, Dirk Bergemann and Juuso Välimäki
Information in Mechanism Design, Dirk Bergemann and Juuso Välimäki
Making Statements and Approval Voting, Enriqueta Aragones, Itzhak Gilboa, and Andrew Weiss
Branch Rickey’s Equation Fifty Years Later, Ray C. Fair and Danielle Catambay
Competition, Consumer Welfare, and the Social Cost of Monopoly, Yoon-Ho Alex Lee and Donald J. Brown
Robust Monopoly Pricing, Dirk Bergemann and Karl Schlag
Robust Monopoly Pricing, Dirk Bergemann and Karl Schlag
Robust Monopoly Pricing: The Case of Regret, Dirk Bergemann and Karl Schlag
A Note on a ‘Square-Root Rule’ for Reinsurance, Michael R. Powers and Martin Shubik
A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions, Federico M. Bandi and Peter C.B. Phillips
A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations, Peter C.B. Phillips and Jun Yu
Economics: The Next Physical Science?, J. Doyne Farmer, Martin Shubik, and Eric Smith
Economic Transition and Growth, Peter C.B. Phillips and Donggyu Sul
GMM with Many Moment Conditions, Chirok Han and Peter C.B. Phillips
Improved HAR Inference Using Power Kernels without Truncation, Peter C.B. Phillips, Yixiao Sun, and Sainan Jin
Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence, Peter C.B. Phillips and Tassos Magdalinos
Natural Concepts in Macroeconomics, Ray C. Fair
Nonstationary Discrete Choice: A Corrigendum and Addendum, Peter C.B. Phillips, Sainan Jin, and Ling Hu
Randomized Sign Test for Dependent Observations on Discrete Choice under Risk, Anat Bracha, Jeremy Gray, Rustam Ibragimov, Boaz Nadler, Dmitry Shapiro, Glena Ames, and Donald J. Brown
Robust Implementation: The Role of Large Type Spaces, Dirk Bergemann and Stephen Morris
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options, Rustam Ibragimov and Donald J. Brown
The Evolution of Our Preferences: Evidence from Capuchin-Monkey Trading Behavior, Keith M. Chen, Venkat Lakshminarayanan, and Laurie Santos
Intergenerational Justice and Sustainability under the Leximin Ethic, John E. Roemer
Overcoming Participation Constraints, Hanming Fang and Peter Norman
Overcoming Participation Constraints, Hanming Fang and Peter Norman
Aggregation of Expert Opinions, Dino Gerardi, Richard P. McLean, and Andrew Postlewaite
Commodity Money and the Valuation of Trade, Eric Smith and Martin Shubik
Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll-over, Mark A. Carlson and Galina Hale
Decision Methods for Solving Systems of Walrasian Inequalities, Donald J. Brown and Ravi Kannan
Ex Post Implementation, Dirk Bergemann and Stephen Morris
Fiat Money and the Natural Scale of Government, Martin Shubik and Eric Smith
Flexibility as an Instrument in Digital Rights Management, Dirk Bergemann, Thomas Eisenbach, Joan Feigenbaum, and Scott Shenker
The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation, Robert J. Shiller
The Nonparametric Approach to Applied Welfare Analysis, Donald J. Brown and Caterina Calsamiglia
Two Algorithms for Solving the Walrasian Equilibrium Inequalities, Donald J. Brown and Ravi Kannan
Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments, Donald W.K. Andrews and Vadim Marmer
Sparse Estimators and the Oracle Property, or the Return of Hodges’ Estimator, Hannes Leeb and Benedikt M. Pötscher
Behavioral Economics and Institutional Innovation, Robert J. Shiller
Policy Effects in the Post Boom U.S. Economy, Ray C. Fair
The Demand for Information: More Heat than Light, Jussi Keppo, Giuseppe Moscarini, and Lones Smith
Submissions from 2004
Estimated Age Effects in Athletic Events and Chess, Ray C. Fair
Fact-Free Learning, Enriqueta Aragones, Itzhak Gilboa, Andrew Postlewaite, and David Schmeidler
Predicting Electoral College Victory Probabilities from State Probability Data, Ray C. Fair
Probabilities as Similarity-Weighted Frequencies, Antoine Billot, Itzhak Gilboa, Dov Samet, and David Schmeidler
Retrospective on the Postwar Productivity Slowdown, William D. Nordhaus
Rule-based and Case-based Reasoning in Housing Prices, Gabrielle Gayer, Itzhak Gilboa, and Offer Lieberman
Axiomatization of an Exponential Similarity Function, Antoine Billot, Itzhak Gilboa, and David Schmeidler
Competitive Experimentation with Private Information, Giuseppe Moscarini and Francesco Squintani
Distribution and Politics: A Brief History and Prospect, John E. Roemer
Empirical Similarity, Itzhak Gilboa, Offer Lieberman, and David Schmeidler
Modeling Party Competition in General Elections, John E. Roemer
On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on B. Brown (1983) and Roehrig (1988), C. Lanier Benkard and Steven T. Berry
Rationality of Belief. Or: Why Bayesianism Is Neither Necessary nor Sufficient for Rationality, Itzhak Gilboa, Andrew Postlewaite, and David Schmeidler
The Folk Theorem in Dynastic Repeated Games, Luca Anderlini, Dino Gerardi, and Roger Lagunoff
Toward An Economic Theory of Dysfunctional Identity, Hanming Fang and Glenn C. Loury
Coordination Failure in Repeated Games with Almost-Public Monitoring, George J. Mailath and Stephen Morris
Coordination Failure in Repeated Games with Almost-Public Monitoring, George J. Mailath and Stephen Morris
Effective Labor Regulation and Microeconomic Flexibility, Ricardo J. Caballero, Kevin N. Cowan, Eduardo Engel, and Alejandro Micco
Locational Competition and the Environment: Should Countries Harmonize Their Environmental Policies?, William D. Nordhaus
Network Markets and Consumer Coordination, Attila Ambrus and Rossella Argenziano
Impartiality and Priority. Part 1: The Veil of Ignorance, Juan D. Moreno-Ternero and John E. Roemer
Impartiality and Priority. Part 2: A Characterization with Solidarity, Juan D. Moreno-Ternero and John E. Roemer
Impartiality, Solidarity, and Priority in the Theory of Justice, Juan D. Moreno-Ternero and John E. Roemer
Xenophobia and Distribution in France: A Politico-economic Analysis, John E. Roemer and Karine Van der Straeten
An Alternative Test of Racial Prejudice in Motor Vehicle Searches: Theory and Evidence, Shamena Anwar and Hanming Fang
Automated Discovery in Econometrics, Peter C.B. Phillips
Challenges of Trending Time Series Econometrics, Peter C.B. Phillips
Collateral Restrictions and Liquidity Under-Supply: A Simple Model, Ana Fostel and John Geanakoplos
Competition, Consumer Welfare and Monopoly Power, Donald J. Brown and G. A. Wood
Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter, Offer Lieberman and Peter C.B. Phillips
Grading Exams: 100, 99, ..., 1 or A, B, C? Incentives in Games of Status, Pradeep Dubey and John Geanakoplos
HAC Estimation by Automated Regression, Peter C.B. Phillips
Limit Theory for Moderate Deviations from a Unit Root, Peter C.B. Phillips and Tassos Magdalinos
Non-Monotone Liquidity under-Supply, Ana Fostel and John Geanakoplos
Optimal Invariant Similar Tests for Instrumental Variables Regression, Donald W.K. Andrews, Marcelo J. Moreira, and James H. Stock
Regression Asymptotics Using Martingale Convergence Methods, Rustam Ibragimov and Peter C.B. Phillips
Uniform Limit Theory for Stationary Autoregression, Liudas Giraitis and Peter C.B. Phillips
Monopoly Pricing of Experience Goods, Dirk Bergemann and Juuso Välimäki
Monopoly Pricing of Experience Goods, Dirk Bergemann and Juuso Välimäki
Racism and Redistribution in the United States: A Solution to the Problem of American Exceptionalism, Woojin Lee and John E. Roemer
Time-inconsistency and Welfare Program Participation: Evidence from the NLSY, Hanming Fang and Dan Silverman
The Social Cost of Monopoly Power, Donald J. Brown and G. A. Wood
Gold, Fiat and Credit: An Elementary Discussion of Commodity Money, Fiat Money and Credit. Part II, Thomas Quint and Martin Shubik
Household Reaction to Changes in Housing Wealth, Robert J. Shiller
Neighborhood Complexes and Generating Functions, Herbert E. Scarf and Kevin M. Woods
Radical Financial Innovation, Robert J. Shiller
Schumpeterian Profits in the American Economy: Theory and Measurement, William D. Nordhaus
An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part 1, Thomas Quint and Martin Shubik
A Quantilogram Approach to Evaluating Directional Predictability, Oliver B. Linton and Yoon-Jae Whang
Smoothed Empirical Likelihood Methods for Quantile Regression Models, Yoon-Jae Whang
Three Strikes and You’re Out: Reply to Cooper and Willis, Ricardo J. Caballero and Eduardo Engel
Purification in the Infinitely-Repeated Prisoners’ Dilemma, V. Bhaskar, George J. Mailath, and Stephen Morris
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations, Dietmar Bauer
Does Prison Harden Inmates? A Discontinuity-based Approach, Keith M. Chen and Jesse M. Shapiro
Submissions from 2003
Absenteeism, Substitutes, and Complements in Simple Games, Thomas Quint and Martin Shubik
Absenteeism, Substitutes, Complements, and the Banzhaf Index, Thomas Quint
Dollar Denominated Debt and Optimal Security Design, John Geanakoplos and Felix Kubler
A Behavioral Model of Bargaining with Endogenous Types, Dilip Abreu and David G. Pearce
Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?, Hannes Leeb and Benedikt M. Pötscher
Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions, Philip A. Haile, Han Hong, and Matthew Shum
A Double Auction Market: Teaching, Experiment and Theory, Martin Shubik
An Efficiency Rationale for Bundling of Public Goods, Hanming Fang and Peter Norman
Optimal Provision of Multiple Excludable Public Goods, Hanming Fang and Peter Norman
The Edgeworth, Cournot and Walrasian Cores of an Economy, Martin Shubik
The Invention of Inflation-Indexed Bonds in Early America, Robert J. Shiller
To Bundle or Not to Bundle, Hanming Fang and Peter Norman
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence, Peter C.B. Phillips and Donggyu Sul
Incidental Trends and the Power of Panel Unit Root Tests, Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips
Liquidity Black Holes, Stephen Morris and Hyun Song Shin
Long Run Variance Estimation Using Steep Origin Kernels without Truncation, Peter C.B. Phillips, Yixiao Sun, and Sainan Jin
On the Empirical Content of Quantal Response Equilibrium, Philip A. Haile, Ali Hortaçsu, and Grigory Kosenok
Prewhitening Bias in HAC Estimation, Donggyu Sul, Peter C.B. Phillips, and Chi-Young Choi
Risk and Wealth in a Model of Self-Fulfilling Currency Attacks, Bernardo Guimarães and Stephen Morris
Risk and Wealth in a Model of Self-Fulfilling Currency Attacks, Bernardo Guimarães and Stephen Morris
On the Empirical Content of Quantal Response Equilibrium, Philip A. Haile, Ali Hortaçsu, and Grigory Kosenok
Missing Aggregate Dynamics: On the Slow Convergence of Lumpy Adjustment Models, Ricardo J. Caballero and Eduardo Engel
The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World, John Geanakoplos
Uniqueness of Equilibrium in the Multi-Country Ricardo Model, Herbert E. Scarf and Charles A. Wilson
Cross-section Regression with Common Shocks, Donald W.K. Andrews
Determinacy with Nominal Assets and Outside Money, Pradeep Dubey and John Geanakoplos
Indeterminacy, Nonparametric Calibration and Counterfactual Equilibria, Donald J. Brown and Ravi Kannan
Real Determinacy with Nominal Assets, Pradeep Dubey and John Geanakoplos
The Computation of Counterfactual Equilibria in Homothetic Walrasian Economies, Donald J. Brown and Ravi Kannan
The Harmonic Fisher Equation and the Inflationary Bias of Real Uncertainty, Ioannis Karatzas, Martin Shubik, William D. Sudderth, and John Geanakoplos
The Inflationary Bias of Real Uncertainty and the Harmonic Fisher Equation, Ioannis Karatzas, Martin Shubik, William D. Sudderth, and John Geanakoplos
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction, John C. Chao and Norman R. Swanson
Consistent Estimation with a Large Number of Weak Instruments, John C. Chao and Norman R. Swanson
Fundamental R&D Spillovers and the Internationalization of a Firm's Research Activities, Bernard Franck and Robert Owen
Moral Hazard, Hanming Fang and Giuseppe Moscarini
Multidimensional Private Value Auctions, Hanming Fang and Stephen Morris
On Houseswapping, the Strict Core, Segmentation, and Linear Programming, Thomas Quint and Jun Wako
Robust Mechanism Design, Dirk Bergemann and Stephen Morris
Robust Mechanism Design, Dirk Bergemann and Stephen Morris
Strategic Freedom, Constraint and Symmetry in One-period Markets with Cash and Credit Payment, Martin Shubik and Eric Smith
Structure, Clearinghouses and Symmetry, Martin Shubik and Eric Smith
Two New Proofs of Afriat's Theorem, Ana Fostel, Herbert E. Scarf, and Michael J. Todd
Dynamic Price Competition, Dirk Bergemann and Juuso Välimäki
Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales, Michael R. Powers, David M. Schizer, and Martin Shubik
On Local and Network Games, Thomas Quint and Martin Shubik
Beauty Contests, Bubbles and Iterated Expectations in Asset Markets, Franklin Allen, Stephen Morris, and Hyun Song Shin
Committee Design in the Presence of Communication, Dino Gerardi and Leeat Yariv
Communication and Monetary Policy, Jeffrey Amato, Stephen Morris, and Hyun Song Shin
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation, Peter C.B. Phillips, Yixiao Sun, and Sainan Jin
Eclectic Distributional Ethics, John E. Roemer
End-of-Sample Cointegration Breakdown Tests, Donald W.K. Andrews and Jae-Young Kim
Indeterminacy of Citizen-Candidate Equilibrium, John E. Roemer
Information Acquisition in Committees, Dino Gerardi and Leeat Yariv
Political Equilibrium with Private or/and Public Campaign Finance: A Comparison of Institutions, John E. Roemer
Bonds or Loans? The Effect of Macroeconomic Fundamentals, Galina Hale
Catalytic Finance: When Does It Work?, Stephen Morris and Hyun Song Shin
Coordination, Communication and Common Knowledge: A Retrospective on the Electronic Mail Game, Stephen Morris
Heterogeneity and Uniqueness in Interaction Games, Stephen Morris and Hyun Song Shin
Laws and Limits of Econometrics, Peter C.B. Phillips
Rationalizing and Curve-Fitting Demand Data with Quasilinear Utilities, Donald J. Brown and Caterina Calsamiglia
The Elusive Empirical Shadow of Growth Convergence, Peter C.B. Phillips and Donggyu Sul
The Strong Law of Demand, Donald J. Brown and Caterina Calsamiglia
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process, Victoria Zinde-Walsh and Peter C.B. Phillips
Generalized Potentials and Robust Sets of Equilibria, Stephen Morris and Takashi Ui
GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Hyungsik Roger Moon and Peter C.B. Phillips
Jackknifing Bond Option Prices, Peter C.B. Phillips and Jun Yu
Tests of Independence in Separable Econometric Models, Donald J. Brown and Marten H. Wegkamp
Tests of Independence in Separable Econometric Models: Theory and Application, Donald J. Brown, Rahul Deb, and Marten H. Wegkamp
Tests of Independence in Separable Econometric Models: Theory and Application, Donald J. Brown, Rahul Deb, and Marten H. Wegkamp
Vision and Influence in Econometrics: John Denis Sargan, Peter C.B. Phillips
Who Refers To Whom: A Study of Research References and the Relationship between Research Reports and Final Publication, Samuel McCarthy, Martin Shubik, and Jianfeng Yu
Submissions from 2002
Monetary Equilibrium with Missing Markets, Pradeep Dubey and John Geanakoplos
Testing for a New Economy in the 1990s, Ray C. Fair
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence, Donald W.K. Andrews and Yixiao Sun
Fairness, Reciprocity, and Wage Rigidity, Truman F. Bewley
From Efficient Market Theory to Behavioral Finance, Robert J. Shiller
One Simple Test of Samuelson's Dictum for the Stock Market, Jeeman Jung and Robert J. Shiller
The Economic Consequences of a War with Iraq, William D. Nordhaus
College Football Rankings and Market Efficiency, Ray C. Fair and John F. Oster
Risk Aversion and Stock Prices, Ray C. Fair
Demography and the Long-run Predictability of the Stock Market, John Geanakoplos, Michael Magill, and Martine Quinzii
Demography and the Long-Run Predictability of the Stock Market, John Geanakoplos, Michael Magill, and Martine Quinzii
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes, Donald W.K. Andrews and Offer Lieberman
The Value of Benchmarking, Dirk Bergemann and Ulrich Hege
Best Response Equivalence, Stephen Morris and Takashi Ui
Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market, George J. Hall and John Rust
Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra, Offer Lieberman and Peter C.B. Phillips
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors, Zhijie Xiao, Oliver B. Linton, Raymond J. Carroll, and E. Mammen
Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence, Peter C.B. Phillips and Donggyu Sul
Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach, Ling Hu and Peter C.B. Phillips
Efficient Regression in Time Series Partial Linear Models, Peter C.B. Phillips, Binbin Guo, and Zhijie Xiao
End-of-Sample Instability Tests, Donald W.K. Andrews
Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems, Steven T. Berry, Oliver B. Linton, and Ariel Pakes
Local Whittle Estimation of Fractional Integration, Katsumi Shimotsu and Peter C.B. Phillips
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes, Yixiao Sun and Peter C.B. Phillips
Nonstationary Discrete Choice, Ling Hu and Peter C.B. Phillips
The Block-block Bootstrap: Improved Asymptotic Refinements, Donald W.K. Andrews
The KPSS Test with Seasonal Dummies, Sainan Jin and Peter C.B. Phillips
The Mildest Recession: Output, Profits, and Stock Prices as the U.S. Emerges from the 2001 Recession, William D. Nordhaus
Unmediated Communication in Games with Complete and Incomplete Information, Dino Gerardi
Competition in or for the Field: Which Is Better?, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
From Nash to Walras via Shapley-Shubik, Pradeep Dubey and John Geanakoplos
Partially Linear Models with Unit Roots, Ted Juhl and Zhijie Xiao
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series, Donald W.K. Andrews and Offer Lieberman
Macroeconomic Strategy in Wartime, James Tobin
Consistent Testing for Stochastic Dominance: A Subsampling Approach, Oliver B. Linton, Esfandiar Maasoumi, and Yoon-Jae Whang
Highway Franchising and Real Estate Values, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
How to Auction an Essential Facility When Underhand Integration Is Possible, Eduardo Engel, Ronald Fischer, and Alexander Galetovic
I'll See It When I Believe It — A Simple Model of Cognitive Consistency, Leeat Yariv
The Health of Nations: The Contribution of Improved Health to Living Standards, William D. Nordhaus
An Optimal Fair Job Assignment Problem, Zaifu Yang
Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process, Offer Lieberman, Judith Rousseau, and David M. Zucker
Submissions from 2001
A Derivation of Expected Utility Maximization in the Context of a Game, Itzhak Gilboa and David Schmeidler
Asymptotic Theory for Multivariate GARCH Processes, F. Comte and Offer Lieberman
Believe and Let Believe: Axiomatic Foundations for Belief Dependent Utility Functionals, Leeat Yariv
Bootstrapping Macroeconometric Models, Ray C. Fair
Cognitive Foundations of Probability, Itzhak Gilboa and David Schmeidler
Competitive Pooling: Rothschild-Stiglitz Reconsidered, Pradeep Dubey and John Geanakoplos
Competitive Pooling: Rothschild-Stiglitz Reconsidered, Pradeep Dubey and John Geanakoplos
Competitive Pooling: Rothschild-Stiglitz Reconsidered, Pradeep Dubey and John Geanakoplos
Inductive Inference: An Axiomatic Approach, Itzhak Gilboa and David Schmeidler
Money and the Monetization of Credit, Martin Shubik
On Fair Allocations and Indivisibilities, Ning Sun and Zaifu Yang
Penalised Maximum Likelihood Estimation for Fractional Gaussian Processes, Offer Lieberman
Subjective Distributions, Itzhak Gilboa and David Schmeidler
Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market, Steven T. Berry, James Levinsohn, and Ariel Pakes
Equilibrium Selection in Global Games with Strategic Complementarities, David M. Frankel, Stephen Morris, and Ady Pauzner
The Optimal Concentration of Creditors, Ivo Welch and Arturo Bris
Comparing Wealth Effects: The Stock Market Versus the Housing Market, Karl E. Case, John M. Quigley, and Robert J. Shiller
Higher-order Improvements of the Parametric Bootstrap for Markov Processes, Donald W.K. Andrews
Inflationary Bias in a Simple Stochastic Economy, Ioannis Karatzas, Martin Shubik, William D. Sudderth, and John Geanakoplos
A CUSUM Test for Cointegration Using Regression Residuals, Zhijie Xiao and Peter C.B. Phillips
Bootstrapping Spurious Regression, Peter C.B. Phillips
Egalitarianism Against the Veil of Ignorance, John E. Roemer
Fully Nonparametric Estimation of Scalar Diffusion Models, Federico M. Bandi and Peter C.B. Phillips
Information Structures in Optimal Auctions, Dirk Bergemann and Martin Pesendorfer
Nonlinear Instrumental Variable Estimation of Autoregression, Peter C.B. Phillips, Joon Y. Park, and Yoosoon Chang
The Equity Premium Consensus Forecast Revisited, Ivo Welch
The Progress of Computing, William D. Nordhaus
Value and Politics, John E. Roemer
What We Owe Our Children, They Their Children, ..., John E. Roemer and Roberto Veneziani
Accessible Pareto-Improvements: Using Market Information to Reform Inefficiencies, Michael Mandler
A Practical Competitive Market Model for Indivisible Commodities, Zaifu Yang
Compromises between Cardinality and Ordinality in Preference Theory and Social Choice, Michael Mandler
Exchange Rates and Casualties During the First World War, George J. Hall
If You're So Smart, Why Aren't You Rich?Belief Selection in Complete and Incomplete Markets, Larry Blume and David Easley
Insurance Contracts Designed by Competitive Pooling, Pradeep Dubey and John Geanakoplos
Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium, John Geanakoplos
Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium, John Geanakoplos
Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium, John Geanakoplos
Perfectly Fair Allocations with Indivisibilities, Ning Sun and Zaifu Yang
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate, Jun Yu and Peter C.B. Phillips
International Finance in General Equilibrium, John Geanakoplos and Dimitrios P. Tsomocos
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach, Andrew Jeffrey, Oliver B. Linton, Thong Nguyen, and Peter C.B. Phillips
Regression with Slowly Varying Regressors, Peter C.B. Phillips
Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter, Offer Lieberman and Peter C.B. Phillips
Social Security Investment in Equities, Peter A. Diamond and John Geanakoplos
Social Security Investment in Equities I: Linear Case, Peter A. Diamond and John Geanakoplos
The CNBC Effect: Welfare Effects of Public Information, Stephen Morris and Hyun Song Shin
An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness, David Hirshleifer and Ivo Welch
On the Evolution of Overconfidence and Entrepreneurs, Antonio E. Bernardo and Ivo Welch
Bubbles, Human Judgment, and Expert Opinion, Robert J. Shiller
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Default and Punishment in General Equilibrium, Pradeep Dubey, John Geanakoplos, and Martin Shubik
Entry and Vertical Differentiation, Dirk Bergemann and Juuso Välimäki
Fiscal Policy: Its Macroeconomics in Perspective, James Tobin
Signalling and Default: Rothschild-Stiglitz Reconsidered, Pradeep Dubey and John Geanakoplos
Estimates of the Effectiveness of Monetary Policy, Ray C. Fair
Middle Men Versus Market Makers: A Theory of Competitive Exchange, John Rust and George J. Hall
On Modeling the Effects of Inflation Shocks, Ray C. Fair
Measurability Is Not about Information, Juan Dubra and Federico Echenique
Monotone Preferences over Information, Juan Dubra and Federico Echenique
Valuation Ratios and the Long-Run Stock Market Outlook: An Update, John Y. Campbell and Robert J. Shiller
A Computational Analysis of the Core of a Trading Economy with Three Competitive Equilibria and a Finite Number of Traders, Alok Kumar and Martin Shubik
Electoral Rules and the Emergence of New Issue Dimensions, Estelle Cantillon
Expected Utility Theory without the Completeness Axiom, Juan Dubra, Fabio Maccheroni, and Efe A. Ok
Local Polynomial Whittle Estimation, Donald W.K. Andrews and Yixiao Sun
Multifractal Products of Cylindrical Pulses, Julien Barral and Benoit Mandelbrot
The Financing of Innovation: Learning and Stopping, Dirk Bergemann and Ulrich Hege
The Financing of Innovation: Learning and Stopping, Dirk Bergemann and Ulrich Hege
The Uses of Teaching Games in Game Theory Classes and Some Experimental Games, Martin Shubik
Weighted Minimum Mean-Square Distance from Independence Estimation, Donald J. Brown and Marten H. Wegkamp
Submissions from 2000
A Graphical Analysis of Some Basic Results in Social Choice, Estelle Cantillon and Antonio Rangel
Alternative Methods for Measuring Productivity Growth, William D. Nordhaus
Does Democracy Engender Equality?, John E. Roemer
New Data and Output Concepts for Understanding Productivity Trends, William D. Nordhaus
Productivity Growth and the New Economy, William D. Nordhaus
Structural Change in Tail Behavior and the Asian Financial Crisis, Carmela E. Quintos, Zhenhong Fan, and Peter C.B. Phillips
Unilateral Deviations with Perfect Information, Pradeep Dubey and Ori Haimanko
Entry and Vertical Differentiation, Dirk Bergemann and Juuso Välimäki
Forecasting New Zealand's Real GDP, Aaron F. Schiff and Peter C.B. Phillips
The Effect of Bidders’ Asymmetries on Expected Revenue in Auctions, Estelle Cantillon
Global Games: Theory and Applications, Stephen Morris and Hyun Song Shin
Global Games: Theory and Applications, Stephen Morris and Hyun Song Shin
Investment Incentives in Procurement Auctions, Leandro Arozamena and Estelle Cantillon
Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders, Giancarlo Corsetti, Partha Dasgupta, Stephen Morris, and Hyun Song Shin
Faulty Communication, Stephen Morris
Faulty Communication, Stephen Morris
GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Hyungsik Roger Moon and Peter C.B. Phillips
How to Compute Equilibrium Prices in 1891, William C. Brainard and Herbert E. Scarf
Optimal Inventory Policies When Sales Are Discretionary, Herbert E. Scarf
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics, Donald W.K. Andrews
Local Whittle Estimation in Nonstationary and Unit Root Cases, Katsumi Shimotsu and Peter C.B. Phillips
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case, Katsumi Shimotsu and Peter C.B. Phillips
Pooled Log Periodogram Regression, Katsumi Shimotsu and Peter C.B. Phillips
Savings and Portfolio Choice in a Two-Period Two-Asset Model, Saku Aura, Peter A. Diamond, and John Geanakoplos
Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges, Peter C.B. Phillips
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter, Donald W.K. Andrews and Patrik Guggenberger
A Stochastic Overlapping Generations Economy with Inheritance, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Information and the Existence of Stationary Markovian Equilibrium, Ioannis Karatzas, Martin Shubik, and William D. Sudderth
Rethinking Multiple Equilibria in Macroeconomic Modelling, Stephen Morris and Hyun Song Shin
Social Security Investment in Equities in an Economy with Short-Term Production and Land, Peter A. Diamond and John Geanakoplos
Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time, Benoit Mandelbrot
Competitive Prizes: When Less Scrutiny Induces More Effort, Pradeep Dubey and Chien-wei Wu
Estimated, Calibrated, and Optimal Interest Rate Rules, Ray C. Fair
Inside and Outside Money, Gains to Trade, and IS-LM, Pradeep Dubey and John Geanakoplos
Inside and Outside Money, Gains to Trade, and IS-LM, Pradeep Dubey and John Geanakoplos
Optimal Scrutiny in Multi-Period Promotion Tournaments, Pradeep Dubey and Ori Haimanko
Asymptotics in Minimum Distance from Independence Estimation, Donald J. Brown and Marten H. Wegkamp
The Theory of Money, Martin Shubik
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency, Yoosoon Chang
Confidence Intervals, Donald W.K. Andrews and Moshe Buchinsky