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Cowles Foundation Discussion Papers
from Cowles Foundation, Yale University EDIRC .
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1184: Game Theory, Complexity and Simplicity. Part III: Critique and Prospective
Martin Shubik 1183: A Strategic Market Game with Active Bankruptcy
John Geanakoplos , Ioannis Karatzas , Martin Shubik and William D. Sudderth 1182: Asymptotics for Nonlinear Transformations of Integrated Time Series
Peter C. B. Phillips and Joon Y. Park 1181: Nonstationary Density Estimation and Kernel Autoregression
Peter C. B. Phillips and Joon Y. Park 1180: Econometric Analysis of Fisher's Equation
Peter C. B. Phillips 1179: Designing Indexed Units of Account
Robert J. Shiller 1178: On the Skiadas 'Conditional Preference Approach' to Choice Under Uncertainty
Simon Grant , Atsushi Kajii and Ben Polak 1177: Moral Hazard in Home Equity Conversion
Robert J. Shiller and Allan N. Weiss 1176: Wald Revisited: The Optimal Level of Experimentation
Giuseppe Moscarini and Lones Smith 1175: Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand
Donald Brown and Rosa L. Matzkin 1174: Some Simple Games for Teaching and Research. Part 1: Cooperative Games
Martin Shubik 1173: The Equivalence of the Dekel-Fudenberg Iterative Procedure and Weakly Perfect Rationalizability
P. Jean-Jacques Herings and Vincent Vannetelbosch 1172: Human Behavior and the Efficiency of the Financial System
Robert J. Shiller 1171: Indexed Units of Account: Theory and Assessment of Historical Experience
Robert J. Shiller 1170: Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
Donald Brown and Chris Shannon 1169: Non-Convex Costs and Capital Utilization: A Study of Production Scheduling at Automobile Assembly Plants
George Hall 1168: Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations
Ray Fair 1167: Why Not Cut Pay?
Truman F. Bewley 1166: Multifractality of Deutschemark/US Dollar Exchange Rates
Adlai Fisher , Laurent E. Calvet and Benoit Mandelbrot 1165: Large Deviations and the Distribution of Price Changes
Laurent E. Calvet , Adlai Fisher and Benoit Mandelbrot 1164: A Multifractal Model of Asset Returns
Benoit Mandelbrot , Adlai Fisher and Laurent E. Calvet 1163: Band Spectral Regression with Trending Data
P. Dean Corbae , Sam Ouliaris and Peter C. B. Phillips 1162: Regressions for Partially Identified, Cointegrated Simultaneous Equations
In Choi and Peter C. B. Phillips 1161: An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy
Zhijie Xiao and Peter C. B. Phillips 1160: The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions
Oliver Bruce Linton , Enno Mammen and J. Nielsen 1159: The Experiment in Applied Econometrics
James Tobin 1158: A Model of a Predatory State
Boaz Moselle and Ben Polak 1157: A Simple Counterexample to the Bootstrap
Donald W. K. Andrews 1156: A Stochastic Infinite-Horizon Economy with Secured Lending, or Unsecured Lending and Bankruptcy
Ioannis Karatzas , Martin Shubik and William D. Sudderth 1155: Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure
John C. Chao and Peter C. B. Phillips 1154: The Significance of the Market Portfolio
Stefano G. Athanasoulis and Robert J. Shiller 1153: Estimation When a Parameter Is on a Boundary: Theory and Applications
Donald W. K. Andrews 1152: Beyond the CPI: An Augmented Cost of Living Index (ACOLI)
William D. Nordhaus 1151: Second-Order Approximation for Semiparametric Instrumental Variable Estimators and Test Statistics
Oliver Bruce Linton 1150: Supply Constraints on Employment and Output: NAIRU Versus Natural Rate
James Tobin 1149: Can We Grow Faster?
James Tobin 1148: Some Higher Order Theory for a Consistent Nonparametric Model Specification Test
Yanqin Fan and Oliver Bruce Linton 1147: Asset Markets and Investment Decisions
Anja De Waegenaere , Heracles M. Polemarchakis and Luigi Ventura 1146: Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
Donald W. K. Andrews 1145: Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations
Robert J. Shiller 1144: Stochastic Algorithms for Dynamic Models: Markov Perfect Equilibrium, and the 'Curse' of Dimensionality
Ariel Pakes and Paul McGuire 1143: Promises Promises
John Geanakoplos 1142: The Generalized War of Attrition
Jeremy . Bulow and Paul Klemperer 1141: On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
Donald W. K. Andrews and Moshe Buchinksy 1140: Conditional Independence Restrictions: Testing and Estimation
Oliver Bruce Linton and Pedro Gozalo 1139: Hyperfinite Asset Pricing Theory
M. Ali Khan and Yeneng Sun 1138: Market Diffusion with Two-Sided Learning
Dirk Bergemann and Juuso Valimaki 1137: Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior
John C. Chao and Peter C. B. Phillips 1136: Prices, Asset Markets and Indeterminacy
Heracles M. Polemarchakis and P. Siconolfi 1135: Spurious Regression Unmasked
Peter C. B. Phillips
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