Cowles Foundation Discussion Papers

From Cowles Foundation for Research in Economics, Yale University
Yale University, Box 208281, New Haven, CT 06520-8281 USA.
Contact information at EDIRC.
Bibliographic data for series maintained by Brittany Ladd ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1772: Interdependent Preferences and Strategic Distinguishability

Dirk Bergemann, Stephen Morris and Satoru Takahashi

1772: Interdependent Preferences and Strategic Distinguishability

Dirk Bergemann, Stephen Morris and Satoru Takahashi

1772: Interdependent Preferences and Strategic Distinguishability

Dirk Bergemann, Stephen Morris and Satoru Takahashi

1772: Interdependent Preferences and Strategic Distinguishability

Dirk Bergemann, Stephen Morris and Satoru Takahashi

1771: The Mysteries of Trend

Peter Phillips

1770: Dating the Timeline of Financial Bubbles during the Subprime Crisis

Peter Phillips and Jun Yu

1769: Semiparametric Estimation in Time Series of Simultaneous Equations

Jiti Gao and Peter Phillips

1768: Nonlinear Cointegrating Regression under Weak Identification

Xiaoxia Shi and Peter Phillips

1767: Identifying Finite Mixtures in Econometric Models

Marc Henry, Yuichi Kitamura and Bernard Salanié

1766: The Value of Luminosity Data as a Proxy for Economic Statistics

Xi Chen and William Nordhaus

1765: Mediation and Peace

Johannes Hörner, Massimo Morelli and Francesco Squintani

1764: Should Auctions be Transparent?

Dirk Bergemann and Johannes Horner

1764: Should Auctions be Transparent?

Dirk Bergemann and Johannes Hörner

1764: Should Auctions be Transparent?

Dirk Bergemann and Johannes Hörner

1763: History-Dependent Risk Attitude

David Dillenberger and Kareen Rozen

1762: Why Does Bad News Increase Volatility and Decrease Leverage?

Ana Fostel and John Geanakoplos

1762: Why Does Bad News Increase Volatility and Decrease Leverage?

Ana Fostel and John Geanakoplos

1762: Why Does Bad News Increase Volatility and Decrease Leverage?

Ana Fostel and John Geanakoplos

1761: Inference Based on Conditional Moment Inequalities

Donald Andrews and Xiaoxia Shi

1761: Inference Based on Conditional Moment Inequalities

Donald Andrews and Xiaoxia Shi

1761: Inference Based on Conditional Moment Inequalities

Donald Andrews and Xiaoxia Shi

1760: The Role of Commitment in Bilateral Trade

Dino Gerardi, Johannes Hörner and Lucas Maestri

1760: The Role of Commitment in Bilateral Trade

Dino Gerardi, Johannes Hörner and Lucas Maestri

1759: Affective Decision-Making: A Theory of Optimism-Bias

Anat Bracha and Donald J. Brown

1758: Targeting in Advertising Markets: Implications for Offline vs. Online Media

Dirk Bergemann and Alessandro Bonatti

1758: Targeting in Advertising Markets: Implications for Offline vs. Online Media

Dirk Bergemann and Alessandro Bonatti

1757: Dynamic Auctions: A Survey

Dirk Bergemann and Maher Said

1757: Dynamic Auctions: A Survey

Dirk Bergemann and Maher Said

1756: Estimated Macroeconomic Effects of the U.S. Stimulus Bill

Ray Fair

1755: Estimated Macroeconomic Effects of a Chinese Yuan Appreciation

Ray Fair

1754: Stochastic Search Equilibrium

Giuseppe Moscarini and Fabien Postel-Vinay

1753: Introduction to Judgment Aggregation

Christian List and Ben Polak

1752: Pricing in Matching Markets

George Mailath, Andrew Postlewaite and Larry Samuelson

1751: Solving the Present Crisis and Managing the Leverage Cycle

John Geanakoplos

1750: Two New Zealand Pioneer Econometricians

Peter Phillips

1749: Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels

Yixiao Sun, Peter Phillips and Sainan Jin

1748: Optimal Estimation under Nonstandard Conditions

Werner Ploberger and Peter Phillips

1747: X-Differencing and Dynamic Panel Model Estimation

Chirok Han, Peter Phillips and Donggyu Sul

1746: Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

Chirok Han, Peter Phillips and Donggyu Sul

1745: Leverage Causes Fat Tails and Clustered Volatility

Stefan Thurner, J. Farmer and John Geanakoplos

1745: Leverage Causes Fat Tails and Clustered Volatility

Stefan Thurner, J. Farmer and John Geanakoplos

1744: Identification in Differentiated Products Markets Using Market Level Data

Steven Berry and Philip Haile

1744: Identification in Differentiated Products Markets Using Market Level Data

Steven Berry and Philip Haile

1743: Selling Information

Johannes Hörner and Andrzej Skrzypacz

1743: Selling Information

Johannes Hörner and Andrzej Skrzypacz

1743: Selling Information

Johannes Hörner and Andrzej Skrzypacz

1742: 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

1741: A Specification Test for Instrumental Variables Regression with Many Instruments

Yoonseok Lee and Ryo Okui

1740: Nonparametric Tests of Conditional Treatment Effects

Sokbae (Simon) Lee and Yoon-Jae Whang

1739: Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence

Johannes Hörner, Stefano Lovo and Tristan Tomala

1738: Biased Social Learning

Helios Herrera and Johannes Hörner

1737: On a Markov Game with One-Sided Incomplete Information

Johannes Hörner, Dinah Rosenberg, Eilon Solan and Nicolas Vieille

1736: Strategic Supply Function Competition with Private Information

Xavier Vives

1735: Breach, Remedies and Dispute Settlement in Trade Agreements

Giovanni Maggi and Robert Staiger

1734: Uniform Topologies on Types

Yi-Chun Chen, Alfredo Di Tillio, Eduardo Faingold and Siyang Xiong

1733: El Farol Revisited: A Note on Emergence, Game Theory and Society

Martin Shubik

1732: Identification of a Heterogeneous Generalized Regression Model with Group Effects

Steven Berry and Philip Haile

1731: Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions

Chunrong Ai and Xiaohong Chen

1730: Default Penalty as a Selection Mechanism among Multiple Equilibria

Juergen Huber, Martin Shubik and Shyam Sunder

1730: Default Penalty as a Selection Mechanism among Multiple Equilibria

Juergen Huber, Martin Shubik and Shyam Sunder

1730: Default Penalty as a Disciplinary and Selection Mechanism in Presence of Multiple Equilibria

Juergen Huber, Martin Shubik and Shyam Sunder

1729: Marshallian Money, Welfare, and Side-Payments

Chen-Zhong Qin, Lloyd Shapley and Martin Shubik

1728: Has Macro Progressed?

Ray Fair

1727: Possible Macroeconomic Consequences of Large Future Federal Government Deficits

Ray Fair

1726: Incentives for Experimenting Agents

Johannes Hörner and Larry Samuelson

1726: Incentives for Experimenting Agents

Johannes Hörner and Larry Samuelson

1726: Incentives for Experimenting Agents

Johannes Hörner and Larry Samuelson

1726: Incentives for Experimenting Agents

Johannes Hörner and Larry Samuelson

1725: Subjectivity in Inductive Inference

Itzhak Gilboa and Larry Samuelson

1724: Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit

Vadim Marmer and Taisuke Otsu

1723: Soft Budgets and Renegotiations in Public-Private Partnerships

Eduardo Engel, Ronald Fischer and Alexander Galetovic

1722: On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

Yuichi Kitamura, Andres Santos and Azeem Shaikh

1721: Nonparametric Estimation in Random Coefficients Binary Choice Models

Eric Gautier and Yuichi Kitamura

1720: Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

Yuichi Kitamura, Taisuke Otsu and Kirill Evdokimov

1719: Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates

J. Farmer and John Geanakoplos

1718: Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers

Steven Berry and Philip Haile

1717: The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation

Mark Kamstra and Robert Shiller

1716: Alternative Policies and Sea-Level Rise in the RICE-2009 Model

William Nordhaus

1715: The Leverage Cycle

John Geanakoplos

1715: The Leverage Cycle

John Geanakoplos

1714: Nonparametric Estimation of a Polarization Measure

Gordon Anderson, Oliver Linton and Yoon-Jae Whang

1713: An Improved Bootstrap Test of Stochastic Dominance

Oliver Linton, Kyungchul Song and Yoon-Jae Whang

1712: Selecting a Unique Competitive Equilibrium with Default Penalties

Cheng-Zhong Qin and Martin Shubik

1711: Market Valuation of Accrued Social Security Benefits

John Geanakoplos and Stephen Zeldes

1710: Grading Exams: 100, 99, 98,...or A, B, C?

Pradeep Dubey and John Geanakoplos

1709: Credit Cards and Inflation

John Geanakoplos and Pradeep Dubey

1708: Inflationary Equilibrium in a Stochastic Economy with Independent Agents

John Geanakoplos, Ioannis Karatzas, Martin Shubik and William D. Sudderth

1707: The Effects of the Security Environment on Military Expenditures: Pooled Analyses of 165 Countries, 1950-2000

William Nordhaus, John R. Oneal and Bruce Russett

1706: Analyzing Macroeconomic Forecastability

Ray Fair

1705: Measurement of Income with Time Use with Applications to Hedonic Indicators of Happiness and Misery

William Nordhaus

1704: A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression

Peter Phillips and Liangjun Su

1703: LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities

Jin Seo Cho, Chirok Han and Peter Phillips

1702: Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor

Peter Phillips and Liangjun Su

1701: Infinite Density at the Median and the Typical Shape of Stock Return Distributions

Chirok Han, Jin Seo Cho and Peter Phillips

1700: Dynamic Misspecification in Nonparametric Cointegrating Regression

Ioannis Kasparis and Peter Phillips

1699: Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?

Peter Phillips, Yangru Wu and Jun Yu

1697: Rationalizable Implementation

Dirk Bergemann, Stephen Morris and Olivier Tercieux

1697: Rationalizable Implementation

Dirk Bergemann and Stephen Morris

1696: Understanding Inflation-Indexed Bond Markets

John Campbell, Robert Shiller and Luis Viceira

1695: Collaborating

Alessandro Bonatti and Johannes Hörner