Cowles Foundation Discussion Papers

From Cowles Foundation for Research in Economics, Yale University
Yale University, Box 208281, New Haven, CT 06520-8281 USA.
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1626: On Rate Optimality for Ill-posed Inverse Problems in Econometrics

Xiaohong Chen and Markus Reiss

1625: Pricing without Priors

Dirk Bergemann and Karl Schlag

1624: Reputation Effects and Equilibrium Degeneracy in Continuous-Time Games

Eduardo Faingold and Yuliy Sannikov

1623: Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence

Juergen Huber, Martin Shubik and Shyam Sunder

1623: Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence

Juergen Huber, Martin Shubik and Shyam Sunder

1622: An Economy with Personal Currency: Theory and Experimental Evidence

Martin Angerer, Juergen Huber, Martin Shubik and Shyam Sunder

1621: Probabilistic Sophistication and Stochastic Monotonicity in the Savage Framework

Simon Grant, Hatice Ozsoy and Ben Polak

1620: Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities

Donald Andrews and Patrik Guggenberger

1619: Information Acquisition in Interdependent Value Auctions

Dirk Bergemann, Xianwen Shi and Juuso Välimäki

1618: The Basic Public Finance of Public-Private Partnerships

Eduardo Engel, Ronald Fischer and Alexander Galetovic

1617: United States Courts and the Optimal Deterrence of International Cartels: A Welfarist Perspective on Empagran

Alvin K. Klevorick and Alan O. Sykes

1616: Dynamic Marginal Contribution Mechanism

Dirk Bergemann and Juuso Välimäki

1615: Alfred Marshall's Cardinal Theory of Value: The Strong Law of Demand

Donald J. Brown and Caterina Calsamiglia

1615: Marshall's Theory of Value and the Strong Law of Demand

Donald J. Brown and Caterina Calsamiglia

1614: Limit Theory for Explosively Cointegrated Systems

Peter Phillips and Tassos Magdalinos

1613: Exact Distribution Theory in Structural Estimation with an Identity

Peter Phillips

1612: Tilted Nonparametric Estimation of Volatility Functions

Peter Phillips and Ke-Li Xu

1611: Long Run Covariance Matrices for Fractionally Integrated Processes

Peter Phillips and Chang Sik Kim

1610: Historic Turning Points in Real Estate

Robert Shiller

1609: Robust Virtual Implementation

Dirk Bergemann and Stephen Morris

1609: Strategic Distinguishability and Robust Virtual Implementation

Dirk Bergemann and Stephen Morris

1609: Strategic Distinguishability with an Application to Robust Virtual Implementation

Dirk Bergemann and Stephen Morris

1608: Applications of Subsampling, Hybrid, and Size-Correction Methods

Donald Andrews and Patrik Guggenberger

1607: Asymptotics for Stationary Very Nearly Unit Root Processes

Donald Andrews and Patrik Guggenberger

1606: Hybrid and Size-Corrected Subsample Methods

Donald Andrews and Patrik Guggenberger

1605: The Limit of Finite-Sample Size and a Problem with Subsampling

Donald Andrews and Patrik Guggenberger

1605: The Limit of Finite-Sample Size and a Problem with Subsampling

Donald Andrews and Patrik Guggenberger

1604: Price Dynamics on a Stock Market with Asymmetric Information

Bernard De Meyer

1603: Price Stickiness in Ss Models: New Interpretations of Old Results

Ricardo Caballero and Eduardo Engel

1602: Presidential and Congressional Vote-share Equations

Ray Fair

1601: Social Memory and Evidence from the Past

Luca Anderlini, Dino Gerardi and Roger Lagunoff

1600: An Ascending Auction for Independent Values: Uniqueness and Robustness to Strategic Uncertainty

Dirk Bergemann and Stephen Morris

1599: GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity

Chirok Han and Peter Phillips

1598: Information Loss in Volatility Measurement with Flat Price Trading

Peter Phillips and Jun Yu

1597: Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance

Peter Phillips and Jun Yu

1596: Simulation-based Estimation of Contingent-claims Prices

Peter Phillips and Jun Yu

1595: Transition Modeling and Econometric Convergence Tests

Peter Phillips and Donggyu Sul

1594: Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression

Qiying Wang and Peter Phillips

1593: A Note on Fairness, Power, Property, and Behind the Veil

Martin Shubik

1592: Games of Connectivity

Pradeep Dubey and Rahul Garg

1591: Competing for Customers in a Social Network

Pradeep Dubey, Rahul Garg and Bernard De Meyer

1590: Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors

Xiaohong Chen and Yingyao Hu

1589: Outsourcing Induced by Strategic Competition

Yutian Chen, Pradeep Dubey and Debapriya Sen

1588: One-Way Essential Complements

Keith Chen and Barry Nalebuff

1587: Log Periodogram Regression: The Nonstationary Case

Chang Sik Kim and Peter Phillips

1586: A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process

Offer Lieberman and Peter Phillips

1585: Adaptive Estimation of Autoregressive Models with Time-Varying Variances

Ke-Li Xu and Peter Phillips

1585: Adaptive Estimation of Autoregressive Models with Time-Varying Variances

Ke-Li Xu and Peter Phillips

1584: Efficient Dynamic Auctions

Dirk Bergemann and Juuso Välimäki

1583: Economic Development as Opportunity Equalization

John Roemer

1582: Kantian Allocations

John Roemer

1581: Mixed Oligopoly Equilibria When Firms' Objectives Are Endogenous

Philippe De Donder and John Roemer

1580: Competitive Screening and Market Segmentation

Gerald D. Jaynes

1579: Interpreting the Predictive Uncertainty of Elections

Ray Fair

1578: Generalized Utilitarianism and Harsanyi’s Partial Observer Theorem

Simon Grant, Atsushi Kajii, Ben Polak and Zvi Safra

1577: A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?

Ray Fair

1576: Pareto Improving Taxes

J. D. Geanakoplos and H. M. Polemarchakis

1575: Common Learning

Martin Cripps, Jeffrey Ely, George Mailath and Larry Samuelson

1575: Common Learning

Martin Cripps, Jeffrey Ely, George Mailath and Larry Samuelson

1574: Money and Production, and Liquidity Trap

Pradeep Dubey and John Geanakoplos

1573: Extreme Adverse Selection, Competitive Pricing, and Market Breakdown

George Mailath and Georg Nöldeke

1572: The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach

Martin Shubik

1571: Purification in the Infinitely-Repeated Prisoners' Dilemma

V Bhaskar, George Mailath and Stephen Morris

1570: Evaluating Inflation Targeting Using a Macroeconometric Model

Ray Fair

1569: Empirical Likelihood Methods in Econometrics: Theory and Practice

Yuichi Kitamura

1568: Efficient Recommender Systems

Dirk Bergemann and Deran Ozmen

1567: Renegotiation without Holdup: Anticipating Spending and Infrastructure Concessions

Eduardo Engel, Ronald Fischer and Alexander Galetovic

1566: Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model

Ruediger Bachmann, Ricardo Caballero and Eduardo Engel

1566: Lumpy Investment in Dynamic General Equilibrium

Ruediger Bachmann, Ricardo Caballero and Eduardo Engel

1565: Optimal Electoral Timing: Exercise Wisely and You May Live Longer

Jussi Keppo, Lones Smith and Dmitry Davydov

1564: Rank Tests for Instrumental Variables Regression with Weak Instruments

Donald Andrews and Gustavo Soares

1563: Optimal Pricing with Recommender Systems

Dirk Bergemann and Deran Ozmen

1562: Empirical Models of Auctions

Susan Athey and Philip Haile

1561: Robust Implementation in Direct Mechanisms

Dirk Bergemann and Stephen Morris

1561: Robust Implementation: The Case of Direct Mechanisms"

Dirk Bergemann and Stephen Morris

1561: Robust Implementation: The Case of Direct Mechanisms

Dirk Bergemann and Stephen Morris

1560: Nuclear Weapons and National Prestige

Barry O'Neill

1559: Lexicographic Composition of Simple Games

Barry O'Neill and Bezalel Peleg

1558: Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions

P. Jeganathan

1557: Understanding Overbidding in Second Price Auctions: An Experimental Study

David Cooper and Hanming Fang

1556: Simultaneous Search

Hector Chade and Lones Smith

1555: Repeated Games with Present-Biased Preferences

Hector Chade, Pavlo Prokopovych and Lones Smith

1554: Caller Number Five: Timing Games that Morph from One Form to Another

Andreas Park and Lones Smith

1553: Assortative Matching and Reputation

Axel Anderson and Lones Smith

1552: Informational Herding and Optimal Experimentation

Lones Smith and Peter Sørensen

1551: Bandit Problems

Dirk Bergemann and Juuso Välimäki

1550: Indirect Inference for Dynamic Panel Models

Christian Gourieroux, Peter Phillips and Jun Yu

1549: Refined Inference on Long Memory in Realized Volatility

Offer Lieberman and Peter Phillips

1548: Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution

Nicholas Muller and Peter Phillips

1547: Optimal Estimation of Cointegrated Systems with Irrelevant Instruments

Peter Phillips

1546: Gaussian Inference in AR(1) Time Series with or without a Unit Root

Peter Phillips and Chirok Han

1545: Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing

Yixiao Sun, Peter Phillips and Sainan Jin

1544: Grading in Games of Status: Marking Exams and Setting Wages

Pradeep Dubey and John Geanakoplos

1544: Grading in Games of Status: Marking Exams and Setting Wages

Pradeep Dubey and John Geanakoplos

1543: The Response of Prices, Sales, and Output to Temporary Changes in Demand

Adam Copeland and George Hall

1542: Sequential Equilibria in Bayesian Games with Communication

Dino Gerardi and Roger Myerson

1541: Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity

Seung Hyun Hong and Peter Phillips

1540: A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation

Peter Phillips

1539: A Credit Mechanism for Selecting a Unique Competitive Equilibrium

Cheng-Zhong Qin and Martin Shubik

1539: A Credit Mechanism for Selecting a Unique Competitive Equilibrium

Cheng-Zhong Qin and Martin Shubik