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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1929: Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression

Degui Li, Peter Phillips and Jiti Gao

1928: Information and Volatility

Dirk Bergemann, Tibor Heumann and Stephen Morris

1928: Information and Volatility

Dirk Bergemann, Tibor Heumann and Stephen Morris

1928: Information, Interdependence, and Interaction: Where Does the Volatility Come From"

Dirk Bergemann, Tibor Heumann and Stephen Morris

1927: Inference on Optimal Treatment Assignments

Timothy Armstrong and Shu Shen

1927: Inference on Optimal Treatment Assignments

Timothy Armstrong and Shu Shen

1927: Inference on Optimal Treatment Assignments

Timothy Armstrong and Shu Shen

1926: Extremal Information Structures in the First Price Auction

Dirk Bergemann, Benjamin Brooks and Stephen Morris

1925: Fairness through the Lens of Cooperative Game Theory: An Experimental Approach

Geoffroy de Clippel and Kareen Rozen

1924: New Goodness-of-fit Diagnostics for Conditional Discrete Response Models

Igor Kheifets and Carlos Velasco

1924: New Goodness-of-fit Diagnostics for Conditional Discrete Response Models

Igor Kheifets and Carlos Velasco

1923: Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression

Xiaohong Chen and Timothy Christensen

1923: Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation

Xiaohong Chen and Timothy Christensen

1923: Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression

Xiaohong Chen and Timothy Christensen

1922: Barefoot and Footloose Doctors: Optimal Resource Allocation in Developing Countries with Medical Migration

John Roemer and Pedro Rosa Dias

1921: Equality of Opportunity

John Roemer and Alain Trannoy

1920: Selling Cookies

Dirk Bergemann and Alessandro Bonatti

1920: Selling Cookies

Dirk Bergemann and Alessandro Bonatti

1920: Selling Cookies

Dirk Bergemann and Alessandro Bonatti

1919: Model Selection in the Presence of Incidental Parameters

Yoonseok Lee and Peter Phillips

1918: Reviewing the Leverage Cycle

Ana Fostel and John Geanakoplos

1917: Testing Linearity Using Power Transforms of Regressors

Yae In Baek, Jin Seo Cho and Peter Phillips

1916: Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions

Offer Lieberman and Peter Phillips

1915: Testing for Multiple Bubbles: Limit Theory of Real Time Detectors

Peter Phillips, Shuping Shi and Jun Yu

1914: Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500

Peter Phillips, Shuping Shi and Jun Yu

1913: Unit Roots in Life -- A Graduate Student Story

Peter Phillips

1912: Testing the Martingale Hypothesis

Peter Phillips and Sainan Jin

1911: Functional Coefficient Nonstationary Regression

Jiti Gao and Peter Phillips

1910: Estimating Smooth Structural Change in Cointegration Models

Peter Phillips, Degui Li and Jiti Gao

1909: Bayes Correlated Equilibrium and the Comparison of Information Structures in Games

Dirk Bergemann and Stephen Morris

1909: Bayes Correlated Equilibrium and the Comparison of Information Structures in Games

Dirk Bergemann and Stephen Morris

1909: The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency

Dirk Bergemann and Stephen Morris

1909: The Comparison of Information Structures in Games: Bayes Correlated Equilibrium and Individual Sufficiency

Dirk Bergemann and Stephen Morris

1908: The Evolution of 'Theory of Mind': Theory and Experiments

Erik Kimbrough, Nikolaus Robalino and Arthur Robson

1908: Reflections on Macroeconometric Modeling

Ray C. Fair

1908: The Evolution of 'Theory of Mind': Theory and Experiments

Erik Kimbrough, Nikolaus Robalino and Arthur Robson

1906: Collateral Equilibrium: A Basic Framework

John Geanakoplos and William Zame

1905: Identification and Estimation in Two-Sided Matching Markets

Nikhil Agarwal and William Diamond

1904: Afriat from MaxMin

John Geanakoplos

1903: Financial Innovation, Collateral and Investment

Ana Fostel and John Geanakoplos

1903: Financial Innovation, Collateral and Investment

Ana Fostel and John Geanakoplos

1902: Nonparametric Analysis of Random Utility Models: Testing

Yuichi Kitamura and Jörg Stoye

1901: Competing for Consumer Inattention

Geoffroy de Clippel, Kfir Elias and Kareen Rozen

1900: Sequential Information Disclosure in Auctions

Dirk Bergemann and Achim Wambach

1900: Sequential Information Disclosure in Auctions

Dirk Bergemann and Achim Wambach

1899: Adverse Selection and an Individual Mandate: When Theory Meets Practice

Martin Hackmann, Jonathan T. Kolstad and Amanda Kowalski

1898: Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets

Anat Bracha and Donald J. Brown

1898: (Ir)Rational Exuberance: Optimism, Ambiguity and Risk

Anat Bracha and Donald J. Brown

1897: Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Xiaohong Chen and Demian Pouzo

1897: Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Xiaohong Chen and Demian Pouzo

1897: Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models

Xiaohong Chen and Demian Pouzo

1896: The Limits of Price Discrimination

Dirk Bergemann, Benjamin Brooks and Stephen Morris

1896: The Limits of Price Discrimination

Dirk Bergemann, Benjamin Brooks and Stephen Morris

1896: The Limits of Price Discrimination

Dirk Bergemann, Benjamin Brooks and Stephen Morris

1896: The Limits of Price Discrimination

Dirk Bergemann, Benjamin Brooks and Stephen Morris

1895: Likelihood Inference in Some Finite Mixture Models

Xiaohong Chen, Maria Ponomareva and Elie Tamer

1894: Reflections on Finance and the Good Society

Robert Shiller

1893: Biology and the Arguments of Utility

Luis Rayo and Arthur Robson

1893: Biology and the Arguments of Utility

Luis Rayo and Arthur Robson

1892: Female Labor Supply, Human Capital and Welfare Reform

Richard Blundell, Monica Costa Dias, Costas Meghir and Jonathan Shaw

1892: Female Labor Supply, Human Capital and Welfare Reform

Richard Blundell, Monica Costa Dias, Costas Meghir and Jonathan Shaw

1892: Female Labor Supply, Human Capital and Welfare Reform

Richard Blundell, Monica Costa Dias, Costas Meghir and Jonathan Shaw

1891: Keynesian Utilities: Bulls and Bears

Anat Bracha and Donald J. Brown

1890: Fictive Learning in Choice under Uncertainty: A Logistic Regression Model

Donald J. Brown, Oliver Bunn, Caterina Calsamiglia and Donald J. Brown

1890: Testing for Fictive Learning in Decision-Making under Uncertainty

Oliver Bunn, Caterina Calsamiglia and Donald J. Brown

1889: Career Progression, Economic Downturns, and Skills

Jerome Adda, Christian Dustmann, Costas Meghir and Jean-Marc Robin

1888: Relational Contracting, Repeated Negotiations, and Hold-Up

Sebastian Kranz

1887: Education Policy�and Intergenerational Transfers in Equilibrium

Brant Abbott, Giovanni Gallipoli, Costas Meghir and Giovanni L. Violante

1887: Education Policy�and Intergenerational Transfers in Equilibrium

Brant Abbott, Giovanni Gallipoli, Costas Meghir and Giovanni L. Violante

1887: Education Policy�and Intergenerational Transfers in Equilibrium

Brant Abbott, Giovanni Gallipoli, Costas Meghir and Giovanni L. Violante

1886: Mismatch, Sorting and Wage Dynamics

Jeremy Lise, Costas Meghir and Jean-Marc Robin

1885: Multiscale Adaptive Inference on Conditional Moment Inequalities

Timothy Armstrong and Hock Peng Chan

1885: Multiscale Adaptive Inference on Conditional Moment Inequalities

Timothy Armstrong and Hock Peng Chan

1885: Multiscale Adaptive Inference on Conditional Moment Inequalities

Timothy Armstrong and Hock Peng Chan

1884: Wealth Effects Revisited 1975-2012

Karl Case, John Quigley and Robert Shiller

1883: An Estimation of Economic Models with Recursive Preferences

Xiaohong Chen, Jack Fuvilukis and Sydney Ludvigson

1882: Mathematical Institutional Economics

Martin Shubik

1881: Cost Innovation: Schumpeter and Equilibrium. Part 2: Innovation and the Money Supply

Martin Shubik and William D. Sudderth

1880: Asymptotic Efficiency of Semiparametric Two-step GMM

Xiaohong Chen, Jinyong Hahn and Zhipeng Liao

1879: On Confidence Intervals for Autoregressive Roots and Predictive Regression

Peter Phillips

1878: Nonparametric Predictive Regression

Ioannis Kasparis, Elena Andreou and Peter Phillips

1877: Leverage and Default in Binomial Economies: A Complete Characterization

Ana Fostel and John Geanakoplos

1877: Leverage and Default in Binomial Economies: A Complete Characterization

Ana Fostel and John Geanakoplos

1877: Leverage and Default in Binomial Economies: A Complete Characterization

Ana Fostel and John Geanakoplos

1877: Innovation Adoption by Forward-Looking Social Learners

Mira Frick and Yuhta Ishii

1877: Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default

Ana Fostel and John Geanakoplos

1876: What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets -- A 2014 Update

Karl Case, Robert Shiller and Anne K. Thompson

1876: What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets

Karl Case, Robert Shiller and Anne K. Thompson

1875: The Strategic Impact of Higher-Order Beliefs

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

1874: Wages and Informality in Developing Countries

Costas Meghir, Renata Narita and Jean-Marc Robin

1873: Automated Estimation of Vector Error Correction Models

Zhipeng Liao and Peter Phillips

1872: Non-linearity Induced Weak Instrumentation

Ioannis Kasparis, Peter Phillips and Tassos Magdalinos

1871: Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications

Peter Phillips and Zhipeng Liao

1870: Matching with Incomplete Information

Quingmin Liu, George Mailath, Andrew Postlewaite and Larry Samuelson

1869: Runs, Panics and Bubbles: Diamond-Dybvig and Morris-Shin Reconsidered

Eric Smith and Martin Shubik

1868: Simple Agents, Intelligent Markets

Karim Jamal, Michael Maier and Shyam Sunder

1868: Decoupling Markets and Individuals: Rational Expectations Equilibrium Outcomes from Information Dissemination among Boundedly-Rational Traders

Karim Jamal, Michael Maier and Shyam Sunder

1867: The Anatomy of French Production Hierarchies

Lorenzo Caliendo, Ferdinando Monte and Esteban Rossi-Hansberg

1866: What Is a Solution to a Matrix Game

Martin Shubik

1866: What Is a Solution to a Matrix Game

Martin Shubik