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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1793: Breakdown Point Theory for Implied Probability Bootstrap

Lorenzo Camponovo and Taisuke Otsu

1792: Empirical Likelihood for Nonparametric Additive Models

Taisuke Otsu

1791: Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions

Yukitoshi Matsushita and Taisuke Otsu

1789: A Simple Test for Identification in GMM under Conditional Moment Restrictions

Francesco Bravo, Juan Carlos Escanciano and Taisuke Otsu

1789: Hodges-Lehmann Optimality for Testing Moment

Ivan Canay and Taisuke Otsu

1788: Economists as Worldly Philosophers

Robert Shiller and Virginia M. Shiller

1787: Identification in a Class of Nonparametric Simultaneous Equations Models

Steven Berry and Philip Haile

1787: Identification in a Class of Nonparametric Simultaneous Equations Models

Steven Berry and Philip Haile

1787: Identification in a Class of Nonparametric Simultaneous Equations Models

Steven Berry and Philip Haile

1786: Cost Innovation: Schumpeter and Equilibrium. Part 1. Robinson Crusoe

Martin Shubik and William Sudderth

1785: Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators

Taisuke Otsu

1784: Wealth Effects Revisited 1978-2009

Karl Case, John Quigley and Robert Shiller

1783: Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators

Taisuke Otsu

1782: Efficient Search by Committee

Dirk Bergemann and Juuso Välimäki

1781: Folklore Theorems, Implicit Maps and New Unit Root Limit Theory

Peter Phillips

1780: First Difference MLE and Dynamic Panel Estimation

Chirok Han and Peter Phillips

1779: Specification Testing for Nonlinear Cointegrating Regression

Qiying Wang and Peter Phillips

1778: Bias in Estimating Multivariate and Univariate Diffusions

Xiaohu Wang, Peter Phillips and Jun Yu

1777: Inconsistent VAR Regression with Common Explosive Roots

Peter Phillips and Tassos Magdalinos

1776: A World Macro Saving Fact and an Explanation

Ray C. Fair

1775: Mechanism Design with Limited Information: The Case of Nonlinear Pricing

Dirk Bergemann, Ji Shen, Yun Xu and Edmund M. Yeh

1774: Revealed Preferences for Risk and Ambiguity

Donald J. Brown, Chandra Erdman, Kirsten Ling and Laurie Santos

1773: Estimation and Inference with Weak, Semi-strong, and Strong Identification

Donald Andrews and Xu Cheng

1773: Estimation and Inference with Weak, Semi-strong, and Strong Identification

Donald Andrews and Xu Cheng

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