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Yale University
(184 results)-
White Papers
Node-Based Optimal Power Control, Routing, and Congestion Control in Wireless Networks
September 18, 2007, 12:00am PDT
The authors present a unified analytical framework within which power control, rate allocation, routing, and congestion control for wireless networks can be optimized in a coherent and integrated...
Provided by Yale University
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White Papers
Wire-Compatible Unordered Delivery in TCP and TLS
March 2, 2011, 12:00am PST
The performance of many common Internet applications can benefit from out-of-order delivery, a feature all IETF transports since TCP have included. Yet latency-sensitive applications still...
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White Papers
Path-Independent Load Balancing With Unreliable Machines
April 29, 2009, 12:00am PDT
The authors consider algorithms for load balancing on unreliable machines. The objective is to optimize the two criteria of minimizing the makespan and minimizing job reassignments in response to...
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A New Achievable Rate Region for the Multiple Access Channel With Noiseless Feedback
December 16, 2010, 12:00am PST
A new single-letter achievable rate region is proposed for the two-user discrete memoryless Multiple-Access Channel(MAC) with noiseless feedback. The proposed region includes the Cover-Leung rate...
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White Papers
Network Coding Capacity of Random Wireless Networks Under a Signal-to-Interference-and-Noise Model
August 22, 2007, 12:00am PDT
In this paper, the authors study network coding capacity for random wireless networks. Previous work on network coding capacity for wired and wireless networks have focused on the case where the...
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White Papers
Querying RDF Data Stored in DBMS: SPARQL to SQL Conversion
August 29, 2008, 12:00am PDT
This paper discusses the design and implementation of a tool for SPARQL to SQL conversion. The converter receives a SPARQL query which is then parsed and analyzed. All three current approaches to...
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White Papers
Privacy-Preserving Discovery of Consensus Signatures
July 1, 2010, 12:00am PDT
Network Intrusion Detection Systems (NIDSs) play a key role in defending modern network computing environments against attacks. NIDS are most typically deployed as perimeter traffic monitors,...
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White Papers
Advanced Development of Certified OS Kernels
July 15, 2010, 12:00am PDT
Operating System (OS) kernels form the bedrock of all system software - they can have the greatest impact on the resilience, extensibility, and security of today's computing hosts. A single kernel...
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White Papers
Nettle: Functional Reactive Programming for OpenFlow Networks
July 1, 2010, 12:00am PDT
The authors describe a language-centric approach to solving the complex, low-level, and error-prone nature of network control. Specifically, they have designed a domain-specific language called...
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White Papers
A Model of Semantics and Corrections in Language Learning
April 1, 2010, 12:00am PDT
The authors present a computational model of language learning via a sequence of interactions between a teacher and a learner. The utterances of the teacher and learner refer to shared situations,...
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White Papers
Assigning Tasks for Efficiency in Hadoop
May 14, 2010, 12:00am PDT
In recent years Google's MapReduce has emerged as a leading large-scale data processing architecture. Adopted by companies such as Amazon, Facebook, Google, IBM and Yahoo! in daily use, and more...
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White Papers
Mosaic: Policy Homomorphic Network Extension
February 1, 2010, 12:00am PST
With the advent of large-scale cloud computing infrastructure, network extension and migration has emerged as a major challenge in the management of modern enterprise networks. Many enterprises...
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White Papers
Penalized Sieve Estimation And Inference Of Semi-nonparametric Dynamic Models: A Selective Review
May 1, 2011, 12:00am PDT
In this selective review, the authors first provide some empirical examples that motivate the usefulness of semi-nonparametric techniques in modelling economic and financial time series. They...
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A Practical Asymptotic Variance Estimator For Two-step Semiparametric Estimators
May 1, 2011, 12:00am PDT
The goal of this paper is to develop techniques to simplify semiparametric inference. The authors do this by deriving a number of numerical equivalence results. These illustrate that in many...
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Dynamic Strategic Information Transmission
May 18, 2011, 12:00am PDT
This paper studies strategic information transmission in a dynamic environment where, each period, a privately informed expert sends a message and a decision maker takes an action. The authors'...
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White Papers
Endogenous Leverage: VAR And Beyond
May 10, 2011, 12:00am PDT
The authors study endogenous leverage in a general equilibrium model with incomplete markets. They prove that in any binary tree leverage emerges in equilibrium at the maximum level such that...
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Empirical Likelihood For Regression Discontinuity Design
May 1, 2011, 12:00am PDT
This paper proposes empirical likelihood based inference methods for causal effects identified from regression discontinuity designs. The authors consider both the sharp and fuzzy regression...
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White Papers
Large Deviations Of Realized Volatility
May 1, 2011, 12:00am PDT
This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. The authors establish a large deviation principle for the realized...
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White Papers
Quantile Regression With Censoring And Endogeneity
April 1, 2011, 12:00am PDT
In this paper, the authors develop a new Censored Quantile Instrumental Variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) Censored...
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Robustness Of Bootstrap In Instrumental Variable Regression
April 1, 2011, 12:00am PDT
This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular, the authors compare the uniform weight and implied probability bootstrap...
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Local Identification Of Nonparametric And Semiparametric Models
April 1, 2011, 12:00am PDT
In parametric models a sufficient condition for local identification is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. The authors...
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Breakdown Point Theory For Implied Probability Bootstrap
April 1, 2011, 12:00am PDT
This paper studies robustness of bootstrap inference methods under moment conditions. In particular, the authors compare the uniform weight and implied probability bootstraps by analyzing...
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Empirical Likelihood For Nonparametric Additive Models
April 1, 2011, 12:00am PDT
Nonparametric additive modeling is a fundamental tool for statistical data analysis which allows flexible functional forms for conditional mean or quantile functions but avoids the curse of...
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Second-Order Refinement Of Empirical Likelihood For Testing Overidentifying Restrictions
April 1, 2011, 12:00am PDT
This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. The authors show that the empirical...
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Hodges-Lehmann Optimality For Testing Moment
March 1, 2011, 12:00am PST
This paper studies the Hodges and Lehmann (1956) optimality of tests in a general setup. The tests are compared by the exponential rates of growth to one of the power functions evaluated at a...
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White Papers
Economists As Worldly Philosophers
March 1, 2011, 12:00am PST
While leading figures in the early history of economics conceived of it as inseparable from philosophy and other humanities, there has been movement, especially in recent decades, towards its...
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White Papers
Identification In A Class Of Nonparametric Simultaneous Equations Models
March 10, 2011, 12:00am PST
The authors consider identification in a class of nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine standard exclusion restrictions with a requirement...
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Moderate Deviations Of Generalized Method Of Moments And Empirical Likelihood Estimators
February 1, 2011, 12:00am PST
This paper studies moderate deviation behaviors of the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of...
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Folklore Theorems, Implicit Maps And New Unit Root Limit Theory
January 1, 2011, 12:00am PST
The delta method and continuous mapping theorem are among the most extensively used tools in asymptotic derivations in econometrics. Extensions of these methods are provided for sequences of...
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First Difference MLE And Dynamic Panel Estimation
January 1, 2011, 12:00am PST
First Difference Maximum Likelihood (FDML) seems an attractive estimation methodology in dynamic panel data modeling because differencing eliminates fixed effects and, in the case of a unit root,...
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White Papers
Specification Testing For Nonlinear Cointegrating Regression
February 18, 2011, 12:00am PST
The authors provide a limit theory for a general class of kernel smoothed U statistics that may be used for specification testing in time series regression with nonstationary data. The framework...
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White Papers
Bias In Estimating Multivariate And Univariate Diffusions
January 1, 2011, 12:00am PST
Multivariate continuous time models are now widely used in economics and finance. Empirical applications typically rely on some process of discretization so that the system may be estimated with...
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White Papers
Inconsistent VAR Regression With Common Explosive Roots
January 1, 2011, 12:00am PST
Nielsen (2009) shows that vector autoregression is inconsistent when there are common explosive roots with geometric multiplicity greater than unity. This paper discusses that result, provides a...
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White Papers
A World Macro Saving Fact And An Explanation
June 1, 2011, 12:00am PDT
The world macro saving fact concerns the total financial saving of the world's private sector divided by world GDP. Relative to changes before 1994, there was a huge fall in this ratio between...
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Interdependent Preferences And Strategic Distinguishability
September 1, 2010, 12:00am PDT
A universal type space of interdependent expected utility preference types is constructed from higher-order preference hierarchies describing an agent's (unconditional) preferences over a lottery...
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White Papers
The Mysteries Of Trend
September 1, 2010, 12:00am PDT
Trends are ubiquitous in economic discourse, they figure prominently in media commentary, they play a role in much economic theory, and they have been intensively studied in econometrics for three...
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White Papers
Dating The Timeline Of Financial Bubbles During The Subprime Crisis
September 1, 2010, 12:00am PDT
A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in...
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Semiparametric Estimation In Time Series Of Simultaneous Equations
September 1, 2010, 12:00am PDT
A system of vector semiparametric nonlinear time series models is studied with possible dependence structures and nonstationarities in the parametric and nonparametric components. The parametric...
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Nonlinear Cointegrating Regression Under Weak Identification
September 1, 2010, 12:00am PDT
An asymptotic theory is developed for a weakly identified cointegrating regression model in which the regressor is a nonlinear transformation of an integrated process. Weak identification arises...
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White Papers
Identifying Finite Mixtures In Econometric Models
September 1, 2010, 12:00am PDT
Mixtures of distributions are present in many econometric models, such as models with unobserved heterogeneity. It is thus crucial to have a general approach to identify them nonparametrically....
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White Papers
An Economy With Personal Currency: Theory And Experimental Evidence
March 1, 2010, 12:00am PST
Is personal currency issued by participants sufficient to operate an economy efficiently, with no outside or government money? Sahi and Yao (1989) and Sorin (1996) constructed a strategic market...
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Three Minimal Market Institutions With Human And Algorithmic Agents: Theory And Experimental Evidence
June 26, 2009, 12:00am PDT
The authors define and examine the performance of three minimal strategic market games (sell-all, buy-sell, and double auction) in laboratory relative to the predictions of theory. Unlike open or...
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White Papers
Reputation Effects And Equilibrium Degeneracy In Continuous-time Games
August 27, 2007, 12:00am PDT
The authors study a class of continuous-time reputation games between a large player and a population of small players in which the actions of the large player are imperfectly observable. The...
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White Papers
On Rate Optimality For Ill-posed Inverse Problems In Econometrics
September 10, 2007, 12:00am PDT
In this paper, the authors clarify the relations between the existing sets of regularity conditions for convergence rates of NonParametric Indirect Regression (NPIR) and NonParametric Instrumental...
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White Papers
The Role Of The Common Prior In Robust Implementation
September 1, 2007, 12:00am PDT
The authors consider the role of the common prior for robust implementation in an environment with interdependent values. Specifically, they investigate a model of public good provision which...
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White Papers
Belief Free Incomplete Information Games
September 17, 2007, 12:00am PDT
The authors consider the following belief free solution concepts for games with incomplete information: incomplete information rationalizability, incomplete information correlated equilibrium and...
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White Papers
Inference For Parameters Defined By Moment Inequalities Using Generalized Moment Selection
October 1, 2007, 12:00am PDT
The topic of this paper is inference in models in which parameters are defined by moment inequalities and/or equalities. The parameters may or may not be identified. This paper introduces a new...
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Estimating Term Structure Equations Using Macroeconomic Variables
January 1, 2008, 12:00am PST
This paper begins with the expectations theory of the term structure of interest rates with constant term premia and then postulates how expectations of future short term interest rates are...
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Estimating Exchange Rate Equations Using Estimated Expectations
January 1, 2008, 12:00am PST
This paper takes a somewhat different approach from the recent literature in estimating exchange rate equations. It assumes uncovered interest rate parity and models how expectations are formed....
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Foundations Of Intrinsic Habit Formation
March 1, 2008, 12:00am PST
The authors provide theoretical foundations for several common (nested) representations of intrinsic linear habit formation. These representations are dynamically consistent and additive, with...
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A 'Dual'-Improved Shortcut To The Long Run
March 1, 2008, 12:00am PST
The author uses the theories of duality and optimal branchings to find a necessary and sufficient characterization of Stochastically Stable Limit Sets (SSLS) that helps improve the radius -...
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Semiparametric Efficiency In GMM Models Of Nonclassical Measurement Errors, Missing Data And Treatment Effects
March 1, 2008, 12:00am PST
The authors study semiparametric efficiency bounds and efficient estimation of parameters defined through general nonlinear, possibly non-smooth and over-identified moment restrictions, where the...
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White Papers
Emerging Markets In An Anxious Global Economy
March 7, 2008, 12:00am PST
The authors provide a theory of pricing for emerging asset classes, like emerging markets, that are not yet mature enough to be attractive to the general public. The model provides an explanation...
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The Virtues And Vices Of Equilibrium And The Future Of Financial Economics
March 20, 2008, 12:00am PDT
The use of equilibrium models in economics springs from the desire for parsimonious models of economic phenomena that take human reasoning into account. This approach has been the cornerstone of...
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Estimation Of Nonparametric Conditional Moment Models With Possibly Nonsmooth Moments
April 1, 2008, 12:00am PDT
This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the unknown functions of endogenous variables. It is a...
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The Impact Of A Hausman Pretest On The Size Of Hypothesis Tests
April 1, 2008, 12:00am PDT
This paper investigates the size properties of a two-stage test in the linear instrumental variables model when in the first stage a Hausman (1978) specification test is used as a pretest of...
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Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past
May 1, 2008, 12:00am PDT
It is well known that unit root limit distributions are sensitive to initial conditions in the distant past. If the distant past initialization is extended to the infinite past, the initial...
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Long Memory And Long Run Variation
May 1, 2008, 12:00am PDT
A commonly used defining property of long memory time series is the power law decay of the autocovariance function. Some alternative methods of deriving this property are considered working from...
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Structural Nonparametric Cointegrating Regression
May 1, 2008, 12:00am PDT
Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly...
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Overlapping Generations Models Of General Equilibrium
May 1, 2008, 12:00am PDT
The OLG model of Allais and Samuelson retains the methodological assumptions of agent optimization and market clearing from the Arrow-Debreu model, yet its equilibrium set has different...
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Robust Implementation In General Mechanisms
June 1, 2008, 12:00am PDT
A social choice function is robustly implemented if every equilibrium on every type space achieves outcomes consistent with it. The authors identify a robust monotonicity condition that is...
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White Papers
Rationalizing Choice With Multi-Self Models
October 1, 2009, 12:00am PDT
To facilitate systematic study of multi-self decision making, this paper proposes an axiomatic framework that encompasses a variety of models proposed in economics, psychology, and marketing. The...
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White Papers
Invalidity Of The Bootstrap And The m Out Of n Bootstrap For Interval Endpoints Defined By Moment Inequalities
July 1, 2008, 12:00am PDT
This paper analyzes the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods for constructing Confidence Interval (CI) endpoints in models defined by...
Provided by Yale University
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White Papers
The Evolution Of Decision And Experienced Utilities
February 10, 2010, 12:00am PST
Psychologists report that people make choices on the basis of "Decision utilities" that routinely overestimate the "Experienced utility" consequences of these choices. This paper argues that this...
Provided by Yale University
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White Papers
Copula-Based Nonlinear Quantile Autoregression
October 9, 2008, 12:00am PDT
Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series...
Provided by Yale University
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White Papers
A Principal-Agent Model Of Sequential Testing
October 1, 2008, 12:00am PDT
This paper analyzes the optimal provision of incentives in a sequential testing context. In every period the agent can acquire costly information that is relevant to the principal's decision....
Provided by Yale University
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White Papers
Estimation And Model Selection Of Semiparametric Multivariate Survival Functions Under General Censorship
November 1, 2008, 12:00am PDT
Many models of semiparametric multivariate survival functions are characterized by nonparametric marginal survival functions and parametric copula functions, where different copulas imply...
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White Papers
An Analysis Of The Dismal Theorem
January 16, 2009, 12:00am PST
In a series of papers, Martin Weitzman has proposed a Dismal Theorem. The general idea is that, under limited conditions concerning the structure of uncertainty and preferences, society has an...
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White Papers
Asymptotic Theory For Zero Energy Density Estimation With Nonparametric Regression Applications
January 8, 2009, 12:00am PST
A local limit theorem is given for the sample mean of a zero energy function of a nonstationary time series involving twin numerical sequences that pass to infinity. The result is applicable in...
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White Papers
Mean And Autocovariance Function Estimation Near The Boundary Of Stationarity
January 1, 2009, 12:00am PST
The authors analyze the applicability of standard normal asymptotic theory for linear process models near the boundary of stationarity. The concept of stationarity is refined, allowing for sample...
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Efficient Estimation Of Copula-based Semiparametric Markov Models
March 1, 2009, 12:00am PST
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal)...
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Principal Components And Long Run Implications Of Multivariate Diffusions
April 1, 2009, 12:00am PDT
The authors investigate a method for extracting nonlinear principal components. These principal components maximize variation subject to smoothness and orthogonality constraints; but they allow...
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White Papers
Rationalizable Implementation
May 1, 2009, 12:00am PDT
This paper studies (full) implementation of social choice functions under complete information in (correlated) rationalizable strategies. The monotonicity condition shown by Maskin (1999) to be...
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White Papers
Monitoring With Collective Memory: Forgiveness For Optimally Empty Promises
April 20, 2010, 12:00am PDT
The authors study optimal contracting in a team setting with moral hazard, where teammates promise to complete socially efficient but costly tasks. Teammates must monitor each other to provide...
Provided by Yale University
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White Papers
Dynamic Misspecification In Nonparametric Cointegrating Regression
June 1, 2009, 12:00am PDT
Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The requisite limit...
Provided by Yale University
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White Papers
A Paradox Of Inconsistent Parametric And Consistent Nonparametric Regression
June 1, 2009, 12:00am PDT
This paper explores a paradox discovered in recent work by Phillips and Su (2009). That paper gave an example in which nonparametric regression is consistent whereas parametric regression is...
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White Papers
Analyzing Macroeconomic Forecastability
September 1, 2009, 12:00am PDT
This paper examines whether recessions and booms are forecastable under the assumption that equity prices, housing prices, import prices, exports, and random shocks are not. Each of the 214...
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An Improved Bootstrap Test Of Stochastic Dominance
July 14, 2009, 12:00am PDT
The authors propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as...
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White Papers
Hyperbolic Discounting Is Rational: Valuing The Far Future With Uncertain Discount Rates
August 1, 2009, 12:00am PDT
Conventional economics supposes that agents value the present vs. the future using an exponential discounting function. In contrast, experiments with animals and humans suggest that agents are...
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White Papers
Nonparametric Estimation In Random Coefficients Binary Choice Models
August 1, 2009, 12:00am PDT
This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem...
Provided by Yale University
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