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Econometrica
1950 - 2012
Edited by Daron Acemoglu
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Volume 80, issue 6 , 2012
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain pp. 2369-2429
A. Belloni , D. Chen , Victor Chernozhukov and C. Hansen
Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks pp. 2431-2467
Julio Dávila , Jay H. Hong , Per Krusell and José‐Víctor Ríos‐Rull
Capital Mobility and Asset Pricing pp. 2469-2509
Darrell Duffie and Bruno H. Strulovici
Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions pp. 2511-2542
Ali Hortaçsu and Jakub Kastl
The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection pp. 2543-2594
Pierre-Philippe Combes , Gilles Duranton , Laurent Gobillon , Diego Puga and Sébastien Roux
Information Aggregation in Dynamic Markets With Strategic Traders pp. 2595-2647
Michael Ostrovsky
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression pp. 2649-2666
Patrik Guggenberger , Frank Kleibergen , Sophocles Mavroeidis and Linchun Chen
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model pp. 2667-2732
Soren Johansen and Morten Ørregaard Nielsen
What's News in Business Cycles pp. 2733-2764
Stephanie Schmitt‐Grohé and Martín Uribe
Monopolistic Competition: Beyond the Constant Elasticity of Substitution pp. 2765-2784
Evgeny Zhelobodko , Sergey Kokovin , Mathieu Parenti and Jacques‐François Thisse
Rotten Parents and Disciplined Children: A Politico‐Economic Theory of Public Expenditure and Debt pp. 2785-2803
Zheng Michael Song , Kjetil Storesletten and Fabrizio Zilibotti
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure pp. 2805-2826
Donald W. K. Andrews and Panle Jia Barwick
Ambiguity in the Small and in the Large pp. 2827-2847
Paolo Ghirardato and Marciano Siniscalchi
Volume 80, issue 5 , 2012
Perfectionism and Choice pp. 1819-1843
Igor Kopylov
A Robust Model of Bubbles With Multidimensional Uncertainty pp. 1845-1893
Antonio Doblas‐Madrid
Competition in Financial Innovation pp. 1895-1936
Andrés Carvajal , Marzena Rostek and Marek Weretka
Speculative Overpricing in Asset Markets With Information Flows pp. 1937-1976
Thomas R. Palfrey and Stephanie W. Wang
The Network Origins of Aggregate Fluctuations pp. 1977-2016
Daron Acemoglu , Vasco Marques de Carvalho , Asuman Ozdaglar and Alireza Tahbaz‐Salehi
Noisy Stochastic Games pp. 2017-2045
John Duggan
Reputational Bargaining With Minimal Knowledge of Rationality pp. 2047-2087
Alexander Wolitzky
Mechanism Design With Renegotiation and Costly Messages pp. 2089-2104
Robert Evans
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models pp. 2105-2152
Bryan S. Graham and James L. Powell
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification pp. 2153-2211
Donald W. K. Andrews and Xu Cheng
Constrained Optimization Approaches to Estimation of Structural Models pp. 2213-2230
Che‐Lin Su and Kenneth L. Judd
Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation pp. 2231-2267
Jean‐Pierre Dubé , Jeremy Fox and Che‐Lin Su
Partial Distributional Policy Effects pp. 2269-2301
Christoph Rothe
Sequential Estimation of Structural Models With a Fixed Point Constraint pp. 2303-2319
Hiroyuki Kasahara and Katsumi Shimotsu
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis pp. 2321-2332
Michael Jansson and Morten Ørregaard Nielsen
Aggregating the Single Crossing Property pp. 2333-2348
John K.-H. Quah and Bruno H. Strulovici
A Mechanism Design Approach to Ranking Asymmetric Auctions pp. 2349-2364
Rene Kirkegaard
Volume 80, issue 4 , 2012
Functional Differencing pp. 1337-1385
Stéphane Bonhomme
Contract Pricing in Consumer Credit Markets pp. 1387-1432
Liran Einav , Mark Jenkins and Jonathan Levin
Waiting for News in the Market for Lemons pp. 1433-1504
Brendan Daley and Brett Green
Status, Intertemporal Choice, and Risk‐Taking pp. 1505-1531
Debraj Ray and Arthur John Robson
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects pp. 1533-1562
Patrick Gagliardini and Olivier Scaillet
Identification and Estimation of Stochastic Bargaining Models pp. 1563-1604
Antonio Merlo and Xun Tang
Continuous Implementation pp. 1605-1637
Marion Oury and Olivier Tercieux
Axiomatic Equilibrium Selection for Generic Two‐Player Games pp. 1639-1699
Srihari Govindan and Robert Butler Wilson
Estimating Derivatives in Nonseparable Models With Limited Dependent Variables pp. 1701-1719
Joseph G. Altonji , Hidehiko Ichimura and Taisuke Otsu
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models pp. 1721-1740
Giuseppe Cavaliere , Anders Rahbek and Robert Taylor
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models pp. 1741-1768
Federico Andres Bugni , Ivan Alexis Canay and Patrik Guggenberger
Impossibility Results for Nondifferentiable Functionals pp. 1769-1790
Keisuke Hirano and Jack R. Porter
Incomplete Preferences Under Uncertainty: Indecisiveness in Beliefs versus Tastes pp. 1791-1808
Efe A. Ok , Pietro Ortoleva and Gil Riella
Testing for Regime Switching: A Comment pp. 1809-1812
Andrew V. Carter and Douglas Gardiner Steigerwald
Volume 80, issue 3 , 2012
Dynamic Valuation Decomposition Within Stochastic Economies pp. 911-967
Lars Peter Hansen
Bounds on Elasticities With Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply pp. 969-1018
Raj Chetty
The Costs of Environmental Regulation in a Concentrated Industry pp. 1019-1061
Stephen P. Ryan
Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory pp. 1063-1104
Paul Beaudry , David A. Green and Benjamin MacLean Sand
The Realized Laplace Transform of Volatility pp. 1105-1127
Viktor Todorov and George Tauchen
Set Identified Linear Models pp. 1129-1155
Christian Bontemps , Thierry Magnac and Eric Maurin
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression pp. 1157-1183
Bin Chen and Yongmiao Hong
Dynamic Competition With Random Demand and Costless Search: A Theory of Price Posting pp. 1185-1247
Raymond Deneckere and James Peck
Endogenous Completeness of Diffusion Driven Equilibrium Markets pp. 1249-1270
J. Hugonnier , Semyon Malamud and E. Trubowitz
Costly Self‐Control and Random Self‐Indulgence pp. 1271-1302
Eddie Dekel and Barton L. Lipman
On the Smooth Ambiguity Model: A Reply pp. 1303-1321
Peter Klibanoff , Massimo Marinacci and Sujoy Mukerji
Volume 80, issue 2 , 2012
The Distributive Impact of Reforms in Credit Enforcement: Evidence From Indian Debt Recovery Tribunals pp. 497-558
Ulf von Lilienfeld‐Toal , Dilip Mookherjee and Sujata Visaria
Ambiguity, Learning, and Asset Returns pp. 559-591
Nengjiu Ju and Jianjun Miao
Task Trade Between Similar Countries pp. 593-629
Gene M. Grossman and Esteban Rossi‐Hansberg
Higher Order Uncertainty and Information: Static and Dynamic Games pp. 631-660
Antonio Penta
When Are Local Incentive Constraints Sufficient? pp. 661-686
Gabriel Carroll
Price Inference in Small Markets pp. 687-711
Marzena Rostek and Marek Weretka
Efficient Semiparametric Estimation of the Fama–French Model and Extensions pp. 713-754
Gregory Connor , Matthias Hagmann and Oliver Bruce Linton
Bayesian and Frequentist Inference in Partially Identified Models pp. 755-782
Hyungsik Roger Moon and Frank Schorfheide
Mixed Hitting‐Time Models pp. 783-819
Jaap H. Abbring
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models pp. 821-861
Christian Francq and Jean-Michel Zakoian
Vote‐Buying and Reciprocity pp. 863-881
Frederico Finan and Laura Schechter
Clocks and Trees: Isomorphic Dutch Auctions and Centipede Games pp. 883-903
James C. Cox and Duncan James
Volume 80, issue 1 , 2012
Timing and Self‐Control pp. 1-42
Drew Fudenberg and David K. Levine
One Person, Many Votes: Divided Majority and Information Aggregation pp. 43-87
Laurent Bouton and Micael Castanheira
Combinatorial Voting pp. 89-141
David S. Ahn and Santiago Oliveros
Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information pp. 143-172
Aureo de Paula and Xun Tang
One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root pp. 173-212
Anna Mikusheva
Inference in Nonparametric Instrumental Variables With Partial Identification pp. 213-275
Andres Santos
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals pp. 277-321
Xiaohong Chen and Demian Pouzo
Stability and Preference Alignment in Matching and Coalition Formation pp. 323-362
Marek Pycia
Definable and Contractible Contracts pp. 363-411
Michael Peters and Balázs Szentes
On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions pp. 413-423
Yuichi Kitamura , Andres Santos and Azeem M. Shaikh
Folklore Theorems, Implicit Maps, and Indirect Inference pp. 425-454
Peter C. B. Phillips