Econometrica

1950 - 2008

Edited by Stephen Morris

from Econometric Society
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Volume 76, issue 4, 2008

Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence pp. 679-725

Pierre Dubois, Bruno Jullien and Thierry Magnac

Fisher's Information for Discretely Sampled Lévy Processes pp. 727-761

Yacine Aït-Sahalia and Jean Jacod

Asymptotic Properties for a Class of Partially Identified Models pp. 763-814

Arie Beresteanu and Francesca Molinari

Measuring Inequity Aversion in a Heterogeneous Population Using Experimental Decisions and Subjective Probabilities pp. 815-839

Charles Bellemare, Sabine Kröger and Arthur van Soest

Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets pp. 841-907

Robert M. Anderson and Roberto C. Raimondo

Common Learning pp. 909-933

Martin W. Cripps, Jeffrey C. Ely, George J. Mailath and Larry Samuelson

Volume 76, issue 3, 2008

Simple Efficient Contracts in Complex Environments pp. 459-491

Robert Evans

Collusion With Persistent Cost Shocks pp. 493-540

Susan Athey and Kyle Bagwell

Comparative Testing of Experts pp. 541-559

Nabil I. Al-Najjar and Jonathan Weinstein

Testing Multiple Forecasters pp. 561-582

Yossi Feinberg and Colin Stewart

Eliciting Risk and Time Preferences pp. 583-618

Steffen Andersen, Glenn W. Harrison, Morten I. Lau and E. Elisabet Rutström

Political Economy of Mechanisms pp. 619-641

Daron Acemoglu, Michael Golosov and Aleh Tsyvinski

Identifying Social Interactions Through Conditional Variance Restrictions pp. 643-660

Bryan S. Graham

Corrigendum to "Estimating Long Memory in Volatility" pp. 661-662

Clifford M. Hurvich, Eric Moulines and Philippe Soulier

Volume 76, issue 2, 2008

Anticipating Regret: Why Fewer Options May Be Better pp. 263-305

Todd Sarver

Admissibility in Games pp. 307-352

Adam Brandenburger, Amanda Friedenberg and H. Jerome Keisler

Limited Rationality and Strategic Interaction: The Impact of the Strategic Environment on Nominal Inertia pp. 353-394

Ernst Fehr and Jean-Robert Tyran

Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics pp. 395-436

Aubhik Khan and Julia Kathryn Thomas

Investment Reversibility and Agency Cost of Debt pp. 437-442

Gustavo Manso

Computing the Distributions of Economic Models via Simulation pp. 443-450

John Stachurski and Vance Martin

Volume 76, issue 1, 2008

Two Questions about European Unemployment pp. 1-29

Lars Ljungqvist and Thomas Sargent

Revealed Altruism pp. 31-69

James C. Cox, Daniel Friedman and Vjollca Sadiraj

Experientia Docet: Professionals Play Minimax in Laboratory Experiments pp. 71-115

Ignacio Palacios-Huerta and Oscar Volij

Selecting Cheap-Talk Equilibria pp. 117-136

Ying Chen, Navin Kartik and Joel Sobel

A Model of Utility Smoothing pp. 137-153

Katsutoshi Wakai

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression pp. 155-174

James H. Stock and Mark W. Watson

Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing pp. 175-194

Yixiao Sun, Peter C. B. Phillips and Sainan Jin

Instrumental Variable Treatment of Nonclassical Measurement Error Models pp. 195-216

Yingyao Hu and Susanne M. Schennach

Volume 75, issue 6, 2007

A Quantitative Theory of Unsecured Consumer Credit with Risk of Default pp. 1525-1589

Satyajit Chatterjee, P. Dean Corbae, Makoto Nakajima and José-Víctor Ríos-Rull

Social Learning in One-Arm Bandit Problems pp. 1591-1611

Dinah Rosenberg, Eilon Solan and Nicolas Vieille

Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves pp. 1613-1669

Richard Blundell, Xiaohong Chen and Dennis Kristensen

Testing for Regime Switching pp. 1671-1720

Jin Seo Cho and Halbert White

Level-k Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions? pp. 1721-1770

Vincent P. Crawford and Nagore Iriberri

Transition Modeling and Econometric Convergence Tests pp. 1771-1855

Peter C. B. Phillips and Donggyu Sul

Volume 75, issue 5, 2007

Estimation and Confidence Regions for Parameter Sets in Econometric Models pp. 1243-1284

Victor Chernozhukov, Han Hong and Elie Tamer

Games with Imperfectly Observable Actions in Continuous Time pp. 1285-1329

Yuliy Sannikov

Estimating Dynamic Models of Imperfect Competition pp. 1331-1370

Patrick Bajari, C. Lanier Benkard and Jonathan Levin

Equilibrium Bias of Technology pp. 1371-1409

Daron Acemoglu

Uniform Inference in Autoregressive Models pp. 1411-1452

Anna Mikusheva

Incentives, Contracts, and Markets: A General Equilibrium Theory of Firms pp. 1453-1500

William R. Zame

Gift Exchange in the Field pp. 1501-1511

Armin Falk

Identification of Marginal Effects in Nonseparable Models Without Monotonicity pp. 1513-1518

Stefan Hoderlein and Enno Mammen

Volume 75, issue 4, 2007

Package Auctions and Exchanges pp. 935-965

Paul Milgrom

Approximate Generalizations and Computational Experiments pp. 967-992

Felix Kubler

Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments pp. 993-1038

Peter Bossaerts, Charles Plott and William R. Zame

Efficiency with Endogenous Population Growth pp. 1039-1071

Mikhail Golosov, Larry E. Jones and Michele Tertilt

Beauty Is a Beast, Frog Is a Prince: Assortative Matching with Nontransferabilities pp. 1073-1102

Patrick Legros and Andrew F. Newman

Efficient Use of Information and Social Value of Information pp. 1103-1142

George-Marios Angeletos and Alessandro Pavan

Do Irrelevant Commodities Matter? pp. 1143-1174

Marc Fleurbaey and Koichi Tadenuma

Least Squares Model Averaging pp. 1175-1189

Bruce E. Hansen

Nonparametric Instrumental Variables Estimation of a Quantile Regression Model pp. 1191-1208

Joel L. Horowitz and Sokbae (Simon) Lee

Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions pp. 1209-1227

Arthur Lewbel and Oliver Bruce Linton

Volume 75, issue 3, 2007

Decision Theory Applied to an Instrumental Variables Model pp. 609-652

Gary Chamberlain

Bargaining, Reputation, and Equilibrium Selection in Repeated Games with Contracts pp. 653-710

Dilip Abreu and David Pearce

Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks pp. 711-756

George-Marios Angeletos, Christian Hellwig and Alessandro Pavan

Dummy Endogenous Variables in Weakly Separable Models pp. 757-779

Edward Vytlacil and Nese Yildiz

Business Cycle Accounting pp. 781-836

V. V. Chari, Patrick J. Kehoe and Ellen R. McGrattan

Market Entry Costs, Producer Heterogeneity, and Export Dynamics pp. 837-873

Sanghamitra Das, Mark J. Roberts and James R. Tybout

A Mechanism-Design Approach to Speculative Trade pp. 875-884

Kfir Eliaz and Ran Spiegler

On the Limits of Communication in Multidimensional Cheap Talk: A Comment pp. 885-893

Gilat Levy and Ronny Razin

Volume 75, issue 2, 2007

Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds pp. 323-363

Richard Blundell, Amanda Gosling, Hidehiko Ichimura and Costas Meghir

A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements pp. 365-400

Jonathan Weinstein and Muhamet Yildiz

The Comparative Statics of Constrained Optimization Problems pp. 401-431

John K.-H. Quah

Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion pp. 433-458

Glenn W. Harrison, John List and Charles Towe

Estimating and Testing Structural Changes in Multivariate Regressions pp. 459-502

Zhongjun Qu and Pierre Perron

Ellsberg Revisited: An Experimental Study pp. 503-536

Yoram Halevy

Estimation of Average Treatment Effects with Misclassification pp. 537-551

Arthur Lewbel

The Collective Model of Household Consumption: A Nonparametric Characterization pp. 553-574

Laurens Cherchye, Bram De Rock and Frederic Vermeulen

Efficient Wald Tests for Fractional Unit Roots pp. 575-589

Ignacio N. Lobato and Carlos Velasco

Representing Preferences with a Unique Subjective State Space: A Corrigendum -super-1 pp. 591-600

Eddie Dekel, Barton Lipman, Aldo Rustichini and Todd Sarver

Volume 75, issue 1, 2007

Sequential Estimation of Dynamic Discrete Games pp. 1-53

Victor Aguirregabiria and Pedro Mira

Contract, Mechanism Design, and Technological Detail pp. 55-81

Joel Watson

Experimental Analysis of Neighborhood Effects pp. 83-119

Jeffrey R Kling, Jeffrey B. Liebman and Lawrence F. Katz

Fairness and Contract Design pp. 121-154

Ernst Fehr, Alexander Klein and Klaus M Schmidt

Dynamic Matching, Two-Sided Incomplete Information, and Participation Costs: Existence and Convergence to Perfect Competition pp. 155-200

Mark Satterthwaite and Artyom Shneyerov

Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models pp. 201-239

Susanne M Schennach

Overcoming Incentive Constraints by Linking Decisions -super-1 pp. 241-257

Matthew O. Jackson and Hugo F Sonnenschein

Efficient Semiparametric Estimation of Quantile Treatment Effects pp. 259-276

Sergio Firpo

Contagion Equilibria in a Monetary Model pp. 277-282

Charalambos D Aliprantis, Gabriele Camera and Daniela Puzzello