Econometrica

1950 - 2009

Edited by Stephen Morris

from Econometric Society
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().

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Innovation, Imitation, and Intellectual Property Rights pp. 1247-80: Elhanan Helpman
Mechanism Design by Competing Sellers pp. 1281-1312: Randolph Preston Mcafee
Bargaining with Deadlines and Imperfect Player Control pp. 1313-39: Ching-to Albert Ma and Michael Manove
Dynamic Procedures and Incentives in Public Good Economies pp. 1341-54: Parkash Chander
t or 1 minus t. That Is the Trade-Off pp. 1355-65: Donald E Campbell and Jerry S Kelly
Vector Autoregressions and Causality pp. 1367-93: Hiro Y Toda and Peter C. B. Phillips
Engel Functions, Panel Data, and Latent Variables pp. 1395-1422: Jorgen Aasness, Erik Biorn and Terje Skjerpen
Commitment Value of Contracts under Renegotiation Constraints pp. 1423-29: Bernard Bensaid and Robert Jean Michel Gary-Bobo

Global Games and Equilibrium Selection pp. 989-1018: Hans Carlsson and Eric van Damme
Rational Learning Leads to Nash Equilibrium pp. 1019-45: Ehud Kalai and Ehud Lehrer
Learning, Local Interaction, and Coordination pp. 1047-71: Glenn Ellison
Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence pp. 1073-107: Ramon Marimon and Shyam Sunder
The Organization of Decentralized Information Processing pp. 1109-46: Roy Radner
A Unique Informationally Efficient and Decentralized Mechanism with Fair Outcomes pp. 1147-72: Xavier Calsamiglia and Alan Kirman
Sequential Labor Decisions under Uncertainty: An Estimable Household Model of West-African Farmers pp. 1173-97: Marcel Fafchamps
Efficiency of Weighted Average Derivative Estimators and Index Models pp. 1199-223: Whitney K Newey and Thomas M Stoker
Common Agency: Existence of an Equilibrium in the Case of Two Outcomes pp. 1225-29: Jean Fraysse
Subjective Equilibrium in Repeated Games pp. 1231-40: Ehud Kalai and Ehud Lehrer

Signalling and Renegotiation in Contractual Relationships pp. 745-82: Paul Beaudry and Michel Poitevin
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems pp. 783-820: James H. Stock and Mark W Watson
Tests for Parameter Instability and Structural Change with Unknown Change Point pp. 821-56: Donald W. K. Andrews
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models pp. 857-70: Stefan Mittnik and Peter A. Zadrozny
Nonlinear Dynamic Structures pp. 871-907: A Ronald Gallant, Peter E. Rossi and George Tauchen
Temporal Aggregation of GARCH Processes pp. 909-27: Feike C. Drost and Theo Nijman
Simulated Moments Estimation of Markov Models of Asset Prices pp. 929-52: Darrell Duffie and Kenneth J Singleton
Existence and Uniqueness of Equilibria When Preferences Are Additively Separable pp. 953-57: Rose Anne Dana
Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation pp. 959-69: Timothy Erickson
Implied Probabilities in GMM Estimators pp. 971-75: Kerry Back and David P Brown

Internal Consistency of Choice pp. 495-521: Amartya Sen
Self-Confirming Equilibrium pp. 523-45: Drew Fudenberg and David K Levine
Steady State Learning and Nash Equilibrium pp. 547-73: Drew Fudenberg and David K Levine
Consistent Solutions in Atomless Economies pp. 575-87: William Thomson and Lin Zhou
Standard Risk Aversion pp. 589-611: Miles Spencer Kimball
Sufficient Conditions for Inessentiality pp. 613-27: Mark Stegeman
Collusion in Hierarchical Agency pp. 629-56: Fred Kofman and Jacques Lawarree
Informative Price Advertising in a Sequential Search Model pp. 657-86: Jacques Robert and Stahl, Dale O,
Highly Insignificant F-Ratios pp. 687-96: Peter M. Robinson

Making a Miracle pp. 251-72: Robert E. Lucas
Extensive Form Reasoning in Normal Form Games pp. 273-302: George J. Mailath, Larry Samuelson and Jeroen Swinkels
Renegotiation in Finitely Repeated Games pp. 303-23: Benoit, Jean-Pierre and Vijay Krishna
Reputation and Equilibrium Characterization in Repeated Games with Conflicting Interests pp. 325-51: Klaus M. Schmidt
The Interaction between Time-Nonseparable Preferences and Time Aggregation pp. 353-85: John Heaton
An Efficient Semiparametric Estimator for Binary Response Models pp. 387-421: Roger W Klein and Richard H Spady
Pure Strategy Dominance pp. 423-30: Tilman Borgers

Rationing, Queues, and Black Markets pp. 1-28: Victor Polterovich
Learning, Mutation, and Long Run Equilibria in Games pp. 29-56: Michihiro Kandori, George J. Mailath and Rafael Rob
The Evolution of Conventions pp. 57-84: H. Peyton Young
Optimal Consumption and Portfolio Rules with Durability and Local Substitution pp. 85-121: Ayman Hindy and Huang, Chi-fu
The Limiting Distribution of the Maximum Rank Correlation Estimator pp. 123-37: Robert P Sherman
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models pp. 139-65: Donald W. K. Andrews
Common Persistence in Conditional Variances pp. 167-86: Tim Bollerslev and Robert F. Engle
A Definition of Subjective Probabilities with State-Dependent Preferences pp. 187-98: Edi Karni
A "Reputation" Refinement without Equilibrium pp. 199-205: Joel Watson
Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis] pp. 248-49: Pierre Perron