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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The Predictive Utility of Generalized Expected Utility Theories pp. 1251-89: David W. Harless and Colin F Camerer
Investigating Generalizations of Expected Utility Theory Using Experimental Data pp. 1291-1326: John Hey and Chris Orme
Trade with Heterogeneous Prior Beliefs and Asymmetric Information pp. 1327-47: Stephen Morris
The Asymptotic Variance of Semiparametric Estimators pp. 1349-82: Whitney K Newey
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative pp. 1383-1414: Donald W. K. Andrews and Werner Ploberger
Auctions for Oil and Gas Leases with an Informed Bidder and a Random Reservation Price pp. 1415-44: Kenneth Hendricks, Robert H. Porter and Charles A Wilson
Heterogeneous Demand and Order of Resource Extraction pp. 1445-52: Ujjayant Chakravorty and Darrell L Krulce
Can a Poverty Index Be Both Relative and Absolute? pp. 1453-58: Buhong Zheng

The Folk Theorem with Imperfect Public Information pp. 997-1039: Drew Fudenberg, David Levine and Eric S. Maskin
Convergence to Efficiency in a Simple Market with Incomplete Information pp. 1041-63: Aldo Rustichini, Mark A Satterthwaite and Steven R Williams
Information Revelation and Strategic Delay in a Model of Investment pp. 1065-85: Christophe Chamley and Douglas Gale
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes pp. 1087-1114: Chung-Ming Kuan and Halbert White
The Learning Curve, Market Dominance, and Predatory Pricing pp. 1115-40: Luis M B Cabral and Michael H. Riordan
Equivalence of Games and Markets pp. 1141-60: Myrna Wooders
Generalized Ginis and Cooperative Bargaining Solutions pp. 1161-78: Charles Blackorby, Walter Bossert and David Donaldson
Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes pp. 1179-1205: John K. Dagsvik
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests pp. 1207-32: Donald W. K. Andrews
Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis pp. 1233-39: Siu Fai Leung

Stationary Markov Equilibria pp. 745-81: Duffie, Darrell, et al
The Algebraic Geometry of Perfect and Sequential Equilibrium pp. 783-94: Lawrence Blume and William R. Zame
A Noncooperative View of Coalition Formation and the Core pp. 795-817: Motty Perry and Philip J. Reny
On the Measurement of Polarization pp. 819-51: Joan Esteban and Debraj Ray
Infinite Horizon Incomplete Markets pp. 853-80: Michael Magill and Martine Quinzii
The Value Allocation of an Economy with Differential Information pp. 881-900: Stefan Krasa and Nicholas C Yannelis
Volatility and Links between National Stock Markets pp. 901-33: Mervyn King, Enrique Sentana and Sushil Wadhwani
On the Interpretation of Sarin and Wakker's "A Simple Axiomatization of Nonadditive Expected Utility." pp. 935-38: Klaus Nehring
The Folk Theorem for Repeated Games: A NEU Condition pp. 939-48: Dilip Abreu, Prajit K Dutta and Lones Smith
The "Folk Theorem" for Repeated Games with Complete Information pp. 949-54: Quan Wen
Strategic Transmission of Costly Information pp. 955-63: Austen-Smith, David

The New Economics of Regulation Ten Years After pp. 507-37: Jean-Jacques Laffont
Risk and Insurance in Village India pp. 539-91: Robert M. Townsend
Nonatomic Economies and the Boundaries of Perfect Competition pp. 593-633: Joseph M Ostroy and William R. Zame
Discrete-Time Finite Horizon Appromixation of Infinite Horizon Optimization Problems with Steady-State Invariance pp. 635-56: Jean Mercenier and Philippe Michel
Alternative Approximations to the Distributions of Instrumental Variable Estimators pp. 657-81: Paul A Bekker
A General Result for Quantifying Beliefs pp. 683-85: Rakesh Sarin and Peter P. Wakker
Switching Costs and the Gittins Index pp. 687-94: Jeffrey Scot Banks and Rangarajan K Sundaram
Imperfect Competition in a Multi-security Market with Risk Neutrality pp. 695-704: Jordi Caballe and Murugappa Krishnan
A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method pp. 705-10: M Hashem Pesaran and Richard J. Smith

Renegotiation Design with Unverifiable Information pp. 257-82: Philippe Aghion, Mathias Dewatripont and Patrick Rey
Intertemporal Asset Pricing Under Knightian Uncertainty pp. 283-322: Larry Epstein and Tan Wang
Growth and Indeterminacy in Dynamic Models with Externalities pp. 323-42: Michele Boldrin and Aldo Rustichini
Bertrand-Edgeworth Competition in Experimental Markets pp. 343-72: Brown-Kruse, Jamie, et al
Testing Instrument Admissibility: Some Refined Asymptotic Results pp. 373-404: Michael A Magdalinos
Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression pp. 405-58: Moshe Buchinsky
The First-Order Approach to Multi-signal Principal-Agent Problems pp. 459-66: Bernard Sinclair-Desgagné
Identification and Estimation of Local Average Treatment Effects pp. 467-75: Guido Imbens and Joshua Angrist

Asymptotic Filtering Theory for Univariate ARCH Models pp. 1-41: Daniel B Nelson and Dean P. Foster
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity pp. 43-72: Donald W. K. Andrews
Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models pp. 73-93: Peter C. B. Phillips
A Computationally Practical Simulation Estimator for Panel Data pp. 95-116: Michael P Keane
Labor Force Dynamics of Older Men pp. 117-56: David Blau
Monotone Comparative Statics pp. 157-80: Paul Milgrom and Chris Shannon
The Utility Theorems of Wold, Debreu, and Arrow-Hahn pp. 181-86: Alan F Beardon and Ghanshyam B. Mehta