Econometrica

1950 - 2009

Edited by Stephen Morris

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

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 66, issue 6, 1998

Efficient Intra-Household Allocations: A General Characterization and Empirical Tests pp. 1241-1278

Martin Browning and Pierre Chiappori

The Noah's Ark Problem pp. 1279-1298

Martin L. Weitzman

New Tools for Understanding Spurious Regressions pp. 1299-1326

Peter C. B. Phillips

Bootstrap Methods for Median Regression Models pp. 1327-1352

Joel L. Horowitz

Efficiency and Voluntary Implementation in Markets with Repeated Pairwise Bargaining pp. 1353-1388

Matthew O. Jackson and Thomas R. Palfrey

Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments pp. 1389-1404

Jiahui Wang and Eric Zivot

Impartiality: Definition and Representation pp. 1405-1416

Edi Karni

Strict Single Crossing and the Strict Spence-Mirrlees Condition: A Comment on Monotone Comparative Statics pp. 1417-1426

Aaron Edlin and Chris Shannon

Volume 66, issue 5, 1998

Characterizing Selection Bias Using Experimental Data pp. 1017-1098

James J. Heckman, Hidehiko Ichimura, Jeffrey Andrew Smith and Petra Todd

Short Run and Long Run Causality in Time Series: Theory pp. 1099-1126

Jean-Marie Dufour and Eric Renault

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data pp. 1127-1162

Robert F. Engle and Jeffrey R. Russell

Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation pp. 1163-1182

Peter M. Robinson

An Empirical Equilibrium Search Model of the Labor Market pp. 1183-1222

Gerard J. van den Berg and Geert Ridder

Habit Formation and Aggregate Consumption pp. 1223-1230

David Chapman

Comment on McLennan and Sonnenschein 'Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium' pp. 1231-1233

Nir Dagan, Roberto Serrano and Oscar Volij

Volume 66, issue 4, 1998

Expectations Formation and Stability of Large Socioeconomic Systems pp. 741-782

Jean-Michel Grandmont

Ironing, Sweeping, and Multidimensional Screening pp. 783-826

Jean Charles Rochet and Philippe Chone

Estimating Labor Supply Responses Using Tax Reforms pp. 827-862

Richard Blundell, Alan S Duncan and Costas Meghir

The Method of Simulated Scores for the Estimation of LDV Models pp. 863-896

Vassilis Hajivassiliou and Daniel L. McFadden

Is Perfect Price Discrimination Really Efficient?: Welfare and Existence in General Equilibrium pp. 897-922

Aaron Edlin, Mario Epelbaum and Walter P. Heller

A Comment on Aumann's Bayesian View pp. 923-928

Faruk Gul

Common Priors: A Reply to Gul pp. 929-938

Robert J. Aumann

Volume 66, issue 3, 1998

The Probability Weighting Function pp. 497-528

Drazen Prelec

High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility pp. 529-568

Shinichi Sakata and Halbert White

Learning in High Stakes Ultimatum Games: An Experiment in the Slovak Republic pp. 569-596

Robert Slonim and Alvin Roth

Communication in Repeated Games with Imperfect Private Monitoring pp. 597-626

Olivier Compte

Private Observation, Communication and Collusion pp. 627-652

Michihiro Kandori and Hitoshi Matsushima

An Alternative Estimator for the Censored Quantile Regression Model pp. 653-672

Moshe Buchinsky and Jinyong Hahn

Instrumental Models and Indirect Encompassing pp. 673-688

Geert Dhaene, Christian S. Gourieroux and Olivier Scaillet

Random Serial Dictatorship and the Core from Random Endowments in House Allocation Problems pp. 689-702

Atila Abdulkadiroglu and Tayfun Sönmez

Volume 66, issue 2, 1998

Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants pp. 249-288

Joshua Angrist

Sieve Extremum Estimates for Weakly Dependent Data pp. 289-314

Xiaohong Chen and Xiaotong Shen

On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects pp. 315-332

Jinyong Hahn

Information Theoretic Approaches to Inference in Moment Condition Models pp. 333-358

Guido Imbens, Richard H. Spady and Phillip Johnson

Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models pp. 359-380

Jae-Young Kim

Subject Evaluation in Social Experiments pp. 381-408

Tomas Philipson and Larry V. Hedges

Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models pp. 409-426

Manuel Santos and Jesus Vigo-Aguiar

On the Dual Stability of a von Neumann Facet and the Inefficacy of Temporary Fiscal Policy pp. 427-452

Makoto Yano

Efficient Semiparametric Estimation of Expectations pp. 453-464

Bryan W. Brown and Whitney K. Newey

Volume 66, issue 1, 1998

A Dynamic Stochastic Model of Medical Care Use and Work Absence pp. 1-46

Donna B. Gilleskie

Estimating and Testing Linear Models with Multiple Structural Changes pp. 47-78

Jushan Bai and Pierre Perron

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models pp. 79-104

Jean-Marie Dufour and Jan Frederik Kiviet

Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors pp. 105-122

Arthur Lewbel

Trend Function Hypothesis Testing in the Presence of Serial Correlation pp. 123-148

Timothy Vogelsang

On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots pp. 149-158

Graham Elliott

Standard State-Space Models Preclude Unawareness pp. 159-174

Eddie Dekel, Barton Lipman and Aldo Rustichini

Volume 65, issue 6, 1997

The Loser's Curse and Information Aggregation in Common Value Auctions pp. 1247-1282

Wolfgang Pesendorfer and Jeroen Swinkels

The Robustness of Equilibria to Incomplete Information pp. 1283-1310

Atsushi Kajii and Stephen Morris

Monotone Treatment Response pp. 1311-1334

Charles Manski

Estimation of a Panel Data Sample Selection Model pp. 1335-1364

Ekaterini Kyriazidou

Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models pp. 1365-1388

Jean-Marie Dufour

Research, Patenting, and Technological Change pp. 1389-1420

Samuel Kortum

The Law of Demand when Income Is Price Dependent pp. 1421-1442

John K.-H. Quah

What is the Econometric Society? History, Organization, and Basic Procedures pp. 1443-1452

Robert J. Gordon

Statistical Inference for the Measurement of the Incidence of Taxes and Transfers pp. 1453-1466

Russell Davidson and Jean-Yves Duclos

Asynchronous Choice in Repeated Coordination Games pp. 1467-1478

Roger Lagunoff and Akihiko Matsui

Volume 65, issue 5, 1997

Social Distance and Social Decisions pp. 1005-1028

George A. Akerlof

Voting Behavior and Information Aggregation in Elections with Private Information pp. 1029-1058

Timothy Feddersen and Wolfgang Pesendorfer

A Rational Route to Randomness pp. 1059-1096

William A. Brock and Cars Hommes

A Conditional Kolmogorov Test pp. 1097-1128

Donald W. K. Andrews

Asymptotic Theory of Integrated Conditional Moment Tests pp. 1129-1152

Herman J. Bierens and Werner Ploberger

Reputation and Experimentation in Repeated Games with Two Long-Run Players pp. 1153-1174

Robert Andrew Evans and Jonathan Thomas

Virtual Bayesian Implementation pp. 1175-1200

John Duggan

Constructing Instruments for Regressions with Measurement Error when no Additional Data are Available, with an Application to Patents and R&D pp. 1201-1214

Arthur Lewbel

Implementability and Horizontal Equity Imply No-Envy pp. 1215-1220

M. Fleurbaey and Francois Paul Maniquet

The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions pp. 1221-1226

Karim Abadir and Michael Rockinger

Nonconvergence of the Mas-Colell and Zhou Bargaining Sets pp. 1227-1240

Robert M. Anderson, Walter Trockel and Lin Zhou

On Shorrocks' Reinvestigation of the Sen Poverty Index pp. 1241-1242

Satya R. Chakravarty

Volume 65, issue 4, 1997

Maximization and the Act of Choice pp. 745-780

Amartya Sen

How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets pp. 781-832

John Rust and Christopher Phelan

Reciprocity as a Contract Enforcement Device: Experimental Evidence pp. 833-860

Ernst Fehr, Simon Gächter and Georg Kirchsteiger

An Information-Theoretic Alternative to Generalized Method of Moments Estimation pp. 861-874

Yuichi Kitamura and Michael Stutzer

Collusion under Asymmetric Information pp. 875-912

Jean-Jacques Laffont and David Martimort

A Stopping Rule for the Computation of Generalized Method of Moments Estimators pp. 913-932

Donald W. K. Andrews

A Semiparametric Maximum Likelihood Estimator pp. 933-964

Chunrong Ai

Manual for Econometrica Authors, Revised pp. 965-976

Drew Fudenberg and Dorothy Hodges

On the Role of Options in Sunspot Equilibria pp. 977-986

Atsushi Kajii

Volume 65, issue 3, 1997

Using Randomization to Break the Curse of Dimensionality pp. 487-516

John Rust

Duopoly Strategies Programmed by Experienced Players pp. 517-556

Reinhard Selten, Michael Mitzkewitz and Gerald Roger Uhlich

Instrumental Variables Regression with Weak Instruments pp. 557-586

Douglas Staiger and James H. Stock

Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models pp. 587-600

Whitney K. Newey and Douglas Gardiner Steigerwald

Aggregation and Optimization with State-Dependent Pricing pp. 601-626

Andrew Caplin and John Leahy

Likelihood Ratio Specification Tests pp. 627-646

Andrew Chesher and Richard J. Smith

Cointegration and Dynamic Simultaneous Equations Model pp. 647-670

Cheng Hsiao

Two Mixed Normal Densities from Cointegration Analysis pp. 671-680

Karim Abadir and Paolo Paruolo

The Nash Bargaining Theory with Non-Convex Problems pp. 681-686

Lin Zhou

Volume 65, issue 2, 1997

Edgeworth's Conjecture with Infinitely Many Commodities: L1 pp. 225-274

Robert M. Anderson and William R. Zame

Prediction, Optimization, and Learning in Repeated Games pp. 275-310

John H. Nachbar

Price Formation in Single Call Markets pp. 311-346

Timothy Cason and Daniel Friedman

Conditioning and Aggregation of Preferences pp. 347-368

Costis Skiadas

On "Reputation" Refinements with Heterogeneous Beliefs pp. 369-374

Pierpaolo Battigalli and Joel Watson

The Evolution of Walrasian Behavior pp. 375-384

Fernando Vega-Redondo

Volume 65, issue 1, 1997

Preferences over Solutions to the Bargaining Problem pp. 1-18

Kim C. Border and Uzi Segal

Rational Asset Pricing Bubbles pp. 19-58

Manuel Santos and Michael Woodford

Bayesian Vector Autoregressions with Stochastic Volatility pp. 59-74

Harald Uhlig

A Divisible Search Model of Fiat Money pp. 75-102

Shouyong Shi

Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship pp. 103-132

Stephen G. Donald

Robust Rank Tests of the Unit Root Hypothesis pp. 133-162

M. N. Hasan and R. W. Koenker

Strategic Information Transmission with Verifiable Messages pp. 163-170

Daniel J. Seidmann and Eyal Winter

Risk and Insurance in Village India: Comment pp. 171-184

Martin Ravallion and Shubham Chaudhuri