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Econometrica

1950 - 2013

Current editor(s): Daron Acemoglu

from Econometric Society

This journal is continued by Econometrica.
Contact information at EDIRC.
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Volume 68, issue 6, 2000

Do Markets Favor Agents Able to Make Accurate Predicitions? pp. 1303-1342
Alvaro Sandroni
Transform Analysis and Asset Pricing for Affine Jump-Diffusions pp. 1343-1376
Darrell Duffie, Jun Pan and Kenneth Singleton
Accuracy of Numerical Solutions using the Euler Equation Residuals pp. 1377-1402
Manuel Santos
Strategyproof Assignment by Hierarchical Exchange pp. 1403-1434
Szilvia Papai
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality pp. 1435-1464
Russell Davidson and Jean-Yves Duclos
Nonparametric Test for Causality with Long-Range Dependence pp. 1465-1490
Javier Hidalgo
Multiperson Bargaining and Strategic Complexity pp. 1491-1510
Kalyan Chatterjee and Hamid Sabourian
Incomplete Learning from Endogenous Data in Dynamic Allocation pp. 1511-1516
Monica Brezzi and Tze Leung Lai
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test pp. 1517-1528
Alastair Hall
Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets pp. 1529-1540
Donald Brown and Chris Shannon
Indeterminacy under Constant Returns to Scale in Multisector Economies pp. 1541-1548
Jess Benhabib, Qinglai Meng and Kazuo Nishimura

Volume 68, issue 5, 2000

Capital-Skill Complementarity and Inequality: A Macroeconomic Analysis pp. 1029-1054
Per Krusell, Lee Edward Ohanian, José-Víctor Ríos-Rull and Giovanni Luca Violante
GMM with Weak Identification pp. 1055-1096
James H. Stock and Jonathan H. Wright
A Reality Check for Data Snooping pp. 1097-1126
Halbert White
A Simple Adaptive Procedure Leading to Correlated Equilibrium pp. 1127-1150
Sergiu Hart and Andreu Mas-Colell
Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? pp. 1151-1180
Varadarajan Chari, Patrick Kehoe and Ellen R. McGrattan
A Noncooperative Model of Network Formation pp. 1181-1230
Venkatesh Bala and Sanjeev Goyal
Genericity and Markovian Behavior in Stochastic Games pp. 1231-1248
Hans Haller and Roger Lagunoff
Nonstationary Binary Choice pp. 1249-1280
Joon Y. Park and Peter C. B. Phillips
Risk Aversion and Expected-Utility Theory: A Calibration Theorem pp. 1281-1292
Matthew Rabin
Correction pp. 1293-1294
Arnold Zellner and Franz C. Palm

Volume 68, issue 4, 2000

Efficiency, Equilibrium, and Asset Pricing with Risk of Default pp. 775-798
Fernando Alvarez and Urban Joseph Jermann
Competing Mechanisms in a Common Value Environment pp. 799-838
Bruno R Biais, David MARTIMORT and Jean Charles Rochet
Panel Data Discrete Choice Models with Lagged Dependent Variables pp. 839-874
Bo E. Honoré and Ekaterini Kyriazidou
A Theory of the Firm with Non-Binding Employment Contracts pp. 875-910
Asher Wolinsky
The Monotonicity of Individual and Market Demand pp. 911-930
John K.-H. Quah
Edgeworth Expansions for Semiparametric Averaged Derivatives pp. 931-980
Yoshihiko Nishiyama and Peter M. Robinson
Self-Selective Social Choice Functions Verify Arrow and Gibbarad- Satterthwaite Theorems pp. 981-996
Semih Koray
Monotone Instrumental Variables, with an Application to the Returns to Schooling pp. 997-1012
Charles F. Manski and John V. Pepper
A Simple Test of the Law of Demand for the United States pp. 1013-1022
Eduardo Zambrano and Timothy Vogelsang

Volume 68, issue 3, 2000

Optimal Nonparametric Estimation of First-Price Auctions pp. 525-574
Emmanuel Guerre, Isabelle Perrigne and Quang Vuong
Sample Splitting and Threshold Estimation pp. 575-604
Bruce E. Hansen
Reinforcement-Based vs. Belief-Based Learning Models in Experimental Asymmetric-Information pp. 605-642
Nick Feltovich
Priority Rules and Other Asymmetric Rationing Methods pp. 643-684
Herve Moulin
Sharing Beliefs: Between Agreeing and Disagreeing pp. 685-694
Antoine Billot, Alain Jacques Chateauneuf, Itzhak Gilboa and Jean-Marc Tallon
Simple Robust Testing of Regression Hypotheses pp. 695-714
Nicholas M. Kiefer, Timothy Vogelsang and Helle Bunzel
Robust Wald Tests in SUR Systems with Adding-up Restrictions pp. 715-720
B Ravikumar, Surajit Ray and N. Eugene Savin

Volume 68, issue 2, 2000

Inflation and Welfare pp. 247-274
Robert E. Lucas
Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options pp. 275-308
Yongheng Deng, John M. Quigley and Robert Albert Van Order
Mechanism Design with Collusion and Correlation pp. 309-342
Jean-Jacques Laffont and David MARTIMORT
Assortative Matching and Search pp. 343-370
Robert Shimer and Lones Smith
Pathological Outcomes of Observational Learning pp. 371-398
Lones Smith and Peter Norman Sørensen
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space pp. 399-406
Donald W. K. Andrews
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices pp. 407-424
Robert de jong and James E. H. Davidson
Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models pp. 425-434
Simon Grant, Atsushi Kajii and Ben Polak
Do Sunspots Matter when Spot Market Equilibria Are Unique? pp. 435-441
Thorsten Hens

Volume 68, issue 1, 2000

The Econometrics of Ultra-High Frequency Data pp. 1-22
Robert F. Engle
A Three-Step Method for Choosing the Number of Bootstrap Repetitions pp. 23-52
Donald W. K. Andrews and Moshe Buchinsky
Latent Separability: Grouping Goods without Weak Separability pp. 53-84
Richard Blundell and Jean-Marc Robin
Bargaining and Reputation pp. 85-118
Dilip Abreu and Faruk Gul
Optimal Contracts when Enforcement Is a Decision Variable pp. 119-134
Stefan Krasa and Anne P. Villamil
Information Acquisition in Auctions pp. 135-148
Nicola Persico
A Divisible Search Model of Fiat Money: A Comment pp. 149-156
Bernhard Rauch
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