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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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

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 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 J. 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

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: Y. 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 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

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 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

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 M. De Jong and James 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

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 Villamil
Information Acquisition in Auctions pp. 135-148: Nicola Persico
A Divisible Search Model of Fiat Money: A Comment pp. 149-156: Bernhard Rauch