Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

From Econometric Society
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Volume 80, issue 6, 2012

Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain pp. 2369-2429

A. Belloni, Daniel Chen, Victor Chernozhukov and C. Hansen

Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks pp. 2431-2467

Julio Dávila, Jay H. Hong, Per Krusell and José‐Víctor Ríos‐Rull

Capital Mobility and Asset Pricing pp. 2469-2509

Darrell Duffie and Bruno Strulovici

Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions pp. 2511-2542

Ali Hortaçsu and Jakub Kastl

The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection pp. 2543-2594

Pierre-Philippe Combes, Gilles Duranton, Laurent Gobillon, Diego Puga and Sébastien Roux

Information Aggregation in Dynamic Markets With Strategic Traders pp. 2595-2647

Michael Ostrovsky

On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression pp. 2649-2666

Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis and Linchun Chen

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model pp. 2667-2732

Soren Johansen and Morten Nielsen

What's News in Business Cycles pp. 2733-2764

Stephanie Schmitt‐Grohé and Martín Uribe

Monopolistic Competition: Beyond the Constant Elasticity of Substitution pp. 2765-2784

Evgeny Zhelobodko, Sergey Kokovin, Mathieu Parenti and Jacques Thisse

Rotten Parents and Disciplined Children: A Politico‐Economic Theory of Public Expenditure and Debt pp. 2785-2803

Zheng Song, Kjetil Storesletten and Fabrizio Zilibotti

Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure pp. 2805-2826

Donald Andrews and Panle Barwick

Ambiguity in the Small and in the Large pp. 2827-2847

Paolo Ghirardato and Marciano Siniscalchi

Volume 80, issue 5, 2012

Perfectionism and Choice pp. 1819-1843

Igor Kopylov

A Robust Model of Bubbles With Multidimensional Uncertainty pp. 1845-1893

Antonio Doblas‐Madrid

Competition in Financial Innovation pp. 1895-1936

Andrés Carvajal, Marzena Rostek and Marek Weretka

Speculative Overpricing in Asset Markets With Information Flows pp. 1937-1976

Thomas Palfrey and Stephanie Wang

The Network Origins of Aggregate Fluctuations pp. 1977-2016

Daron Acemoglu, Vasco Carvalho, Asuman Ozdaglar and Alireza Tahbaz‐Salehi

Noisy Stochastic Games pp. 2017-2045

John Duggan

Reputational Bargaining With Minimal Knowledge of Rationality pp. 2047-2087

Alexander Wolitzky

Mechanism Design With Renegotiation and Costly Messages pp. 2089-2104

Robert Evans

Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models pp. 2105-2152

Bryan Graham and James Powell

Estimation and Inference With Weak, Semi‐Strong, and Strong Identification pp. 2153-2211

Donald Andrews and Xu Cheng

Constrained Optimization Approaches to Estimation of Structural Models pp. 2213-2230

Che‐Lin Su and Kenneth Judd

Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation pp. 2231-2267

Jean‐Pierre Dubé, Jeremy Fox and Che‐Lin Su

Partial Distributional Policy Effects pp. 2269-2301

Christoph Rothe

Sequential Estimation of Structural Models With a Fixed Point Constraint pp. 2303-2319

Hiroyuki Kasahara and Katsumi Shimotsu

Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis pp. 2321-2332

Michael Jansson and Morten Nielsen

Aggregating the Single Crossing Property pp. 2333-2348

John Quah and Bruno Strulovici

A Mechanism Design Approach to Ranking Asymmetric Auctions pp. 2349-2364

Rene Kirkegaard

Volume 80, issue 4, 2012

Functional Differencing pp. 1337-1385

Stéphane Bonhomme

Contract Pricing in Consumer Credit Markets pp. 1387-1432

Liran Einav, Mark Jenkins and Jonathan Levin

Waiting for News in the Market for Lemons pp. 1433-1504

Brendan Daley and Brett Green

Status, Intertemporal Choice, and Risk‐Taking pp. 1505-1531

Debraj Ray and Arthur Robson

Nonparametric Instrumental Variable Estimation of Structural Quantile Effects pp. 1533-1562

Patrick Gagliardini and Olivier Scaillet

Identification and Estimation of Stochastic Bargaining Models pp. 1563-1604

Antonio Merlo and Xun Tang

Continuous Implementation pp. 1605-1637

Marion Oury and Olivier Tercieux

Axiomatic Equilibrium Selection for Generic Two‐Player Games pp. 1639-1699

Srihari Govindan and Robert Wilson

Estimating Derivatives in Nonseparable Models With Limited Dependent Variables pp. 1701-1719

Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu

Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models pp. 1721-1740

Giuseppe Cavaliere, Anders Rahbek and Robert Taylor

Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models pp. 1741-1768

Federico Bugni, Ivan Canay and Patrik Guggenberger

Impossibility Results for Nondifferentiable Functionals pp. 1769-1790

Keisuke Hirano and Jack R. Porter

Incomplete Preferences Under Uncertainty: Indecisiveness in Beliefs versus Tastes pp. 1791-1808

Efe Ok, Pietro Ortoleva and Gil Riella

Testing for Regime Switching: A Comment pp. 1809-1812

Andrew V. Carter and Douglas Steigerwald

Volume 80, issue 3, 2012

Dynamic Valuation Decomposition Within Stochastic Economies pp. 911-967

Lars Peter Hansen

Bounds on Elasticities With Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply pp. 969-1018

Raj Chetty

The Costs of Environmental Regulation in a Concentrated Industry pp. 1019-1061

Stephen Ryan

Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory pp. 1063-1104

Paul Beaudry, David Green and Benjamin Sand

The Realized Laplace Transform of Volatility pp. 1105-1127

Viktor Todorov and George Tauchen

Set Identified Linear Models pp. 1129-1155

Christian Bontemps, Thierry Magnac and Eric Maurin

Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression pp. 1157-1183

Bin Chen and Yongmiao Hong

Dynamic Competition With Random Demand and Costless Search: A Theory of Price Posting pp. 1185-1247

Raymond Deneckere and James Peck

Endogenous Completeness of Diffusion Driven Equilibrium Markets pp. 1249-1270

Julien Hugonnier, Semyon Malamud and E. Trubowitz

Costly Self‐Control and Random Self‐Indulgence pp. 1271-1302

Eddie Dekel and Barton L. Lipman

On the Smooth Ambiguity Model: A Reply pp. 1303-1321

Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji

Volume 80, issue 2, 2012

The Distributive Impact of Reforms in Credit Enforcement: Evidence From Indian Debt Recovery Tribunals pp. 497-558

Ulf von Lilienfeld‐Toal, Dilip Mookherjee and Sujata Visaria

Ambiguity, Learning, and Asset Returns pp. 559-591

Nengjiu Ju and Jianjun Miao

Task Trade Between Similar Countries pp. 593-629

Gene M. Grossman and Esteban Rossi‐Hansberg

Higher Order Uncertainty and Information: Static and Dynamic Games pp. 631-660

Antonio Penta

When Are Local Incentive Constraints Sufficient? pp. 661-686

Gabriel Carroll

Price Inference in Small Markets pp. 687-711

Marzena Rostek and Marek Weretka

Efficient Semiparametric Estimation of the Fama–French Model and Extensions pp. 713-754

Gregory Connor, Matthias Hagmann and Oliver Linton

Bayesian and Frequentist Inference in Partially Identified Models pp. 755-782

Hyungsik Moon and Frank Schorfheide

Mixed Hitting‐Time Models pp. 783-819

Jaap Abbring

Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models pp. 821-861

Christian Francq and Jean-Michel Zakoian

Vote‐Buying and Reciprocity pp. 863-881

Frederico Finan and Laura Schechter

Clocks and Trees: Isomorphic Dutch Auctions and Centipede Games pp. 883-903

James Cox and Duncan James

Volume 80, issue 1, 2012

Timing and Self‐Control pp. 1-42

Drew Fudenberg and David Levine

One Person, Many Votes: Divided Majority and Information Aggregation pp. 43-87

Laurent Bouton and Micael Castanheira

Combinatorial Voting pp. 89-141

David S. Ahn and Santiago Oliveros

Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information pp. 143-172

Aureo de Paula and Xun Tang

One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root pp. 173-212

Anna Mikusheva

Inference in Nonparametric Instrumental Variables With Partial Identification pp. 213-275

Andres Santos

Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals pp. 277-321

Xiaohong Chen and Demian Pouzo

Stability and Preference Alignment in Matching and Coalition Formation pp. 323-362

Marek Pycia

Definable and Contractible Contracts pp. 363-411

Michael Peters and Balázs Szentes

On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions pp. 413-423

Yuichi Kitamura, Andres Santos and Azeem Shaikh

Folklore Theorems, Implicit Maps, and Indirect Inference pp. 425-454

Peter Phillips