Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

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

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 S. Santos
Strategyproof Assignment by Hierarchical Exchange pp. 1403-1434: Szilvia Pápai
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 R. 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 Ohanian, José-Víctor Ríos-Rull and Giovanni 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 Kehoe and Ellen 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 Park and Peter Phillips
Risk Aversion and Expected-Utility Theory: A Calibration Theorem pp. 1281-1292: Matthew Rabin
Correction pp. 1293-1294: Arnold Zellner and Franz Palm

Efficiency, Equilibrium, and Asset Pricing with Risk of Default pp. 775-798: Fernando Alvarez and Urban Jermann
Competing Mechanisms in a Common Value Environment pp. 799-838: Bruno Biais, David Martimort and Jean Rochet
Panel Data Discrete Choice Models with Lagged Dependent Variables pp. 839-874: Bo E. Honoré and Aikaterini 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 Quah
Edgeworth Expansions for Semiparametric Averaged Derivatives pp. 931-980: Yoshihiko Nishiyama and Peter 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 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 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 Lucas
Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options pp. 275-308: Yongheng Deng, John Quigley and Robert 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 Sorensen
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space pp. 399-406: Donald Andrews
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices pp. 407-424: Robert 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 Engle
A Three-Step Method for Choosing the Number of Bootstrap Repetitions pp. 23-52: Donald 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