Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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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 Weitzman

New Tools for Understanding Spurious Regressions pp. 1299-1326

Peter 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 Jackson and Thomas 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 Heckman, Hidehiko Ichimura, Jeffrey 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 Engle and Jeffrey R. Russell

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

Peter Robinson

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

Gerard 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 Rochet and Philippe Choné

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

Richard Blundell, Alan Duncan and Costas Meghir

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

Vassilis A. Hajivassiliou and Daniel 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 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 Gourieroux and Olivier Scaillet

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

Atila Abdulkadiroglu and Tayfun Sonmez

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 S. 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 Newey

Volume 66, issue 1, 1998

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

Donna 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 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 M. 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

Aikaterini 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 Quah

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

Robert 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 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 Brock and Cars H. Hommes

A Conditional Kolmogorov Test pp. 1097-1128

Donald Andrews

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

Herman Bierens and Werner Ploberger

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

Robert 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

Marc Fleurbaey and Francois Maniquet

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

Karim M. 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 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 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 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 Newey and Douglas 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 M. 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 Zame

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

John 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 S. 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 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