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.

Testable Restrictions on the Equilibrium Manifold pp. 1249-62: Donald Brown and Rosa Matzkin
The Dynamics of Productivity in the Telecommunications Equipment Industry pp. 1263-97: G Steven Olley and Ariel Pakes
Learning by Doing and the Choice of Technology pp. 1299-1310: Boyan Jovanovic and Yaw Nyarko
A Theory of Divided Government pp. 1311-41: Alberto Alesina and Howard Rosenthal
"Beliefs about Beliefs" without Probabilities pp. 1343-73: Larry Epstein and Tan Wang
A Probabilistic Model of Learning in Games pp. 1375-93: Chris William Sanchirico
On the Value of Commitment with Asymmetric Information pp. 1395-1414: Patrick Rey and Bernard Salanié
Multistage Situations pp. 1415-37: Joseph Greenberg, Dov Monderer and Benyamin Shitovitz
Asset Pricing in Economies with Frictions pp. 1439-67: Erzo Luttmer
Erratum [Convergence Rates of SNP Density Estimators] pp. 1493: Victor M Fenton and A. Gallant

Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach pp. 1001-44: John DiNardo, Nicole Fortin and Thomas Lemieux
Monitoring Structural Change pp. 1045-65: Chia-Shang James Chu, Maxwell Stinchcombe and Halbert White
Asymptotic Inference about Predictive Ability pp. 1067-84: Kenneth West
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework pp. 1085-1107: Fallaw Sowell
Risk Vulnerability and the Tempering Effect of Background Risk pp. 1109-23: Christian Gollier and John W Pratt
Learning and Strategic Pricing pp. 1125-49: Dirk Bergemann and Juuso Välimäki
Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis Using a U.S. Consumption Panel pp. 1151-81: Costas Meghir and Guglielmo Weber
Nonparametric Tests of Stochastic Dominance in Income Distributions pp. 1183-93: Gordon Anderson
Noncausality in Continuous Time pp. 1195-1212: Jean-Pierre Florens and Denis Fougere
On the Differential Geometry of the Wald Test with Nonlinear Restrictions pp. 1213-22: Frank Critchley, Paul Marriott and Mark Salmon
Correction to McKelvey and Page, "Public and Private Information: An Experimental Study of Information Pooling" pp. 1223-24: Robin Hanson

Econometric Model Determination pp. 763-812: Peter Phillips
Efficient Tests for an Autoregressive Unit Root pp. 813-36: Graham Elliott, Thomas J Rothenberg and James H Stock
Consistent Testing for Serial Correlation of Unknown Form pp. 837-64: Yongmiao Hong
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms pp. 865-90: Yanqin Fan and Qi Li
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators pp. 891-916: Peter Hall and Joel L Horowitz
Cheap Talk and Sequential Equilibria in Signaling Games pp. 917-42: Alejandro Manelli
Evolution with State-Dependent Mutations pp. 943-56: James Bergin and Barton Lipman
The Effect of Unions on the Structure of Wages: A Longitudinal Analysis pp. 957-79: David Card
On the Concavity of the Consumption Function pp. 981-92: Christopher Carroll and Miles Kimball

Nonparametric Pricing of Interest Rate Derivative Securities pp. 527-60: Yacine Ait-Sahalia
Asymptotically Optimal Smoothing with ARCH Models pp. 561-73: Daniel B Nelson
Consistency and Asymptotic Normality of the Quasi-maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models pp. 575-96: Robin L Lumsdaine
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach pp. 597-622: Jushan Bai
Federal Fiscal Constitutions: Risk Sharing and Moral Hazard pp. 623-46: Torsten Persson and Guido Tabellini
Unemployment Insurance Rules, Joblessness, and Part-Time Work pp. 647-82: Brian McCall
Changes in Background Risk and Risk-Taking Behavior pp. 683-89: Louis Eeckhoudt, Christian Gollier and Harris Schlesinger
Maintaining a Reputation against a Long-Lived Opponent pp. 691-704: Celentani, Marco, et al
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative pp. 705-18: Donald Andrews
Convergence Rates of SNP Density Estimators pp. 719-27: Victor M Fenton and A. Gallant

Risk-Sharing between and within Families pp. 261-94: Fumio Hayashi, Joseph Altonji and Laurence Kotlikoff
Welfare Transfers in Two-Parent Families: Labor Supply and Welfare Participation under AFDC-UP pp. 295-332: Hilary Williamson Hoynes
Individual Risk and Mutual Insurance pp. 333-41: David Cass, Graciela Chichilnisky and Ho-Mou Wu
Why Are Certain Properties of Binary Relations Relatively More Common in Natural Language? pp. 343-55: Ariel Rubinstein
Bargaining and Value pp. 357-80: Sergiu Hart and Andreu Mas-Colell
An Asymptotic Theory of Bayesian Inference for Time Series pp. 381-412: Peter Phillips and Werner Ploberger
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis pp. 413-30: Bruce E Hansen
Production Function Estimation: Reviving the Primal pp. 431-38: Yair Mundlak
Achieving Semiparametric Efficiency Bounds in Left-Censored Duration Models pp. 439-42: Fumihiro Goto
Learning, Mutation, and Long-Run Equilibria in Games: A Comment pp. 443-49: Paul Rhode and Mark Stegeman

Computing Equilibria When Asset Markets Are Incomplete pp. 1-27: Donald Brown, Peter DeMarzo and B Curtis Eaves
Getting to a Competitive Equilibrium pp. 29-49: H Jerome Keisler
Multiproduct Nonlinear Pricing pp. 51-75: Mark Armstrong
Robustness Properties of Inequality Measures pp. 77-101: Frank Cowell and Maria-Pia Victoria-Feser
Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable pp. 103-37: Joel L Horowitz
Continuous Record Asymptotics for Rolling Sample Variance Estimators pp. 139-74: Dean Foster and Daniel B Nelson
The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training pp. 175-205: John C Ham and Robert LaLonde
Nonparametric Selection of Regressors: The Nonnested Case pp. 207-19: Pascal Lavergne and Quang H Vuong