Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
Contact information at EDIRC.
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Organizing the Health Insurance Market pp. 1233-54: Peter Diamond
A Simple Axiomatization of Nonadditive Expected Utility pp. 1255-72: Rakesh K Sarin and Peter Wakker
Asymptotic Efficiency in Large Exchange Economies with Asymmetric Information pp. 1273-92: Faruk Gul and Andrew Postlewaite
Nonuniform Bertrand Competition pp. 1293-1330: David Mandy
An Application of the Shapley Value to Fair Division with Money pp. 1331-49: Herve Moulin
A Two-Sector Overlapping-Generations Model: A Global Characterization of the Dynamical System pp. 1351-86: Oded Galor
Stochastic Monotonicity and Stationary Distributions for Dynamic Economies pp. 1387-406: Hugo A Hopenhayn and Edward Prescott
An Experimental Comparison of Dispute Rates in Alternative Arbitration Systems pp. 1407-33: Ashenfelter, Orley, et al
A Note on Abreu-Matsushima Mechanisms pp. 1435-38: Jacob Glazer and Robert Rosenthal
A Response [Virtual Implementation in Iteratively Undominated Strategies I: Complete Information] pp. 1439-42: Dilip Abreu and Hitoshi Matsushima

Virtual Implementation in Iteratively Undominated Strategies: Complete Information pp. 993-1008: Dilip Abreu and Hitoshi Matsushima
Serial Cost Sharing pp. 1009-37: Herve Moulin and Scott Shenker
Computing Simply Stable Equilibria pp. 1039-70: Robert Wilson
Denumerable-Armed Bandits pp. 1071-96: Jeffrey Banks and Rangarajan K Sundaram
Sunspot Fluctuations around a Steady State: The Case of Multidimensional, One-Step Forward Looking Economic Models pp. 1097-126: Pierre Chiappori, Pierre Geoffard and Roger Guesnerie
Entry, Exit, and Firm Dynamics in Long Run Equilibrium pp. 1127-50: Hugo A Hopenhayn
The Sequential Equilibrium Theory of Reputation Building: A Further Test pp. 1151-69: John Neral and Jack Ochs
On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-expected Utility Preferences pp. 1171-86: Ariel Rubinstein, Zvi Safra and William Thomson
An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling pp. 1187-214: Guido Imbens
When Are Variance Ratio Tests for Serial Dependence Optimal? pp. 1215-26: Jon Faust

A More Robust Definition of Subjective Probability pp. 745-80: Mark Machina and David Schmeidler
Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach pp. 781-801: Ayman Hindy and Chi-fu Huang
An Experimental Study of the Centipede Game pp. 803-36: Richard D McKelvey and Thomas Palfrey
Status, the Distribution of Wealth, Private and Social Attitudes to Risk pp. 837-57: Arthur Robson
Marginal Cost Pricing under Bounded Marginal Returns pp. 859-76: Rajiv Vohra
Rationality, Computability, and Nash Equilibrium pp. 877-88: David Canning
Estimation of a Model of Entry in the Airline Industry pp. 889-917: Steven Berry
Bayesian Elicitation Diagnostics pp. 919-42: Edward Leamer
A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models pp. 943-52: Steven Stern
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator pp. 953-66: Donald Andrews and J Christopher Monahan
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes pp. 967-72: Bruce E Hansen
Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments pp. 973-80: Richard J Smith

A Smoothed Maximum Score Estimator for the Binary Response Model pp. 505-31: Joel L Horowitz
Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects pp. 533-65: Bo E Honore
Efficiency Bounds for Semiparametric Regression pp. 567-96: Gary Chamberlain
Bargaining and the Right to Remain Silent pp. 597-625: Lawrence M Ausubel and Raymond J Deneckere
Backward Induction, Normal Form Perfection and Explicable Equilibria pp. 627-49: Philip Reny
Multi-period Competition with Switching Costs pp. 651-66: Alan Beggs and Paul Klemperer
Market for Information: Experimental Evidence pp. 667-95: Shyam Sunder

Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choice Models pp. 239-70: Rosa Matzkin
The CUSUM Test with OLS Residuals pp. 271-85: Werner Ploberger and Walter Krämer
Household Composition, Labor Markets, and Labor Demand: Testing for Separation in Agricultural Household Models pp. 287-322: Dwayne Benjamin
A Model of Growth through Creative Destruction pp. 323-51: Philippe Aghion and Peter Howitt
Stochastic Differential Utility pp. 353-94: Darrell Duffie and Larry Epstein
Correlated Information and Mechanism Design pp. 395-421: Randolph McAfee and Philip Reny
Integration versus Trend Stationarity in Time Series pp. 423-33: DeJong, David N, et al
Money and Interest in a Cash-in-Advance Economy: A Corrigendum pp. 435-39: Teh-Ming Huo
Money and Interest in a Cash-in-Advance Economy: Reply pp. 441-42: Robert Lucas and Nancy L Stokey

The Principal-Agent Relationship with an Informed Principal, II: Common Values pp. 1-42: Eric Maskin and Jean Tirole
Implementation via Nash Equilibria pp. 43-56: Vladimir Danilov
Trade Reform with Quotas, Partial Rent Retention, and Tariffs pp. 57-76: James Anderson and J. Peter Neary
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation pp. 77-105: David Heath, Robert Jarrow and Andrew Morton
The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds pp. 107-18: Danny Quah
Canonical Cointegrating Regressions pp. 119-43: Joon Park
A New Form of the Information Matrix Test pp. 145-57: Russell Davidson and James MacKinnon
A Heteroskedasticity Test Robust to Conditional Mean Misspecification pp. 159-71: Byung-Joo Lee
The Bias of Instrumental Variable Estimators pp. 173-80: Adolf Buse
On the Exact Small Sample Distribution of the Instrumental Variable Estimator pp. 181-83: G S Maddala and Jinook Jeong
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions pp. 185-95: Robert Cumby and John Huizinga
Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio pp. 197-204: James Dow and Sergio Werlang