Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
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Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities pp. 1255-77: Paul Milgrom and John Roberts
Moral Hazard and Renegotiation in Agency Contracts pp. 1279-1319: Drew Fudenberg and Jean Tirole
Public and Private Information: An Experimental Study of Information Pooling pp. 1321-39: Richard D McKelvey and Talbot Page
Universal Mechanisms pp. 1341-64: Francoise Forges
On the Definition of the Strategic Stability of Equilibria pp. 1365-90: John Hillas
Long Waves and Short Waves: Growth through Intensive and Extensive Search pp. 1391-1409: Boyan Jovanovic and Rafael Rob
The Relationship between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data pp. 1411-41: James J Heckman and James Walker
A Consistent Conditional Moment Test of Functional Form pp. 1443-58: Herman Bierens
Testing for a Global Maximum in an Econometric Context pp. 1459-65: Michael Veall
On the Possibility of Price Decreasing Bubbles pp. 1467-74: Philippe Weil
Random Paths to Stability in Two-Sided Matching pp. 1475-80: Alvin Roth and John H Vande Vate
A Globally Stable Price Adjustment Process pp. 1481-85: Kazuya Kamiya

Aggregate Consumer Behavior and the Measurement of Social Welfare pp. 1007-40: Dale Jorgenson
Toward a Theory of Discounted Repeated Games with Imperfect Monitoring pp. 1041-63: Dilip Abreu, David Pearce and Ennio Stacchetti
Testing the Minimax Hypothesis: A Re-examination of O'Neill's Game Experiment pp. 1065-81: James N Brown and Robert Rosenthal
Nash Implementation: A Full Characterization pp. 1083-99: John Moore and Rafael Repullo
On the Optimality of Central Places pp. 1101-19: Martine Quinzii and Jacques Thisse
The Empirical Content of the Roy Model pp. 1121-49: James J Heckman and Bo E Honore
Pensions, the Option Value of Work, and Retirement pp. 1151-80: James H Stock and David Wise
On the Normalization of Structural Equations: Properties of Direct Estimators pp. 1181-94: Grant H Hillier
Tail Behavior of Regression Estimators and Their Breakdown Points pp. 1195-1214: He, Xuming, et al
Asymptotic Likelihood-Based Prediction Functions pp. 1215-34: Thomas Cooley and William R Parke
Common Knowledge of an Aggregate of Expectations pp. 1235-39: Nielsen, Lars Tyge, et al
A Simple Characterization of Stochastically Monotone Functions pp. 1241-43: James Bergin and Adam Brandenburger
Time Consistency of Fiscal and Monetary Policy: A Comment pp. 1245-47: Guillermo Calvo and Maurice Obstfeld

Unemployment Insurance and Unemployment Spells pp. 757-82: Bruce Meyer
Estimating a Market Equilibrium Search Model from Panel Data on Individuals pp. 783-808: Zvi Eckstein and Kenneth I Wolpin
Efficient Instrumental Variables Estimation of Nonlinear Models pp. 809-37: Whitney Newey
An Algorithmic Theory of the Choice of Techniques pp. 839-59: Christian Bidard
Discontinuous Games and Endogenous Sharing Rules pp. 861-72: Leo K Simon and William Zame
Efficiency Despite Mutually Payoff-Relevant Private Information: The Finite Case pp. 873-900: Scott Johnson, John W Pratt and Richard Zeckhauser
Direct and Indirect Sale of Information pp. 901-28: Anat Admati and Paul Pfleiderer
Inventories and Money Holdings in a Search Economy pp. 929-50: Peter Diamond and Joel Yellin
Bargaining with Uncertain Disagreement Points pp. 951-59: Youngsub Chun and William Thomson
Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points pp. 961-65: Zvi Safra, Lin Zhou and Itzhak Zilcha
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator pp. 967-76: Charles Nelson and Richard Startz
The Danger of Extrapolating Asymptotic Local Power pp. 977-81: Forrest D Nelson and N E Savin

Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market pp. 525-42: Robert Engle, Takatoshi Ito and Wen-Ling Lin
Household Choices in Equilibrium pp. 543-70: Sumru Altug and Robert A Miller
Learning How to Cooperate: Optimal Play in Repeated Coordination Games pp. 571-95: Vincent Crawford and Hans Haller
Long-term, Short-term and Renegotiation: On the Value of Commitment in Contracting pp. 597-619: Patrick Rey and Bernard Salanié
Transactions/List Pricing pp. 621-36: Daniel J Seidmann
Intertemporal Price Competition pp. 637-59: Jonathan Eaton and Maxim Engers
Existence of Marginal Cost Pricing Equilibria in Economies with Several Nonconvex Firms pp. 661-82: Jean-Marc Bonnisseau and Bernard Cornet
On the Generic Nonoptimality of Dominant-Strategy Allocation Mechanisms: A General Theorem That Includes Pure Exchange Economies pp. 683-704: Leonid Hurwicz and Mark Walker
Some Clarifications on the Transversality Condition pp. 705-23: Philippe Michel
Large Sample Properties of Two Inequality Indices pp. 725-28: Paul D Thistle

Learning to Believe in Sunspots pp. 277-307: Michael Woodford
Information Aggregation in an Experimental Market pp. 309-47: Robert Forsythe and Russell Lundholm
Two-Stage Lotteries without the Reduction Axiom pp. 349-77: Uzi Segal
The Principal-Agent Relationship with an Informed Principal: The Case of Private Values pp. 379-409: Eric Maskin and Jean Tirole
Hedging Pressure and Futures Price Movements in a General Equilibrium Model pp. 411-28: David Hirshleifer
Credit-Worthiness Tests and Interbank Competition pp. 429-52: Thorsten Broecker
Simple Estimation of a Duration Model with Unobserved Heterogeneity pp. 453-73: Bo E Honore
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors pp. 475-94: Jean-Marie Dufour
The Fractional Unit Root Distribution pp. 495-505: Fallaw Sowell
On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form pp. 507-14: P A Bekker and Theo K Dijkstra
Correlated Equilibrium in Two-Person Zero-Sum Games pp. 515: Francoise Forges

Information Revelation in a Market with Pairwise Meetings pp. 1-23: Asher Wolinsky
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods pp. 25-51: Sanford Grossman and Guy Laroque
Precautionary Saving in the Small and in the Large pp. 53-73: Miles Kimball
On Calculating Cost-of-Living Index Numbers for Arbitrary Income Levels pp. 75-92: Bert Balk
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates pp. 93-111: Alfonso Novales
Inference in Linear Time Series Models with Some Unit Roots pp. 113-44: Christopher A Sims, James H Stock and Mark Watson
A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors pp. 145-63: Seiji Nabeya and Katsuto Tanaka
Asymptotic Properties of Residual Based Tests for Cointegration pp. 165-93: Peter Phillips and Sam Ouliaris