Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
Contact information at EDIRC.
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Supply Function Equilibria in Oligopoly under Uncertainty pp. 1243-77: Paul Klemperer and Margaret Meyer
The Consumption-Based Capital Asset Pricing Model pp. 1279-97: Darrell Duffie and William Zame
Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model pp. 1299-1316: Timothy Erickson
Bayesian Inference in Econometric Models Using Monte Carlo Integration pp. 1317-39: John Geweke
Test in a Structural Equation pp. 1341-60: Kimio Morimune
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis pp. 1361-1401: Pierre Perron
Semiparametric Estimation of Index Coefficients pp. 1403-30: James Powell, James H Stock and Thomas M Stoker
Observable Implications of Models with Multiple Equilibria pp. 1431-37: Boyan Jovanovic
A Note on the Quadratic Expenditure Model pp. 1439-43: Jan van Daal and A.H.Q.M. Merkies
Consistent Plans, Consequentialism, and Expected Utility pp. 1445-49: Peter Hammond
Extracting the Surplus in the Common-Value Auction pp. 1451-59: Randolph McAfee, John McMillan and Philip Reny

A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration pp. 995-1026: Daniel McFadden
Simulation and the Asymptotics of Optimization Estimators pp. 1027-57: Ariel Pakes and David Pollard
Power in Econometric Applications pp. 1059-90: Donald Andrews
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications pp. 1091-1120: A. Gallant and George Tauchen
A Test of the Efficiency of a Given Portfolio pp. 1121-52: Michael R Gibbons, Stephen Ross and Jay Shanken
Expectation and Variation in Multi-period Decisions pp. 1153-69: Itzhak Gilboa
Extensive Form Games in Continuous Time: Pure Strategies pp. 1171-1214: Leo K Simon and Maxwell B Stinchcombe
Occupational Choice under Uncertainty When Experience Is a Determinant of Earnings pp. 1215-19: Rachel Connelly
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss pp. 1221-28: T A Yancey, George Judge and Robert Bohrer

Reputation and Equilibrium Selection in Games with a Patient Player pp. 759-78: Drew Fudenberg and David Levine
Mortality Risk and Bequests pp. 779-813: Michael D Hurd
The Random Utility Hypothesis and Inference in Demand Systems pp. 815-29: Bryan W Brown and MaryBeth Walker
Estimation of Multi-market Fix-Price Models: An Application of Pseudo Maximum Likelihood Methods pp. 831-60: Guy Laroque and Bernard Salanié
Econometric Analysis of Aggregation in the Context of Linear Prediction Models pp. 861-88: Mohammad Pesaran, Richard Pierse and Mohan S Kumar
Learning Rational Expectations under Computability Constraints pp. 889-910: Stephen E Spear
On the Inventory Cycle and the Instability of the Competitive Mechanism pp. 911-35: Guy Laroque
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework pp. 937-69: Larry Epstein and Stanley Zin
Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests pp. 971-77: Andrew Chesher
The Weak Axiom of Revealed Preference for Market Demand Is Strong pp. 979-85: Werner Hildenbrand

Reputation in Bargaining and Durable Goods Monopoly pp. 511-31: Lawrence M Ausubel and Raymond J Deneckere
Multiproduct Duopolists pp. 533-57: Paul Champsaur and Jean Rochet
The College Admissions Problem Revisited pp. 559-70: Alvin Roth and Marilda Sotomayor
Subjective Probability and Expected Utility without Additivity pp. 571-87: David Schmeidler
Potential, Value, and Consistency pp. 589-614: Sergiu Hart and Andreu Mas-Colell
A Concept of Egalitarianism under Participation Constraints pp. 615-35: Bhaskar Dutta and Debraj Ray
Election Goals and the Allocation of Campaign Resources pp. 637-60: James M Snyder
An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors pp. 661-74: Lonnie Magee
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes pp. 675-83: Benedikt Pötscher and Ingmar Prucha
Alternative Tests of the Error Components Model pp. 685-93: Brent Moulton and William C Randolph
Efficient Estimation Using Panel Data pp. 695-700: Trevor Breusch, Grayham Mizon and Peter Schmidt
A Demand System Rank Theorem pp. 701-05: Arthur Lewbel
A Note on Bankruptcy Rules and Credit Constraints in Temporary Equilibrium pp. 707-15: Jürgen Eichberger

Econometrics and the Design of Economic Reform pp. 275-306: Michael Bruno
Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses pp. 307-33: Quang H Vuong
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions pp. 335-55: Jean-Marie Dufour
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle pp. 357-84: James D Hamilton
Estimating the Value of an In-Kind Transfer: The Case of Food Stamps pp. 385-409: Robert Moffitt
On the Covariance Structure of Earnings and Hours Changes pp. 411-45: John Abowd and David Card
Implicit Contracts, Incentive Compatibility, and Involuntary Unemployment pp. 447-80: W. Bentley Macleod and James Malcomson
Fertility Choice in a Model of Economic Growth pp. 481-501: Robert Barro and Gary Becker

Efficient and Competitive Rationing pp. 1-40: Robert Wilson
Optimal Price Dynamics and Speculation with a Storable Good pp. 41-80: Roland Benabou
Bargaining Foundations of Shapley Value pp. 81-95: Faruk Gul
Noncooperative Bargaining and Spatial Competition pp. 97-113: Helmut Bester
Implementation with Incomplete Information in Exchange Economies pp. 115-34: Thomas Palfrey and Sanjay Srivastava
The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets pp. 135-62: Yves Balasko and David Cass
Asset Demands without the Independence Axiom pp. 163-69: Eddie Dekel
Testing for Common Roots pp. 171-85: Christian Gourieroux, Alain Monfort and Eric Renault