Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 52, issue 6, 1984

Approximate Cores of Large Games pp. 1327-50

Myrna Wooders and William Zame

Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model pp. 1351-64

Avner Shaked and John Sutton

Non-symmetric Cardinal Value Allocations pp. 1365-68

Allen J Scafuri and Nicholas C Yannelis

Inequality Decomposition by Population Subgroups pp. 1369-85

Anthony F Shorrocks

Estimation of a Quarterly Macroeconomic Model with Quantity Rationing pp. 1387-1414

Patrick Artus, Guy Laroque and Gilles Michel

Missing Observations in the Dynamic Regression Model pp. 1415-35

Franz Palm and Theo Nijman

Dynamic Inconsistency, Rational Expectations, and Optimal Government Policy pp. 1437-51

Brian Hillier and James Malcomson

Price Discrimination and Monopolistic Competition pp. 1453-71

Michael Katz

Optimal Auctions with Risk Averse Buyers pp. 1473-1518

Eric Maskin and John Riley

On the Implementability of Reduced Form Auctions pp. 1519-22

Steven Matthews

Global Incentive Constraints in Auction Design pp. 1523-35

John Moore

A Core Existence Theorem for Games without Ordered Preferences pp. 1537-42

Kim C Border

The x[superscript]2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata pp. 1543-47

James Heckman

Volume 52, issue 5, 1984

The Costs of Substitution pp. 1085-1116

C Christian von Weizsacker

Bertrand Equilibrium with Capacity Constraints and Restricted Mobility pp. 1117-27

Michael Peters

Payoffs in Nonatomic Economies: An Axiomatic Approach pp. 1129-50

Pradeep Dubey and Abraham Neyman

Effectivity Functions and Acceptable Game Forms pp. 1151-66

Bhaskar Dutta

Implementing Efficient Egalitarian Equivalent Allocations pp. 1167-77

Gabrielle Demange

Nonmyopic Strategic Behavior in the MDP Planning Procedure pp. 1179-89

Michel Truchon

Investment in Human and Nonhuman Capital, Transfers among Siblings, and the Role of Government pp. 1191-98

Marc Nerlove, Assaf Razin and Efraim Sadka

The Returns to Schooling: A Selectivity Bias Approach with a Continuous Choice Variable pp. 1199-1218

John Garen

Specification Tests for the Multinomial Logit Model pp. 1219-40

Jerry Hausman and Daniel McFadden

Testing for Unit Roots: 2 pp. 1241-69

G B A Evans and N E Savin

Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations pp. 1271-89

Stephen Ellwood Satchell

Model Selection When There Is "Minimal" Prior Information pp. 1291-1312

Roger Klein and Stephen Brown

Functional Form for Estimating the Lorenz Curve pp. 1313-14

Manash Gupta

Le probleme de la transformation: Solution(s) pp. 1315

G Abraham-Frois and E Berrebi

A Simple Stochastic Adjustment Process pp. 1317-19

Toshihide Mitsui

Volume 52, issue 4, 1984

Approximate Normality of Generalized Least Squares Estimates pp. 811-25

Thomas J Rothenberg

Hypothesis Testing in Linear Models When the Error Covariance Matrix Is Nonscalar pp. 827-42

Thomas J Rothernberg

Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity pp. 843-63

Lung-Fei Lee

Testing for Neglected Heterogeneity pp. 865-72

Andrew Chesher

Local Asymptotic Specification Error Analysis pp. 873-85

Nicholas Kiefer and Gary R Skoog

Completeness, Distribution Restrictions, and the Form of Aggregate Functions pp. 887-907

Thomas M Stoker

Econometric Models for Count Data with an Application to the Patents-R&D Relationship pp. 909-38

Jerry Hausman, Bronwyn Hall and Zvi Griliches

A Hazard Rate Approach to the Timing of Births pp. 939-61

John Newman and Charles E McCulloch

A General Existence Theorem for Von Neumann Economic Growth Models pp. 963-74

Peter Medvegyev

Continuum and Finite-Player Noncooperative Models of Competition pp. 975-93

Edward Green

Bargaining under Asymmetric Information pp. 995-1005

William F Samuelson

Rationalizable Strategic Behavior pp. 1007-28

B. Douglas Bernheim

Rationalizable Strategic Behavior and the Problem of Perfection pp. 1029-50

David G Pearce

The Covariance Matrix of the Information Matrix Test pp. 1051-53

Tony Lancaster

On the Robustness of LM, LR, and W Tests in Regression Models pp. 1055-66

Aman Ullah and Victoria Zinde-Walsh

Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator pp. 1067-69

Gotz Trenkler

Volume 52, issue 3, 1984

Discrete-Continuous Models of Consumer Demand pp. 541-61

Michael Hanemann

Commodity Price Stabilization in Imperfect or Cartelized Markets pp. 563-78

David M Newbery

The Nonparametric Approach to Production Analysis pp. 579-97

Hal Varian

A Reformulation of the Marginal Productivity Theory of Distribution pp. 599-630

Joseph Ostroy

Occupational Choice under Uncertainty pp. 631-45

Aloysius Siow

Some Generalized Functions for the Size Distribution of Income pp. 647-63

James McDonald

Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples pp. 665-80

Willem Buiter

Pseudo Maximum Likelihood Methods: Theory pp. 681-700

Christian Gourieroux, Alain Monfort and Alain Trognon

Pseudo Maximum Likelihood Methods: Applications to Poisson Models pp. 701-20

Christian Gourieroux, Alain Monfort and Alain Trognon

The Structure of Simultaneous Equation Estimators: A Generalization towards Nonnormal Disturbances pp. 721-36

Ingmar Prucha and Harry H Kelejian

Censored Normal Regression with Measurement Error on the Dependent Variable pp. 737-60

David C Stapleton and Douglas J Young

A Class of Decomposable Poverty Measures pp. 761-66

James Foster, Joel Greer and Erik Thorbecke

Volume 52, issue 2, 1984

A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data pp. 271-320

James Heckman and Burton Singer

Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System pp. 321-43

Bryan W Brown and Roberto Mariano

An Econometric Analysis of Residential Electric Appliance Holdings and Consumption pp. 345-62

Jeffrey A Dubin and Daniel McFadden

Dynamic Hours of Work Functions for Husbands, Wives, and Single Females pp. 363-89

Terry R Johnson and John Pencavel

Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability pp. 391-418

Lung-Fei Lee and Robert Porter

Interpolation from Grouped Data for Unimodal Densities pp. 419-26

Abba M Krieger and Joseph L Gastwirth

Testing a Subset of Coefficients in a Structural Equation pp. 427-48

Kimio Morimune and Yoshihiko Tsukuda

Investment and Wages in the Absence of Binding Contracts: A Nash Bargining Approach pp. 449-60

Paul Grout

Two-Person Bargaining Problems with Incomplete Information pp. 461-87

Roger Myerson

An Open-Access Fishery with Rational Expectations pp. 489-506

Peter Berck and Jeffrey Perloff

A Competitive Model of Commodity Differentiation pp. 507-30

Larry Jones

Proportional Projections in Limited Dependent Variable Models pp. 531-34

Ching-Fan Chung and Arthur Goldberger

Volume 52, issue 1, 1984

Money in Search Equilibrium pp. 1-20

Peter Diamond

Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard pp. 21-45

Edward Prescott and Robert Townsend

Stability and Polarization of Interests in Job Matching pp. 47-57

Alvin Roth

Effective Policy Tools and Quantity Controls pp. 59-86

Roger Guesnerie and Kevin Roberts

Noncooperative Collusion under Imperfect Price Information pp. 87-100

Edward Green and Robert Porter

Cost Reduction, Competition, and Industry Performance pp. 101-21

A. Spence

The Size of Dynamic Econometric Models pp. 123-41

Yves Balasko

Nonlinear Regression with Dependent Observations pp. 143-61

Halbert White and Ian Domowitz

Consistent Sets of Estimates for Regressions with Errors in All Variables pp. 163-83

Steven Klepper and Edward Leamer

On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation pp. 185-202

Grant Hillier, Terrence Kinal and V K Srivastava

On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components pp. 203-07

Ingmar Prucha

Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown pp. 209-15

Jean-Marie Dufour

Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models pp. 217-22

John Knight

Multiple Stable Equilibria in an Optimizing Perfect-Foresight Model pp. 223-28

Maurice Obstfeld