Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 51, issue 6, 1983

Identification and Lack of Identification pp. 1605-33

J D Sargan

Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods pp. 1635-59

Alok Bhargava and J D Sargan

An Econometric Analysis of Reservation Wages pp. 1661-76

Tony Lancaster and Andrew Chesher

Discontinuous Distributions and Missing Persons: The Minimum Wage and Unemployed Youth pp. 1677-98

Robert H Meyer and David Wise

Price Elasticities for Local Telephone Calls pp. 1699-730

Rolla Edward Park, Bruce M Wetzel and Bridger M Mitchell

An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form pp. 1731-51

Ibrahim Elbadawi, A. Gallant and Geraldo Souza

Independence of Allocative Efficiency from Distribution in the Theory of Public Goods pp. 1753-65

Ted Bergstrom and Richard Cornes

Mechanism Design by an Informed Principal pp. 1767-97

Roger Myerson

Efficient and Durable Decision Rules with Incomplete Information pp. 1799-819

Bengt Holmstrom and Roger Myerson

Stationary Optimal Policies with Discounting in a Stochastic Activity Analysis Model pp. 1821-37

Mukul K Majumdar and Roy Radner

Energy Price Uncertainty and Optimal Factor Intensity: A Mean-Variance Analysis pp. 1839-45

Andrew Abel

Identification in the Linear Errors in Variables Model pp. 1847-49

Arie Kapteyn and Tom Wansbeek

Volume 51, issue 5, 1983

Expectations, Plans, and Realizations in Theory and Practice pp. 1251-79

Marc Nerlove

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets pp. 1281-304

Gary Chamberlain and Michael Rothschild

Funds, Factors, and Diversification in Arbitrage Pricing Models pp. 1305-23

Gary Chamberlain

On the Efficient Markets Hypothesis pp. 1325-43

James Jordan

Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions pp. 1345-61

Gur Huberman and Stephen Ross

The Determination of Spot and Futures Prices with Storable Commodities pp. 1363-87

Stephen J Turnovsky

Efficient, Anonymous, and Neutral Group Decision Procedures pp. 1389-405

Walter Armbruster and Werner Boge

The Theory of Syndicates and Linear Sharing Rules pp. 1407-16

Amin H Amershi and Jan H W Stoeckenius

The Determination of the Union Status of Workers pp. 1417-37

Henry S Farber

Strategic Considerations in Invention and Innovation: The Case of Natural Resources pp. 1439-48

Partha Dasgupta, Richard Gilbert and Joseph Stiglitz

Technical Progress and Structural Change in the Swedish Cement Industry 1955-1979 pp. 1449-67

Finn Førsund and Lennart Hjalmarsson

Natural Oligopolies pp. 1469-83

Avner Shaked and John Sutton

A Difficulty with the Optimum Quantity of Money pp. 1485-504

Truman Bewley

ERAs: A New Approach to Small Sample Theory pp. 1505-25

Peter Phillips

Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation pp. 1527-49

Jerry A Hausman and William Taylor

A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification pp. 1551-67

John D Sargan and Fatemeh Mehta

The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators pp. 1569-75

James Powell

Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients pp. 1577-82

Katsuto Tanaka

Dynamic Effects of a Shift in Savings; The Role of Firms pp. 1583-91

Olivier Blanchard

The Utility Function and the Superneutrality of Money on the Transition Path [Capital Accumulation on the Transition Path in a Monetary Optimizing Model] pp. 1593-96

Kazumi Asako

Volume 51, issue 4, 1983

Regularity and Index Theory for Economies with Smooth Production Technologies pp. 895-917

Timothy Kehoe

On the Informational Size of Message Spaces for Efficient Resource Allocation Processes pp. 919-38

Parkash Chander

Large Indivisibles: An Analysis with Respect to Price Equilibrium and Fairness pp. 939-54

Lars-Gunnar Svensson

Equilibrium Price Dispersion pp. 955-69

Kenneth Burdett and Kenneth Judd

Price Responsiveness and Market Conditions pp. 971-80

Michael Braulke

Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand pp. 981-96

Steven Matthews and Leonard Mirman

On the "Law of Demand." pp. 997-1019

Werner Hildenbrand

On State Dependent Preferences and Subjective Probabilities pp. 1021-31

Edi Karni, David Schmeidler and Karl Vind

Collective Probabilistic Judgements pp. 1033-46

Salvador Barberà and Federico Valenciano

Endogenous Formation of Coalitions pp. 1047-64

Sergiu Hart and Mordecai Kurz

A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox pp. 1065-92

Soo Hong Chew

The Influence of Classification and Observation Errors on the Measurement of Income Inequality pp. 1093-108

Bernard van Praag, Aldi J M Hagenaars and Wim van Eck

Agglomeration as Local Instability of Spatially Uniform Steady-States pp. 1109-19

Yorgos Papageorgiou and Terrence R Smith

Investment Selection with Imperfect Capital Markets pp. 1121-44

David G Cantor and Steven A Lippman

Computable Qualitative Comparative Static Techniques pp. 1145-68

Gilbert Ritschard

Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models pp. 1169-85

Ray Fair and John Taylor

The Properties of the Parameterization of ARMAX Systems and Their Relevance for Structural Estimation and Dynamic Specification pp. 1187-207

Manfred Deistler

Specification Error Analysis with Stochastic Regressors pp. 1209-19

Terrence Kinal and Kajal Lahiri

Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean pp. 1221-31

Katsuto Tanaka

Heteroscedasticity in Models with Lagged Dependent Variables pp. 1233-42

D F Nicholls and Adrian Pagan

Volume 51, issue 3, 1983

A Model of Stochastic Process Switching pp. 537-51

Robert Flood and Peter Garber

Testing Rational Expectations and Efficiency in the Foreign Exchange Market pp. 553-63

Richard Baillie, Robert E Lippens and Patrick C McMahon

Expectations, Demand, and Observability pp. 565-74

Heraklis M Polemarchakis

Efficient Exchange with a Variable Number of Consumers pp. 575-84

Urs Schweizer

Input-Output Analysis and Technical Change pp. 585-98

John Craven

Inventories and Price Inflexibility pp. 599-610

Seiichi Kawasaki, John McMillan and Klaus Zimmermann

Capital Market Equilibrium with Personal Tax pp. 611-36

George Constantinides

A Financial Theory of Investment Behavior pp. 637-45

Erling Steigum

The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing pp. 647-74

Larry Epstein and Michael Denny

An Intertemporal Model of Saving and Investment pp. 675-92

Andrew Abel and Olivier Blanchard

Equilibrium Trajectories of Economic Growth pp. 693-729

V M Polterovich

The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors pp. 731-49

Randall J Olsen and Kenneth I Wolpin

More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form pp. 751-63

John G Cragg

Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model pp. 765-82

Stephen R Cosslett

Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments pp. 783-98

Fumio Hayashi and Christopher A Sims

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle pp. 799-820

J D Sargan and Alok Bhargava

Approximate Distributions of k-Class Estimators When the Degree of Overidentifiability Is Large Compared with the Sample Size pp. 821-41

Kimio Morimune

The Recovery of Risk Preferences from Actual Choices pp. 843-50

Charles Wolf and Larry Pohlman

Necessary and Sufficient Conditions for Conditional Cost Functions pp. 851-56

Martin Browning

Volume 51, issue 2, 1983

Exogeneity pp. 277-304

Robert Engle, David Hendry and Jean-Francois Richard

Closest Empirical Distribution Estimation pp. 305-19

Charles Manski

Robust Sets of Regression Estimates pp. 321-33

C Zachary Gilstein and Edward Leamer

Generalized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions pp. 335-53

Jerzy Szroeter

Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares pp. 355-65

Leslie Godfrey

Consistent Estimation of Minimal Subset Dimension pp. 367-76

Robert Kohn

The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities pp. 377-87

Lars Peter Hansen and Thomas Sargent

Individual Monotonicity and Lexicographic Maxmin Solution pp. 389-401

Haruo Imai

Structure of Tax Equilibria pp. 403-34

Gerard Fuchs and Roger Guesnerie

Actual Labor Values in a General Model of Production pp. 435-54

Peter Flaschel

The Nonexistence of a Free Entry Cournot Equilibrium in Labor-Managed Economies pp. 455-62

Jean-Jacques Laffont and Michel Moreaux

Bundling Decisions by a Multiproduct Monopolist with Incomplete Information pp. 463-83

Thomas Palfrey

The Price Variability-Volume Relationship on Speculative Markets pp. 485-505

George Tauchen and Mark Pitts

Generalized Econometric Models with Selectivity pp. 507-12

Lung-Fei Lee

Corrigendum [Maximum Likelihood Estimation of Misspecified Models] pp. 513

Halbert White

Volume 51, issue 1, 1983

The Founding of the Econometric Society and Econometrica pp. 3-6

Carl Christ

An Analysis of the Principal-Agent Problem pp. 7-45

Sanford Grossman and Oliver D Hart

On the Global Uniqueness of Fix-Price Equilibria pp. 47-68

Norbert Schulz

Worker Heterogeneity, Hours Restrictions, and Temporary Layoffs pp. 69-78

Mark A Lowenstein

Efficient Methods of Measuring Welfare Change and Compensated Income in Terms of Ordinary Demand Functions pp. 79-98

Yrjo O Vartia

An Index of Inequality: With Applications to Horizontal Equity and Social Mobility pp. 99-115

Mervyn A King

Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models pp. 117-52

Albert Bergstrom

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk pp. 153-74

John Denis Sargan and Alok Bhargava

The Identification Problem in Systems Nonlinear in the Variables pp. 175-96

Bryan W Brown

The Structure of Qualitatively Determinate Relationships pp. 197-218

George Lady

Ordinal Interpersonal Comparisons in Bargaining pp. 219-21

Lars Tyge Neilsen

An Alternative Characterization of Decreasing Absolute Risk Aversion pp. 223-24

Philip Dybvig and Steven A Lippman

Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecifications of Distribution in Multinomial Discrete Choice Models pp. 225-28

Paul Ruud

An Approximation to the Distribution of the Least Squares Estimator in an Autoregressive Model with Exogenous Variables pp. 229-38

Koichi Maekawa