Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 46, issue 6, 1978

Specification Tests in Econometrics pp. 1251-71

Jerry A Hausman

Information Criteria for Discriminating among Alternative Regression Models pp. 1273-91

Takamitsu Sawa

Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables pp. 1293-1301

Leslie Godfrey

Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables pp. 1303-10

Leslie Godfrey

A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models X1-ab pp. 1311-27

Jerzy Szroeter

On the Existence of the Moments of 3SLS Estimators pp. 1329-50

J D Sargan

The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models pp. 1351-62

Marcel G Dagenais

Decisions with Estimation Uncertainty pp. 1363-87

Klein, Roger W, et al

Two Linear Decentralized Procedures pp. 1389-1409

Dominique Lacaze

On the Time Consistency of Optimal Policy in a Monetary Economy pp. 1411-28

Guillermo Calvo

Asset Prices in an Exchange Economy pp. 1429-45

Robert Lucas

Construction of Outcome Functions Guaranteeing Existence and Pareto Optimality of Nash Equilibria pp. 1447-74

Leonid Hurwicz and David Schmeidler

Unequal Treatment in the Core pp. 1475-81

A Khan and Heraklis M Polemarchakis

An Elementary Core Equivalence Theorem pp. 1483-87

Robert M Anderson

On Durbin's and Sims' Residuals in Autocorrelation Tests pp. 1489-92

Warren T Dent and Shirley Cassing

An Alternative Derivation of Durbin's h Statistic pp. 1493-94

John Aldrich

Efficiency of Two-Stage and Three-Stage Least Squares Estimators pp. 1495-98

V K Srivastava and Ramji Tiwari

A Composite Good Theorem for Simple Sum Aggregates pp. 1499-1501

Yoram Weiss and Shmuel Sharir

A Note on "Aggregation in Leontief Matrices and the Labor Theory of Value." pp. 1503-04

Neven Mates

Volume 46, issue 5, 1978

Dynamic Aspects of Earning Mobility pp. 985-1012

Lee Lillard and Robert Willis

The Measurement of Mobility pp. 1013-24

A F Shorrocks

The Demand for Leisure and Money pp. 1025-43

Louis Phlips

A New Representation of Preferences over "Certain A Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis pp. 1045-60

Larry Selden

Competitive Speculation pp. 1061-76

Meir Kohn

A Multiperiod Equilibrium Asset Pricing Model pp. 1077-96

R C Stapleton and Marti G Subrahmanyam

Effective Price Mechanisms pp. 1097-1125

Donald G Saari and Carl P Simon

The Fixed Price Equilibria: Some Results in Local Comparative Statics pp. 1127-54

Guy Laroque

Existence of Equilibrium in Infinite Economies with Production pp. 1155-64

Salim Rashid

The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve pp. 1165-79

Ray Fair

Estimation of a Distributed Lag Model under Quadratic Loss pp. 1181-92

Pravin Trivedi

The Estimation of a Simultaneous Equation Generalized Probit Model pp. 1193-1205

Takeshi Amemiya

A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions pp. 1207-09

Dale J Poirier and Angelo Melino

Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model pp. 1211-15

Randall J Olsen

On the Estimation of Triangular Structural Systems pp. 1217-21

Kajal Lahiri and Peter Schmidt

Bounds for the Bias of the LS Estimator of [sigma][superscript]2 in the Case of a First-Order (Positive) Autoregressive Process When the Regression Contains a Constant Term pp. 1223-26

H Neudecker

A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables pp. 1227-30

Peter Schmidt

Investment Decision Rules, Diversification, and the Investor's Initial Wealth pp. 1231-37

Haim Levy and Yoram Kroll

A Note on "Marx in the Light of Modern Economic Theory" by M. Morishima pp. 1239-41

Andras Simonovits

"Marx in the Light of Modern Economic Theory": A Reply pp. 1243

Michio Morishima

Volume 46, issue 4, 1978

Examination of Environmental Policies Using Production and Pollution Microparameter Distributions pp. 739-60

Eithan Hochman and David Zilberman

On a Planning Process Due to Taylor pp. 761-77

Parkash Chander

Existence and Computation of a Tiebout General Equilibrium pp. 779-805

Donald K Richter

Information, Efficiency, and the Core of an Economy pp. 807-16

Robert Wilson

Ordinal Preferences and Uncertain Lifetimes pp. 817-33

Peter C Fishburn

Advantageous Reallocations of Initial Resources pp. 835-41

Roger Guesnerie and Jean-Jacques Laffont

The Linear Logarithmic Expenditure System: An Application to Consumption-Leisure Choice pp. 843-68

Lawrence J Lau, Wuu-Long Lin and Pan A Yotopoulos

Testing Price Equations for Stability across Spectral Frequency Bands pp. 869-81

Robert Engle

Superlative Index Numbers and Consistency in Aggregation pp. 883-900

Walter Diewert

Nonlinear Estimation and Asymptotic Approximations pp. 901-29

James B Ramsey

Dummy Endogenous Variables in a Simultaneous Equation System pp. 931-59

James J Heckman

Least-Squares versus Instrumental Variables Estimation in a Simple Errors in Variables Model pp. 961-68

Edward Leamer

Identifiability and Consistent Estimability in Econometric Models pp. 969-80

Manfred Deistler and Hans-Gunther Seifert

Volume 46, issue 3, 1978

Choice of Product Quality: Equilibrium and Efficiency pp. 493-513

Jacques Dreze and Kare P Hagen

Transversality Condition in a Multi-Sector Economy under Uncertainty pp. 515-25

Itzhak Zilcha

Optimal Growth with a Convex-Concave Production Function pp. 527-39

A K Skiba

An Equilibrium Existence Theorem without Convexity Assumptions pp. 541-55

Akira Yamazaki

Economic Equilibrium and Catastrophe Theory: An Introduction pp. 557-69

Yves Balasko

Non-Convexifiable Pareto Sets pp. 571-75

Yakar Kannai and Rolf Mantel

Competitive Exchange pp. 577-85

Robert Wilson

The Nash Solution and the Utility of Bargaining pp. 587-94

Alvin Roth

Straightforwardness of Game Forms with Lotteries as Outcomes pp. 595-614

Allan Gibbard

A Method for Computing Optimal Decision Rules for a Competitive Firm pp. 615-30

James F O'Connor

Simultaneity in the Birth Rate Equation: The Effects of Education, Labor Force Participation, Income and Health pp. 631-41

Darius J Conger and Campbell, John M,

Temporal Aggregation in the Multiple Regression Model pp. 643-61

John Geweke

The Heteroscedastic Linear Model: Exact Finite Sample Results pp. 663-75

William Taylor

Testing Non-Nested Nonlinear Regression Models pp. 677-94

Mohammad Pesaran and Angus Deaton

A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations pp. 695-703

Esfandiar Maasoumi

Double k-Class Estimators of Coefficients in Linear Regression pp. 705-22

Aman Ullah and Shobha Ullah

The Computation of Equilibrium Prices pp. 723-26

Parkash Chander

Volume 46, issue 2, 1978

Efficiency in the Optimum Supply of Public Goods pp. 269-84

Lawrence J Lau, Eytan Sheshinski and Joseph Stiglitz

How Long Is a Spell of Unemployment? pp. 285-302

Robert Frank

On Inequality Comparisons pp. 303-16

Gary Fields and John C H Fei

Intermediate Preferences and the Majority Rule pp. 317-30

Jean-Michel Grandmont

On a Difficulty in the Analysis of Strategic Voting pp. 331-43

Manimay Sengupta

Estimation of Demand Systems Generated by the Gorman Polar Form: A Generalization of the S-Branch Utility Tree pp. 345-63

Charles Blackorby, Richard Boyce and R Robert Russell

Aggregate CES Input Demand with Polytomous Micro Demand pp. 365-78

Richard J McDonald and Anthony G Lawrence

Joint Production Technology: The Case of Petrochemicals pp. 379-96

James M Griffin

Increasing Returns in General Non-Competitive Analysis pp. 397-402

Joaquim Silvestre

A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences pp. 403-26

Jerry A Hausman and David Wise

Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model pp. 427-34

Nicholas Kiefer

Constrained Indirect Least Squares Estimators pp. 435-49

Leon Wegge

A Note on a Central Limit Theorem pp. 451-53

E J Hannan

A Note on Budgeting, Separability, and Generalized Separability pp. 455-58

Peter Simmons

A Function for Size Distribution of Incomes: Comment pp. 459-60

Jan Cramer

A Function for Size Distribution of Incomes: Reply pp. 461

S K Singh and G S Maddala

On the Asymptotic Distribution of Impact and Interim Multipliers pp. 463-69

Sophocles Brissimis and Leonard Gill

A Note of Correction to Guilkey's Test for Serial Independence in Simultaneous Equations Models pp. 471

Athol Maritz

Some Remarks on the Algorithm of Pindyck pp. 473-76

Gotz Uebe and Joachim Fischer

A Program for Causal and Qualitative Analysis of Economic pp. 477-78

Manfred Gilli and Gilbert Ritschard

A Computer Program for Seemingly Unrelated Nonlinear Regressions pp. 479

David J Faurot and Vincy Fon

A Program for Nonlinear Multivariate Regression-GCM pp. 481

Jean-Jacques Snella

Volume 46, issue 1, 1978

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo pp. 1-19

Teun Kloek and Herman van Dijk

Approximating the Exact Finite Sample Distribution of a Spectral Estimator pp. 21-32

Donald Poskitt

Regression Quantiles pp. 33-50

Roger W Koenker and Gilbert Bassett

A Maximum Likelihood Procedure for Regression with Autocorrelated Errors pp. 51-58

Charles Beach and James MacKinnon

Testing for Autocorrelation with Missing Observations pp. 59-67

N Eugene Savin and Kenneth J White

On the Pooling of Time Series and Cross Section Data pp. 69-85

Yair Mundlak

The Bilinear Complementarity Problem and Competitive Equilibria of Piecewise Linear Economic Models pp. 87-103

Robert Wilson

Wage and Price Controls in a Dynamic Macro Model pp. 105-25

Uri M Possen

Approximate Efficiency of Non-Walrasian Nash Equilibria pp. 127-35

Andrew Postlewaite and David Schmeidler

Induced Preferences on Trades When Preferences May Be Intransitive and Incomplete pp. 137-46

Trout Rader

A Note on the Characterization of Mechanisms for the Revelation of Preferences pp. 147-52

Mark Walker

Consistent Voting Systems pp. 153-61

Bezalel Peleg

On Nicely Consistent Voting Systems pp. 163-70

Bhaskar Dutta and Prasanta K Pattanaik

Realization of Choice Functions pp. 171-80

Donald E Campbell

Admissible Sets of Utility Functions in Expected Utility Maximization pp. 181-84

William R Russell and Tae Kun Seo

Temporal Resolution of Uncertainty and Dynamic Choice Theory pp. 185-200

David Kreps and Evan L Porteus

Exploitation of Many Deposits of an Exhaustible Resource pp. 201-17

John M Hartwick

Extermination of Self-Reproducible Natural Resources under Competitive Conditions pp. 219-24

Michael Hoel

A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables pp. 225-28

Leslie Godfrey

Indeterminacy of the Chow Test When the Number of Observations is Insufficient pp. 229

John D Rea

Identification and Estimation of Consumer Unit Scales pp. 231-33

Balvir Singh and Anirudh L Nagar

A Program for Stochastic Simulation of Econometric Models pp. 235-36

Carlo Bianchi, Giorgio Calzolari and Paolo Corsi

A Computer Program for Inequality Constrained Least-Squares Estimation pp. 237

Chong K Liew and Jae K Shim

A General Computer Program for Econometric Methods-Shazam pp. 239-40

Kenneth J White

A Fast and Simple Method to Find Rank and Basis for a Matrix pp. 241-42

Balder Von Hohenbalken