Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 41, issue 6, 1973

Regression Analysis when the Dependent Variable is Truncated Normal pp. 997-1016

Takeshi Amemiya

Divisia Index Numbers pp. 1017-25

Charles R Hulten

Aggregation of Preferences with Variable Electorate pp. 1027-41

John H Smith

The Stability of Models of Money and Growth with Perfect Foresight pp. 1043-48

Thomas Sargent and Neil Wallace

Competitive Equilibrium in a Game pp. 1049-68

Edmond Baudier

The Theory of Parametric Identification pp. 1069-74

Roger J Bowden

Path Independence, Rationality, and Social Choice pp. 1075-91

Charles Plott

Minimax Regret Significance Points for a Preliminary Test in Regression Analysis pp. 1093-1101

Takamitsu Sawa and Takeshi Hiromatsu

Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions pp. 1103-23

Jerry Green

Systems k-Class Estimators pp. 1125-36

N E Savin

Un systeme complet de fonctions de demande: Les equations de Fourgeaud et Nataf pp. 1137-58

Ph Nasse

Existence of Approximate Equilibria and Cores pp. 1159-66

Werner Hildenbrand, David Schmeidler and Shmuel Zamir

A Nonlinear Input-Output Model of a Multisectored Economy pp. 1167-82

I W Sandberg

Summation Social Choice Functions pp. 1183-96

Peter C Fishburn

A Theorem on Shadow Prices pp. 1197-99

S N Afriat

Let's Block "Block." pp. 1201-02

Lloyd S Shapley

Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound pp. 1203-06

T A Yancey, George Judge and M E Bock

A Computer Program for Dynamic Multipliers pp. 1207

C K Liew

Volume 41, issue 5, 1973

Stabilization of the Canadian Dollar: 1952-1960 pp. 797-815

John E Pippenger and Llad Phillips

On the Uniqueness of Competitive Equilibrium: Part I, Unbounded Demand pp. 817-28

I F Pearce and J Wise

Non-Price Rationing of Intermediate Goods in Centrally Planned Economies pp. 829-52

Michael Manove

The Elasticity of Labor Supply to the Individual Firm pp. 853-66

Phillip Nelson

An Intertemporal Capital Asset Pricing Model pp. 867-87

Robert Merton

Conditions for the Existence of Cycles Under Majority and Non-Minority Rules pp. 889-99

Kit Fine

Semiorders and the Theory of Choice pp. 901-12

Dean Jamison and Lawrence J Lau

Nice Demand Functions pp. 913-35

J Trout Rader

Toward an Econometric Accommodation of the Capital-Intensity-Perversity Phenomenon pp. 937-54

Murray Brown

Combining Microsimulation and Regression: A "Prepared" Regression of Poverty Incidence on Unemployment and Growth pp. 955-63

Barbara Bergmann

A Price Schedules Decomposition Algorithm for Linear Programming Problems pp. 965-80

Peter Jennergren

Concavity of Production Functions and Non-Increasing Returns to Scale pp. 981-84

James Friedman

Errors in the Variables Bias in the Presence of Correctly Measured Variables pp. 985-86

Maurice Levi

Independence of Irrelevant Alternatives pp. 987-91

Paramesh Ray

Volume 41, issue 4, 1973

Manipulation of Voting Schemes: A General Result pp. 587-601

Allan Gibbard

Transitive Binary Social Choices and Intraprofile Conditions pp. 603-15

Peter C Fishburn

Incentives in Teams pp. 617-31

Theodore Groves

An Econometric Analysis of Fertility in Sweden, 1870-1965 pp. 633-42

Maurice Wilkinson

Choice of Response Functional Form in Designing Subsidy Experiments pp. 643-56

John Conlisk

Generalized Costs of Adjustment and Dynamic Factor Demand Theory pp. 657-65

Dale Mortensen

Neo-Classical Technology Sets and Properties of Production Possibility Sets pp. 667-82

Yoshihiko Otani

Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions pp. 683-714

T W Anderson and Takamitsu Sawa

Approximations to the Distribution Functions of Theil's K-Class Estimators pp. 715-21

Roberto Mariano

Generalized Least Squares with an Estimated Autocovariance Matrix pp. 723-32

Takeshi Amemiya

Alternative Tests of Independence Between Stochastic Regressors and Disturbances pp. 733-50

De-Min Wu

Linear Regression with Error in the Deflating Variable pp. 751-59

Mark Casson

Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors pp. 761-74

G S Maddala and A S Rao

A Distributed Lag Estimator Derived from Smoothness Priors pp. 775-88

Robert J Shiller

Volume 41, issue 3, 1973

Markets for an Exchange Economy with Individual Risks pp. 383-410

Edmond Malinvaud

Revealed Preference-A Proof of Houthakker's Theorem pp. 411-23

Bernt P Stigum

Edgeworth's Conjecture pp. 425-54

Truman F Bewley

Risk Aversion and Demand Functions pp. 455-65

Robert Deschamps

Oligopoly in Markets with a Continuum of Traders pp. 467-501

Benyamin Shitovitz

The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter pp. 503-08

John L Scadding

Autonomous Control of the Economic System pp. 509-28

János Kornai and Bela Martos

Optimal Policies for Economic Stabilization pp. 529-60

Robert Pindyck

Public Goods and Income Distribution: Some Further Results pp. 561-68

Shlomo Maital

Irreducibility in the von Neumann Model pp. 569-73

Stephen M Robinson

Note on Coefficient Restrictions in Estimating Sets of Demand Relations pp. 575-79

Roger J Bowden

A Note Concerning Asymptotic Covariance Expressions pp. 581-83

Bennett McCallum

Volume 41, issue 2, 1973

Ordinal Preference and Rational Choice pp. 187-237

Hans G Herzberger

Experience and Productivity in the Israel Diamond Industry pp. 239-53

David Levhari and Eytan Sheshinski

Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models pp. 255-62

David Grether and G S Maddala

Technology Diffusion, Substitution, and X-Efficiency pp. 263-84

T Y Shen

On a Class of Equilibrium Conditions for Majority Rule pp. 285-97

Gerald H Kramer

Multiple Equation Systems with Stationary Errors pp. 299-320

E J Hannan and R D Terrell

Consumer Choice, Portfolio Decisions, and Transaction Costs pp. 321-35

Edward Zabel

Multicollinearity and the Mean Square Error of Alternative Estimators pp. 337-46

Martin Feldstein

Determination of Consumer Unit Scales pp. 347-55

Balvir Singh and A L Nagar

Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators pp. 357-64

Phoebus J Dhrymes

Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations" pp. 365-70

R L Basmann, Raymond Battalio and John Kagel

The Restricted Aitken Estimation of Sets of Demand Relations: Reply pp. 371-74

R P Byron

Information Lost in Aggregation: A Bayesian Approach-A Further Note pp. 375

Harry H Kelejian

Volume 41, issue 1, 1973

A Mixture-Set Axiomatization of Conditional Subjective Expected Utility pp. 1-25

Peter C Fishburn

Risk Independence and Multiattributed Utility Functions pp. 27-34

Ralph L Keeney

The Risk Independence Axiom pp. 35-39

Robert Pollak

The Exact Finite Sample Distribution of a Non-Consistent Structural Variance Estimator pp. 41-58

R L Basmann and D H Richardson

An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent G CL Structural Variance Estimator pp. 59-65

Donald H Ebbeler and James McDonald

Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables pp. 67-77

Roberto Mariano

The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models pp. 79-95

Burmeister, Edwin, et al

A Stochastic Model of Discrimination in the Labor Market pp. 97-108

Stephen J Carroll and John E Rolph

Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods pp. 109-18

Gregory Chow

Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency pp. 119-34

Phoebus J Dhrymes

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices pp. 135-55

Peter Clark

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices: Comment pp. 157-59

Benoît Mandelbrot

The Asymptotic Distribution of Dynamic Multipliers pp. 161-64

Peter Schmidt

On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters pp. 165-69

Peter Schmidt

Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model pp. 171-77

W Oberhofer and Jan Kmenta

A Note on Externalities and the Core pp. 179-83

David A Starrett