Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
Contact information at EDIRC.
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A Parsimonious Macroeconomic Model for Asset Pricing pp. 1711-1750: Fatih Guvenen
Liquidity and Trading Dynamics pp. 1751-1790: Veronica Guerrieri and Guido Lorenzoni
Market Structure and Multiple Equilibria in Airline Markets pp. 1791-1828: Federico Ciliberto and Elie Tamer
Longevity and Lifetime Labor Supply: Evidence and Implications pp. 1829-1863: Moshe Hazan
Bayesian Estimation of Dynamic Discrete Choice Models pp. 1865-1899: Susumu Imai, Neelam Jain and Andrew Ching
Structural Nonparametric Cointegrating Regression pp. 1901-1948: Qiying Wang and Peter Phillips
Comparative Statics, Informativeness, and the Interval Dominance Order pp. 1949-1992: John Quah and Bruno Strulovici
Observing Unobservables: Identifying Information Asymmetries With a Consumer Credit Field Experiment pp. 1993-2008: Dean Karlan and Jonathan Zinman
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" pp. 2009-2017: Daniel Ackerberg, John Geweke and Jinyong Hahn

The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer? pp. 1339-1369: Christopher Pissarides
Decision Makers as Statisticians: Diversity, Ambiguity, and Learning pp. 1371-1401: Nabil I. Al-Najjar
Inference for Continuous Semimartingales Observed at High Frequency pp. 1403-1445: Per A. Mykland and Lan Zhang
Testing Hypotheses About the Number of Factors in Large Factor Models pp. 1447-1479: Alexei Onatski
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity pp. 1481-1512: Guido Imbens and Whitney Newey
Information Percolation With Equilibrium Search Dynamics pp. 1513-1574: Darrell Duffie, Semyon Malamud and Gustavo Manso
Ambiguity and Second-Order Belief pp. 1575-1605: Kyoungwon Seo
Social Image and the 50-50 Norm: A Theoretical and Experimental Analysis of Audience Effects pp. 1607-1636: James Andreoni and B. Douglas Bernheim
Gender Differences in Competition: Evidence From a Matrilineal and a Patriarchal Society pp. 1637-1664: Uri Gneezy, Kenneth Leonard and John List
Inference in Dynamic Discrete Choice Models With Serially orrelated Unobserved State Variables pp. 1665-1682: Andriy Norets
Asymptotics for Statistical Treatment Rules pp. 1683-1701: Keisuke Hirano and Jack R. Porter
Corrigendum to "Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models" pp. 1703-1704: Anders Rygh Swensen

An Economic Model of Friendship: Homophily, Minorities, and Segregation pp. 1003-1045: Sergio Currarini, Matthew Jackson and Paolo Pin
Social Connections and Incentives in the Workplace: Evidence From Personnel Data pp. 1047-1094: Oriana Bandiera, Iwan Barankay and Imran Rasul
Collusion via Resale pp. 1095-1136: Rodney Garratt, Thomas Trˆger and Charles Zheng
Bubbles and Self-Enforcing Debt pp. 1137-1164: Christian Hellwig and Guido Lorenzoni
An Elementary Theory of Comparative Advantage pp. 1165-1192: Arnaud Costinot
Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions pp. 1193-1227: Emmanuel Guerre, Isabelle Perrigne and Quang Vuong
Panel Data Models With Interactive Fixed Effects pp. 1229-1279: Jushan Bai
Testing Models With Multiple Equilibria by Quantile Methods pp. 1281-1297: Federico Echenique and Ivana Komunjer
More on Confidence Intervals for Partially Identified Parameters pp. 1299-1315: Jorg Stoye
Information Independence and Common Knowledge pp. 1317-1328: Olivier Gossner, Ehud Kalai and Robert Weber

The Impact of Uncertainty Shocks pp. 623-685: Nicholas Bloom
Generalized Method of Moments With Many Weak Moment Conditions pp. 687-719: Whitney Newey and Frank Windmeijer
Hybrid and Size-Corrected Subsampling Methods pp. 721-762: Donald Andrews and Patrik Guggenberger
The Microeconomics of Efficient Group Behavior: Identification pp. 763-799: Pierre Chiappori and I. Ekeland
Vector Expected Utility and Attitudes Toward Variation pp. 801-855: Marciano Siniscalchi
Optimal Stopping With Multiple Priors pp. 857-908: Frank Riedel
Incentives to Exercise pp. 909-931: Gary Charness and Uri Gneezy
A Double-Track Adjustment Process for Discrete Markets With Substitutes and Complements pp. 933-952: Ning Sun and Zaifu Yang
Unconditional Quantile Regressions pp. 953-973: Sergio Firpo, Nicole Fortin and Thomas Lemieux
Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior pp. 975-991: Michael Keane and Robert M. Sauer

Financial Innovation and the Transactions Demand for Cash pp. 363-402: Fernando Alvarez and Francesco Lippi
Liquidity in Asset Markets With Search Frictions pp. 403-426: Ricardo Lagos and Guillaume Rocheteau
Search, Obfuscation, and Price Elasticities on the Internet pp. 427-452: Glenn Ellison and Sara Fisher Ellison
Belief-Free Equilibria in Games With Incomplete Information pp. 453-487: Johannes Hörner and Stefano Lovo
Robust Priors in Nonlinear Panel Data Models pp. 489-536: Manuel Arellano and Stéphane Bonhomme
The Optimal Income Taxation of Couples pp. 537-560: Henrik Jacobsen Kleven, Claus Kreiner and Emmanuel Saez
Directed Search for Equilibrium Wage-Tenure Contracts pp. 561-584: Shouyong Shi
Testing for Stochastic Monotonicity pp. 585-602: Sokbae (Simon) Lee, Oliver Linton and Yoon-Jae Whang
A Mechanism for Eliciting Probabilities pp. 603-606: Edi Karni

On Forward Induction pp. 1-28: Srihari Govindan and Robert Wilson
Public vs. Private Offers in the Market for Lemons pp. 29-69: Johannes Hörner and Nicolas Vieille
All-Pay Contests pp. 71-92: Ron Siegel
The Complexity of Forecast Testing pp. 93-105: Lance Fortnow and Rakesh V. Vohra
Decision Theory Applied to a Linear Panel Data Model pp. 107-133: Gary Chamberlain and Marcelo Moreira
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices pp. 135-175: Hiroyuki Kasahara and Katsumi Shimotsu
Long-Term Risk: An Operator Approach pp. 177-234: Lars Peter Hansen and José A. Scheinkman
Virtual Determinacy in Overlapping Generations Models pp. 235-247: Jonathan Burke
Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems pp. 249-278: John Conlon
Ancillary Statistics in Principal-Agent Models pp. 279-281: Bernard Sinclair-Desgagné
Bootstrapping Realized Volatility pp. 283-306: Silvia Goncalves and Nour Meddahi
Characterization of Revenue Equivalence pp. 307-316: Birgit Heydenreich, Rudolf Müller, Marc Uetz and Rakesh V. Vohra
Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555 pp. 317-318: Juan Pablo Rincón-Zapatero and Carlos Rodríguez-Palmero