Econometrica

1950 - 2013

Current editor(s): Guido Imbens

From Econometric Society
Contact information at EDIRC.
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Estimating the Effects of a Time-Limited Earnings Subsidy for Welfare-Leavers pp. 1723-1770: David Card and Dean Hyslop
Robust Mechanism Design pp. 1771-1813: Dirk Bergemann and Stephen Morris
Over-the-Counter Markets pp. 1815-1847: Darrell Duffie, Nicolae Garleanu and Lasse Pedersen
A Smooth Model of Decision Making under Ambiguity pp. 1849-1892: Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji
Behavioral Identification in Coalitional Bargaining: An Experimental Analysis of Demand Bargaining and Alternating Offers pp. 1893-1937: Guillaume Frechette, John Kagel and Massimo Morelli
Accuracy of Simulations for Stochastic Dynamic Models pp. 1939-1976: Manuel S. Santos and Adrian Peralta-Alva
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth pp. 1977-2016: Fernando Alvarez and Urban Jermann
Driving Forces Behind Informal Sanctions pp. 2017-2030: Armin Falk, Ernst Fehr and Urs Fischbacher

Adaptive Heuristics pp. 1401-1430: Sergiu Hart
The Optimal Degree of Discretion in Monetary Policy pp. 1431-1475: Susan Athey, Andrew Atkeson and Patrick Kehoe
Affirmative Action in Higher Education: How Do Admission and Financial Aid Rules Affect Future Earnings&quest pp. 1477-1524: Peter Arcidiacono
Nonparametric Identification under Discrete Variation pp. 1525-1550: Andrew Chesher
Cross-Section Regression with Common Shocks pp. 1551-1585: Donald Andrews
Zero Expected Wealth Taxes: A Mirrlees Approach to Dynamic Optimal Taxation pp. 1587-1621: Narayana Kocherlakota
Cursed Equilibrium pp. 1623-1672: Erik Eyster and Matthew Rabin
Consistent Estimation with a Large Number of Weak Instruments pp. 1673-1692: John Chao and Norman R. Swanson
On the Discrete Version of the Aumann-Shapley Cost-Sharing Method pp. 1693-1712: Yves Sprumont

Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors pp. 1053-1102: Joseph Altonji and Rosa Matzkin
Testing Parameters in GMM Without Assuming that They Are Identified pp. 1103-1123: Frank Kleibergen
Probabilities as Similarity-Weighted Frequencies pp. 1125-1136: Antoine Billot, Itzhak Gilboa, Dov Samet and David Schmeidler
Uncertainty and Learning in Pharmaceutical Demand pp. 1137-1173: Gregory Crawford and Matthew Shum
On the Bootstrap of the Maximum Score Estimator pp. 1175-1204: Jason Abrevaya and Jian Huang
Approximate versus Exact Equilibria in Dynamic Economies pp. 1205-1235: Felix Kubler and Karl Schmedders
Stepwise Multiple Testing as Formalized Data Snooping pp. 1237-1282: Joseph P. Romano and Michael Wolf
Estimating Long Memory in Volatility pp. 1283-1328: Clifford M. Hurvich, Eric Moulines and Philippe Soulier
Multilateral Contracting with Externalities pp. 1329-1350: Armando Gomes
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments pp. 1351-1365: Jean-Marie Dufour and Mohamed Taamouti
Uncovering the Distribution of Motorists' Preferences for Travel Time and Reliability pp. 1367-1382: Kenneth A. Small, Clifford Winston and Jia Yan
Information-Based Relative Consumption Effects: Correction pp. 1383-1387: Georg Nöldeke and Larry Samuelson

Structural Equations, Treatment Effects, and Econometric Policy Evaluation pp. 669-738: James J. Heckman and Edward Vytlacil
Complexity and Competition pp. 739-769: Douglas Gale and Hamid Sabourian
Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods pp. 771-836: Oliver Linton and Enno Mammen
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence pp. 837-901: Yongmiao Hong and Halbert White
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives pp. 903-948: Yoshihiko Nishiyama and Peter Robinson
Modeling Denomination Structures pp. 949-960: Manjong Lee, Neil Wallace and Tao Zhu
Solving Asset Pricing Models when the Price-Dividend Function Is Analytic pp. 961-982: Ovidiu L. Calin, Yu Chen, Thomas Cosimano and Alex A. Himonas
GMM, GEL, Serial Correlation, and Asymptotic Bias pp. 983-1002: Stanislav Anatolyev
A Comment on Roland Benabou's "Tax and Education Policy in a Heterogeneous-Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?" pp. 1003-1004: Xueli Tang and Ian King

Income Maintenance and Labor Force Participation pp. 341-376: Guy Laroque
Belief-Free Equilibria in Repeated Games pp. 377-415: Jeffrey Ely, Johannes Hörner and Wojciech Olszewski
Teachers, Schools, and Academic Achievement pp. 417-458: Steven Rivkin, Eric A. Hanushek and John Kain
Beliefs in Repeated Games pp. 459-480: John Nachbar
Job Matching and the Wage Distribution pp. 481-516: Giuseppe Moscarini
On the Trade off Between Deficit and Inefficiency and the Double Auction with a Fixed Transaction Fee pp. 517-570: Tymon Tatur
An Equilibrium Model of Health Insurance Provision and Wage Determination pp. 571-627: Matthew S. Dey and Christopher Flinn
A Partial Folk Theorem for Games with Unknown Payoff Distributions pp. 629-645: Thomas Wiseman
Existence of Equilibria in Economies with Bads pp. 647-658: Chiaki Hara

Default and Punishment in General Equilibrium pp. 1-37: Pradeep Dubey, John Geanakoplos and Martin Shubik
Strategic Experimentation with Exponential Bandits pp. 39-68: R Keller, Sven Rady and Martin Cripps
Uncertainty about Uncertainty and Delay in Bargaining pp. 69-91: Yossi Feinberg and Andrzej Skrzypacz
Existence of Equilibrium in Single and Double Private Value Auctions pp. 93-139: Matthew Jackson and Jeroen M. Swinkels
The Expected Number of Nash Equilibria of a Normal Form Game pp. 141-174: Andrew McLennan
Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium pp. 175-202: Guillaume Rocheteau and Randall Wright
Uncertainty and Risk in Financial Markets pp. 203-243: Luca Rigotti and Chris Shannon
An IV Model of Quantile Treatment Effects pp. 245-261: Victor Chernozhukov and Christian Hansen
The Affiliation Effect in First-Price Auctions pp. 263-277: Joris Pinkse and Guofu Tan
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities pp. 279-296: Torben Andersen, Tim Bollerslev and Nour Meddahi