Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 72, issue 6, 2004

Large Robust Games pp. 1631-1665

Ehud Kalai

Empirical Likelihood-Based Inference in Conditional Moment Restriction Models pp. 1667-1714

Yuichi Kitamura, Gautam Tripathi and Hyungtaik Ahn

On Optimal Rules of Persuasion pp. 1715-1736

Jacob Glazer and Ariel Rubinstein

Polarization: Concepts, Measurement, Estimation pp. 1737-1772

Jean-Yves Duclos, Joan Esteban and Debraj Ray

Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals pp. 1773-1808

Darrell Duffie and Peter Glynn

Consistent Testing of Cointegrating Relationships pp. 1809-1844

Francesc Marmol and Carlos Velasco

Confidence Intervals for Partially Identified Parameters pp. 1845-1857

Guido Imbens and Charles Manski

Panel Binary Variables and Sufficiency: Generalizing Conditional Logit pp. 1859-1876

Thierry Magnac

Efficient Semiparametric Estimation via Moment Restrictions pp. 1877-1897

Whitney Newey

Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models pp. 1899-1925

Lung-Fei Lee

Corrigendum to "Communication and Equilibrium in Discontinuous Games of Incomplete Information" pp. 1927-1929

Matthew Jackson, Leo K. Simon, Jeroen M. Swinkels and William Zame

Volume 72, issue 5, 2004

Measuring Expectations pp. 1329-1376

Charles Manski

A General Formula for Valuing Defaultable Securities pp. 1377-1407

P. Collin-Dufresne, R. Goldstein and Julien Hugonnier

Women as Policy Makers: Evidence from a Randomized Policy Experiment in India pp. 1409-1443

Raghabendra Chattopadhyay and Esther Duflo

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models pp. 1445-1480

Victor Chernozhukov and Han Hong

Likelihood-Based Estimation of Latent Generalized ARCH Structures pp. 1481-1517

Gabriele Fiorentini, Enrique Sentana and Neil Shephard

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models pp. 1519-1563

Yongmiao Hong and Chihwa Kao

Social Indeterminacy pp. 1565-1581

Gil Kalai

The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information pp. 1583-1599

Frank Heinemann, Rosemarie Nagel and Peter Ockenfels

Consistent Estimation of Models Defined by Conditional Moment Restrictions pp. 1601-1615

Manuel Dominguez and Ignacio Lobato

Mechanism Design with Interdependent Valuations: Efficiency pp. 1617-1626

Claudio Mezzetti

Volume 72, issue 4, 2004

Financial Intermediaries and Markets pp. 1023-1061

Franklin Allen and Douglas Gale

A Dynamic Theory of Holdup pp. 1063-1103

Yeon-Koo Che and József Sákovics

On the Existence of Pure Strategy Monotone Equilibria in Asymmetric First-Price Auctions pp. 1105-1125

Philip Reny and Shmuel Zamir

A PANIC Attack on Unit Roots and Cointegration pp. 1127-1177

Jushan Bai and Serena Ng

The Organization of Supplier Networks: Effects of Delegation and Intermediation pp. 1179-1219

Dilip Mookherjee and Masatoshi Tsumagari

Statistical Treatment Rules for Heterogeneous Populations pp. 1221-1246

Charles Manski

Price Manipulation and Quasi-Arbitrage pp. 1247-1275

Gur Huberman and Werner Stanzl

Efficient Semiparametric Estimation of Censored and Truncated Regressions via a Smoothed Self-Consistency Equation pp. 1277-1293

Stephen R. Cosslett

Jackknife and Analytical Bias Reduction for Nonlinear Panel Models pp. 1295-1319

Jinyong Hahn and Whitney Newey

Volume 72, issue 3, 2004

the Block-Block Bootstrap: Improved Asymptotic Refinements pp. 673-700

Donald Andrews

Moral Hazard Contracting and Private Credit Markets pp. 701-746

In-Uck Park

Relational Contracts and the Nature of Market Interactions pp. 747-780

Martin Brown, Armin Falk and Ernst Fehr

Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm pp. 781-822

Daniel Houser, Michael Keane and Kevin McCabe

Repeated Games with Private Monitoring: Two Players pp. 823-852

Hitoshi Matsushima

Financial Market Globalization, Symmetry-Breaking, and Endogenous Inequality of Nations pp. 853-884

Kiminori Matsuyama

Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics pp. 885-925

Ole Barndorff-Nielsen and Neil Shephard

Simple Finite Horizon Bubbles Robust to Higher Order Knowledge pp. 927-936

John Conlon

The Error in Rejection Probability of Simple Autocorrelation Robust Tests pp. 937-946

Michael Jansson

Twicing Kernels and a Small Bias Property of Semiparametric Estimators pp. 947-962

Whitney Newey, Fushing Hsieh and James M. Robins

The Measurement of Intellectual Influence pp. 963-977

Ignacio Palacios-Huerta and Oscar Volij

Volume 72, issue 2, 2004

The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV pp. 351-381

Austan Goolsbee and Amil Petrin

Expedient and Monotone Learning Rules pp. 383-405

Tilman Börgers, Antonio Morales and Rajiv Sarin

Imperfect Monitoring and Impermanent Reputations pp. 407-432

Martin Cripps, George Mailath and Larry Samuelson

Information in Securities Markets: Kyle Meets Glosten and Milgrom pp. 433-465

Kerry Back and Shmuel Baruch

GMM Estimation of Autoregressive Roots Near Unity with Panel Data pp. 467-522

Hyungsik Moon and Peter Phillips

Ordinally Bayesian Incentive Compatible Voting Rules pp. 523-540

Dipjyoti Majumdar and Arunava Sen

The Time Consistency of Optimal Monetary and Fiscal Policies pp. 541-567

Fernando Alvarez, Patrick Kehoe and Pablo Neumeyer

Adaptive Local Polynomial Whittle Estimation of Long-range Dependence pp. 569-614

Donald Andrews and Yixiao Sun

Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace pp. 615-625

John List

Fair Production and Allocation of an Excludable Nonrival Good pp. 627-640

Francois Maniquet and Yves Sprumont

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case pp. 641-646

Søren Tolver Jensen and Anders Rahbek

Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time pp. 647-662

Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler

Volume 72, issue 1, 2004

Income Variance Dynamics and Heterogeneity pp. 1-32

Costas Meghir and Luigi Pistaferri

Estimation of Nonlinear Models with Measurement Error pp. 33-75

Susanne Schennach

Precautionary Bidding in Auctions pp. 77-92

Peter Eso and Lucy White

Information-Based Relative Consumption Effects pp. 93-118

Larry Samuelson

Self-Control and the Theory of Consumption pp. 119-158

Faruk Gul and Wolfgang Pesendorfer

Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities pp. 159-217

Edward Miguel and Michael Kremer

Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators pp. 219-255

Whitney Newey and Richard J. Smith

Random Matching Under Dichotomous Preferences pp. 257-279

Anna Bogomolnaia and Herve Moulin

Notes and Comments the Amsterdam Auction pp. 281-294

Jacob Goeree and Theo Offerman

Random Effects Estimators with many Instrumental Variables pp. 295-306

Gary Chamberlain and Guido Imbens

The Econometric Society Annual Reports Report of the Editors 2002-2003 pp. 336-338

Eddie Dekel, Glenn Ellison, Joel Horowitz, Costas Meghir and Andrew Postlewaite