Econometrica

1950 - 2013

Continued by Econometrica.

Current editor(s): Guido Imbens

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Volume 71, issue 6, 2003

Long Cheap Talk pp. 1619-1660

Robert Aumann and Sergiu Hart

End-of-Sample Instability Tests pp. 1661-1694

Donald Andrews

The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity pp. 1695-1725

Marc Melitz

Cointegration in Fractional Systems with Unknown Integration Orders pp. 1727-1766

Peter Robinson and J. Hualde

Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral pp. 1767-1793

Felix Kubler and Karl Schmedders

Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions pp. 1795-1843

Chunrong Ai and Xiaohong Chen

Bootstrap Unit Root Tests pp. 1845-1895

Joon Park

A Subjective Spin on Roulette Wheels pp. 1897-1908

Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci and Marciano Siniscalchi

The Existence of Subgame-Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Comment pp. 1909-1911

Erzo Luttmer and Thomas Mariotti

Volume 71, issue 5, 2003

Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support pp. 1307-1338

Keisuke Hirano and Jack R. Porter

Nonparametric Estimation of Nonadditive Random Functions pp. 1339-1375

Rosa Matzkin

Equilibrium Wage-Tenure Contracts pp. 1377-1404

Kenneth Burdett and Melvyn Coles

Identification in Nonseparable Models pp. 1405-1441

Andrew Chesher

Estimation of a Dynamic Auction Game pp. 1443-1489

Mireia Jofre-Bonet and Martin Pesendorfer

The Nonparametric Identification of Treatment Effects in Duration Models pp. 1491-1517

Jaap Abbring and Gerard van den Berg

Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case pp. 1519-1555

Juan Pablo RincÛn-Zapatero and Carlos RodrÌguez-Palmero

Aggregating Infinite Utility Streams with InterGenerational Equity: The Impossibility of Being Paretian pp. 1557-1563

Kaushik Basu and Tapan Mitra

Instrumental Variable Estimation of Nonparametric Models pp. 1565-1578

Whitney Newey and James Powell

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model pp. 1579-1589

Geert Ridder and Tiemen Woutersen

Estimation of Semiparametric Models when the Criterion Function Is Not Smooth pp. 1591-1608

Xiaohong Chen, Oliver Linton and Ingrid Van Keilegom

Volume 71, issue 4, 2003

Games Played Through Agents pp. 989-1026

Andrea Prat and Aldo Rustichini

A Conditional Likelihood Ratio Test for Structural Models pp. 1027-1048

Marcelo Moreira

Bootstrap Methods for Markov Processes pp. 1049-1082

Joel L. Horowitz

Signaling and Election Motivations in a Voting Model with Common Values and Responsive Candidates pp. 1083-1119

Ronny Razin

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators pp. 1121-1159

Javier Alvarez and Manuel Arellano

Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score pp. 1161-1189

Keisuke Hirano, Guido Imbens and Geert Ridder

Isotone Equilibrium in Games of Incomplete Information pp. 1191-1214

David McAdams

Bayesian Inference for Hospital Quality in a Selection Model pp. 1215-1238

John Geweke, Gautam Gowrisankaran and Robert Town

Computing Supergame Equilibria pp. 1239-1254

Kenneth Judd, Sevin Yeltekin and James Conklin

Finite Order Implications of Common Priors pp. 1255-1267

Barton Lipman

Tests for Unit Roots and the Initial Condition pp. 1269-1286

Ulrich K. M¸ller and Graham Elliott

Frontiers of Stochastically Nondominated Portfolios pp. 1287-1297

Andrzej Ruszczynski and Robert J. Vanderbei

Volume 71, issue 3, 2003

Directed Matching and Monetary Exchange pp. 731-756

P. Dean Corbae, Ted Loch Temzelides and Randall Wright

Robust Predictions for Bilateral Contracting with Externalities pp. 757-791

Ilya Segal and Michael Whinston

Bargaining without a Common Prior-An Immediate Agreement Theorem pp. 793-811

Muhamet Yildiz

Residual-Based Block Bootstrap for Unit Root Testing pp. 813-855

Efstathios Paparoditis and Dimitris N. Politis

Implementation with Near-Complete Information pp. 857-871

Kim-Sau Chung and Jeffrey Ely

Deterministic Approximation of Stochastic Evolution in Games pp. 873-903

Michel BenaÔm and Jörgen Weibull

Inference in Censored Models with Endogenous Regressors pp. 905-932

Han Hong and Elie Tamer

Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm pp. 933-946

Peter Arcidiacono and John Jones

The Econometric Society Annual Reports, 2002 Report of the President pp. 955-958

Guy Laroque

Fellows of the Econometric Society pp. 965-988

Econometric Society

Volume 71, issue 2, 2003

On Modes of Economic Governance pp. 449-481

Avinash Dixit

The Effects of Random and Discrete Sampling when Estimating Continuous--Time Diffusions pp. 483-549

Yacine Ait--Sahalia and Per A. Mykland

The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security pp. 551-578

Andrew Abel

Modeling and Forecasting Realized Volatility pp. 579-625

Torben Andersen, Tim Bollerslev, Francis Diebold and Paul Labys

Empirical Limits for Time Series Econometric Models pp. 627-673

Werner Ploberger and Peter Phillips

A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter pp. 675-712

Donald Andrews and Patrik Guggenberger

The Law of Demand and Risk Aversion pp. 713-721

John Quah

Volume 71, issue 1, 2003

Inductive Inference: An Axiomatic Approach pp. 1-26

Itzhak Gilboa and David Schmeidler

A Structural Model of Government Formation pp. 27-70

Daniel Diermeier, Hülya Eraslan and Antonio Merlo

Consistent Tests for Stochastic Dominance pp. 71-104

Garry Barrett and Stephen Donald

Disclosures and Asset Returns pp. 105-133

Hyun Song Shin

Inferential Theory for Factor Models of Large Dimensions pp. 135-171

Jushan Bai

Bubbles and Crashes pp. 173-204

Dilip Abreu and Markus Brunnermeier

Nonparametric Engel Curves and Revealed Preference pp. 205-240

Richard Blundell, Martin Browning and Ian A. Crawford

Fully Nonparametric Estimation of Scalar Diffusion Models pp. 241-283

Federico M. Bandi and Peter Phillips

Inference in Arch and Garch Models with Heavy--Tailed Errors pp. 285-317

Peter Hall and Qiwei Yao

Equivalence Scales Reconsidered pp. 319-343

Udo Ebert and Patrick Moyes

Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring pp. 345-353

Michihiro Kandori

Micro--Level Estimation of Poverty and Inequality pp. 355-364

Chris Elbers, Jean Lanjouw and Peter Lanjouw

Consumption--Savings Decisions with Quasi--Geometric Discounting pp. 365-375

Per Krusell and Anthony A. Smith, Jr.

The Influence of Var Dimensions on Estimator Biases: Comment pp. 377-383

Jurgen Doornik, Bent Nielsen and Thomas J. Rothenberg

Rejoinder to Comment by Doornik, Nielsen, and Rothenberg pp. 385-386

Karim M. Abadir, Kaddour Hadri and Elias Tzavalis

Optimal Contracts when Enforcement is a Decision Variable: A Comment pp. 387-390

Tridib Sharma

Optimal Contracts when Enforcement is a Decision Variable: A Reply pp. 391-393

Stefan Krasa and Anne P. Villamil

Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum pp. 395-397

Donald Andrews

The Determinants of Econometric Society Fellows Elections pp. 399-407

Daniel S. Hamermesh and Peter Schmidt

Report of the Editors 2001-2002 pp. 435-437

Editors