Econometrica

A Generalization of the Open Expanding Economy Model

Otto Moeschlin
p. 1767-1776

Continuity of Equilibria for Production Economies: New Results

Gerard Fuchs
p. 1777-1796

The Structure of Technology Over Time: A Model for Testing the "Putty-Clay" Hypothesis

Melvyn A. Fuss
p. 1797-1821

Efficient Investment and Growth Consistency in the Input-Output Frame: An Analytical Contribution

Sajal Lahiri
p. 1823-1835

The United Kingdom Tax System 1968-1970: Some Fixed Point Indications of Its Economic Impact

John Whalley
p. 1837-1858

A Recommendation for a Better Tariff Structure

Tatsuo Hatta
p. 1859-1869

Nonlinearity of Delivered Price Schedules and Predatory Pricing

John Greenhut, M. L. Greenhut
p. 1871-1875

A Note on the Stability of Large Cartels

Andrew Postlewaite, John Roberts
p. 1877-1878

A Model of Borrowing and Lending with Bankruptcy

Martin F. Hellwig
p. 1879-1906

Towards a Theory of Elections with Probabilistic Preferences

Peter C. Fishburn, William V. Gehrlein
p. 1907-1924

Global Characterization of the Weak Le Chatelier-Samuelson Principles and Its Applications to Economic Behavior, Preferences, and Utility-- "Embedding" Theorems

Sho-Ichiro Kusumoto
p. 1925-1955

Integrability and Mathematical Programming Models: A Survey and a Parametric Approach

Malachy Carey
p. 1957-1976

The Estimation of Choice Probabilities from Choice Based Samples

Charles F. Manski, Steven R. Lerman
p. 1977-1988

The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors

Kenneth J. White, N. E. Savin
p. 1989-1996

Notes and Comments: Some Evidence on the Largest Squared Correlation Coefficient from Several Samples

Robert W. Bacon
p. 1997-2001

1978 European Meeting of the Econometric Society in Geneva

p. 2003-2004

1977-1978 Meetings of the Econometric Society

p. 2003-2003

Fall 1978 Econometric Society Meetings in Chicago

p. 2003-2003

1978 Summer Meeting of the Econometric Society in Boulder

p. 2004-2004

Accepted Manuscripts

p. 2004-2005

Erratum: Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)

H. Neudecker
p. 2006-2006