Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica - Volume 59

Issue 1

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Aggregation and Social Choice: A Mean Voter Theorem

Andrew Caplin, Barry Nalebuff
p. 1-23

Log In To View Full Content Abstract

Monotonic Preferences and Core Equivalence

Alejandro M. Manelli
p. 123-138

Log In To View Full Content Abstract

Mixture Symmetry and Quadratic Utility

L. G. Epstein, S. H. Chew, U. Segal
p. 139-163

Log In To View Full Content Abstract

Segmented or Competitive Labor Markets

Th. Magnac
p. 165-187

Log In To View Full Content Abstract

Job Exit Behavior of Older Men

James Berkovec, Steven Stern
p. 189-210

Log In To View Full Content Abstract

A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept

Pierre Perron
p. 211-236

Log In To View Full Content Abstract

Notes and Comments: Solution to a Problem of Stochastic Process Switching

Gregor W. Smith
p. 237-239

Log In To View Full Content

Notes and Comments: Stochastic Process Switching: Some Simple Solutions

Kenneth A. Froot, Maurice Obstfeld
p. 241-250

Log In To View Full Content

Aggregation and Imperfect Competition: On the Existence of Equilibrium

Andrew Caplin, Barry Nalebuff
p. 25-59

Log In To View Full Content Abstract

Announcements

p. 251-257

Log In To View Full Content

News Notes

p. 259-260

Log In To View Full Content

The Econometric Society Annual Reports, 1990: Report of the Secretary

Julie P. Gordon
p. 261-267

Log In To View Full Content

The Econometric Society Annual Reports, 1990: Report of the Treasurer

Robert J. Gordon
p. 269-276

Log In To View Full Content

The Econometric Society Annual Reports, 1990: Annual Report of the Editors

Andreu Mas-Colell, Lars Hansen, Martin Hellwig, Robert Porter
p. 277-278

Log In To View Full Content

The Econometric Society Annual Reports, 1990: The Econometric Society Research Monograph Series Report of the Editors

Alain Monfort, Avinash Dixit
p. 279-280

Log In To View Full Content

Lexicographic Probabilities and Choice Under Uncertainty

Adam Brandenburger, Eddie Dekel, Lawrence Blume
p. 61-79

Log In To View Full Content Abstract

Lexicographic Probabilities and Equilibrium Refinements

Adam Brandenburger, Eddie Dekel, Lawrence Blume
p. 81-98

Log In To View Full Content Abstract

The Optimality of Boiteux-Ramsey Pricing

Egbert Dierker
p. 99-121

Log In To View Full Content Abstract

Issue 2

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Optimal Inference in Cointegrated Systems

P. C. B. Phillips
p. 283-306

Log In To View Full Content Abstract

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

Donald W. K. Andrews
p. 307-345

Log In To View Full Content Abstract

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson
p. 347-370

Log In To View Full Content Abstract

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen, Robert Hussey
p. 371-396

Log In To View Full Content Abstract

The Permanent Income Hypothesis Revisited

David Marshall, Lawrence J. Christiano, Martin Eichenbaum
p. 397-423

Log In To View Full Content Abstract

Observing Violations of Transitivity by Experimental Methods

Chris Starmer, Graham Loomes, Robert Sugden
p. 425-439

Log In To View Full Content Abstract

The Existence of Ramsey Equilibrium

Ciprian Foias, John H. Boyd III, Robert A. Becker
p. 441-460

Log In To View Full Content Abstract

Bayesian Implementation

Mathew O. Jackson
p. 461-477

Log In To View Full Content Abstract

Nash Implementation Using Undominated Strategies

Sanjay Srivastava, Thomas R. Palfrey
p. 479-501

Log In To View Full Content Abstract

Notes and Comments: Comments on Brown and Rosenthal's Reexamination

Barry O’Neill
p. 503-507

Log In To View Full Content

Notes and Comments: The Division Problem with Single-Peaked Preferences: A Characterization of the Uniform Allocation Rule

Yves Sprumont
p. 509-519

Log In To View Full Content

Notes and Comments: A More Powerful Method for Triangularizing Input-Output Matrices: A Comment

Eric C. Howe
p. 521-523

Log In To View Full Content

Announcements

p. 525-527

Log In To View Full Content

News Notes

p. 528-528

Log In To View Full Content

The Econometric Society Annual Reports, 1990: Report of the President

J.-M. Grandmont
p. 529-531

Log In To View Full Content

Program of the Sixth World Congress of the Econometric Society

p. 532-593

Log In To View Full Content

Issue 3

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Voting by Committees

Hugo Sonnenschein, Lin Zhou, Salvador Barbera
p. 595-609

Log In To View Full Content Abstract

Incentives to Help in Multi-Agent Situations

Hideshi Itoh
p. 611-636

Log In To View Full Content Abstract

Evolutionary Games in Economics

Daniel Friedman
p. 637-666

Log In To View Full Content Abstract

A Theory of Disappointment Aversion

Faruk Gul
p. 667-686

Log In To View Full Content Abstract

Subgroup Consistent Poverty Indices

Anthony F. Shorrocks, James E. Foster
p. 687-709

Log In To View Full Content Abstract

The Rank of Demand Systems: Theory and Nonparametric Estimation

Arthur Lewbel
p. 711-730

Log In To View Full Content Abstract

The Relation Between Firm Growth and $Q$ with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms

Fumio Hayashi, Tohru Inoue
p. 731-753

Log In To View Full Content Abstract

Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

P. M. Robinson
p. 755-786

Log In To View Full Content Abstract

Asymptotic Expansions of the Information Matrix Test Statistic

Andrew Chesher, Richard Spady
p. 787-815

Log In To View Full Content Abstract

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews
p. 817-858

Log In To View Full Content Abstract

Notes and Comments: Social Stability and Equilibrium

Akihiko Matsui, Itzhak Gilboa
p. 859-867

Log In To View Full Content

Notes and Comments: Nash Implementation of Competitive Equilibria in a Model with Indivisible Goods

Lars-Gunnar Svensson
p. 869-877

Log In To View Full Content

Announcements

p. 879-879

Log In To View Full Content

News Notes

p. 881-881

Log In To View Full Content

1990 Election of Fellows to the Econometric Society

p. 883-889

Log In To View Full Content

Fellows of the Econometric Society as of December, 1990

p. 891-907

Log In To View Full Content

Issue 4

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Fair Allocation of Indivisible Goods and Criteria of Justice

Ahmet Alkan, David Gale, Gabrielle Demange
p. 1023-1039

Log In To View Full Content Abstract

Arbitrage, Short Sales, and Financial Innovation

Douglas Gale, Franklin Allen
p. 1041-1068

Log In To View Full Content Abstract

International Lending with Moral Hazard and Risk of Repudiation

Andrew Atkeson
p. 1069-1089

Log In To View Full Content Abstract

Equilibrium in a Production Economy with an Income Tax

Wilbur John Coleman II
p. 1091-1104

Log In To View Full Content Abstract

How to Decide How to Decide How to ...: Modeling Limited Rationality

Barton L. Lipman
p. 1105-1125

Log In To View Full Content Abstract

Strict Pareto-Improving Multilateral Reforms of Tariffs

Alan D. Woodland, Arja H. Turunen-Red
p. 1127-1152

Log In To View Full Content Abstract

Notes and Comments: Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis

Masahito Kobayashi
p. 1153-1159

Log In To View Full Content

Notes and Comments: Uniform Convergence in Probability and Stochastic Equicontinuity

Whitney K. Newey
p. 1161-1167

Log In To View Full Content

Notes and Comments: Existence Theorems in the Capital Asset Pricing Model

Michael Allingham
p. 1169-1174

Log In To View Full Content

Notes and Comments: Implementation of Reduced Form Auctions: A Geometric Approach

Kim C. Border
p. 1175-1187

Log In To View Full Content

Announcements

p. 1189-1190

Log In To View Full Content

News Notes

p. 1191-1192

Log In To View Full Content

A Report on Econometric Society Fellows' Election Procedures

Daniel McFadden, Jean-Michel Grandmont, Kenneth Arrow
p. 1193-1196

Log In To View Full Content

Guidelines for Submission of Manuscripts on Experimental Economics

Robert Porter, Thomas Palfrey
p. 1197-1198

Log In To View Full Content

Program of the 1990 North American Winter Meeting of the Econometric Society

p. 1201-1219

Log In To View Full Content

Comments on the Interpretation of Game Theory

Ariel Rubinstein
p. 909-924

Log In To View Full Content Abstract

The Effects of Male and Female Labor Supply on Commodity Demands

Costas Meghir, Martin Browning
p. 925-951

Log In To View Full Content Abstract

Spatial Patterns in Household Demand

Anne C. Case
p. 953-965

Log In To View Full Content Abstract

Error Correction and Long-Run Equilibrium in Continuous Time

P. C. B. Phillips
p. 967-980

Log In To View Full Content Abstract

The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models

Frank A. Wolak
p. 981-995

Log In To View Full Content Abstract

Virtual Implementation in Nash Equilibrium

Arunava Sen, Dilip Abreu
p. 997-1021

Log In To View Full Content Abstract

Issue 5

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Saving and Liquidity Constraints

Angus Deaton
p. 1221-1248

Log In To View Full Content Abstract

Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses

Neil R. Ericsson
p. 1249-1277

Log In To View Full Content Abstract

Long-Term Memory in Stock Market Prices

ndrew W. Lo
p. 1279-1313

Log In To View Full Content Abstract

Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models

Rosa L. Matzkin
p. 1315-1327

Log In To View Full Content Abstract

Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models

P. M. Robinson
p. 1329-1363

Log In To View Full Content Abstract

Smoothness of the Policy Function in Discrete Time Economic Models

Manuel S. Santos
p. 1365-1382

Log In To View Full Content Abstract

The Once But Not Twice Differentiability of the Policy Function

A. Araujo
p. 1383-1393

Log In To View Full Content Abstract

Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium

Andrew McLennan, Hugo Sonnenschein
p. 1395-1424

Log In To View Full Content Abstract

Ex Ante Price Offers in Matching Games Non-Steady States

Michael Peters
p. 1425-1454

Log In To View Full Content Abstract

Durable Goods Monopoly with Entry of New Consumers

Joel Sobel
p. 1455-1485

Log In To View Full Content Abstract

Notes and Comments: A Bargaining Model Where Parties Make Errors

Hans Carlsson
p. 1487-1496

Log In To View Full Content

Notes and Comments: A Generalization of Hicksian $q$ Substitutes and Complements with Application to Demand Rationing

Paul Madden
p. 1497-1508

Log In To View Full Content

Announcements

p. 1509-1512

Log In To View Full Content

News Notes

p. 1513-1514

Log In To View Full Content

Program of the 1991 North American Summer Meeting of the Econometric Society

p. 1515-1524

Log In To View Full Content

Issue 6

Back Matter

Log In To View Full Content

Front Matter

Log In To View Full Content

Volume Information

Log In To View Full Content

Empirical Evidence on the Law of Demand

Michael Jerison, Werner Hildenbrand, Wolfgang Hardle
p. 1525-1549

Log In To View Full Content Abstract

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Soren Johansen
p. 1551-1580

Log In To View Full Content Abstract

Robust HPD Regions in Bayesian Regression Models

Klaus Potzelberger, Wolfgang Polasek
p. 1581-1589

Log In To View Full Content Abstract

Understanding Unit Rooters: A Helicopter Tour

Christopher A. Sims, Harald Uhlig
p. 1591-1599

Log In To View Full Content Abstract

Invariance, Nonlinear Models, and Asymptotic Tests

Jean-Marie Dufour, Marcel G. Dagenais
p. 1601-1615

Log In To View Full Content Abstract

Endogenous Price Fluctuations in an Optimizing Model of a Monetary Economy

Kiminori Matsuyama
p. 1617-1631

Log In To View Full Content Abstract

Asset Prices in an Exchange Economy with Habit Formation

Fernando Zapatero, Jerome B. Detemple
p. 1633-1657

Log In To View Full Content Abstract

Dynamic $(S, s)$ Economies

Eduardo M. R. A. Engel, Ricardo J. Caballero
p. 1659-1686

Log In To View Full Content Abstract

Fiscal Policy with Impure Integenerational Altruism

Andrew B. Abel, B. Douglas Bernheim
p. 1687-1711

Log In To View Full Content Abstract

Information and Timing in Repeated Partnerships

David Pearce, Dilip Abreu, Paul Milgrom
p. 1713-1733

Log In To View Full Content Abstract

Moral Hazard and Verifiability: The Effects of Renegotiation in Agency

Benjamin E. Hermalin, Michael L. Katz
p. 1735-1753

Log In To View Full Content Abstract

No-Envy and Consistency in Economies with Indivisible Goods

Koichi Tadenuma, William Thomson
p. 1755-1767

Log In To View Full Content Abstract

Notes and Comments: Decentralizing Public Good Supply

Ian Jewitt, Timothy Besley
p. 1769-1778

Log In To View Full Content

Notes and Comments: Axioms of Revealed Preference for Nonlinear Choice Sets

Rosa L. Matzkin
p. 1779-1786

Log In To View Full Content

Notes and Comments: Independence of Irrelevant Alternatives and Revealed Group Preferences

Hans Peters, Peter Wakker
p. 1787-1801

Log In To View Full Content

Announcements

p. 1803-1806

Log In To View Full Content

News Notes

p. 1807-1810

Log In To View Full Content

Program of the 1991 Far Eastern Meeting of the Econometric Society

p. 1811-1826

Log In To View Full Content

Program of the 1991 Australasian Meetings of the Econometric Society

p. 1827-1833

Log In To View Full Content