Econometrica - Volume 68
Issue 1
The Econometrics of Ultra‐high‐frequency Data
Robert F. Engle
p. 1-22
A Three‐step Method for Choosing the Number of Bootstrap Repetitions
Donald W. K. Andrews, Moshe Buchinsky
p. 23-51
Latent Separability: Grouping Goods without Weak Separability
Richard Blundell, Jean‐Marc Robin
p. 53-84
Bargaining and Reputation
Dilip Abreu, Faruk Gul
p. 85-117
Optimal Contracts when Enforcement is a Decision Variable
Stefan Krasa, Anne P. Villamil
p. 119-134
Information Acquisition in Auctions
Nicola Persico
p. 135-148
A Divisible Search Model of Fiat Money: A Comment
Bernhard Rauch
p. 149-156
Announcement: Nomination of Fellows
p. 157-165
Report of the Secretary
p. 169-177
Report of the Treasurer
p. 178-184
Report of the Editors
p. 185-187
Econometrica Referees
p. 188-193
Report of the Editors of the Econometric Society Research Monograph Series
p. 194-195
Submission of Manuscripts to the Econometric Society Monograph Series
p. 196-196
Program of the 1999 North American Summer Meeting of the Econometric Society
p. 197-215
Program of the 1999 Far Eastern Meeting of the Econometric Society
p. 216-234
Program of the 1999 Australasian Meeting of the Econometric Society
p. 235-245
Issue 2
Inflation and Welfare
Robert E. Lucas, Jr.
p. 247-274
Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
Yongheng Deng, John M. Quigley, Robert Order
p. 275-307
Mechanism Design with Collusion and Correlation
Jean‐Jacques Laffont, David Martimort
p. 309-342
Assortative Matching and Search
Robert Shimer, Lones Smith
p. 343-369
Pathological Outcomes of Observational Learning
Lones Smith, Peter Sørensen
p. 371-398
Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
Donald W. K. Andrews
p. 399-405
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
Robert M. Jong, James Davidson
p. 407-423
Temporal Resolution of Uncertainty and Recursive Non‐expected Utility Models
Simon Grant, Atsushi Kajii, Ben Polak
p. 425-434
Do Sunspots Matter when Spot Market Equilibria are Unique?
Thorsten Hens
p. 435-441
Announcements: Nomination of Fellows
p. 442-449
Program of the XVII Latin American Meeting of the Econometric Society
p. 452-479
Program of the 54th European Meeting of the Econometric Society
p. 480-524
Submission of Manuscripts to Econometrica
p. i-i
Issue 3
Optimal Nonparametric Estimation of First‐price Auctions
Emmanuel Guerre, Isabelle Perrigne, Quang Vuong
p. 525-574
Sample Splitting and Threshold Estimation
Bruce E. Hansen
p. 575-603
Reinforcement‐based vs. Belief‐based Learning Models in Experimental Asymmetric‐information Games
Nick Feltovich
p. 605-641
Priority Rules and Other Asymmetric Rationing Methods
Hervé Moulin
p. 643-684
Sharing Beliefs: Between Agreeing and Disagreeing
Antoine Billot, Alain Chateauneuf, Itzhak Gilboa, Jean‐Marc Tallon
p. 685-694
Simple Robust Testing of Regression Hypotheses
Nicholas M. Kiefer, Timothy J. Vogelsang, Helle Bunzel
p. 695-714
Robust Wald Tests in Sur Systems with Adding‐up Restrictions
B. Ravikumar, Surajit Ray, N. Eugene Savin
p. 715-719
1999 Election of Fellows to the Econometric Society
p. 725-729
Fellows of the Econometric Society
p. 731-753
Program of the 2000 North American Winter Meeting of the Econometric Society
p. 754-772
Program of the 2000 European Winter Meeting of the Econometric Society
p. 773-774
Submission of Manuscripts to Econometrica
p. i-i
Issue 4
Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Fernando Alvarez, Urban J. Jermann
p. 775-797
Competing Mechanisms in a Common Value Environment
Bruno Biais, David Martimort, Jean‐Charles Rochet
p. 799-837
Panel Data Discrete Choice Models with Lagged Dependent Variables
Bo E. Honoré, Ekaterini Kyriazidou
p. 839-874
A Theory of the Firm with Non‐binding Employment Contracts
Asher Wolinsky
p. 875-910
The Monotonicity of Individual and Market Demand
John K.‐H. Quah
p. 911-930
Edgeworth Expansions for Semiparametric Averaged Derivatives
Y. Nishiyama, P. M. Robinson
p. 931-979
Self‐Selective Social Choice Functions Verify Arrow and Gibbard‐Satterthwaite Theorems
Semih Koray
p. 981-996
Monotone Instrumental Variables: With an Application to the Returns to Schooling
Charles F. Manski, John V. Pepper
p. 997-1010
Announcements: The 2000 Frisch Medal Award
p. 1021-1024
Report of the President
p. 1026-1027
Submission of Manuscripts to the Econometric Society Monograph Series
p. 1028-1028
A Simple Test of the Law of Demand for the United States
Eduardo Zambrano, Timothy J. Vogelsang
p. 1011-1020
Issue 5
Capital‐skill Complementarity and Inequality: A Macroeconomic Analysis
Per Krusell, Lee E. Ohanian, José‐Víctor Ríos‐Rull, Giovanni L. Violante
p. 1029-1053
GMM with Weak Identification
James H. Stock, Jonathan H. Wright
p. 1055-1096
A Reality Check for Data Snooping
Halbert White
p. 1097-1126
A Simple Adaptive Procedure Leading to Correlated Equilibrium
Sergiu Hart, Andreu Mas‐Colell
p. 1127-1150
Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem?
V. V. Chari, Patrick J. Kehoe, Ellen R. Mcgrattan
p. 1151-1179
A Noncooperative Model of Network Formation
Venkatesh Bala, Sanjeev Goyal
p. 1181-1229
Genericity and Markovian Behavior in Stochastic Games
Hans Haller, Roger Lagunoff
p. 1231-1248
Nonstationary Binary Choice
Joon Y. Park, Peter C. B. Phillips
p. 1249-1280
Risk Aversion and Expected‐utility Theory: A Calibration Theorem
Matthew Rabin
p. 1281-1292
Correction
Arnold Zellner, Franz C. Palm
p. 1293-1293
Announcements
p. 1295-1297
Issue 6
Do Markets Favor Agents able to Make Accurate Predictions?
Alvaro Sandroni
p. 1303-1341
Transform Analysis and Asset Pricing for Affine Jump‐diffusions
Darrell Duffie, Jun Pan, Kenneth Singleton
p. 1343-1376
Accuracy of Numerical Solutions Using the Euler Equation Residuals
Manuel S. Santos
p. 1377-1402
Strategyproof Assignment by Hierarchical Exchange
Szilvia Pápai
p. 1403-1433
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
Russell Davidson, Jean‐Yves Duclos
p. 1435-1464
Nonparametric Test for Causality with Long‐range Dependence
Javier Hidalgo
p. 1465-1490
Multiperson Bargaining and Strategic Complexity
Kalyan Chatterjee, Hamid Sabourian
p. 1491-1509
Incomplete Learning from Endogenous Data in Dynamic Allocation
Monica Brezzi, Tze Leung Lai
p. 1511-1516
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
Alastair R. Hall
p. 1517-1527
Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets
Donald J. Brown, Chris Shannon
p. 1529-1539
Indeterminacy Under Constant Returns to Scale in Multisector Economies
Jess Benhabib, Qinglai Meng, Kazuo Nishimura
p. 1541-1548
Announcements
p. 1549-1555
The Econometric Society
