Econometrica - Volume 72
Issue 1
Income Variance Dynamics and Heterogeneity
Costas Meghir, Luigi Pistaferri
p. 1-32
Estimation of Nonlinear Models with Measurement Error
Susanne M. Schennach
p. 33-75
Precautionary Bidding in Auctions
Péter Esö, Lucy White
p. 77-92
Information‐Based Relative Consumption Effects
Larry Samuelson
p. 93-118
Self‐Control and the Theory of Consumption
Faruk Gul, Wolfgang Pesendorfer
p. 119-158
Worms: Identifying Impacts on Education and Health in the Presence of Treatment Externalities
Edward Miguel, Michael Kremer
p. 159-217
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
Whitney K. Newey, Richard J. Smith
p. 219-255
Random Matching Under Dichotomous Preferences
Anna Bogomolnaia, Herve Moulin
p. 257-279
Notes and Comments the Amsterdam Auction
Jacob K. Goeree, Theo Offerman
p. 281-294
Random Effects Estimators with many Instrumental Variables
Gary Chamberlain, Guido Imbens
p. 295-306
Announcements Nomination of Fellows, 2004
p. 307-313
The Econometric Society Annual Reports Report of the Secretary
p. 318-326
The Econometric Society Annual Reports Report of the Treasurer
p. 327-335
The Econometric Society Annual Reports Report of the Editors 2002–2003
Eddie Dekel, Glenn Ellison, Joel Horowitz, Costas Meghir, Andrew Postlewaite
p. 336-338
The Econometric Society Annual Reports Econometrica Referees 2002–2003
p. 339-345
The Econometric Society Research Monograph Series Report of the Editors
Andrew Chesher, Matthew Jackson
p. 346-348
Submission of Manuscripts to the Econometric Society Monograph Series
p. 349-349
Issue 2
The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV
Austan Goolsbee, Amil Petrin
p. 351-381
Expedient and Monotone Learning Rules
Tilman Börgers, Antonio J. Morales, Rajiv Sarin
p. 383-405
Imperfect Monitoring and Impermanent Reputations
Martin W. Cripps, George J. Mailath, Larry Samuelson
p. 407-432
Information in Securities Markets: Kyle Meets Glosten and Milgrom
Kerry Back, Shmuel Baruch
p. 433-465
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Hyungsik Roger Moon, Peter C. B. Phillips
p. 467-522
Ordinally Bayesian Incentive Compatible Voting Rules
Dipjyoti Majumdar, Arunava Sen
p. 523-540
The Time Consistency of Optimal Monetary and Fiscal Policies
Fernando Alvarez, Patrick J. Kehoe, Pablo Andrés Neumeyer
p. 541-567
Adaptive Local Polynomial Whittle Estimation of Long‐range Dependence
Donald W. K. Andrews, Yixiao Sun
p. 569-614
Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace
John A. List
p. 615-625
Fair Production and Allocation of an Excludable Nonrival Good
François Maniquet, Yves Sprumont
p. 627-640
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
Søren Tolver Jensen, Anders Rahbek
p. 641-646
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Helmut Lütkepohl, Pentti Saikkonen, Carsten Trenkler
p. 647-662
Issue 3
the Block–Block Bootstrap: Improved Asymptotic Refinements
Donald W. K. Andrews
p. 673-700
Moral Hazard Contracting and Private Credit Markets
In‐Uck Park
p. 701-746
Relational Contracts and the Nature of Market Interactions
Martin Brown, Armin Falk, Ernst Fehr
p. 747-780
Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm
Daniel Houser, Michael Keane, Kevin McCabe
p. 781-822
Repeated Games with Private Monitoring: Two Players
Hitoshi Matsushima
p. 823-852
Financial Market Globalization, Symmetry‐Breaking, and Endogenous Inequality of Nations
Kiminori Matsuyama
p. 853-884
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
Ole E. Barndorff‐Nielsen, Neil Shephard
p. 885-925
Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
John R. Conlon
p. 927-936
The Error in Rejection Probability of Simple Autocorrelation Robust Tests
Michael Jansson
p. 937-946
Twicing Kernels and a Small Bias Property of Semiparametric Estimators
Whitney K. Newey, Fushing Hsieh, James M. Robins
p. 947-962
The Measurement of Intellectual Influence
Ignacio Palacios‐Huerta, Oscar Volij
p. 963-977
Announcement and Call for Papers
p. 979-983
Report of the President
p. 986-989
2003 Election of Fellows to the Econometric Society
p. 990-996
Fellows of the Econometric Society
p. 997-1022
Issue 4
Financial Intermediaries and Markets
Franklin Allen, Douglas Gale
p. 1023-1061
A Dynamic Theory of Holdup
Yeon‐Koo Che, József Sákovics
p. 1063-1103
On the Existence of Pure Strategy Monotone Equilibria in Asymmetric First‐Price Auctions
Philip J. Reny, Shmuel Zamir
p. 1105-1125
A PANIC Attack on Unit Roots and Cointegration
Jushan Bai, Serena Ng
p. 1127-1177
The Organization of Supplier Networks: Effects of Delegation and Intermediation
Dilip Mookherjee, Masatoshi Tsumagari
p. 1179-1219
Statistical Treatment Rules for Heterogeneous Populations
Charles F. Manski
p. 1221-1246
Price Manipulation and Quasi‐Arbitrage
Gur Huberman, Werner Stanzl
p. 1247-1275
Efficient Semiparametric Estimation of Censored and Truncated Regressions via a Smoothed Self‐Consistency Equation
Stephen R. Cosslett
p. 1277-1293
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
Jinyong Hahn, Whitney Newey
p. 1295-1319
Announcements
p. 1321-1325
Issue 5
Measuring Expectations
Charles F. Manski
p. 1329-1376
A General Formula for Valuing Defaultable Securities
P. Collin‐Dufresne, R. Goldstein, J. Hugonnier
p. 1377-1407
Women as Policy Makers: Evidence from a Randomized Policy Experiment in India
Raghabendra Chattopadhyay, Esther Duflo
p. 1409-1443
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Victor Chernozhukov, Han Hong
p. 1445-1480
Likelihood‐Based Estimation of Latent Generalized ARCH Structures
Gabriele Fiorentini, Enrique Sentana, Neil Shephard
p. 1481-1517
Wavelet‐Based Testing for Serial Correlation of Unknown Form in Panel Models
Yongmiao Hong, Chihwa Kao
p. 1519-1563
Social Indeterminacy
Gil Kalai
p. 1565-1581
The Theory of Global Games on Test: Experimental Analysis of Coordination Games with Public and Private Information
Frank Heinemann, Rosemarie Nagel, Peter Ockenfels
p. 1583-1599
Consistent Estimation of Models Defined by Conditional Moment Restrictions
Manuel A. Domínguez, Ignacio N. Lobato
p. 1601-1615
Mechanism Design with Interdependent Valuations: Efficiency
Claudio Mezzetti
p. 1617-1626
Announcements
p. 1627-1629
Issue 6
Large Robust Games
Ehud Kalai
p. 1631-1665
Empirical Likelihood‐Based Inference in Conditional Moment Restriction Models
Yuichi Kitamura, Gautam Tripathi, Hyungtaik Ahn
p. 1667-1714
On Optimal Rules of Persuasion
Jacob Glazer, Ariel Rubinstein
p. 1715-1736
Polarization: Concepts, Measurement, Estimation
Jean‐Yves Duclos, Joan Esteban, Debraj Ray
p. 1737-1772
Estimation of Continuous‐Time Markov Processes Sampled at Random Time Intervals
Darrell Duffie, Peter Glynn
p. 1773-1808
Consistent Testing of Cointegrating Relationships
Francesc Marmol, Carlos Velasco
p. 1809-1844
Confidence Intervals for Partially Identified Parameters
Guido W. Imbens, Charles F. Manski
p. 1845-1857
Panel Binary Variables and Sufficiency: Generalizing Conditional Logit
Thierry Magnac
p. 1859-1876
Efficient Semiparametric Estimation via Moment Restrictions
Whitney K. Newey
p. 1877-1897
Asymptotic Distributions of Quasi‐Maximum Likelihood Estimators for Spatial Autoregressive Models
Lung‐Fei Lee
p. 1899-1925
Corrigendum to “Communication and Equilibrium in Discontinuous Games of Incomplete Information”
Matthew O. Jackson, Leo K. Simon, Jeroen M. Swinkels, William R. Zame
p. 1927-1929
Announcements
p. 1931-1933
Accepted Manuscripts
p. 1934-1934
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