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 66, Issue 5

Back Matter

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Front Matter

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Characterizing Selection Bias Using Experimental Data

Hidehiko Ichimura, James Heckman, Jeffrey Smith, Petra Todd
p. 1017-1098

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Short Run and Long Run Causality in Time Series: Theory

Eric Renault, Jean-Marie Dufour
p. 1099-1125

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Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

Jeffrey R. Russell, Robert F. Engle
p. 1127-1162

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Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation

P. M. Robinson
p. 1163-1182

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An Empirical Equilibrium Search Model of the Labor Market

Geert Ridder, Gerard J. van den Berg
p. 1183-1221

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Notes and Comments: Habit Formation and Aggregate Consumption

David A. Chapman
p. 1223-1230

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Notes and Comments: Comment on Mclennan and Sonnenschein "Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium"

Nir Dagan, Oscar Volij, Roberto Serrano
p. 1231-1233

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Announcements

p. 1234-1238

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News Notes

p. 1239-1240

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