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 62

Issue 1

Back Matter

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Front Matter

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Asymptotic Filtering Theory for Univariate Arch Models

Daniel B. Nelson, Dean P. Foster
p. 1-41

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Labor Force Dynamics of Older Men

David M. Blau
p. 117-156

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Monotone Comparative Statics

Chris Shannon, Paul Milgrom
p. 157-180

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Notes and Comments: The Utility Theorems of Wold, Debreu, and Arrow-Hahn

Alan F. Beardon, Ghanshyam B. Mehta
p. 181-186

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Announcements

p. 187-194

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News Notes

p. 195-198

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The Econometric Society Annual Reports, 1993: Report of the Secretary

Julie P. Gordon
p. 199-206

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The Econometric Society Annual Reports, 1993: Report of the Treasurer

Robert J. Gordon
p. 207-213

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The Econometric Society Annual Reports, 1993: Report of the Editors, 1992-1993

Douglas Gale, Guy Laroque, Peter Robinson, Robert Porter
p. 214-216

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The Econometric Society Annual Reports, 1993: Econometrica Referees 1992-1993

p. 217-220

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The Econometric Society Annual Reports, 1993: The Econometric Society Research Monograph Series

Avinash Dixit
p. 221-222

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Program of the 1993 Econometric Society European Meeting

p. 223-256

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Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

Donald W. K. Andrews
p. 43-72

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Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models

Peter C. B. Phillips
p. 73-93

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A Computationally Practical Simulation Estimator for Panel Data

Michael P. Keane
p. 95-116

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Issue 2

Back Matter

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Front Matter

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Renegotiation Design with Unverifiable Information

Mathias Dewatripont, Patrick Rey, Philippe Aghion
p. 257-282

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Intertemporal Asset Pricing under Knightian Uncertainty

Larry G. Epstein, Tan Wang
p. 283-322

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Growth and Indeterminancy in Dynamic Models with Externalities

Aldo Rustichini, Michele Boldrin
p. 323-342

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Bertrand-Edgeworth Competition in Experimental Markets

Jamie Brown Kruse, Stanley S. Reynolds, Stephen Rassenti, Vernon L. Smith
p. 343-371

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Testing Instrument Admissibility: Some Refined Asymptotic Results

Michael A. Magdalinos
p. 373-403

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Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression

Moshe Buchinsky
p. 405-458

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Notes and Comments: The First-Order Approach to Multi-Signal Principal-Agent Problems

Bernard Sinclair-Desgagne
p. 459-465

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Notes and Comments: Identification and Estimation of Local Average Treatment Effects

Guido W. Imbens, Joshua D. Angrist
p. 467-475

Full Content

Announcements

p. 477-480

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News Notes

p. 481-482

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Program of the Twelfth Latin American Meeting of the Econometric Society

p. 484-505

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Issue 3

[Photograph]: Andreu Mas-Colell, President of the Econometric Society, 1993

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Back Matter

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Front Matter

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The New Economics of Regulation Ten Years After

Jean-Jacques Laffont
p. 507-537

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Risk and Insurance in Village India

Robert M. Townsend
p. 539-591

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Nonatomic Economies and the Boundaries of Perfect Competition

Joseph M. Ostroy, William R. Zame
p. 593-633

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Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance

Jean Mercenier, Philippe Michel
p. 635-656

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Alternative Approximations to the Distributions of Instrumental Variable Estimators

Paul A. Bekker
p. 657-681

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Notes and Comments: A General Result for Quantifying Beliefs

Peter Wakker, Rakesh Sarin
p. 683-685

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Notes and Comments: Switching Costs and the Gittins Index

Jeffrey S. Banks, Rangarajan K. Sundaram
p. 687-694

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Notes and Comments: Imperfect Competition in a Multi-Security Market with Risk Neutrality

Jordi Caballe, Murugappa Krishnan
p. 695-704

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Notes and Comments: A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

M. Hashem Pesaran, Richard J. Smith
p. 705-710

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Announcements

p. 711-712

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News Notes

p. 713-715

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The Econometric Society Annual Reports, 1993: Report of the President

Andreu Mas-Colell
p. 717-719

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1993 Election of Fellows to the Econometric Society

p. 721-725

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Fellows of the Econometric Society, January 1994

p. 727-744

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Issue 4

Back Matter

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Front Matter

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Stationary Markov Equilibria

A. Mas-Colell, A. McLennan, D. Duffie, J. Geanakoplos
p. 745-781

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The Algebraic Geometry of Perfect and Sequential Equilibrium

Lawrence E. Blume, William R. Zame
p. 783-794

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A Noncooperative View of Coalition Formation and the Core

Motty Perry, Philip J. Reny
p. 795-817

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On the Measurement of Polarization

Debraj Ray, Joan-Maria Esteban
p. 819-851

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Infinite Horizon Incomplete Markets

Martine Quinzii, Michael Magill
p. 853-880

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The Value Allocation of an Economy with Differential Information

Nicholas C. Yannelis, Stefan Krasa
p. 881-900

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Volatility and Links between National Stock Markets

Enrique Sentana, Mervyn King, Sushil Wadhwani
p. 901-933

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Notes and Comments: On the Interpretation of Sarin and Wakker's "A Simple Axiomatization of Nonadditive Expected Utility"

Klaus Nehring
p. 935-938

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Notes and Comments: The Folk Theorem for Repeated Games: A Neu Condition

Dilip Abreu, Lones Smith, Prajit K. Dutta
p. 939-948

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Notes and Comments: The "Folk Theorem" for Repeated Games with Complete Information

Quan Wen
p. 949-954

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Notes and Comments: Strategic Transmission of Costly Information

David Austen-Smith
p. 955-963

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Announcements

p. 965-972

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News Notes

p. 973-973

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Program of the 1994 Winter Meetings of the Econometric Society

p. 975-993

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Program of the 1994 European Winter Meeting of the Econometric Society

p. 994-995

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Issue 5

Information Revelation and Strategic Delay in a Model of Investment

Christophe Chamley, Douglas Gale
p. 1065-1085

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Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes

Chung-Ming Kuan, Halbert White
p. 1087-1114

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The Learning Curve, Market Dominance, and Predatory Pricing

Luis M. B. Cabral, Michael H. Riordan
p. 1115-1140

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Equivalence of Games and Markets

Myrna Holtz Wooders
p. 1141-1160

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Generalized Ginis and Cooperative Bargaining Solutions

Charles Blackorby, David Donaldson, Walter Bossert
p. 1161-1178

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Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes

John K. Dagsvik
p. 1179-1205

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The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests

Donald W. K. Andrews
p. 1207-1232

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Notes and Comments: Uncertain Lifetime, The Theory of the Consumer, and the Life Cycle Hypothesis

Siu Fai Leung
p. 1233-1239

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Announcements

p. 1241-1248

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News Notes

p. 1249-1250

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The Folk Theorem with Imperfect Public Information

David Levine, Drew Fudenberg, Eric Maskin
p. 997-1039

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Back Matter

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Front Matter

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Convergence to Efficiency in a Simple Market with Incomplete Information

Aldo Rustichini, Mark A. Satterthwaite, Steven R. Williams
p. 1041-1063

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Issue 6

Back Matter

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Front Matter

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Volume Information

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The Predictive Utility of Generalized Expected Utility Theories

Colin F. Camerer, David W. Harless
p. 1251-1289

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Investigating Generalizations of Expected Utility Theory Using Experimental Data

Chris Orme, John D. Hey
p. 1291-1326

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Trade with Heterogeneous Prior Beliefs and Asymmetric Information

Stephen Morris
p. 1327-1347

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The Asymptotic Variance of Semiparametric Estimators

Whitney K. Newey
p. 1349-1382

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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger
p. 1383-1414

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Auctions for Oil and Gas Leases with an Informed Bidder and a Random Reservation Price

Charles A. Wilson, Kenneth Hendricks, Robert H. Porter
p. 1415-1444

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Notes and Comments: Heterogeneous Demand and Order of Resource Extraction

Darrell L. Krulce, Ujjayant Chakravorty
p. 1445-1452

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Notes and Comments: Can a Poverty Index be Both Relative and Absolute?

Buhong Zheng
p. 1453-1458

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Announcements

p. 1459-1467

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News Notes

p. 1469-1471

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Program of the 1994 Australasian Meeting of the Econometric Society

p. 1473-1480

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