Econometrica - Volume 45, Issue 4
Notes and Comments: Spectral Utility Functions and the Design of a Stationary System
Roger J. Bowden
p. 1007-1012
Notes and Comments: A Stochastic Optimal Control Technique for Models with Estimated Coefficients
Arthur Havenner, Roger Craine
p. 1013-1022
Notes and Comments: A Note on Wallis' Bounds Test and Negative Autocorrelation
D. E. A. Giles, M. L. King
p. 1023-1026
Notes and Comments: A Comment on the Test of Overidentifying Restrictions
Joseph B. Kadane, T. W. Anderson
p. 1027-1032
Notes and Comments: A Note on Consumer's Surplus, the Divisia Index, and the Measurement of Welfare Changes
Neil Bruce
p. 1033-1038
Accepted Manuscripts
p. 1039-1039
Erratum: An Econometric Evaluation of a Generalized Consumer Surplus Measure: The Mineral King Controversy
Anthony C. Fisher, Charles J. Cicchetti, V. Kerry Smith
p. 1041-1041
Optimal Allocation of Public Goods: A Solution to the "Free Rider" Problem
John Ledyard, Theodore Groves
p. 783-810
Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming
A. Ben-Israel, A. Ben-Tal, A. Charnes
p. 811-820
Economic Environments for which there are Pareto Satisfactory Mechanisms
Kenneth Mount, Stanley Reiter
p. 821-842
A Two-Person Exchange Model
King-Tak Lee
p. 843-852
Maximin Paths of Heterogeneous Capital Accumulation and the Instability of Paradoxical Steady States
E. Burmeister, P. J. Hammond
p. 853-870
Social Decision Functions and the Veto
Julian H. Blau, Rajat Deb
p. 871-880
On Preferences, Beliefs, and Manipulation within Voting Situations
Jean-Marie Blin, Mark A. Satterthwaite
p. 881-888
The Existence of Choice Functions
Anjan Mukherji
p. 889-894
A Matrix Measure of Multivariate Local Risk Aversion
George T. Duncan
p. 895-904
Linear Quadratic Control Theory for Models with Long Lags
Alfred Lorn Norman, Woo Sik Jung
p. 905-918
Social Experimentation, Truncated Distributions, and Efficient Estimation
David A. Wise, Jerry A. Hausman
p. 919-938
Some Properties of a Modification of the Limited Information Estimator
Wayne A. Fuller
p. 939-954
The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
Takeshi Amemiya
p. 955-968
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
David F. Hendry, Frank Srba
p. 969-990
Notes and Comments: Singular Dynamic Leontief Systems
Ami Arbel, David G. Luenberger
p. 991-996
Notes and Comments: Some Small Sample Evidence on the Distribution of Dynamic Simulation Forecasts
Peter Schmidt
p. 997-1006
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