[Photograph]: Roger Guesnerie: President of the Econometric Society, 1996

Back Matter

Front Matter

Using Randomization to Break the Curse of Dimensionality

John Rust
p. 487-516

Duopoly Strategies Programmed by Experienced Players

Gerald R. Uhlich, Michael Mitzkewitz, Reinhard Selten
p. 517-555

Instrumental Variables Regression with Weak Instruments

Douglas Staiger, James H. Stock
p. 557-586

Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models

Douglas G. Steigerwald, Whitney K. Newey
p. 587-599

Aggregation and Optimization with State-Dependent Pricing

Andrew Caplin, John Leahy
p. 601-625

Likelihood Ratio Specification Tests

Andrew Chesher, Richard J. Smith
p. 627-646

Cointegration and Dynamic Simultaneous Equations Model

Cheng Hsiao
p. 647-670

Notes and Comments: Two Mixed Normal Densities from Cointegration Analysis

Karim M. Abadir, Paolo Paruolo
p. 671-680

Notes and Comments: The Nash Bargaining Theory with Non-Convex Problems

Lin Zhou
p. 681-685

Announcements

p. 687-689

News Notes

p. 691-693

The Econometric Society Annual Reports, 1996: Report of the President

Roger Guesnerie
p. 695-699

1996 Election of Fellows to the Econometric Society

p. 701-705

Fellows of the Econometric Society as of January 1997

p. 706-726

Program of the 1997 North American Winter Meeting of the Econometric Society

p. 727-744