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 71, Issue 2

On Modes of Economic Governance

Avinash Dixit
p. 449-481

Institutional Access

Log In To View Full Content Abstract

The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions

Yacine Aït–Sahalia, Per A. Mykland
p. 483-549

Institutional Access

Log In To View Full Content Abstract

The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

Andrew B. Abel
p. 551-578

Institutional Access

Log In To View Full Content Abstract

Modeling and Forecasting Realized Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
p. 579-625

Institutional Access

Log In To View Full Content Abstract

Empirical Limits for Time Series Econometric Models

Werner Ploberger, Peter C. B. Phillips
p. 627-673

Institutional Access

Log In To View Full Content Abstract

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

Donald W. K. Andrews, Patrik Guggenberger
p. 675-712

Institutional Access

Log In To View Full Content Abstract

The Law of Demand and Risk Aversion

John K.H. Quah
p. 713-721

Institutional Access

Log In To View Full Content Abstract

Announcements

p. 723-728

Institutional Access

Log In To View Full Content

News Notes

p. 729-730

Institutional Access

Log In To View Full Content

Become A Member Of The Econometric Society