Econometrica - Volume 80
Issue 1
Frontmatter of Econometrica Vol. 80 Iss. 1
p. i-ii
Timing and Self‐Control
Drew Fudenberg, David K. Levine
p. 1-42
One Person, Many Votes: Divided Majority and Information Aggregation
Laurent Bouton, Micael Castanheira
p. 43-87
Combinatorial Voting
David S. Ahn, Santiago Oliveros
p. 89-141
Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information
Áureo de Paula, Xun Tang
p. 143-172
One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root
Anna Mikusheva
p. 173-212
Inference in Nonparametric Instrumental Variables With Partial Identification
Andres Santos
p. 213-275
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
Xiaohong Chen, Demian Pouzo
p. 277-321
Stability and Preference Alignment in Matching and Coalition Formation
Marek Pycia
p. 323-362
Definable and Contractible Contracts
Michael Peters, Balázs Szentes
p. 363-411
On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
Yuichi Kitamura, Andres Santos, Azeem M. Shaikh
p. 413-423
Folklore Theorems, Implicit Maps, and Indirect Inference
Peter C. B. Phillips
p. 425-454
Forthcoming Papers
p. 457-457
Report of the Secretary
p. 459-467
Report of the Treasurer
p. 469-475
Report of the Editors 2010–2011
p. 477-480
Econometrica Referees 2010–2011
p. 481-489
Report of the Editors of the Monograph Series
p. 491-493
Submission of Manuscripts to the Econometric Society Monograph Series
p. 495-495
Backmatter of Econometrica Vol. 80 Iss. 1
p. iii-v
Issue 2
Frontmatter of Econometrica Vol. 80 Iss. 2
p. i-ii
The Distributive Impact of Reforms in Credit Enforcement: Evidence From Indian Debt Recovery Tribunals
Ulf von Lilienfeld‐Toal, Dilip Mookherjee, Sujata Visaria
p. 497-558
Ambiguity, Learning, and Asset Returns
Nengjiu Ju, Jianjun Miao
p. 559-591
Task Trade Between Similar Countries
Gene M. Grossman, Esteban Rossi‐Hansberg
p. 593-629
Higher Order Uncertainty and Information: Static and Dynamic Games
Antonio Penta
p. 631-660
When Are Local Incentive Constraints Sufficient?
Gabriel Carroll
p. 661-686
Price Inference in Small Markets
Marzena Rostek, Marek Weretka
p. 687-711
Efficient Semiparametric Estimation of the Fama–French Model and Extensions
Gregory Connor, Matthias Hagmann, Oliver Linton
p. 713-754
Bayesian and Frequentist Inference in Partially Identified Models
Hyungsik Roger Moon, Frank Schorfheide
p. 755-782
Mixed Hitting‐Time Models
Jaap H. Abbring
p. 783-819
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
Christian Francq, Jean‐Michel Zakoïan
p. 821-861
Vote‐Buying and Reciprocity
Frederico Finan, Laura Schechter
p. 863-881
Clocks and Trees: Isomorphic Dutch Auctions and Centipede Games
James C. Cox, Duncan James
p. 883-903
Forthcoming Papers
p. 909-909
Backmatter of Econometrica Vol. 80 Iss. 2
p. iii-v
Issue 3
Frontmatter of Econometrica Vol. 80 Iss. 3
p. i-ii
Dynamic Valuation Decomposition Within Stochastic Economies
Lars Peter Hansen
p. 911-967
Bounds on Elasticities With Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply
Raj Chetty
p. 969-1018
The Costs of Environmental Regulation in a Concentrated Industry
Stephen P. Ryan
p. 1019-1061
Does Industrial Composition Matter for Wages? A Test of Search and Bargaining Theory
Paul Beaudry, David A. Green, Benjamin Sand
p. 1063-1104
The Realized Laplace Transform of Volatility
Viktor Todorov, George Tauchen
p. 1105-1127
Set Identified Linear Models
Christian Bontemps, Thierry Magnac, Eric Maurin
p. 1129-1155
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
Bin Chen, Yongmiao Hong
p. 1157-1183
Dynamic Competition With Random Demand and Costless Search: A Theory of Price Posting
Raymond Deneckere, James Peck
p. 1185-1247
Endogenous Completeness of Diffusion Driven Equilibrium Markets
J. Hugonnier, S. Malamud, E. Trubowitz
p. 1249-1270
Costly Self‐Control and Random Self‐Indulgence
Eddie Dekel, Barton L. Lipman
p. 1271-1302
On the Smooth Ambiguity Model: A Reply
Peter Klibanoff, Massimo Marinacci, Sujoy Mukerji
p. 1303-1321
Announcements
p. 1323-1325
Forthcoming Papers
p. 1327-1327
2011 Election of Fellows to the Econometric Society
p. 1329-1335
Backmatter of Econometrica Vol. 80 Iss. 3
p. iii-v
Issue 4
Frontmatter of Econometrica Vol. 80 Iss. 4
p. i-ii
Functional Differencing
Stéphane Bonhomme
p. 1337-1385
Contract Pricing in Consumer Credit Markets
Liran Einav, Mark Jenkins, Jonathan Levin
p. 1387-1432
Waiting for News in the Market for Lemons
Brendan Daley, Brett Green
p. 1433-1504
Status, Intertemporal Choice, and Risk‐Taking
Debraj Ray, Arthur Robson
p. 1505-1531
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
Patrick Gagliardini, Olivier Scaillet
p. 1533-1562
Identification and Estimation of Stochastic Bargaining Models
Antonio Merlo, Xun Tang
p. 1563-1604
Continuous Implementation
Marion Oury, Olivier Tercieux
p. 1605-1637
Axiomatic Equilibrium Selection for Generic Two‐Player Games
Srihari Govindan, Robert Wilson
p. 1639-1699
Estimating Derivatives in Nonseparable Models With Limited Dependent Variables
Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
p. 1701-1719
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Giuseppe Cavaliere, Anders Rahbek, A. M. Robert Taylor
p. 1721-1740
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
Federico A. Bugni, Ivan A. Canay, Patrik Guggenberger
p. 1741-1768
Impossibility Results for Nondifferentiable Functionals
Keisuke Hirano, Jack R. Porter
p. 1769-1790
Incomplete Preferences Under Uncertainty: Indecisiveness in Beliefs versus Tastes
Efe A. Ok, Pietro Ortoleva, Gil Riella
p. 1791-1808
Testing for Regime Switching: A Comment
Andrew V. Carter, Douglas G. Steigerwald
p. 1809-1812
Announcements
p. 1813-1814
Forthcoming Papers
p. 1815-1815
Submission of Manuscripts to the Econometric Society Monograph Series
p. 1817-1817
Backmatter of Econometrica Vol. 80 Iss. 4
p. iii-v
Issue 5
Frontmatter of Econometrica Vol. 80 Iss. 5
p. i-ii
Perfectionism and Choice
Igor Kopylov
p. 1819-1843
A Robust Model of Bubbles With Multidimensional Uncertainty
Antonio Doblas‐Madrid
p. 1845-1893
Competition in Financial Innovation
Andrés Carvajal, Marzena Rostek, Marek Weretka
p. 1895-1936
Speculative Overpricing in Asset Markets With Information Flows
Thomas R. Palfrey, Stephanie W. Wang
p. 1937-1976
The Network Origins of Aggregate Fluctuations
Daron Acemoglu, Vasco M. Carvalho, Asuman Ozdaglar, Alireza Tahbaz‐Salehi
p. 1977-2016
Noisy Stochastic Games
John Duggan
p. 2017-2045
Reputational Bargaining With Minimal Knowledge of Rationality
Alexander Wolitzky
p. 2047-2087
Mechanism Design With Renegotiation and Costly Messages
Robert Evans
p. 2089-2104
Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models
Bryan S. Graham, James L. Powell
p. 2105-2152
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification
Donald W. K. Andrews, Xu Cheng
p. 2153-2211
Constrained Optimization Approaches to Estimation of Structural Models
Che‐Lin Su, Kenneth L. Judd
p. 2213-2230
Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation
Jean‐Pierre Dubé, Jeremy T. Fox, Che‐Lin Su
p. 2231-2267
Partial Distributional Policy Effects
Christoph Rothe
p. 2269-2301
Sequential Estimation of Structural Models With a Fixed Point Constraint
Hiroyuki Kasahara, Katsumi Shimotsu
p. 2303-2319
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Michael Jansson, Morten Ørregaard Nielsen
p. 2321-2332
Aggregating the Single Crossing Property
John K.‐H. Quah, Bruno Strulovici
p. 2333-2348
A Mechanism Design Approach to Ranking Asymmetric Auctions
René Kirkegaard
p. 2349-2364
Announcements
p. 2365-2366
Forthcoming Papers
p. 2367-2367
Backmatter of Econometrica Vol. 80 Iss. 5
p. iii-v
Issue 6
Frontmatter of Econometrica Vol. 80 Iss. 6
p. i-vi
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
A. Belloni, D. Chen, V. Chernozhukov, C. Hansen
p. 2369-2429
Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks
Julio Dávila, Jay H. Hong, Per Krusell, José‐Víctor Ríos‐Rull
p. 2431-2467
Capital Mobility and Asset Pricing
Darrell Duffie, Bruno Strulovici
p. 2469-2509
Valuing Dealers' Informational Advantage: A Study of Canadian Treasury Auctions
Ali Hortaçsu, Jakub Kastl
p. 2511-2542
The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection
Pierre‐Philippe Combes, Gilles Duranton, Laurent Gobillon, Diego Puga, Sébastien Roux
p. 2543-2594
Information Aggregation in Dynamic Markets With Strategic Traders
Michael Ostrovsky
p. 2595-2647
On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis, Linchun Chen
p. 2649-2666
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Søren Johansen, Morten Ørregaard Nielsen
p. 2667-2732
What's News in Business Cycles
Stephanie Schmitt‐Grohé, Martín Uribe
p. 2733-2764
Monopolistic Competition: Beyond the Constant Elasticity of Substitution
Evgeny Zhelobodko, Sergey Kokovin, Mathieu Parenti, Jacques‐François Thisse
p. 2765-2784
Rotten Parents and Disciplined Children: A Politico‐Economic Theory of Public Expenditure and Debt
Zheng Song, Kjetil Storesletten, Fabrizio Zilibotti
p. 2785-2803
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
Donald W. K. Andrews, Panle Jia Barwick
p. 2805-2826
Ambiguity in the Small and in the Large
Paolo Ghirardato, Marciano Siniscalchi
p. 2827-2847
Announcements
p. 2849-2850
Forthcoming Papers
p. 2851-2851
The Econometric Society 2011 Annual Report of the President
p. 2853-2857
Backmatter of Econometrica Vol. 80 Iss. 6
p. vii-ix