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A Mixture-Set Axiomatization of Conditional Subjective Expected Utility
Peter C. Fishburn
p.27
Risk Independence and Multiattributed Utility Functions
Ralph L. Keeney
p.35
The Risk Independence Axiom
Robert A. Pollak
p.41
The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator
R. L. Basmann
D. H. Richardson
p.59
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
Donald H. Ebbeler
James B. McDonald
p.67
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables
Roberto S. Mariano
p.79
The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models
Edwin Burmeister
Christopher Caton
A. Rodney Dobell
Stephen Ross
p.97
A Stochastic Model of Discrimination in the Labor Market
Stephen J. Carroll
John E. Rolph
p.109
Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods
Gregory C. Chow
p.119
Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
Phoebus J. Dhrymes
p.135
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Peter K. Clark
p.157
Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark
Benoit B. Mandelbrot
p.161
Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers
Peter Schmidt
p.165
Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters
Peter Schmidt
p.171
Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model
W. Oberhofer
J. Kmenta
p.179
Notes and Comments: Externalities and the Core
David A. Starrett
