Front Matter

p.811

Approximate Normality of Generalized Least Squares Estimates
Thomas J. Rothenberg

p.827

Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
Thomas J. Rothenberg

p.843

Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
Lung-Fei Lee

p.865

Testing for Neglected Heterogeneity
Andrew Chesher

p.873

Local Asymptotic Specification Error Analysis
Nicholas M. Kiefer
Gary R. Skoog

p.887

Completeness, Distribution Restrictions, and the Form of Aggregate Functions
Thomas M. Stoker

p.909

Econometric Models for Count Data with an Application to the Patents-R & D Relationship
Jerry Hausman
Bronwyn H. Hall
Zvi Griliches

p.939

A Hazard Rate Approach to the Timing of Births
John L. Newman
Charles E. McCulloch

p.963

A General Existence Theorem for von Neumann Economic Growth Models
Peter Medvegyev

p.975

Continuum and Finite-Player Noncooperative Models of Competition
Edward J. Green

p.995

Bargaining under Asymmetric Information
William Samuelson

p.1007

Rationalizable Strategic Behavior
B. Douglas Bernheim

p.1029

Rationalizable Strategic Behavior and the Problem of Perfection
David G. Pearce

p.1051

Notes and Comments: The Covariance Matrix of the Information Matrix Test
Tony Lancaster

p.1055

Notes and Comments: On the Robustness of LM, LR, and W Tests in Regression Models
Aman Ullah
Victoria Zinde-Walsh

p.1067

Notes and Comments: Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator
Gotz Trenkler

p.1071

1985 World Congress of the Econometric Society: Announcement and Call for Papers

p.1075

Special Call for Billboard Sessions: Winter 1984 Econometric Society North American Meetings

p.1075

Accepted Manuscripts

p.1077

Gerhard Tintner 1907-1983

p.1078

News Notes

p.1083

Corrigendum: Joint Estimation of Relationships Involving Discrete Random Variables
Arnold Zellner
Tong Hun Lee

Submission of Manuscripts to Econometrica

Back Matter