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January 1992 - Volume 60 Issue 1
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Front Matter
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p.1
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The Principal-Agent Relationship with an Informed Principal, II: Common Values
Eric Maskin
Jean Tirole
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p.43
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Implementation Via Nash Equilibria
Vladimir Danilov
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p.57
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Trade Reform with Quotas, Partial Rent Retention, and Tariffs
James E. Anderson
J. Peter Neary
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p.77
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Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
David Heath
Robert Jarrow
Andrew Morton
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p.107
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The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds
Danny Quah
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p.119
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Canonical Cointegrating Regressions
Joon Y. Park
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p.145
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A New Form of the Information Matrix Test
Russell Davidson
James G. MacKinnon
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p.159
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A Heteroskedasticity Test Robust to Conditional Mean Misspecification
Byung-Joo Lee
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p.173
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Notes and Comments: The Bias of Instrumental Variable Estimators
A. Buse
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p.181
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Notes and Comments: On the Exact Small Sample Distribution of the Instrumental Variable Estimator
G. S. Maddala
Jinook Jeong
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p.185
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Notes and Comments: Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
Robert E. Cumby
John Huizinga
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p.197
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Notes and Comments: Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
James Dow
Sergio Ribeiro da Costa Werlang
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p.205
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Announcements
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p.212
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News Notes
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p.215
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The Econometric Society Annual Reports, 1991: Report of the Secretary
Julie P. Gordon
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p.222
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The Econometric Society Annual Reports, 1991: Report of the Treasurer
Robert J. Gordon
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p.229
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The Econometric Society Annual Reports, 1991: Report of the Editors
Lars Hansen
Martin Hellwig
Andreu Mas-Colell
Robert Porter
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p.232
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The Econometric Society Annual Reports, 1991: July 1990-1991 Econometrica Referees
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p.236
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The Econometric Society Annual Reports, 1991: The Economic Society Research Monograph Series Report of the Editors
Avinash Dixit
Alain Monfort
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Back Matter
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