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Signalling and Renegotiation in Contractual Relationships
Paul Beaudry
Michel Poitevin
p.783
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
James H. Stock
Mark W. Watson
p.821
Tests for Parameter Instability and Structural Change With Unknown Change Point
Donald W. K. Andrews
p.857
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
Stefan Mittnik
Peter A. Zadrozny
p.871
Nonlinear Dynamic Structures
A. Ronald Gallant
Peter E. Rossi
George Tauchen
p.909
Temporal Aggregation of Garch Processes
Feike C. Drost
Theo E. Nijman
p.929
Simulated Moments Estimation of Markov Models of Asset Prices
Darrell Duffie
Kenneth J. Singleton
p.953
Notes and Comments: Existence and Uniqueness of Equilibria When Preferences are Additively Separable
Rose Anne Dana
p.959
Notes and Comments: Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation
Timothy Erickson
p.971
Notes and Comments: Implied Probabilities in GMM Estimators
Kerry Back
David P. Brown
p.977
Announcements
p.981
Program of the 1992 India and South-East Asia Meeting of the Econometric Society
