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[Photograph]: Christopher A. Sims, President of the Econometric Society, 1995
p.527
Nonparametric Pricing of Interest Rate Derivative Securities
Yacine Ait-Sahalia
p.561
Asymptotically Optimal Smoothing with Arch Models
Daniel B. Nelson
p.575
Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
Robin L. Lumsdaine
p.597
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
Jushan Bai
p.623
Federal Fiscal Constitutions: Risk Sharing and Moral Hazard
Torsten Persson
Guido Tabellini
p.647
Unemployment Insurance Rules, Joblessness, and Part-Time Work
Brian P. McCall
p.683
Notes and Comments: Changes in Background Risk and Risk Taking Behavior
Louis Eeckhoudt
Christian Gollier
Harris Schlesinger
p.691
Notes and Comments: Maintaining a Reputation Against a Long-Lived Opponent
Marco Celetani
Drew Fudenberg
David K. Levine
Wolfgang Pesendorfer
p.705
Notes and Comments: Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative
Donald W. K. Andrews
p.719
Notes and Comments: Convergence Rates of SNP Density Estimators
Victor M. Fenton
A. Ronald Gallant
p.728
Announcements
p.730
News Notes
p.732
The Econometric Society Annual Reports, 1995: Report of the President
Christopher A. Sims
p.736
1995 Election of Fellows to the Econometric Society
