Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica - Volume 69

Issue 1

Corporate Governance

Jean Tirole
p. 1-35

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Efficiency of Large Private Value Auctions

Jeroen M. Swinkels
p. 37-68

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Long‐Term Debt and Optimal Policy in the Fiscal Theory of the Price Level

John H. Cochrane
p. 69-116

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Nonlinear Regressions with Integrated Time Series

Joon Y. Park, Peter C. B. Phillips
p. 117-161

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Fast Equilibrium Selection by Rational Players Living in a Changing World

Krzysztof Burdzy, David M. Frankel, Ady Pauzner
p. 163-189

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A Folk Theorem for Asynchronously Repeated Games

Kiho Yoon
p. 191-200

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Identification and Estimation of Treatment Effects with a Regression‐Discontinuity Design

Jinyong Hahn, Petra Todd, Wilbert Van der Klaauw
p. 201-209

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The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes

Bent Nielsen
p. 211-219

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Constructing Instruments for Regressions with Measurement Error When No Additional Data Are Available: Comment

Timothy Erickson
p. 221-222

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Announcements

p. 223-229

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News Notes

p. 231-233

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Report of the Secretary

p. 235-243

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Report of the Treasurer

p. 245-252

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Report of the Editors 1999–2000

p. 253-255

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Econometrica Referees July 1999–June 2000

p. 256-261

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Submission of Manuscripts To the Econometric Society Monograph Series

p. 263-263

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Issue 2

Subjective Probabilities on Subjectively Unambiguous Events

Larry G. Epstein, Jiankang Zhang
p. 265-306

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Measuring Market Power in the Ready‐to‐Eat Cereal Industry

Aviv Nevo
p. 307-342

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Unobservable Investment and the Hold‐Up Problem

Faruk Gul
p. 343-376

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Costly Bargaining and Renegotiation

Luca Anderlini, Leonardo Felli
p. 377-411

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Behavior in Multi‐Unit Demand Auctions: Experiments with Uniform Price and Dynamic Vickrey Auctions

John H. Kagel, Dan Levin
p. 413-454

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On the Generic Finiteness of Equilibrium Outcome Distributions in Game Forms

Srihari Govindan, Andrew McLennan
p. 455-471

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Potential Pitfalls for the Purchasing‐Power‐Parity Puzzle? Sampling and Specification Biases in Mean‐Reversion Tests of the Law of One Price

Alan M. Taylor
p. 473-498

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Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function

Joel L. Horowitz
p. 499-513

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Decreasing Relative Risk Aversion and Tests of Risk Sharing

Masao Ogaki, Qiang Zhang
p. 515-526

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Announcements

p. 527-533

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News Notes

p. 535-536

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Submission of Manuscripts To Econometrica

p. 537-537

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Issue 3

A Parametric Approach to Flexible Nonlinear Inference

James D. Hamilton
p. 537-573

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Liquidity Constrained Markets Versus Debt Constrained Markets

Timothy J. Kehoe, David K. Levine
p. 575-598

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An Adaptive, Rate‐Optimal Test of a Parametric Mean‐Regression Model Against a Nonparametric Alternative

Joel L. Horowitz, Vladimir G. Spokoiny
p. 599-631

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Term Structures of Credit Spreads with Incomplete Accounting Information

Darrell Duffie, David Lando
p. 633-664

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Public Disclosure and Dissimulation of Insider Trades

Steven Huddart, John S. Hughes, Carolyn B. Levine
p. 665-681

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Testing When a Parameter is on the Boundary of the Maintained Hypothesis

Donald W. K. Andrews
p. 683-734

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Learning from Popularity

Wei‐Torng Juang
p. 735-747

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Optimization Incentives and Coordination Failure in Laboratory Stag Hunt Games

Raymond Battalio, Larry Samuelson, John Van Huyck
p. 749-764

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Direct Proofs of Generic Finiteness of Nash Equilibrium Outcomes

Srihari Govindan, Robert Wilson
p. 765-769

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Income Taxes and the Provision of Public Goods: Existence of an Optimum

Marcus Berliant, Frank H. Jr. Page
p. 771-784

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Some Limitations of Virtual Bayesian Implementation

Roberto Serrano, Rajiv Vohra
p. 785-792

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2001 North American Summer Meeting of the Econometric Society: Announcement and Call for Papers

p. 793-797

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News Notes

p. 798-798

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The Econometric Society Annual Reports, 2000: Report of The President

p. 799-801

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2000 Election of Fellows to the Econometric Society

p. 803-807

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Fellows of the Econometric Society January 2001

p. 808-830

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Submission of Manuscripts to Econometrica

p. 831-831

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Issue 4

Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality

Vivian Lei, Charles N. Noussair, Charles R. Plott
p. 831-859

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Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information

Susan Athey
p. 861-889

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Representing Preferences with a Unique Subjective State Space

Eddie Dekel, Barton L. Lipman, Aldo Rustichini
p. 891-934

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Dynamic Choices of Hyperbolic Consumers

Christopher Harris, David Laibson
p. 935-957

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Likelihood Inference for Discretely Observed Nonlinear Diffusions

Ola Elerian, Siddhartha Chib, Neil Shephard
p. 959-993

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Necessity of Transversality Conditions for Infinite Horizon Problems

Takashi Kamihigashi
p. 995-1012

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Strategic Candidacy and Voting Procedures

Bhaskar Dutta, Matthew O. Jackson, Michel Le Breton
p. 1013-1037

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Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure‐Thing Principle

Peter P. Wakker
p. 1039-1059

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Cooperation and Punishment

Robert Evans, Jonathan P. Thomas
p. 1061-1075

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Contracting with Imperfect Commitment and the Revelation Principle: The Single Agent Case

Helmut Bester, Roland Strausz
p. 1077-1098

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Data Markets, Missing Data, and Incentive Pay

Tomas Philipson
p. 1099-1111

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Convex Potentials with an Application to Mechanism Design

Vijay Krishna, Eliot Maenner
p. 1113-1119

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Announcements: 2001 Australasian Meeting of the Econometric Society Announcement and Call for Papers

p. 1121-1124

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Submission of Manuscripts to the Econometric Society Monograph Series

p. 1125-1125

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Submission of Manuscripts To Econometrica

p. 1126-1126

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Issue 5

Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems

David Card
p. 1127-1160

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Choosing the Number of Instruments

Stephen G. Donald, Whitney K. Newey
p. 1161-1191

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Cognition and Behavior in Normal‐Form Games: An Experimental Study

Miguel Costa‐Gomes, Vincent P. Crawford, Bruno Broseta
p. 1193-1235

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Efficient Design with Interdependent Valuations

Philippe Jehiel, Benny Moldovanu
p. 1237-1259

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Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the ‘curse’ of Dimensionality

Ariel Pakes, Paul McGuire
p. 1261-1281

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Subsampling Intervals in Autoregressive Models with Linear Time Trend

Joseph P. Romano, Michael Wolf
p. 1283-1314

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Common Knowledge with Monotone Statistics

James Bergin
p. 1315-1332

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Any Inspection is Manipulable

Ehud Lehrer
p. 1333-1347

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Common Agency and the Revelation Principle

Michael Peters
p. 1349-1372

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Robust Equilibria of Potential Games

Takashi Ui
p. 1373-1380

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More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

Geoffrey Woglom
p. 1381-1389

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Implementing the First Best in an Agency Relationship with Renegotiation: A Corrigendum

Aaron S. Edlin, Benjamin E. Hermalin
p. 1391-1395

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2002 North American Summer Meeting of the Econometric Society: Announcement and Call for Papers

p. 1397-1399

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News Notes

p. 1401-1402

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Submission of Manuscripts To Econometrica

p. 1403-1403

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Issue 6

Index to Volume 69, 2001

p. iii-vi

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Temptation and Self‐Control

Faruk Gul, Wolfgang Pesendorfer
p. 1403-1435

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Interjurisdictional Sorting and Majority Rule: An Empirical Analysis

Dennis Epple, Thomas Romer, Holger Sieg
p. 1437-1465

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A Dynamic Equilibrium Model of International Portfolio Holdings

Angel Serrat
p. 1467-1489

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Sequential Equilibria in a Ramsey Tax Model

Christopher Phelan, Ennio Stacchetti
p. 1491-1518

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LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perron
p. 1519-1554

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Threshold Autoregression with a Unit Root

Mehmet Caner, Bruce E. Hansen
p. 1555-1596

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An Evaluation of Econometric Models of Adaptive Learning

Timothy C. Salmon
p. 1597-1628

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The Optimal Level of Experimentation

Giuseppe Moscarini, Lones Smith
p. 1629-1644

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Combining Panel Data Sets with Attrition and Refreshment Samples

Keisuke Hirano, Guido W. Imbens, Geert Ridder, Donald B. Rubin
p. 1645-1659

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Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

Yuichi Kitamura
p. 1661-1672

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The Value of Public Information in Monopoly

Marco Ottaviani, Andrea Prat
p. 1673-1683

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On the Failure of Core Convergence in Economies with Asymmetric Information

Roberto Serrano, Rajiv Vohra, Oscar Volij
p. 1685-1696

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Household Gasoline Demand in Canada

Adonis Yatchew, Joungyeo Angela No
p. 1697-1709

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Nomination of Fellows, 2002

p. 1711-1717

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News Notes

p. 1718-1720

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Submission of Manuscripts To Econometrica

p. 1721-1721

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