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 49, Issue 3 (May 1981)

Front Matter

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The Present-Value Relation: Tests Based on Implied Variance Bounds

Richard D. Porter, Stephen F. LeRoy
p. 555-574

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Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

Margaret Bray
p. 575-596

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Distortion of Utilities and the Bargaining Problem

Joel Sobel
p. 597-619

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Some Stronger Measures of Risk Aversion in the Small and the Large with Applications

Stephen A. Ross
p. 621-638

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Diversified Consumption Characteristics and Conditionally Dispersed Endowment Distribution: Regularizing Effect and Existence of Equilibria

Akira Yamazaki
p. 639-654

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Generalized Duality and Integrability

Larry G. Epstein
p. 655-678

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Infinite Horizon Programs

Michael J. P. Magill
p. 679-711

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A Critique of Tiebout's Theory of Local Public Expenditures

Truman F. Bewley
p. 713-740

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Spurious Periodicity in Inappropriately Detrended Time Series

Charles R. Nelson, Heejoon Kang
p. 741-751

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Testing For Unit Roots: 1

G. B. A. Evans, N. E. Savin
p. 753-779

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Several Tests for Model Specification in the Presence of Alternative Hypotheses

James G. MacKinnon, Russell Davidson
p. 781-793

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Notes and Comments: Sample Selection Bias as a Specification Error: A Comment

William H. Greene
p. 795-798

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Accepted Manuscripts

p. 799-799

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European Meeting of the Econometric Society, Amsterdam, 1981: Announcement and Call for Papers

p. 799-799

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News Notes

p. 800-801

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1980 Election of Fellows of the Econometric Society

p. 802-806

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Fellows of the Econometric Society as of January, 1981

p. 807-817

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Submission of Manuscripts to Econometrica

p. 818-818

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Back Matter

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Journal News

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