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 51, Issue 4 (July 1983)

Front Matter

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Regularity and Index Theory for Economies with Smooth Production Technologies

Timothy J. Kehoe
p. 895-918

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On the Informational Size of Message Spaces for Efficient Resource Allocation Processes

Parkash Chander
p. 919-938

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Large Indivisibles: An Analysis with Respect to Price Equilibrium and Fairness

Lars-Gunnar Svensson
p. 939-954

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Equilibrium Price Dispersion

Kenneth Burdett, Kenneth L. Judd
p. 955-970

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Price Responsiveness and Market Conditions

Michael Braulke
p. 971-980

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Equilibrium Limit Pricing: The Effects of Private Information and Stochastic Demand

Leonard J. Mirman, Steven A. Matthews
p. 981-996

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On the "Law of Demand"

Werner Hildenbrand
p. 997-1020

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On State Dependent Preferences and Subjective Probabilities

David Schmeidler, Edi Karni, Karl Vind
p. 1021-1032

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Collective Probabilistic Judgements

Federico Valenciano, Salvador Barbera
p. 1033-1046

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Endogenous Formation of Coalitions

Mordecai Kurz, Sergiu Hart
p. 1047-1064

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A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox

Chew Soo Hong
p. 1065-1092

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The Influence of Classification and Observation Errors on the Measurement of Income Inequality

Aldi Hagenaars, Bernard van Praag, Wim van Eck
p. 1093-1108

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Agglomeration as Local Instability of Spatially Uniform Steady-States

T. R. Smith, Y. Y. Papageorgiou
p. 1109-1120

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Investment Selection with Imperfect Capital Markets

David G. Cantor, Steven A. Lippman
p. 1121-1144

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Computable Qualitative Comparative Static Techniques

Gilbert Ritschard
p. 1145-1168

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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

John B. Taylor, Ray C. Fair
p. 1169-1186

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The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification

M. Deistler
p. 1187-1208

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Specification Error Analysis with Stochastic Regressors

Kajal Lahiri, Terrence Kinal
p. 1209-1220

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Notes and Comments: Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean

Katsuto Tanaka
p. 1221-1232

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Notes and Comments: Heteroscedasticity in Models with Lagged Dependent Variables

A. R. Pagan, D. F. Nicholls
p. 1233-1242

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Call for Papers: 1984 Summer Meeting of the Econometric Society

p. 1243-1244

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Winter 1983 Econometric Society North American Meetings

p. 1243-1243

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Accepted Manuscripts

p. 1245-1246

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News Notes

p. 1247-1248

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Submission of Manuscripts of Econometricia

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Back Matter

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