Econometrica - Volume 64
Issue 1
Computing Equilibria when Asset Markets are Incomplete
B. Curtis Eaves, Donald J. Brown, Peter M. Demarzo
p. 1-27
Getting to a Competitive Equilibrium
H. Jerome Keisler
p. 29-49
Multiproduct Nonlinear Pricing
Mark Armstrong
p. 51-75
Robustness Properties of Inequality Measures
Frank A. Cowell, Maria-Pia Victoria-Feser
p. 77-101
Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
Joel L. Horowitz
p. 103-137
Continuous Record Asymptotics for Rolling Sample Variance Estimators
Dan B. Nelson, Dean P. Foster
p. 139-174
The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training
John C. Ham, Robert J. Lalonde
p. 175-205
Notes and Comments: Nonparametric Selection of Regressors: The Nonnested Case
Pascal Lavergne, Quang H. Vuong
p. 207-219
The Econometric Society Annual Reports, 1995: Report of the Secretary
Julie P. Gordon
p. 235-242
The Econometric Society Annual Reports, 1995: Report of the Treasurer
Robert J. Gordon
p. 243-249
The Econometric Society Annual Reports, 1995: Report of the Editors 1994-1995
David Card, Douglas Gale, Guy Laroque, Peter Robinson
p. 250-251
The Econometric Society Annual Reports, 1995: Econometrica Referees 1994-1995
p. 252-256
The Econometric Society Annual Reports, 1995: The Econometric Society Research Monograph Series: Report of the Editors
Peter J. Hammond
p. 257-258
Issue 2
Risk-Sharing between and within Families
Fumio Hayashi, Joseph Altonji, Laurence Kotlikoff
p. 261-294
Welfare Transfers in Two-Parent Families: Labor Supply and Welfare Participation Under AFDC-UP
Hilary Williamson Hoynes
p. 295-332
Individual Risk and Mutual Insurance
o-Mou Wu, David Cass, Graciela Chichilnisky
p. 333-341
Why Are Certain Properties of Binary Relations Relatively More Common in Natural Language?
Ariel Rubinstein
p. 343-355
Bargaining and Value
Andreu Mas-Colell, Sergiu Hart
p. 357-380
An Asymtotic Theory of Bayesian Inference for Time Series
Peter C. B. Phillips, Werner Ploberger
p. 381-412
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
Bruce E. Hansen
p. 413-430
Notes and Comments: Production Function Estimation: Reviving the Primal
Yair Mundlak
p. 431-438
Notes and Comments: Achieving Semiparametric Efficiency Bounds in Left-Censored Duration Models
Fumihiro Goto
p. 439-442
Notes and Comments: A Comment on "Learning, Mutation, and Long-Run Equilibria in Games"
Mark Stegeman, Paul Rhode
p. 443-449
Report on the Latin American Activities of the Econometric Society: Presented to the Executive Committee Meeting Tokyo, August 22, 1995
Felipe G. Morande
p. 463-471
Program of the Seventh World Congress of the Econometric Society
p. 473-525
Issue 3
Nonparametric Pricing of Interest Rate Derivative Securities
Yacine Ait-Sahalia
p. 527-560
Asymptotically Optimal Smoothing with Arch Models
Daniel B. Nelson
p. 561-573
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. 575-596
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
Jushan Bai
p. 597-622
Federal Fiscal Constitutions: Risk Sharing and Moral Hazard
Guido Tabellini, Torsten Persson
p. 623-646
Unemployment Insurance Rules, Joblessness, and Part-Time Work
Brian P. McCall
p. 647-682
Notes and Comments: Changes in Background Risk and Risk Taking Behavior
Christian Gollier, Harris Schlesinger, Louis Eeckhoudt
p. 683-689
Notes and Comments: Maintaining a Reputation Against a Long-Lived Opponent
David K. Levine, Drew Fudenberg, Marco Celetani, Wolfgang Pesendorfer
p. 691-704
Notes and Comments: Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative
Donald W. K. Andrews
p. 705-718
Notes and Comments: Convergence Rates of SNP Density Estimators
A. Ronald Gallant, Victor M. Fenton
p. 719-727
The Econometric Society Annual Reports, 1995: Report of the President
Christopher A. Sims
p. 732-735
1995 Election of Fellows to the Econometric Society
p. 736-740
Fellows of the Econometric Society, January, 1996
p. 741-761
[Photograph]: Christopher A. Sims, President of the Econometric Society, 1995
Issue 4
Econometric Model Determination
Peter C. B. Phillips
p. 763-812
Efficient Tests for an Autoregressive Unit Root
Graham Elliott, James H. Stock, Thomas J. Rothenberg
p. 813-836
Consistent Testing for Serial Correlation of Unknown Form
Yongmiao Hong
p. 837-864
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
i Li, Yanqin Fan
p. 865-890
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
Joel L. Horowitz, Peter Hall
p. 891-916
Cheap Talk and Sequential Equilibria in Signaling Games
Alejandro M. Manelli
p. 917-942
Evolution with State-Dependent Mutations
Barton L. Lipman, James Bergin
p. 943-956
The Effect of Unions on the Structure of Wages: A Longitudinal Analysis
David Card
p. 957-979
Notes and Comments: On the Concavity of the Consumption Function
Christopher D. Carroll, Miles S. Kimball
p. 981-992
Program of the 1996 European Winter Meeting of the Econometric Society
p. 999-1000
Issue 5
Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach
John DiNardo, Nicole M. Fortin, Thomas Lemieux
p. 1001-1044
Monitoring Structural Change
Chia-Shang James Chu, Halbert White, Maxwell Stinchcombe
p. 1045-1065
Asymptotic Inference about Predictive Ability
Kenneth D. West
p. 1067-1084
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
Fallaw Sowell
p. 1085-1107
Risk Vulnerability and the Tempering Effect of Background Risk
Christian Gollier, John W. Pratt
p. 1109-1123
Learning and Strategic Pricing
Dirk Bergemann, Juuso Valimaki
p. 1125-1149
Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel
Costas Meghir, Guglielmo Weber
p. 1151-1181
Nonparametric Tests of Stochastic Dominance in Income Distributions
Gordon Anderson
p. 1183-1193
Noncausality in Continuous Time
Denis Fougere, Jean-Pierre Florens
p. 1195-1212
Notes and Comments: On the Differential Geometry of the Wald Test with Nonlinear Restrictions
Frank Critchley, Mark Salmon, Paul Marriott
p. 1213-1222
Notes and Comments: Correction to McKelvey and Page, "Public and Private Information: An Experimental Study of Information Pooling"
Robin Hanson
p. 1223-1224
Announcements
p. 1225-1228
Program of the 1996 Winter Meetings of the Econometric Society
p. 1229-1247
Issue 6
Testable Restrictions on the Equilibrium Manifold
Donald J. Brown, Rosa L. Matzkin
p. 1249-1262
The Dynamics of Productivity in the Telecommunications Equipment Industry
Ariel Pakes, G. Steven Olley
p. 1263-1297
Learning by Doing and the Choice of Technology
Boyan Jovanovic, Yaw Nyarko
p. 1299-1310
A Theory of Divided Government
Alberto Alesina, Howard Rosenthal
p. 1311-1341
Beliefs about Beliefs without Probabilities
Larry G. Epstein, Tan Wang
p. 1343-1373
A Probabilistic Model of Learning in Games
Chris William Sanchirico
p. 1375-1393
On the Value of Commitment with Asymmetric Information
Bernard Salanie, Patrick Rey
p. 1395-1414
Multistage Situations
Benyamin Shitovitz, Dov Monderer, Joseph Greenberg
p. 1415-1437
Asset Pricing in Economies with Frictions
Erzo G. J. Luttmer
p. 1439-1467
Announcement
p. 1469-1474
Program of the 1996 North American Summer Meeting of the Econometric Society
p. 1477-1492
Erratum: Convergence Rates of SNP Density Estimators
p. 1493-1493
The Econometric Society
