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 75

Issue 1

Front Matter

p. i-ii

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Sequential Estimation of Dynamic Discrete Games

Victor Aguirregabiria, Pedro Mira
p. 1-53

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Contract, Mechanism Design, and Technological Detail

Joel Watson
p. 55-81

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Experimental Analysis of Neighborhood Effects

Jeffrey R Kling, Jeffrey B Liebman, Lawrence F Katz
p. 83-119

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Fairness and Contract Design

Ernst Fehr, Alexander Klein, Klaus M Schmidt
p. 121-154

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Dynamic Matching, Two‐Sided Incomplete Information, and Participation Costs: Existence and Convergence to Perfect Competition

Mark Satterthwaite, Artyom Shneyerov
p. 155-200

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Instrumental Variable Estimation of Nonlinear Errors‐in‐Variables Models

Susanne M Schennach
p. 201-239

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Overcoming Incentive Constraints by Linking Decisions

Matthew O Jackson, Hugo F Sonnenschein
p. 241-257

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Efficient Semiparametric Estimation of Quantile Treatment Effects

Sergio Firpo
p. 259-276

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Contagion Equilibria in a Monetary Model

Charalambos D Aliprantis, Gabriele Camera, Daniela Puzzello
p. 277-282

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Announcements

p. 283-287

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Forthcoming Papers

p. 289-289

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Report of the Secretary

p. 291-297

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Report of the Treasurer

p. 299-304

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Report of the Editors of Econometrica

p. 305-308

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Econometrica Referees 2005–2006

p. 309-316

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Report of the Editors of the Monograph Series

p. 317-319

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Submission of Manuscripts to the Monograph Series

p. 321-321

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Back Matter

p. iii-vii

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Issue 2

Front Matter

p. i-ii

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Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds

Richard Blundell, Amanda Gosling, Hidehiko Ichimura, Costas Meghir
p. 323-363

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A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements

Jonathan Weinstein, Muhamet Yildiz
p. 365-400

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The Comparative Statics of Constrained Optimization Problems

John K.‐H Quah
p. 401-431

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Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion

Glenn W Harrison, John A List, Charles Towe
p. 433-458

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Estimating and Testing Structural Changes in Multivariate Regressions

Zhongjun Qu, Pierre Perron
p. 459-502

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Ellsberg Revisited: An Experimental Study

Yoram Halevy
p. 503-536

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Estimation of Average Treatment Effects with Misclassification

Arthur Lewbel
p. 537-551

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The Collective Model of Household Consumption: A Nonparametric Characterization

Laurens Cherchye, Bram De Rock, Frederic Vermeulen
p. 553-574

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Efficient Wald Tests for Fractional Unit Roots

Ignacio N Lobato, Carlos Velasco
p. 575-589

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Representing Preferences with a Unique Subjective State Space: A Corrigendum

Eddie Dekel, Barton L Lipman, Aldo Rustichini, Todd Sarver
p. 591-600

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Announcements

p. 601-606

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Forthcoming Papers

p. 607-607

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Back Matter

p. iii-vi

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Issue 3

Front Matter

p. i-ii

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Decision Theory Applied to an Instrumental Variables Model

Gary Chamberlain
p. 609-652

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Bargaining, Reputation, and Equilibrium Selection in Repeated Games with Contracts

Dilip Abreu, David Pearce
p. 653-710

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Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks

George‐Marios Angeletos, Christian Hellwig, Alessandro Pavan
p. 711-756

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Dummy Endogenous Variables in Weakly Separable Models

Edward Vytlacil, Nese Yildiz
p. 757-779

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Business Cycle Accounting

V. V. Chari, Patrick J. Kehoe, Ellen R. McGrattan
p. 781-836

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Market Entry Costs, Producer Heterogeneity, and Export Dynamics

Sanghamitra Das, Mark J. Roberts, James R. Tybout
p. 837-873

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A Mechanism‐Design Approach to Speculative Trade

Kfir Eliaz, Ran Spiegler
p. 875-884

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On the Limits of Communication in Multidimensional Cheap Talk: A Comment

Gilat Levy, Ronny Razin
p. 885-893

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Announcements

p. 895-900

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Forthcoming Papers

p. 901-901

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2006 Election of Fellows to the Econometric Society

p. 903-904

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Fellows of the Econometric Society

p. 905-933

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Back Matter

p. iii-vi

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Issue 4

Front Matter

p. i-iii

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Package Auctions and Exchanges

Paul Milgrom
p. 935-965

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Approximate Generalizations and Computational Experiments

Felix Kubler
p. 967-992

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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments

Peter Bossaerts, Charles Plott, William R. Zame
p. 993-1038

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Efficiency with Endogenous Population Growth

Mikhail Golosov, Larry E. Jones, Michèle Tertilt
p. 1039-1071

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Beauty Is a Beast, Frog Is a Prince: Assortative Matching with Nontransferabilities

Patrick Legros, Andrew F. Newman
p. 1073-1102

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Efficient Use of Information and Social Value of Information

George‐Marios Angeletos, Alessandro Pavan
p. 1103-1142

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Do Irrelevant Commodities Matter?

Marc Fleurbaey, Koichi Tadenuma
p. 1143-1174

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Least Squares Model Averaging

Bruce E. Hansen
p. 1175-1189

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Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

Joel L. Horowitz, Sokbae Lee
p. 1191-1208

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Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions

Arthur Lewbel, Oliver Linton
p. 1209-1227

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Announcements

p. 1229-1233

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Forthcoming Papers

p. 1235-1235

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Report of the President

p. 1237-1239

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Submission of Manuscripts to the Econometric Society Monograph Series

p. 1241-1241

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Back Matter

p. iv-vii

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Issue 5

Front Matter

p. i-ii

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Estimation and Confidence Regions for Parameter Sets in Econometric Models

Victor Chernozhukov, Han Hong, Elie Tamer
p. 1243-1284

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Games with Imperfectly Observable Actions in Continuous Time

Yuliy Sannikov
p. 1285-1329

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Estimating Dynamic Models of Imperfect Competition

Patrick Bajari, C. Lanier Benkard, Jonathan Levin
p. 1331-1370

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Equilibrium Bias of Technology

Daron Acemoglu
p. 1371-1409

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Uniform Inference in Autoregressive Models

Anna Mikusheva
p. 1411-1452

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Incentives, Contracts, and Markets: A General Equilibrium Theory of Firms

William R. Zame
p. 1453-1500

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Gift Exchange in the Field

Armin Falk
p. 1501-1511

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Identification of Marginal Effects in Nonseparable Models Without Monotonicity

Stefan Hoderlein, Enno Mammen
p. 1513-1518

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Announcements

p. 1519-1522

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Forthcoming Papers

p. 1523-1523

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Back Matter

p. iii-vi

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Issue 6

Front Matter

p. i-v

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A Quantitative Theory of Unsecured Consumer Credit with Risk of Default

Satyajit Chatterjee, Dean Corbae, Makoto Nakajima, José‐Víctor Ríos‐Rull
p. 1525-1589

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Social Learning in One‐Arm Bandit Problems

Dinah Rosenberg, Eilon Solan, Nicolas Vieille
p. 1591-1611

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Semi‐Nonparametric IV Estimation of Shape‐Invariant Engel Curves

Richard Blundell, Xiaohong Chen, Dennis Kristensen
p. 1613-1669

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Testing for Regime Switching

Jin Seo Cho, Halbert White
p. 1671-1720

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Level‐ Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private‐Value Auctions?

Vincent P. Crawford, Nagore Iriberri
p. 1721-1770

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Transition Modeling and Econometric Convergence Tests

Peter C. B. Phillips, Donggyu Sul
p. 1771-1855

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Announcements

p. 1857-1861

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Forthcoming Papers

p. 1863-1863

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Back Matter

p. vi-ix

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