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 59, Issue 5 (September 1991)

Front Matter

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Saving and Liquidity Constraints

Angus Deaton
p. 1221-1248

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Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses

Neil R. Ericsson
p. 1249-1277

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Long-Term Memory in Stock Market Prices

ndrew W. Lo
p. 1279-1313

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Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models

Rosa L. Matzkin
p. 1315-1327

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Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models

P. M. Robinson
p. 1329-1363

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Smoothness of the Policy Function in Discrete Time Economic Models

Manuel S. Santos
p. 1365-1382

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The Once But Not Twice Differentiability of the Policy Function

A. Araujo
p. 1383-1393

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Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium

Andrew McLennan, Hugo Sonnenschein
p. 1395-1424

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Ex Ante Price Offers in Matching Games Non-Steady States

Michael Peters
p. 1425-1454

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Durable Goods Monopoly with Entry of New Consumers

Joel Sobel
p. 1455-1485

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Notes and Comments: A Bargaining Model Where Parties Make Errors

Hans Carlsson
p. 1487-1496

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Notes and Comments: A Generalization of Hicksian $q$ Substitutes and Complements with Application to Demand Rationing

Paul Madden
p. 1497-1508

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Announcements

p. 1509-1512

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News Notes

p. 1513-1514

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Program of the 1991 North American Summer Meeting of the Econometric Society

p. 1515-1524

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Back Matter

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