Econometrica - Volume 40
Issue 1
Econometrics and Decision Theory
Jacques H. Dreze
p. 1-18
Information Lost in Aggregation: A Bayesian Approach
H. H. Kelejian
p. 19-26
Tatonnement Stability: An Econometric Approach
M. G. Allingham
p. 27-42
Timing of Innovations Under Rivalry
Morton I. Kamien, Nancy L. Schwartz
p. 43-60
A Direct Proof of Arrow's Theorem
Julian H. Blau
p. 61-67
Stochastic Implications of Orbital Asymptotic Stability of a Nonlinear Trade Cycle Model
R. F. Kosobud, W. D. ONeill
p. 69-86
More Stochastic Properties of the Klein-Goldberger Model
R. J. Bowden
p. 87-98
Upper Hemi-Continuity of the Equilibrium-Set Correspondence for Pure Exchange Economies
J. F. Mertens, W. Hildenbrand
p. 99-108
Population and Optimal Growth
John Pitchford
p. 109-136
Indices Prospectifs Quantitatifs et Procedures Decentralisees d'Elaboration des Plans
Y. Younes
p. 137-146
Social Preference Orderings and Majority Rule
Melvin J. Hinich, Morris H. DeGroot, Otto A. Davis
p. 147-157
A Study of the Production Structure of the Indian Economy: An International Comparison
K. V. Santhanam, R. H. Patil
p. 159-176
A Mean Demand Function and Individual Demand Functions Confronted with the Weak and the Strong Axioms of Revealed Preference: An Empirical Test
Axel Mossin
p. 177-192
Notes and Comments: Estimation of the Liquidity Trap with a Generalized Functional Form
Kenneth J. White
p. 193-199
Notes and Comments: The Generalized Characteristic Equation of a Linear Dynamic System
Roger Bowden
p. 201-203
Accepted Manuscripts
p. 218-218
Errata: A Note on Error-Components Models
Marc Nerlove
p. 218-218
Errata: Random Methods in Optimization in Relation to Economic Systems
C. T. Rajaratnam
p. 218-218
Unpublished Research Memoranda
p. 219-219
Issue 2
Lags in Economic Behavior
Marc Nerlove
p. 221-251
Finite State Space and Expected Utility Maximization
Bernt P. Stigum
p. 253-259
The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
P. A. V. B. Swamy, S. S. Arora
p. 261-275
Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates
Charles R. Nelson
p. 277-287
Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
Roy Radner
p. 289-303
Asymptotic Covariance Matrix of Procedures for Linear Regression in the Presence of First-Order Autoregressive Disturbances
J. Phillip Cooper
p. 305-310
Sectoral Elasticities of Substitution Between Capital and Labor in a Developing Economy: Times Series Analysis in the Case of Postwar Chile
Jere R. Behrman
p. 311-326
Limiting Functional Forms for Market Demand Curves
James B. Ramsey
p. 327-341
An Investigation of the Consequences of Partial Aggregation of Micro-Economic Data
Edgar L. Feige, Harold W. Watts
p. 343-360
Demand and Supply Functions for Money in the United States: Theory and Measurement
William E. Gibson
p. 361-370
Assets, Contingent Commodities, and the Slutsky Equations
Stanley Fischer
p. 371-385
Notes and Comments: A Note on the Nonexistence of Optimal Price Vectors in the General Balanced-Growth Model of Gale
J. Hulsmann, V. Steinmetz
p. 387-389
Notes and Comments: A Note on the Nonexistence of Optimal Price Vectors in the General Balanced-Growth Model of Gale: Comment
David Gale
p. 391-392
Notes and Comments: A Comment on the Consistency of Estimating the Inventory Impact of Defense Orders
Edward M. Gramlich, Harvey Galper
p. 393-395
Notes and Comments: A Reply to "A Comment on the Consistency of Estimating the Inventory Impact of Defense Orders"
Maw Lin Lee
p. 397-399
Notes and Comments: The Effect of the Timing of Consumption Decisions and the Resolution of Lotteries on the Choice of Lotteries
Michael Spence, Richard Zeckhauser
p. 401-403
Accepted Manuscripts
p. 424-425
Unpublished Research Memoranda
p. 427-429
[Photograph]: Gerard Debreu, President of the Econometric Society, 1971; First Vice-President of the Econometric Society, 1970; Second Vice-President of the Econometric Society, 1969
Issue 3
Generalized Separability
Robert A. Pollak
p. 431-453
Qualitative and Limited Dependent Variables in Economic Relationships
Thomas Johnson
p. 455-462
The Classical Theory of International Adjustment: A Restatement
Miltiades Chacholiades
p. 463-485
A Nonlinear Duality Theorem Without Convexity
F. J. Gould, J. P. Evans
p. 487-496
Methods of Estimation for Markets in Disequilibrium
Dwight M. Jaffee, Ray C. Fair
p. 497-514
Individual and Social Optimization in a Multiserver Queue with a General Cost-Benefit Structure
Niels Chr. Knudsen
p. 515-528
The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models
D. F. Nicholls, E. J. Hannan
p. 529-547
Market Excess Demand Functions
Hugo Sonnenschein
p. 549-563
Econometric Estimation of Stochastic Differential Equation Systems
C. R. Wymer
p. 565-577
A Remark on the Core of an Atomless Economy
David Schmeidler
p. 579-580
Notes and Comments: A Second Remark on the Core of an Atomless Economy
Birgit Grodal
p. 581-583
Notes and Comments: A Third Remark on the Core of an Atomless Economy
Karl Vind
p. 585-586
Accepted Manuscripts
p. 598-599
European Meeting of the Econometric Society
p. 598-598
Unpublished Research Memoranda
p. 600-602
Issue 4
Smooth Preferences
Gerard Debreu
p. 603-615
Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
Kenneth F. Wallis
p. 617-636
Fair Net Trades
David Schmeidler, Karl Vind
p. 637-642
The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
Roberto S. Mariano
p. 643-652
Finite-Sample Properties of the k-Class Estimators
Takamitsu Sawa
p. 653-680
A Cost-Inclusive Simultaneous Equation Model of Birth Rates
Benjamin Cheng, John M. Campbell, Paul R. Gregory
p. 681-687
Weaker Criteria and Tests for Linear Restrictions in Regression
T. D. Wallace
p. 689-698
Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions
James Goodnight, T. D. Wallace
p. 699-709
A General Formulation of the Lechatelier-Samuelson Principle
Werner Oettli, Wolfgang Eichhorn
p. 711-717
Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
K. R. Kadiyala
p. 719-722
The Factor-Price Equalization Theorem
Kiyoshi Kuga
p. 723-736
The S-Branch Utility Tree: A Generalization of the Linear Expenditure System
Dale Heien, Murray Brown
p. 737-747
Notes and Comments: An Econometric Model of the World Tin Economy: A Comment
F. E. Banks
p. 749-752
Notes and Comments: An Econometric Model of the World Tin Economy: Reply to a Comment by F. E. Banks
Meghnad Desai
p. 753-755
Notes and Comments: Relative Asymptotic Bias from Errors of Omission and Measurement
B. T. McCallum
p. 757-758
Notes and Comments: A Note on the Use of Proxy Variables
Michael R. Wickens
p. 759-761
Notes and Comments: An Algorithm for Computing the von Neumann Balanced Growth Path
Deb Kumar Bose, Sanjit Bose
p. 763-766
Notes and Comments: Two Algorithms for Computing the Von Neumann Balanced Growth Rate
Roman L. Weil
p. 767-767
Notes and Comments: The Efficiency of the Two-Step Estimator
Kenneth F. Wallis
p. 769-770
Notes and Comments: A Note on Anthony Y. C. Koo, "Revealed Preference--A Structural Analysis"
Goetz Uebe
p. 771-771
Computer Algorithm: A Full-Information Maximum Likelihood Program
Ray C. Fair
p. 773-773
Accepted Manuscripts
p. 790-790
Unpublished Research Memoranda
p. 792-792
Issue 5
Some Statistical Implications of the Log Transformation of Multiplicative Models
J. Koerts, R. Teekens
p. 793-819
Neutrality, Monotonicity, and the Right of Veto
A. S. Guha
p. 821-826
Binary Choice of Urban Transport Mode in the San Francisco Bay Region
Robert G. McGillivray
p. 827-848
Constraints Often Overlooked in Analyses of Simultaneous Equation Models
Arnold Zellner
p. 849-853
Constraints on the Parameters in Two Simple Simultaneous Equation Models
Hans Genberg
p. 855-865
The Local Uniqueness of Equilibria
Egbert Dierker, Hildegard Dierker
p. 867-881
Decomposition of Linear Programs by Direct Distribution
A. ten Kate
p. 883-898
Notes and Comments: The Covariance Matrix of the Limited Information Maximum Likelihood Estimator
A. R. Bergstrom
p. 899-900
Notes and Comments: The Covariance Matrix of the Limited Information Estimator and the Identification Test: Comment
Franklin M. Fisher, Joseph B. Kadane
p. 901-903
Notes and Comments: The Covariance Matrix of the Limited Information Estimator and the Identification Test: A Reply
Ta-Chung Liu, William J. Breen
p. 905-906
Notes and Comments: A Comment on Estimating a Structural Equation in a Large System
A. C. Rayner
p. 907-907
Notes and Comments: A Comment on Estimating a Structural Equation in a Large System: Reply
Walter D. Fisher, Walter J. Wadycki
p. 909-909
Notes and Comments: Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model
T. Kloek
p. 911-912
Notes and Comments: The Power of an F-Test in the Context of a Structural Equation
Nagesh Revankar, Parthasaradhi Mallela
p. 913-915
Notes and Comments: A Linear Oligopoly Game
Miroslav Manas
p. 917-922
Notes and Comments: Specification with Deflated Variables and Specious Spurious Correlation
David A. Belsley
p. 923-927
Notes and Comments: Spurious Seasonal Fluctuations in Seasonally Adjusted Series
B. H. Easton
p. 929-929
Notes and Comments: Index Number Systems
Ralph W. Pfouts
p. 931-934
Notes and Comments: A Note on Asymptotic Output Elasticity
Giuseppe Gaburro
p. 935-936
Notes and Comments: Returns to Scale and Substitutability in the Repairmen Problem
Moises Syrquin
p. 937-941
Notes and Comments: Extensions of the ZKD Model: A Comment
James P. Gander
p. 943-945
Notes and Comments: A Note on Professor Stiglitz' "Distribution of Income and Wealth"
Masatsugu Tsuji
p. 947-949
Notes and Comments: Two Remarks on the Number of Equilibria of an Economy
Egbert Dierker
p. 951-953
Notes and Comments: Continuity Properties of the Core of a Market: A Correction
Yakar Kannai
p. 955-958
Notes and Comments: Interpersonal Comparison and Partial Comparability: A Correction
Amartya Sen
p. 959-959
Computer Algorithms: SYMINV: An Algorithm for the Inversion of a Positive Definite Matrix by the Cholesky Decomposition
Terry Seaks
p. 961-962
Computer Algorithms: A Pearsonian Curve-Fitting Algorithm
James H. Gapinski, T. Krishna Kumar
p. 963-963
Accepted Manuscripts
p. 977-977
Issue 6
Structural Equation Methods in the Social Sciences
Arthur S. Goldberger
p. 979-1001
Power Structure in Dichotomous Voting
Robert Bartoszynski
p. 1003-1019
The Structural Estimation of a Stochastic Differential Equation System
P. C. B. Phillips
p. 1021-1041
The Multi-Period Control Problem Under Uncertainty
Edward C. Prescott
p. 1043-1058
A Class of Informative Priors and Distributed Lag Analysis
Edward E. Leamer
p. 1059-1081
Some Necessary and Sufficient Conditions for Representative Decision on Two Alternatives
Kit Fine
p. 1083-1090
Cores and Prices in an Exchange Economy with an Atomless Sector
D. Schmeidler, J. Dreze, J. J. Gabszewicz, K. Vind
p. 1091-1108
The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
James B. McDonald
p. 1109-1119
Transitive Multi-Stage Majority Decisions with Quasi-Transitive Individual Preferences
Prasanta K. Pattanaik, Raveendra Batra
p. 1121-1135
An Optimal Growth Model with Time Lags
Andrew Whinston, Edna Loehman, Mohamed A. El-Hodiri
p. 1137-1146
Notes and Comments: Proportionate Variances and the Identification Problem
Jerry S. Kelly
p. 1147-1150
Notes and Comments: The Theorems of Debreu and Peleg for Ordered Topological Spaces
Lung-Fei Lee
p. 1151-1153
Notes and Comments: The Quadratic Assignment Problem: A Note
Dennis R. Heffley
p. 1155-1163
Notes and Comments: A Note on a Note on Dutta's Estimate of World Demand for Indian Tea
Manoranjan Dutta, Narayan K. Nargund
p. 1165-1166
Announcements
p. 1177-1177
Accepted Manuscripts
p. 1177-1177
Unpublished Memoranda
p. 1178-1178
Unpublished Research Memoranda
p. 1178-1178