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 52

Issue 1

Front Matter

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Money in Search Equilibrium

P. Diamond
p. 1-20

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Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard

Edward C. Prescott, Robert M. Townsend
p. 21-46

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Stability and Polarization of Interests in Job Matching

Alvin E. Roth
p. 47-58

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Effective Policy Tools and Quantity Controls

Kevin Roberts, Roger Guesnerie
p. 59-86

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Noncooperative Collusion under Imperfect Price Information

Edward J. Green, Robert H. Porter
p. 87-100

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Cost Reduction, Competition, and Industry Performance

Michael Spence
p. 101-122

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The Size of Dynamic Econometric Models

Yves Balasko
p. 123-142

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Nonlinear Regression with Dependent Observations

Halbert White, Ian Domowitz
p. 143-162

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Consistent Sets of Estimates for Regressions with Errors in All Variables

Edward E. Leamer, Steven Klepper
p. 163-184

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On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation

G. H. Hillier, T. W. Kinal, V. K. Srivastava
p. 185-202

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Notes and Comments: On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components

Ingmar R. Prucha
p. 203-208

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Notes and Comments: Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown

Jean-Marie Dufour
p. 209-216

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Notes and Comments: Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models

John L. Knight
p. 217-222

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Notes and Comments: Multiple Stable Equilibria in an Optimizing Perfect-Foresight Model

Maurice Obstfeld
p. 223-228

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Call for Papers: 1984 North American Summer Meeting of the Econometric Society

p. 229-230

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Nomination of Fellows, 1984

p. 229-229

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Announcement and Call for Papers: North American Winter Meeting of the Econometric Society

p. 231-231

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European Meeting of the Econometric Society, Madrid 1984: Announcement and Call for Papers

p. 231-231

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Style Manual

p. 231-231

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Accepted Manuscripts

p. 232-232

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News Notes

p. 233-234

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Report of the Secretary

Julie P. Gordon
p. 235-239

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Report of the Treasurer

p. 240-244

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Report of the Editors

Angus Deaton, Hugo Sonnenschein, James Mirrlees
p. 245-247

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First Australasian Meeting of the Econometric Society

p. 248-250

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Program of the 1983 European Meeting of the Econometric Society

p. 251-266

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Errata: Dynamic Models with Fixed Effects

S. J. Nickell
p. 267-267

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Errata: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Kenneth J. Singleton, Lars Peter Hansen
p. 267-268

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Errata: Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator

R. C. Hill, T. B. Fomby
p. 267-267

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Submission of Manuscripts of Econometrica

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Back Matter

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Issue 2

Front Matter

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A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data

B. Singer, J. Heckman
p. 271-320

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Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System

Byran W. Brown, Roberto S. Mariano
p. 321-344

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An Econometric Analysis of Residential Electric Appliance Holdings and Consumption

Daniel L. McFadden, Jeffrey A. Dubin
p. 345-362

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Dynamic Hours of Work Functions for Husbands, Wives, and Single Females

J. H. Pencavel, T. R. Johnson
p. 363-390

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Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability

Lung-Fei Lee, Robert H. Porter
p. 391-418

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Interpolation from Grouped Data for Unimodal Densities

Abba M. Krieger, Joseph L. Gastwirth
p. 419-426

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Testing a Subset of Coefficients in a Structural Equation

Kimio Morimune, Yoshihiko Tsukuda
p. 427-448

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Investment and Wages in the Absence of Binding Contracts: A Nash Bargaining Approach

Paul A. Grout
p. 449-460

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Two-Person Bargaining Problems with Incomplete Information

Roger B. Myerson
p. 461-488

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An Open-Access Fishery with Rational Expectations

Jeffrey M. Perloff, Peter Berck
p. 489-506

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A Competitive Model of Commodity Differentiation

Larry E. Jones
p. 507-530

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Notes and Comments: Proportional Projections in Limited Dependent Variable Models

Arthur S. Goldberger, Ching-Fan Chung
p. 531-534

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Announcement and Call for Papers: North American Winter Meeting of the Econometric Society

p. 535-536

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European Meeting of the Econometric Society, Madrid 1984: Announcement and Call for Papers

p. 535-535

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Nomination of Fellow, 1984

p. 535-535

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Latin American Winter Meeting of the Econometric Society, Bogata, Colombia 1984: Announcement and Call for Papers

p. 536-537

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Accepted Manuscripts

p. 538-538

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News Notes

p. 539-539

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Submission of Manuscripts to Econometrica

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[Photograph]: Herbert Scarf, President of the Econometric Society, 1983; First Vice-President of the Econometric Society, 1982; Second Vice-President of the Econometric Society, 1981

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Back Matter

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Issue 3

Front Matter

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Discrete/Continuous Models of Consumer Demand

W. Michael Hanemann
p. 541-562

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Commodity Price Stabilization in Imperfect or Cartelized Markets

David M. Newbery
p. 563-578

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The Nonparametric Approach to Production Analysis

Hal R. Varian
p. 579-598

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A Reformulation of the Marginal Productivity Theory of Distribution

Joseph M. Ostroy
p. 599-630

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Occupational Choice under Uncertainty

Aloysius Siow
p. 631-646

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Some Generalized Functions for the Size Distribution of Income

James B. McDonald
p. 647-664

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Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples

Willem H. Buiter
p. 665-680

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Pseudo Maximum Likelihood Methods: Theory

A. Monfort, A. Trognon, C. Gourieroux
p. 681-700

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Pseudo Maximum Likelihood Methods: Applications to Poisson Models

A. Monfort, A. Trognon, C. Gourieroux
p. 701-720

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The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances

Harry H. Kelejian, Ingmar R. Prucha
p. 721-736

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Censored Normal Regression with Measurement Error on the Dependent Variable

David C. Stapleton, Douglas J. Young
p. 737-760

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Notes and Comments: A Class of Decomposable Poverty Measures

Erik Thorbecke, James Foster, Joel Greer
p. 761-766

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Accepted Manuscripts

p. 767-767

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News Notes

p. 768-769

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Gerhard Tintner, 1907-1983

p. 768-768

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1983 Election of Fellows of the Econometric Society

p. 770-772

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Fellows of the Econometric Society as of January, 1984

p. 773-784

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1983 European Meeting of the Econometric Society

p. 785-785

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Program of the 1983 North American Winter Meetings of the Econometric Society

p. 786-808

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Submission of Manuscripts to Econometrica

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Back Matter

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Issue 4

Front Matter

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Approximate Normality of Generalized Least Squares Estimates

Thomas J. Rothenberg
p. 811-825

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Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar

Thomas J. Rothenberg
p. 827-842

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Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

Lung-Fei Lee
p. 843-863

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Testing for Neglected Heterogeneity

Andrew Chesher
p. 865-872

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Local Asymptotic Specification Error Analysis

Gary R. Skoog, Nicholas M. Kiefer
p. 873-886

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Completeness, Distribution Restrictions, and the Form of Aggregate Functions

Thomas M. Stoker
p. 887-908

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Econometric Models for Count Data with an Application to the Patents-R & D Relationship

Bronwyn H. Hall, Jerry Hausman, Zvi Griliches
p. 909-938

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A Hazard Rate Approach to the Timing of Births

Charles E. McCulloch, John L. Newman
p. 939-962

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A General Existence Theorem for von Neumann Economic Growth Models

Peter Medvegyev
p. 963-974

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Continuum and Finite-Player Noncooperative Models of Competition

Edward J. Green
p. 975-994

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Bargaining under Asymmetric Information

William Samuelson
p. 995-1006

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Rationalizable Strategic Behavior

B. Douglas Bernheim
p. 1007-1028

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Rationalizable Strategic Behavior and the Problem of Perfection

David G. Pearce
p. 1029-1050

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Notes and Comments: The Covariance Matrix of the Information Matrix Test

Tony Lancaster
p. 1051-1054

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Notes and Comments: On the Robustness of LM, LR, and W Tests in Regression Models

Aman Ullah, Victoria Zinde-Walsh
p. 1055-1066

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Notes and Comments: Some Further Remarks on Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator

Gotz Trenkler
p. 1067-1070

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1985 World Congress of the Econometric Society: Announcement and Call for Papers

p. 1071-1075

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Accepted Manuscripts

p. 1075-1076

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Special Call for Billboard Sessions: Winter 1984 Econometric Society North American Meetings

p. 1075-1075

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Gerhard Tintner 1907-1983

p. 1077-1078

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News Notes

p. 1078-1082

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Corrigendum: Joint Estimation of Relationships Involving Discrete Random Variables

Arnold Zellner, Tong Hun Lee
p. 1083-1083

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Submission of Manuscripts to Econometrica

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Back Matter

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Issue 5

Front Matter

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The Costs of Substitution

C. Christian von Weizsacker
p. 1085-1116

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Bertrand Equilibrium with Capacity Constraints and Restricted Mobility

Michael Peters
p. 1117-1128

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Payoffs in Nonatomic Economies: An Axiomatic Approach

Abraham Neyman, Pradeep Dubey
p. 1129-1150

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Effectivity Functions and Acceptable Game Forms

Bhaskar Dutta
p. 1151-1166

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Implementing Efficient Egalitarian Equivalent Allocations

Gabrielle Demange
p. 1167-1178

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Nonmyopic Strategic Behavior in the MDP Planning Procedure

Michel Truchon
p. 1179-1190

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Investment in Human and Nonhuman Capital, Transfers Among Siblings, and the Role of Government

Assaf Razin, Efraim Sadka, Marc Nerlove
p. 1191-1198

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The Returns to Schooling: A Selectivity Bias Approach with a Continuous Choice Variable

John Garen
p. 1199-1218

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Specification Tests for the Multinomial Logit Model

Daniel McFadden, Jerry Hausman
p. 1219-1240

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Testing for Unit Roots: 2

G. B. A. Evans, N. E. Savin
p. 1241-1270

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Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations

S. E. Satchell
p. 1271-1290

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Model Selection when There is "Minimal" Prior Information

R. W. Klein, S. J. Brown
p. 1291-1312

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Notes and Comments: Functional Form for Estimating the Lorenz Curve

Manash Ranjan Gupta
p. 1313-1314

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Notes and Comments: Le Probleme de la Transformation: Solution(s)

E. Berrebi, G. Abraham-Frois
p. 1315-1316

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Notes and Comments: A Simple Stochastic Adjustment Process

Toshihide Mitsui
p. 1317-1319

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1985 World Congress of the Econometric Society: Announcement and Call for Papers

p. 1320-1324

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Accepted Manuscripts

p. 1324-1324

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News Notes

p. 1325-1326

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Submission of Manuscripts to Econometrica

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Back Matter

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Issue 6

Front Matter

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Approximate Cores of Large Games

Myrna Holtz Wooders, William R. Zame
p. 1327-1350

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Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model

Avner Shaked, John Sutton
p. 1351-1364

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Non-Symmetric Cardinal Value Allocations

Allen J. Scafuri, Nicholas C. Yannelis
p. 1365-1368

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Inequality Decomposition by Population Subgroups

Anthony F. Shorrocks
p. 1369-1386

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Estimation of a Quarterly Macroeconomic Model with Quantity Rationing

G. Laroque, G. Michel, P. Artus
p. 1387-1414

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Missing Observations in the Dynamic Regression Model

F. C. Palm, Th. E. Nijman
p. 1415-1436

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Dynamic Inconsistency, Rational Expectations, and Optimal Government Policy

Brian Hillier, James M. Malcomson
p. 1437-1452

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Price Discrimination and Monopolistic Competition

Michael L. Katz
p. 1453-1472

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Optimal Auctions with Risk Averse Buyers

Eric Maskin, John Riley
p. 1473-1518

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Notes and Comments: On the Implementability of Reduced Form Auctions

Steven A. Matthews
p. 1519-1522

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Notes and Comments: Global Incentive Constraints in Auction Design

John Moore
p. 1523-1536

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Notes and Comments: A Core Existence Theorem for Games Without Ordered Preferences

Kim C. Border
p. 1537-1542

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Notes and Comments: The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata

James J. Heckman
p. 1543-1548

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Announcement and Call for Papers: North American Winter Meeting of the Econometric Society

p. 1549-1550

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1985 World Congress of the Econometric Society: Announcement and Call for Papers

p. 1550-1555

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Accepted Manuscripts

p. 1555-1557

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News Notes

p. 1558-1561

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Program of the 1984 North American Summer Meeting of the Econometric Society

p. 1562-1570

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Volume Information

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Submission of Manuscripts to Econometrica

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Back Matter

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