Econometrica - Volume 58
Issue 1
Information Revelation in a Market with Pairwise Meetings
Asher Wolinsky
p. 1-23
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
Guy Laroque, Sanford J. Grossman
p. 25-51
Precautionary Saving in the Small and in the Large
Miles S. Kimball
p. 53-73
On Calculating Cost-of-Living Index Numbers for Arbitrary Income Levels
Bert M. Balk
p. 75-92
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates
Alfonso Novales
p. 93-111
Inference in Linear Time Series Models with some Unit Roots
Christopher A. Sims, James H. Stock, Mark W. Watson
p. 113-144
A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors
Katsuto Tanaka, Seiji Nabeya
p. 145-163
Asymptotic Properties of Residual Based Tests for Cointegration
P. C. B. Phillips, S. Ouliaris
p. 165-193
The Econometric Society Annual Reports, 1989: Report of the Secretary
Julie P. Gordon
p. 209-215
The Econometric Society Annual Reports, 1989: Report of the Treasurer
Robert J. Gordon
p. 216-222
The Econometric Society Annual Reports, 1989: Report of the Editors
Andreu Mas-Colell, Lars Hansen, Martin Hellwig, Robert Porter
p. 223-225
Program of the Ninth Latin American Meeting of the Econometric Society
p. 227-273
Issue 2
Learning to Believe in Sunspots
Michael Woodford
p. 277-307
Information Aggregation in an Experimental Market
Robert Forsythe, Russell Lundholm
p. 309-347
Two-Stage Lotteries without the Reduction Axiom
Uzi Segal
p. 349-377
The Principal-Agent Relationship with an Informed Principal: The Case of Private Values
Eric Maskin, Jean Tirole
p. 379-409
Hedging Pressure and Futures Price Movements in a General Equilibrium Model
David Hirshleifer
p. 411-428
Credit-Worthiness Tests and Interbank Competition
Thorsten Broecker
p. 429-452
Simple Estimation of a Duration Model with Unobserved Heterogeneity
Bo E. Honore
p. 453-473
Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
Jean-Marie Dufour
p. 475-494
The Fractional Unit Root Distribution
Fallaw Sowell
p. 495-505
Notes and Comments: On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form
P. A. Bekker, T. K. Dijkstra
p. 507-514
Notes and Comments: Correlated Equilibrium in Two-Person Zero-Sum Games
Francoise Forges
p. 515-515
The Econometric Society Annual Reports: The Econometric Society Research Monograph Series Report of the Editors
Alain Monfort, Jean-Michel Grandmont
p. 521-522
Issue 3
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Robert F. Engle, Takatoshi Ito, Wen-Ling Lin
p. 525-542
Household Choices in Equilibrium
Robert A. Miller, Sumru Altug
p. 543-570
Learning How to Cooperate: Optimal Play in Repeated Coordination Games
Hans Haller, Vincent P. Crawford
p. 571-595
Long-term, Short-term and Renegotiation: On the Value of Commitment in Contracting
Bernard Salanie, Patrick Rey
p. 597-619
Transactions/List Pricing
Daniel J. Seidmann
p. 621-636
Intertemporal Price Competition
Jonathan Eaton, Maxim Engers
p. 637-659
Existence of Marginal Cost Pricing Equilibria in Economies with Several Nonconvex Firms
Bernard Cornet, Jean-Marc Bonnisseau
p. 661-682
On the Generic Nonoptimality of Dominant-Strategy Allocation Mechanisms: A General Theorem That Includes Pure Exchange Economies
Leonid Hurwicz, Mark Walker
p. 683-704
Some Clarifications on the Transversality Condition
Philippe Michel
p. 705-723
Notes and Comments: Large Sample Properties of Two Inequality Indices
Paul D. Thistle
p. 725-728
1989 Election of Fellows to the Econometric Society
p. 733-739
Fellows of the Economic Society as of January
p. 741-756
Issue 4
Unemployment Insurance and Unemployment Spells
Bruce D. Meyer
p. 757-782
Estimating a Market Equilibrium Search Model from Panel Data on Individuals
Kenneth I. Wolpin, Zvi Eckstein
p. 783-808
Efficient Instrumental Variables Estimation of Nonlinear Models
Whitney K. Newey
p. 809-837
An Algorithmic Theory of the Choice of Techniques
Christian Bidard
p. 839-859
Discontinuous Games and Endogenous Sharing Rules
Leo K. Simon, William R. Zame
p. 861-872
Efficiency Despite Mutually Payoff-Relevant Private Information: The Finite Case
John W. Pratt, Richard J. Zeckhauser, Scott Johnson
p. 873-900
Direct and Indirect Sale of Information
Anat R. Admati, Paul Pfleiderer
p. 901-928
Inventories and Money Holdings in a Search Economy
Joel Yellin, Peter Diamond
p. 929-950
Notes and Comments: Bargaining with Uncertain Disagreement Points
William Thomson, Youngsub Chun
p. 951-959
Notes and Comments: Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
Itzhak Zilcha, Lin Zhou, Zvi Safra
p. 961-965
Notes and Comments: Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
Charles R. Nelson, Richard Startz
p. 967-976
Notes and Comments: The Danger of Extrapolating Asymptotic Local Power
Forrest D. Nelson, N. E. Savin
p. 977-981
Program of the 1989 North American Winter Meeting of the Econometric Society
p. 987-1006
Issue 5
Aggregate Consumer Behavior and the Measurement of Social Welfare
Dale W. Jorgenson
p. 1007-1040
Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
David Pearce, Dilip Abreu, Ennio Stacchetti
p. 1041-1063
Testing the Minimax Hypothesis: A Re-Examination of O'Neill's Game Experiment
James N. Brown, Robert W. Rosenthal
p. 1065-1081
Nash Implementation: A Full Characterization
John Moore, Rafael Repullo
p. 1083-1099
On the Optimality of Central Places
Jacques-Francois Thisse, Martine Quinzii
p. 1101-1119
The Empirical Content of the Roy Model
Bo E. Honore, James J. Heckman
p. 1121-1149
Pensions, the Option Value of Work, and Retirement
David A. Wise, James H. Stock
p. 1151-1180
On the Normalization of Structural Equations: Properties of Direction Estimators
Grant H. Hillier
p. 1181-1194
Tail Behavior of Regression Estimators and their Breakdown Points
uming He, Jana Jureckova, Roger Koenker, Stephen Portnoy
p. 1195-1214
Asymptotic Likelihood-Based Prediction Functions
Thomas F. Cooley, William R. Parke
p. 1215-1234
Notes and Comments: Common Knowledge of an Aggregate of Expectations
Adam Brandenburger, John Geanakoplos, Lars Tyge Nielsen, Richard McKelvey, Talbot Page
p. 1235-1239
Notes and Comments: A Simple Characterization of Stochastically Monotone Functions
Adam Brandenburger, James Bergin
p. 1241-1243
Notes and Comments: Time Consistency of Fiscal and Monetary Policy: A Comment
Guillermo A. Calvo, Maurice Obstfeld
p. 1245-1247
Announcements
p. 1248-1251
Issue 6
Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
John Roberts, Paul Milgrom
p. 1255-1277
Moral Hazard and Renegotiation in Agency Contracts
Drew Fudenberg, Jean Tirole
p. 1279-1319
Public and Private Information: An Experimental Study of Information Pooling
Richard D. McKelvey, Talbot Page
p. 1321-1339
Universal Mechanisms
Francoise Forges
p. 1341-1364
On the Definition of the Strategic Stability of Equilibria
John Hillas
p. 1365-1390
Long Waves and Short Waves: Growth Through Intensive and Extensive Search
Boyan Jovanovic, Rafael Rob
p. 1391-1409
The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data
James J. Heckman, James R. Walker
p. 1411-1441
A Consistent Conditional Moment Test of Functional Form
Herman J. Bierens
p. 1443-1458
Notes and Comments: Testing for a Global Maximum in an Econometric Context
Michael R. Veall
p. 1459-1465
Notes and Comments: On the Possibility of Price Decreasing Bubbles
Philippe Weil
p. 1467-1474
Notes and Comments: Random Paths to Stability in Two-Sided Matching
Alvin E. Roth, John H. Vande Vate
p. 1475-1480
Notes and Comments: A Globally Stable Price Adjustment Process
Kazuya Kamiya
p. 1481-1485
Announcements
p. 1487-1493
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