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 61

Issue 1

Front Matter

Log In To View Full Content

Rationing, Queues, and Black Markets

Victor Polterovich
p. 1-28

Log In To View Full Content Abstract

Learning, Mutation, and Long Run Equilibria in Games

George J. Mailath, Michihiro Kandori, Rafael Rob
p. 29-56

Log In To View Full Content Abstract

The Evolution of Conventions

H. Peyton Young
p. 57-84

Log In To View Full Content Abstract

Optimal Consumption and Portfolio Rules with Durability and Local Substitution

Ayman Hindy, Chi-fu Huang
p. 85-121

Log In To View Full Content Abstract

The Limiting Distribution of the Maximum Rank Correlation Estimator

Robert P. Sherman
p. 123-137

Log In To View Full Content Abstract

Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

Donald W. K. Andrews
p. 139-165

Log In To View Full Content Abstract

Common Persistence in Conditional Variances

Robert F. Engle, Tim Bollerslev
p. 167-186

Log In To View Full Content Abstract

Notes and Comments: A Definition of Subjective Probabilities with State-Dependent Preferences

Edi Karni
p. 187-198

Log In To View Full Content

Notes and Comments: A "Reputation" Refinement without Equilibrium

Joel Watson
p. 199-205

Log In To View Full Content

Announcements

p. 207-215

Log In To View Full Content

News Notes

p. 217-220

Log In To View Full Content

The Econometric Society Annual Reports, 1992: Report of the Secretary

Julie P. Gordon
p. 221-227

Log In To View Full Content

The Econometric Society Annual Reports, 1992: Report of the Treasurer

Robert J. Gordon
p. 229-235

Log In To View Full Content

The Econometric Society Annual Reports, 1992: Report of the Editors

Andrew Mas-Colell, Martin Hellwig, Peter Robinson, Robert Porter
p. 237-239

Log In To View Full Content

The Econometric Society Annual Reports, 1992: Econometrica Referees 1991-1992

p. 240-244

Log In To View Full Content

The Econometric Society Annual Reports, 1992: The Econometric Society Research Monograph Series: Report of the Editors

Alain Monfort, Avinash Dixit
p. 245-246

Log In To View Full Content

Erratum: The Great Cash, the Oil Price Shock and the Unit Root Hypothesis

p. 248-249

Log In To View Full Content

Back Matter

Log In To View Full Content

Issue 2

Front Matter

Log In To View Full Content

Making a Miracle

Robert E. Lucas, Jr.
p. 251-272

Log In To View Full Content Abstract

Extensive Form Reasoning in Normal Form Games

George J. Mailath, Jeroen M. Swinkels, Larry Samuelson
p. 273-302

Log In To View Full Content Abstract

Renegotiation in Finitely Repeated Games

Jean-Pierre Benoit, Vijay Krishna
p. 303-323

Log In To View Full Content Abstract

Reputation and Equilibrium Characterization in Repeated Games with Conflicting Interests

Klaus M. Schmidt
p. 325-351

Log In To View Full Content Abstract

The Interaction Between Time-Nonseparable Preferences and Time Aggregation

John Heaton
p. 353-385

Log In To View Full Content Abstract

An Efficient Semiparametric Estimator for Binary Response Models

Richard H. Spady, Roger W. Klein
p. 387-421

Log In To View Full Content Abstract

Notes and Comments: Pure Strategy Dominance

Tilman Borgers
p. 423-430

Log In To View Full Content

Announcements

p. 431-437

Log In To View Full Content

News Notes

p. 439-442

Log In To View Full Content

The Econometric Society Annual Reports, 1992: Report of the President

Jean-Jacques Laffont
p. 443-444

Log In To View Full Content

Program of the 1992 European Meeting of the Econometric Society

p. 445-474

Log In To View Full Content

Program of the 1992 Latin American Meeting of the Econometric Society

p. 475-494

Log In To View Full Content

[Photograph]: Jean-Jacques Laffont, President of the Econometric Society, 1992

Log In To View Full Content

Back Matter

Log In To View Full Content

Issue 3

Front Matter

Log In To View Full Content

Internal Consistency of Choice

Amartya Sen
p. 495-521

Log In To View Full Content Abstract

Self-Confirming Equilibrium

David K. Levine, Drew Fudenberg
p. 523-545

Log In To View Full Content Abstract

Steady State Learning and Nash Equilibrium

David K. Levine, Drew Fudenberg
p. 547-573

Log In To View Full Content Abstract

Consistent Solutions in Atomless Economies

Lin Zhou, William Thomson
p. 575-587

Log In To View Full Content Abstract

Standard Risk Aversion

Miles S. Kimball
p. 589-611

Log In To View Full Content Abstract

Sufficient Conditions for Inessentiality

Mark Stegeman
p. 613-627

Log In To View Full Content Abstract

Collusion in Hierarchical Agency

Fred Kofman, Jacques Lawarree
p. 629-656

Log In To View Full Content Abstract

Informative Price Advertising in a Sequential Search Model

Dale O. Stahl II, Jacques Robert
p. 657-686

Log In To View Full Content Abstract

Notes and Comments: Highly Insignificant $F$-Ratios

P. M. Robinson
p. 687-696

Log In To View Full Content

Announcements

p. 697-697

Log In To View Full Content

1992 Election of Fellows to the Econometric Society

p. 699-703

Log In To View Full Content

Fellows of the Econometric Society, January 1993

p. 705-722

Log In To View Full Content

Program of the 1992 Winter Meeting of the Econometric Society

p. 723-741

Log In To View Full Content

Program of the 1993 European Winter Meeting of the Econometric Society

p. 743-744

Log In To View Full Content

Back Matter

Log In To View Full Content

Issue 4

Front Matter

Log In To View Full Content

Signalling and Renegotiation in Contractual Relationships

Michel Poitevin, Paul Beaudry
p. 745-782

Log In To View Full Content Abstract

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson
p. 783-820

Log In To View Full Content Abstract

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews
p. 821-856

Log In To View Full Content Abstract

Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models

Peter A. Zadrozny, Stefan Mittnik
p. 857-870

Log In To View Full Content Abstract

Nonlinear Dynamic Structures

A. Ronald Gallant, George Tauchen, Peter E. Rossi
p. 871-907

Log In To View Full Content Abstract

Temporal Aggregation of Garch Processes

Feike C. Drost, Theo E. Nijman
p. 909-927

Log In To View Full Content Abstract

Simulated Moments Estimation of Markov Models of Asset Prices

Darrell Duffie, Kenneth J. Singleton
p. 929-952

Log In To View Full Content Abstract

Notes and Comments: Existence and Uniqueness of Equilibria When Preferences are Additively Separable

Rose Anne Dana
p. 953-957

Log In To View Full Content

Notes and Comments: Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation

Timothy Erickson
p. 959-969

Log In To View Full Content

Notes and Comments: Implied Probabilities in GMM Estimators

David P. Brown, Kerry Back
p. 971-975

Log In To View Full Content

Announcements

p. 977-978

Log In To View Full Content

Program of the 1992 India and South-East Asia Meeting of the Econometric Society

p. 981-988

Log In To View Full Content

Back Matter

Log In To View Full Content

Issue 5

Front Matter

Log In To View Full Content

Global Games and Equilibrium Selection

Eric van Damme, Hans Carlsson
p. 989-1018

Log In To View Full Content Abstract

Rational Learning Leads to Nash Equilibrium

Ehud Kalai, Ehud Lehrer
p. 1019-1045

Log In To View Full Content Abstract

Learning, Local Interaction, and Coordination

Glenn Ellison
p. 1047-1071

Log In To View Full Content Abstract

Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence

Ramon Marimon, Shyam Sunder
p. 1073-1107

Log In To View Full Content Abstract

The Organization of Decentralized Information Processing

Roy Radner
p. 1109-1146

Log In To View Full Content Abstract

A Unique Informationally Efficient and Decentralized Mechanism with Fair Outcomes

Alan Kirman, Xavier Calsamiglia
p. 1147-1172

Log In To View Full Content Abstract

Sequential Labor Decisions Under Uncertainty: An Estimable Household Model of West-African Farmers

Marcel Fafchamps
p. 1173-1197

Log In To View Full Content Abstract

Efficiency of Weighted Average Derivative Estimators and Index Models

Thomas M. Stoker, Whitney K. Newey
p. 1199-1223

Log In To View Full Content Abstract

Notes and Comments: Common Agency: Existence of an Equilibrium in the Case of Two Outcomes

Jean Fraysse
p. 1225-1229

Log In To View Full Content

Notes and Comments: Subjective Equilibrium in Repeated Games

Ehud Kalai, Ehud Lehrer
p. 1231-1240

Log In To View Full Content

Announcements

p. 1241-1244

Log In To View Full Content

News Notes

p. 1245-1245

Log In To View Full Content

Back Matter

Log In To View Full Content

Issue 6

Front Matter

Log In To View Full Content

Innovation, Imitation, and Intellectual Property Rights

Elhanan Helpman
p. 1247-1280

Log In To View Full Content Abstract

Mechanism Design by Competing Sellers

R. Preston McAfee
p. 1281-1312

Log In To View Full Content Abstract

Bargaining with Deadlines and Imperfect Player Control

Ching-to Albert Ma, Michael Manove
p. 1313-1339

Log In To View Full Content Abstract

Dynamic Procedures and Incentives in Public Good Economies

Parkash Chander
p. 1341-1354

Log In To View Full Content Abstract

t or 1 - t. That is the Trade-Off

Donald E. Campbell, Jerry S. Kelly
p. 1355-1365

Log In To View Full Content Abstract

Vector Autoregressions and Causality

Hiro Y. Toda, Peter C. B. Phillips
p. 1367-1393

Log In To View Full Content Abstract

Engel Functions, Panel Data, and Latent Variables

Erik Biorn, Jorgen Aasness, Terje Skjerpen
p. 1395-1422

Log In To View Full Content Abstract

Notes and Comments: Commitment Value of Contracts Under Renegotiation Constraints

Bernard Bensaid, Robert J. Gary-Bobo
p. 1423-1429

Log In To View Full Content

Announcements

p. 1431-1435

Log In To View Full Content

News Notes

p. 1437-1438

Log In To View Full Content

Program of the 1993 North American Summer Meeting of the Econometric Society

p. 1439-1449

Log In To View Full Content

Program of the 1993 Far Eastern Meeting of the Econometric Society

p. 1451-1469

Log In To View Full Content

Program of the 1993 Australasian Meetings of the Econometric Society

p. 1471-1476

Log In To View Full Content

Volume Information

Log In To View Full Content

Back Matter

Log In To View Full Content