Econometrica - Volume 70
Issue 1
The Mirrlees Approach to Mechanism Design with Renegotiation (with Applications to Hold‐up and Risk Sharing)
Ilya Segal, Michael D. Whinston
p. 1-45
Consumption Over the Life Cycle
Pierre‐Olivier Gourinchas, Jonathan A. Parker
p. 47-89
Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
Alberto Abadie, Joshua Angrist, Guido Imbens
p. 91-117
Higher‐Order Improvements of a Computationally Attractive ‐Step Bootstrap for Extremum Estimators
Donald W. K. Andrews
p. 119-162
A New Specification Test for the Validity of Instrumental Variables
Jinyong Hahn, Jerry Hausman
p. 163-189
Determining the Number of Factors in Approximate Factor Models
Jushan Bai, Serena Ng
p. 191-221
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
Yacine Aït‐Sahalia
p. 223-262
Individual Sense of Justice: A Utility Representation
Edi Karni, Zvi Safra
p. 263-284
Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
J. Rust, J. F. Traub, H. Wozniakowski
p. 285-329
Independence, Monotonicity, and Latent Index Models: An Equivalence Result
Edward Vytlacil
p. 331-341
On the Value of Competition in Procurement Auctions
Olivier Compte, Philippe Jehiel
p. 343-355
Regressions, Short and Long
Philip J. Cross, Charles F. Manski
p. 357-368
An Impossibility Theorem Concerning Multilateral International Comparison of Volumes
Matthijs Van Veelen
p. 369-375
Bootstrapping Autoregressive Processes with Possible Unit Roots
Atsushi Inoue, Lutz Kilian
p. 377-391
Comment on: “Do Sunspots Matter When Spot Market Equilibria Are Unique?”
Richard C. Barnett, Eric O’N. Fisher
p. 393-396
Report of the Secretary
p. 407-416
Report of the Treasurer
p. 417-423
Report of the Editors 2000–2001
p. 425-427
Econometrica Referees 2000–2001
p. 429-433
The Econometric Society Research Monograph Series Report of the Editors
p. 435-436
Submission of Manuscripts to the Econometric Society Monograph Series
p. 437-437
Issue 2
Anchoring Economic Predictions in Common Knowledge
R. Guesnerie
p. 439-480
Tax and Education Policy in a Heterogeneous‐Agent Economy: What Levels of Redistribution Maximize Growth and Efficiency?
Roland Bénabou
p. 481-517
Inference on Regressions with Interval Data on a Regressor or Outcome
Charles F. Manski, Elie Tamer
p. 519-546
The Time Structure of Self‐Enforcing Agreements
Debraj Ray
p. 547-582
Envelope Theorems for Arbitrary Choice Sets
Paul Milgrom, Ilya Segal
p. 583-601
Measuring the Dynamic Efficiency Costs of Regulators' Preferences: Municipal Water Utilities in the Arid West
Christopher Timmins
p. 603-629
Quadratic Concavity and Determinacy of Equilibrium
Chris Shannon, William R. Zame
p. 631-662
Shift Restrictions and Semiparametric Estimation in Ordered Response Models
Roger W. Klein, Robert P. Sherman
p. 663-691
Computing Normal Form Perfect Equilibria for Extensive Two‐Person Games
Bernhard Von Stengel, Antoon Van Den Elzen, Dolf Talman
p. 693-715
A Genuine Rank‐Dependent Generalization of the Von Neumann‐Morgenstern Expected Utility Theorem
Mohammed Abdellaoui
p. 717-736
Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism
James Andreoni, John Miller
p. 737-753
Probabilistic Sophistication and Multiple Priors
Massimo Marinacci
p. 755-764
Nonparametric Censored and Truncated Regression
Arthur Lewbel, Oliver Linton
p. 765-779
Semiparametric Bayesian Inference in Autoregressive Panel Data Models
Keisuke Hirano
p. 781-799
Identifying Dynamic Discrete Decision Processes
Thierry Magnac, David Thesmar
p. 801-816
Discrete Choice in Continuous Time: Implications of an Intertemporal Version of the Iia Property
John K. Dagsvik
p. 817-831
Comparative Statics by Adaptive Dynamics and the Correspondence Principle
Federico Echenique
p. 833-844
Submission of Manuscripts to Econometrica
Issue 3
Schumpeterian Growth Theory and the Dynamics of Income Inequality
Philippe Aghion
p. 855-882
Do Political Institutions Shape Economic Policy?
Torsten Persson
p. 883-905
International Business Cycles with Endogenous Incomplete Markets
Patrick J. Kehoe, Fabrizio Perri
p. 907-928
Dynamic Monetary Equilibrium in a Random Matching Economy
Edward J. Green, Ruilin Zhou
p. 929-969
An Experimental Study of Belief Learning Using Elicited Beliefs
Yaw Nyarko, Andrew Schotter
p. 971-1005
Information Acquisition and Efficient Mechanism Design
Dirk Bergemann, Juuso Välimäki
p. 1007-1033
Lower Risk Bounds and Properties of Confidence Sets for Ill‐Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
Benedikt M. Pötscher
p. 1035-1065
Band Spectral Regression with Trending Data
Dean Corbae, Sam Ouliaris, Peter C. B. Phillips
p. 1067-1109
Spatial Price Competition: A Semiparametric Approach
Joris Pinkse, Margaret E. Slade, Craig Brett
p. 1111-1153
A Theory of Diversity
Klaus Nehring, Clemens Puppe
p. 1155-1198
An Efficient Auction
Motty Perry, Philip J. Reny
p. 1199-1212
A Commodity Price Process with a Unique Continuous Invariant Distribution Having Infinite Mean
Eugenio S. A. Bobenrieth H., Juan R. A. Bobenrieth H., Brian D. Wright
p. 1213-1219
Welfare Rankings in the Presence of Contaminated Data
Frank A. Cowell, Maria‐Pia Victoria‐Feser
p. 1221-1233
Testing Lorenz Curves with Non‐Simple Random Samples
Buhong Zheng
p. 1235-1243
Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete
Egbert Dierker, Hildegard Dierker, Birgit Grodal
p. 1245-1251
Preserving Log‐Concavity Under Convolution: Comment
Eugenio J. Miravete
p. 1253-1254
The 2002 Frisch Medal Award
p. 1255-1261
Report of the President
p. 1267-1270
2001 Election of Fellows to the Econometric Society
p. 1271-1273
Fellows of the Econometric Society January 2002
p. 1275-1297
Submission of Manuscripts to Econometrica
Issue 4
Architecture of Power Markets
Robert Wilson
p. 1299-1340
The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics
Alvin E. Roth
p. 1341-1378
Multiple Referrals and Multidimensional Cheap Talk
Marco Battaglini
p. 1379-1401
Ambiguity, Risk, and Asset Returns in Continuous Time
Zengjing Chen, Larry Epstein
p. 1403-1443
On the Internal Structure of Cities
Robert E. Lucas, Esteban Rossi–Hansberg
p. 1445-1476
On the Role of Outside Options in Bargaining with Obstinate Parties
Olivier Compte, Philippe Jehiel
p. 1477-1517
Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
Victor Aguirregabiria, Pedro Mira
p. 1519-1543
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
Javier Hidalgo, Peter M. Robinson
p. 1545-1581
Inference on the Quantile Regression Process
Roger Koenker, Zhijie Xiao
p. 1583-1612
Collateral Avoids Ponzi Schemes in Incomplete Markets
Aloisio Araujo, Mário Rui Páscoa, Juan Pablo Torres–Martínez
p. 1613-1638
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both and Are Large
Jinyong Hahn, Guido Kuersteiner
p. 1639-1657
The Revelation and Delegation Principles in Common Agency Games
David Martimort, Lars Stole
p. 1659-1673
Information Aggregation in Common Value Auctions
Ilan Kremer
p. 1675-1682
Rank Estimation of Transformation Models
Songnian Chen
p. 1683-1697
Announcements
p. 1699-1703
Submission of Manuscripts to the Econometric Society Monograph Series
p. 1709-1709
Issue 5
Communication and Equilibrium in Discontinuous Games of Incomplete Information
Matthew O. Jackson, Leo K. Simon, Jeroen M. Swinkels, William R. Zame
p. 1711-1740
Technology, Geography, and Trade
Jonathan Eaton, Samuel Kortum
p. 1741-1779
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
Frank Kleibergen
p. 1781-1803
Does Market Incompleteness Matter?
David K. Levine, William R. Zame
p. 1805-1839
The Optimality of a Simple Market Mechanism
Mark A. Satterthwaite, Steven R. Williams
p. 1841-1863
The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects
Françoise Forges, Jean–François Mertens, Rajiv Vohra
p. 1865-1892
Computational Complexity and Communication: Coordination in Two–Player Games
Amparo Urbano, Jose E. Vila
p. 1893-1927
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
Søren Johansen
p. 1929-1961
A Fractional Dickey–Fuller Test for Unit Roots
Juan J. Dolado, Jesús Gonzalo, Laura Mayoral
p. 1963-2006
Existence and Uniqueness of Maximal Reductions Under Iterated Strict Dominance
Martin Dufwenberg, Mark Stegeman
p. 2007-2023
Coarse Matching
R. Preston McAfee
p. 2025-2034
Weighted Minimum Mean–Square Distance from Independence Estimation
Donald J. Brown, Marten H. Wegkamp
p. 2035-2051
Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
Bo E. Honoré, Arthur Lewbel
p. 2053-2063
General Equilibrium Comparative Statics
John H. Nachbar
p. 2065-2074
Unobserved Ability and the Return to Schooling
Christian Belzil, Jörgen Hansen
p. 2075-2091
Heteroskedasticity–Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
Nicholas M. Kiefer, Timothy J. Vogelsang
p. 2093-2095
Simple Robust Testing of Regression Hypotheses: A Comment
Karim M. Abadir, Paolo Paruolo
p. 2097-2099
Announcements
p. 2101-2103
Submission of Manuscripts to Econometrica
Issue 6
Identification of Standard Auction Models
Susan Athey, Philip A. Haile
p. 2107-2140
Two Competing Models of How People Learn in Games
Ed Hopkins
p. 2141-2166
A Game–Theoretic View of the Fiscal Theory of the Price Level
Marco Bassetto
p. 2167-2195
Optimal Auction with Resale
Charles Zhoucheng Zheng
p. 2197-2224
Discrete–Time Approximations of the Holmström–Milgrom Brownian–Motion Model of Intertemporal Incentive Provision
Martin F. Hellwig, Klaus M. Schmidt
p. 2225-2264
On the Global Convergence of Stochastic Fictitious Play
Josef Hofbauer, William H. Sandholm
p. 2265-2294
Equilibrium Wage Dispersion with Worker and Employer Heterogeneity
Fabien Postel–Vinay, Jean–Marc Robin
p. 2295-2350
The Law of Large Demand for Information
Giuseppe Moscarini, Lones Smith
p. 2351-2366
Mobility and the Return to Education: Testing a Roy Model with Multiple Markets
Gordon B. Dahl
p. 2367-2420
Informational Size and Incentive Compatibility
Richard McLean, Andrew Postlewaite
p. 2421-2453
Nonparametric Estimation with Nonlinear Budget Sets
Sören Blomquist, Whitney Newey
p. 2455-2480
Rationalizing Choice Functions By Multiple Rationales
Gil Kalai, Ariel Rubinstein, Ran Spiegler
p. 2481-2488
Efficient Resource Allocation on the Basis of Priorities
Haluk I. Ergin
p. 2489-2497
Estimation of a Censored Dynamic Panel Data Model
Luojia Hu
p. 2499-2517
Announcements
p. 2519-2525
Submission of Manuscripts to Econometrica
p. no-no