Econometrica - Volume 71
Issue 1
Inductive Inference: An Axiomatic Approach
Itzhak Gilboa, David Schmeidler
p. 1-26
A Structural Model of Government Formation
Daniel Diermeier, Hülya Eraslan, Antonio Merlo
p. 27-70
Consistent Tests for Stochastic Dominance
Garry F. Barrett, Stephen G. Donald
p. 71-104
Disclosures and Asset Returns
Hyun Song Shin
p. 105-133
Inferential Theory for Factor Models of Large Dimensions
Jushan Bai
p. 135-171
Bubbles and Crashes
Dilip Abreu, Markus K. Brunnermeier
p. 173-204
Nonparametric Engel Curves and Revealed Preference
Richard W. Blundell, Martin Browning, Ian A. Crawford
p. 205-240
Fully Nonparametric Estimation of Scalar Diffusion Models
Federico M. Bandi, Peter C. B. Phillips
p. 241-283
Inference in Arch and Garch Models with Heavy–Tailed Errors
Peter Hall, Qiwei Yao
p. 285-317
Equivalence Scales Reconsidered
Udo Ebert, Patrick Moyes
p. 319-343
Randomization, Communication, and Efficiency in Repeated Games with Imperfect Public Monitoring
Kandori Michihiro
p. 345-353
Micro–Level Estimation of Poverty and Inequality
Chris Elbers, Jean O. Lanjouw, Peter Lanjouw
p. 355-364
Consumption–Savings Decisions with Quasi–Geometric Discounting
Per Krusell, Anthony A. Smith, Jr.
p. 365-375
The Influence of Var Dimensions on Estimator Biases: Comment
Jurgen A. Doornik, Bent Nielsen, Thomas J. Rothenberg
p. 377-383
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
Karim M. Abadir, Kaddour Hadri, Elias Tzavalis
p. 385-386
Optimal Contracts when Enforcement is a Decision Variable: A Comment
Tridib Sharma
p. 387-390
Optimal Contracts when Enforcement is a Decision Variable: A Reply
Stefan Krasa, Anne P. Villamil
p. 391-393
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum
Donald W. K. Andrews
p. 395-397
The Determinants of Econometric Society Fellows Elections
Daniel S. Hamermesh, Peter Schmidt
p. 399-407
Nomination of Fellows and News Notes
p. 415-416
Report of the Secretary
p. 417-425
Report of the Treasurer
p. 427-434
Report of the Editors 2001–2002
p. 435-437
Econometrica Referees 2001–2002
p. 439-444
The Econometric Society Research Monograph Series Report of the Editors
p. 445-446
Submission of Manuscripts to the Econometric Society Monograph Series
p. 447-447
Submission of Manuscripts to Econometrica
p. 448-448
Issue 2
On Modes of Economic Governance
Avinash Dixit
p. 449-481
The Effects of Random and Discrete Sampling when Estimating Continuous–Time Diffusions
Yacine Aït–Sahalia, Per A. Mykland
p. 483-549
The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
Andrew B. Abel
p. 551-578
Modeling and Forecasting Realized Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
p. 579-625
Empirical Limits for Time Series Econometric Models
Werner Ploberger, Peter C. B. Phillips
p. 627-673
A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter
Donald W. K. Andrews, Patrik Guggenberger
p. 675-712
The Law of Demand and Risk Aversion
John K.H. Quah
p. 713-721
Issue 3
Directed Matching and Monetary Exchange
Dean Corbae, Ted Temzelides, Randall Wright
p. 731-756
Robust Predictions for Bilateral Contracting with Externalities
Ilya Segal, Michael D. Whinston
p. 757-791
Bargaining without a Common Prior—An Immediate Agreement Theorem
Muhamet Yildiz
p. 793-811
Residual‐Based Block Bootstrap for Unit Root Testing
Efstathios Paparoditis, Dimitris N. Politis
p. 813-855
Implementation with Near‐Complete Information
Kim‐Sau Chung, Jeffrey C. Ely
p. 857-871
Deterministic Approximation of Stochastic Evolution in Games
Michel Benaïm, Jörgen W. Weibull
p. 873-903
Inference in Censored Models with Endogenous Regressors
Han Hong, Elie Tamer
p. 905-932
Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm
Peter Arcidiacono, John Bailey Jones
p. 933-946
The Econometric Society Annual Reports, 2002 Report of the President
Guy Laroque
p. 955-958
2002 Election of Fellows to the Econometric Society
p. 959-964
Fellows of the Econometric Society
p. 965-988
Issue 4
Games Played Through Agents
Andrea Prat, Aldo Rustichini
p. 989-1026
A Conditional Likelihood Ratio Test for Structural Models
Marcelo J. Moreira
p. 1027-1048
Bootstrap Methods for Markov Processes
Joel L. Horowitz
p. 1049-1082
Signaling and Election Motivations in a Voting Model with Common Values and Responsive Candidates
Ronny Razin
p. 1083-1119
The Time Series and Cross‐Section Asymptotics of Dynamic Panel Data Estimators
Javier Alvarez, Manuel Arellano
p. 1121-1159
Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
Keisuke Hirano, Guido W. Imbens, Geert Ridder
p. 1161-1189
Isotone Equilibrium in Games of Incomplete Information
David McAdams
p. 1191-1214
Bayesian Inference for Hospital Quality in a Selection Model
John Geweke, Gautam Gowrisankaran, Robert J. Town
p. 1215-1238
Computing Supergame Equilibria
Kenneth L. Judd, Sevin Yeltekin, James Conklin
p. 1239-1254
Finite Order Implications of Common Priors
Barton L. Lipman
p. 1255-1267
Tests for Unit Roots and the Initial Condition
Ulrich K. Müller, Graham Elliott
p. 1269-1286
Frontiers of Stochastically Nondominated Portfolios
Andrzej Ruszczynski, Robert J. Vanderbei
p. 1287-1297
Announcements
p. 1299-1303
Issue 5
Asymptotic Efficiency in Parametric Structural Models with Parameter‐Dependent Support
Keisuke Hirano, Jack R. Porter
p. 1307-1338
Nonparametric Estimation of Nonadditive Random Functions
Rosa L. Matzkin
p. 1339-1375
Equilibrium Wage‐Tenure Contracts
Ken Burdett, Melvyn Coles
p. 1377-1404
Identification in Nonseparable Models
Andrew Chesher
p. 1405-1441
Estimation of a Dynamic Auction Game
Mireia Jofre‐Bonet, Martin Pesendorfer
p. 1443-1489
The Nonparametric Identification of Treatment Effects in Duration Models
Jaap H. Abbring, Gerard J. Van Den Berg
p. 1491-1517
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
Juan Pablo Rincón‐Zapatero, Carlos Rodríguez‐Palmero
p. 1519-1555
Aggregating Infinite Utility Streams with InterGenerational Equity: The Impossibility of Being Paretian
Kaushik Basu, Tapan Mitra
p. 1557-1563
Instrumental Variable Estimation of Nonparametric Models
Whitney K. Newey, James L. Powell
p. 1565-1578
The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
Geert Ridder, Tiemen M. Woutersen
p. 1579-1589
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
Xiaohong Chen, Oliver Linton, Ingrid Van Keilegom
p. 1591-1608
Announcements
p. 1609-1613
Issue 6
Long Cheap Talk
Robert J. Aumann, Sergiu Hart
p. 1619-1660
End‐of‐Sample Instability Tests
D. W. K. Andrews
p. 1661-1694
The Impact of Trade on Intra‐Industry Reallocations and Aggregate Industry Productivity
Marc J. Melitz
p. 1695-1725
Cointegration in Fractional Systems with Unknown Integration Orders
P. M. Robinson, J. Hualde
p. 1727-1766
Stationary Equilibria in Asset‐Pricing Models with Incomplete Markets and Collateral
Felix Kubler, Karl Schmedders
p. 1767-1793
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
Chunrong Ai, Xiaohong Chen
p. 1795-1843
Bootstrap Unit Root Tests
Joon Y. Park
p. 1845-1895
A Subjective Spin on Roulette Wheels
Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, Marciano Siniscalchi
p. 1897-1908
The Existence of Subgame‐Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Comment
Erzo G. J. Luttmer, Thomas Mariotti
p. 1909-1911
Announcements
p. 1913-1918
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