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 55, Issue 2 (March 1987)

Front Matter

Log In To View Full Content

Co-Integration and Error Correction: Representation, Estimation, and Testing

C. W. J. Granger, Robert F. Engle
p. 251-276

Log In To View Full Content Abstract

Time Series Regression with a Unit Root

P. C. B. Phillips
p. 277-301

Log In To View Full Content Abstract

Aggregation and Linearity in the Provision of Intertemporal Incentives

Bengt Holmstrom, Paul Milgrom
p. 303-328

Log In To View Full Content Abstract

The Global Stability of Efficient Intertemporal Allocations

Larry G. Epstein
p. 329-355

Log In To View Full Content Abstract

Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

Charles F. Manski
p. 357-362

Log In To View Full Content Abstract

Semi-Nonparametric Maximum Likelihood Estimation

A. Ronald Gallant, Douglas W. Nychka
p. 363-390

Log In To View Full Content Abstract

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

David M. Lilien, Robert F. Engle, Russell P. Robins
p. 391-407

Log In To View Full Content Abstract

A Discrete Choice Model for Ordered Alternatives

Kenneth A. Small
p. 409-424

Log In To View Full Content Abstract

Market Equilibrium with Hidden Knowledge and Self-Selection

Luis Fernandez, Maxim Engers
p. 425-439

Log In To View Full Content Abstract

Monopoly Provision of Quality and Warranties: An Exploration in the Theory of Multidimensional Screening

John Moore, Steven Matthews
p. 441-467

Log In To View Full Content Abstract

1987 Australasian Meeting of the Econometric Society: Announcement and Call for Papers

p. 469-470

Log In To View Full Content

European Meeting of the Econometric Society, Copenhagen, 1987: Announcement and Call for Papers

p. 469-469

Log In To View Full Content

Nomination of Fellows, 1987

p. 469-469

Log In To View Full Content

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

p. 470-471

Log In To View Full Content

Accepted Manuscripts

p. 471-472

Log In To View Full Content

News Notes

p. 473-473

Log In To View Full Content

Program of the VI Latin American Meeting of the Econometric Society

p. 474-488

Log In To View Full Content

Erratum: Large Indivisibles: An Analysis with Respect to Price Equilibrium and Fairness

I.-G. Svensson
p. 489-489

Log In To View Full Content

Submission of Manuscripts to Econometrica

Log In To View Full Content

Back Matter

Log In To View Full Content