Econometrica - Volume 62
Issue 1
Asymptotic Filtering Theory for Univariate Arch Models
Daniel B. Nelson, Dean P. Foster
p. 1-41
Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
Donald W. K. Andrews
p. 43-72
Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
Peter C. B. Phillips
p. 73-93
A Computationally Practical Simulation Estimator for Panel Data
Michael P. Keane
p. 95-116
Labor Force Dynamics of Older Men
David M. Blau
p. 117-156
Monotone Comparative Statics
Chris Shannon, Paul Milgrom
p. 157-180
Notes and Comments: The Utility Theorems of Wold, Debreu, and Arrow-Hahn
Alan F. Beardon, Ghanshyam B. Mehta
p. 181-186
The Econometric Society Annual Reports, 1993: Report of the Secretary
Julie P. Gordon
p. 199-206
The Econometric Society Annual Reports, 1993: Report of the Treasurer
Robert J. Gordon
p. 207-213
The Econometric Society Annual Reports, 1993: Report of the Editors, 1992-1993
Douglas Gale, Guy Laroque, Peter Robinson, Robert Porter
p. 214-216
The Econometric Society Annual Reports, 1993: Econometrica Referees 1992-1993
p. 217-220
The Econometric Society Annual Reports, 1993: The Econometric Society Research Monograph Series
Avinash Dixit
p. 221-222
Program of the 1993 Econometric Society European Meeting
p. 223-256
Issue 2
Renegotiation Design with Unverifiable Information
Mathias Dewatripont, Patrick Rey, Philippe Aghion
p. 257-282
Intertemporal Asset Pricing under Knightian Uncertainty
Larry G. Epstein, Tan Wang
p. 283-322
Growth and Indeterminancy in Dynamic Models with Externalities
Aldo Rustichini, Michele Boldrin
p. 323-342
Bertrand-Edgeworth Competition in Experimental Markets
Jamie Brown Kruse, Stanley S. Reynolds, Stephen Rassenti, Vernon L. Smith
p. 343-371
Testing Instrument Admissibility: Some Refined Asymptotic Results
Michael A. Magdalinos
p. 373-403
Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
Moshe Buchinsky
p. 405-458
Notes and Comments: The First-Order Approach to Multi-Signal Principal-Agent Problems
Bernard Sinclair-Desgagne
p. 459-465
Notes and Comments: Identification and Estimation of Local Average Treatment Effects
Guido W. Imbens, Joshua D. Angrist
p. 467-475
Program of the Twelfth Latin American Meeting of the Econometric Society
p. 484-505
Issue 3
The New Economics of Regulation Ten Years After
Jean-Jacques Laffont
p. 507-537
Risk and Insurance in Village India
Robert M. Townsend
p. 539-591
Nonatomic Economies and the Boundaries of Perfect Competition
Joseph M. Ostroy, William R. Zame
p. 593-633
Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
Jean Mercenier, Philippe Michel
p. 635-656
Alternative Approximations to the Distributions of Instrumental Variable Estimators
Paul A. Bekker
p. 657-681
Notes and Comments: A General Result for Quantifying Beliefs
Peter Wakker, Rakesh Sarin
p. 683-685
Notes and Comments: Switching Costs and the Gittins Index
Jeffrey S. Banks, Rangarajan K. Sundaram
p. 687-694
Notes and Comments: Imperfect Competition in a Multi-Security Market with Risk Neutrality
Jordi Caballe, Murugappa Krishnan
p. 695-704
Notes and Comments: A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
M. Hashem Pesaran, Richard J. Smith
p. 705-710
The Econometric Society Annual Reports, 1993: Report of the President
Andreu Mas-Colell
p. 717-719
1993 Election of Fellows to the Econometric Society
p. 721-725
Fellows of the Econometric Society, January 1994
p. 727-744
[Photograph]: Andreu Mas-Colell, President of the Econometric Society, 1993
Issue 4
Stationary Markov Equilibria
A. Mas-Colell, A. McLennan, D. Duffie, J. Geanakoplos
p. 745-781
The Algebraic Geometry of Perfect and Sequential Equilibrium
Lawrence E. Blume, William R. Zame
p. 783-794
A Noncooperative View of Coalition Formation and the Core
Motty Perry, Philip J. Reny
p. 795-817
On the Measurement of Polarization
Debraj Ray, Joan-Maria Esteban
p. 819-851
Infinite Horizon Incomplete Markets
Martine Quinzii, Michael Magill
p. 853-880
The Value Allocation of an Economy with Differential Information
Nicholas C. Yannelis, Stefan Krasa
p. 881-900
Volatility and Links between National Stock Markets
Enrique Sentana, Mervyn King, Sushil Wadhwani
p. 901-933
Notes and Comments: On the Interpretation of Sarin and Wakker's "A Simple Axiomatization of Nonadditive Expected Utility"
Klaus Nehring
p. 935-938
Notes and Comments: The Folk Theorem for Repeated Games: A Neu Condition
Dilip Abreu, Lones Smith, Prajit K. Dutta
p. 939-948
Notes and Comments: The "Folk Theorem" for Repeated Games with Complete Information
Quan Wen
p. 949-954
Notes and Comments: Strategic Transmission of Costly Information
David Austen-Smith
p. 955-963
Program of the 1994 Winter Meetings of the Econometric Society
p. 975-993
Program of the 1994 European Winter Meeting of the Econometric Society
p. 994-995
Issue 5
The Folk Theorem with Imperfect Public Information
David Levine, Drew Fudenberg, Eric Maskin
p. 997-1039
Convergence to Efficiency in a Simple Market with Incomplete Information
Aldo Rustichini, Mark A. Satterthwaite, Steven R. Williams
p. 1041-1063
Information Revelation and Strategic Delay in a Model of Investment
Christophe Chamley, Douglas Gale
p. 1065-1085
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
Chung-Ming Kuan, Halbert White
p. 1087-1114
The Learning Curve, Market Dominance, and Predatory Pricing
Luis M. B. Cabral, Michael H. Riordan
p. 1115-1140
Equivalence of Games and Markets
Myrna Holtz Wooders
p. 1141-1160
Generalized Ginis and Cooperative Bargaining Solutions
Charles Blackorby, David Donaldson, Walter Bossert
p. 1161-1178
Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes
John K. Dagsvik
p. 1179-1205
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
Donald W. K. Andrews
p. 1207-1232
Notes and Comments: Uncertain Lifetime, The Theory of the Consumer, and the Life Cycle Hypothesis
Siu Fai Leung
p. 1233-1239
Announcements
p. 1241-1248
Issue 6
The Predictive Utility of Generalized Expected Utility Theories
Colin F. Camerer, David W. Harless
p. 1251-1289
Investigating Generalizations of Expected Utility Theory Using Experimental Data
Chris Orme, John D. Hey
p. 1291-1326
Trade with Heterogeneous Prior Beliefs and Asymmetric Information
Stephen Morris
p. 1327-1347
The Asymptotic Variance of Semiparametric Estimators
Whitney K. Newey
p. 1349-1382
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Donald W. K. Andrews, Werner Ploberger
p. 1383-1414
Auctions for Oil and Gas Leases with an Informed Bidder and a Random Reservation Price
Charles A. Wilson, Kenneth Hendricks, Robert H. Porter
p. 1415-1444
Notes and Comments: Heterogeneous Demand and Order of Resource Extraction
Darrell L. Krulce, Ujjayant Chakravorty
p. 1445-1452
Notes and Comments: Can a Poverty Index be Both Relative and Absolute?
Buhong Zheng
p. 1453-1458
Announcements
p. 1459-1467
Program of the 1994 Australasian Meeting of the Econometric Society
p. 1473-1480