Econometrica - Volume 66
Issue 1
A Dynamic Stochastic Model of Medical Care Use and Work Absence
Donna B. Gilleskie
p. 1-45
Estimating and Testing Linear Models with Multiple Structural Changes
Jushan Bai, Pierre Perron
p. 47-78
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Jan F. Kiviet, Jean-Marie Dufour
p. 79-104
Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
Arthur Lewbel
p. 105-121
Trend Function Hypothesis Testing in the Presence of Serial Correlation
Timothy J. Vogelsang
p. 123-148
Notes and Comments: On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
Graham Elliott
p. 149-158
Notes and Comments: Standard State-Space Models Preclude Unawareness
Aldo Rustichini, Barton L. Lipman, Eddie Dekel
p. 159-173
The Econometric Society Annual Reports, 1997: Report of the Secretary
Julie P. Gordon
p. 185-193
The Econometric Society Annual Reports, 1997: Report of the Treasurer
Robert J. Gordon
p. 194-201
The Econometric Society Annual Reports, 1997: Report of the Editors 1996-1997
Alain Monfort, David Card, Drew Fudenberg, Nancy Stokey
p. 202-204
The Econometric Society Annual Reports, 1997: Econometrica Referees 1996-1997
p. 205-210
The Econometric Society Annual Reports, 1997: The Econometric Society Research Monograph Series Report of the Editors
Alberto Holly, Peter J. Hammond
p. 211-212
The Econometric Society Annual Reports, 1997: Report of Activities of the India and South East Asia Region
Bhaskar Dutta
p. 214-215
Program of the 1997 Australasian Meeting of the Econometric Society
p. 217-229
Program of the 1997 Far Eastern Meeting of the Econometric Society
p. 231-247
Issue 2
Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants
Joshua D. Angrist
p. 249-288
Sieve Extremum Estimates for Weakly Dependent Data
Xiaohong Chen, Xiaotong Shen
p. 289-314
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
Jinyong Hahn
p. 315-331
Information Theoretic Approaches to Inference in Moment Condition Models
Guido W. Imbens, Phillip Johnson, Richard H. Spady
p. 333-357
Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
Jae-Young Kim
p. 359-380
Subject Evaluation in Social Experiments
Larry V. Hedges, Tomas Philipson
p. 381-408
Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
Jesus Vigo-Aguiar, Manuel S. Santos
p. 409-426
On the Dual Stability of a Von Neumann Facet and the Inefficacy of Temporary Fiscal Policy
Makoto Yano
p. 427-451
Notes and Comments: Efficient Semiparametric Estimation of Expectations
Bryan W. Brown, Whitney K. Newey
p. 453-464
Program of the 1997 North American Summer Meeting of the Econometric Society
p. 477-496
Issue 3
The Probability Weighting Function
Drazen Prelec
p. 497-527
High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
Halbert White, Shinichi Sakata
p. 529-567
Learning in High Stakes Ultimatum Games: An Experiment in the Slovak Republic
Alvin E. Roth, Robert Slonim
p. 569-596
Communication in Repeated Games with Imperfect Private Monitoring
Olivier Compte
p. 597-626
Private Observation, Communication and Collusion
Hitoshi Matsushima, Michihiro Kandori
p. 627-652
An Alternative Estimator for the Censored Quantile Regression Model
Jinyong Hahn, Moshe Buchinsky
p. 653-671
Instrumental Models and Indirect Encompassing
Christian Gourieroux, Geert Dhaene, Oliver Scaillet
p. 673-688
Notes and Comments: Random Serial Dictatorship and the Core from Random Endowments in House Allocation Problems
Atila Abdulkadiroglu, Tayfun Sonmez
p. 689-701
The Econometric Society Annual Reports, 1997: Report of the President
Robert E. Lucas, Jr.
p. 711-712
1997 Election of Fellows to the Econometric Society
p. 713-717
Fellows of the Econometric Society as of January, 1998
p. 718-739
[Photograph]: Robert E. Lucas Jr.
Issue 4
Expectations Formation and Stability of Large Socioeconomic Systems
Jean-Michel Grandmont
p. 741-781
Ironing, Sweeping, and Multidimensional Screening
Jean-Charles Rochet, Philippe Chone
p. 783-826
Estimating Labor Supply Responses Using Tax Reforms
Alan Duncan, Costas Meghir, Richard Blundell
p. 827-861
The Method of Simulated Scores for the Estimation of LDV Models
Daniel L. McFadden, Vassilis A. Hajivassiliou
p. 863-896
Is Perfect Price Discrimination Really Efficient?: Welfare and Existence in General Equilibrium
Aaron S. Edlin, Mario Ephemerella, Walter P. Keller
p. 897-922
Notes and Comments: A Comment on Aumann's Bayesian View
Faruk Gul
p. 923-927
Notes and Comments: Common Priors: A Reply to Gul
Robert J. Aumann
p. 929-938
Program of the 1997 European Meeting of the Econometric Society
p. 949-995
Program of the 1998 North American Winter Meeting of the Econometric Society
p. 996-1016
Issue 5
Characterizing Selection Bias Using Experimental Data
Hidehiko Ichimura, James Heckman, Jeffrey Smith, Petra Todd
p. 1017-1098
Short Run and Long Run Causality in Time Series: Theory
Eric Renault, Jean-Marie Dufour
p. 1099-1125
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
Jeffrey R. Russell, Robert F. Engle
p. 1127-1162
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
P. M. Robinson
p. 1163-1182
An Empirical Equilibrium Search Model of the Labor Market
Geert Ridder, Gerard J. van den Berg
p. 1183-1221
Notes and Comments: Habit Formation and Aggregate Consumption
David A. Chapman
p. 1223-1230
Notes and Comments: Comment on Mclennan and Sonnenschein "Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium"
Nir Dagan, Oscar Volij, Roberto Serrano
p. 1231-1233
Announcements
p. 1234-1238
Issue 6
Efficient Intra-Household Allocations: A General Characterization and Empirical Tests
M. Browning, P. A. Chiappori
p. 1241-1278
The Noah's Ark Problem
Martin L. Weitzman
p. 1279-1298
New Tools for Understanding Spurious Regressions
Peter C. B. Phillips
p. 1299-1325
Bootstrap Methods for Median Regression Models
Joel L. Horowitz
p. 1327-1351
Efficiency and Voluntary Implementation in Markets with Repeated Pairwise Bargaining
Matthew O. Jackson, Thomas R. Palfrey
p. 1353-1388
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
Eric Zivot, Jiahui Wang
p. 1389-1404
Notes and Comments: Impartiality: Definition and Representation
Edi Karni
p. 1405-1415
Notes and Comments: Strict Single Crossing and the Strict Spence-Mirrlees Condition: A Comment on Monotone Comparative Statics
Aaron S. Edlin, Chris Shannon
p. 1417-1425
Announcements
p. 1427-1433
Program of the Fifteenth Latin American Meeting of the Econometric Society
p. 1439-1456
Program of the 1998 North American Summer Meeting of the Econometric Society
p. 1457-1483