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 66

Issue 1

Front Matter

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A Dynamic Stochastic Model of Medical Care Use and Work Absence

Donna B. Gilleskie
p. 1-45

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Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perron
p. 47-78

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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

Jan F. Kiviet, Jean-Marie Dufour
p. 79-104

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Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors

Arthur Lewbel
p. 105-121

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Trend Function Hypothesis Testing in the Presence of Serial Correlation

Timothy J. Vogelsang
p. 123-148

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Notes and Comments: On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots

Graham Elliott
p. 149-158

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Notes and Comments: Standard State-Space Models Preclude Unawareness

Aldo Rustichini, Barton L. Lipman, Eddie Dekel
p. 159-173

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Announcements

p. 175-181

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News Notes

p. 182-184

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The Econometric Society Annual Reports, 1997: Report of the Secretary

Julie P. Gordon
p. 185-193

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The Econometric Society Annual Reports, 1997: Report of the Treasurer

Robert J. Gordon
p. 194-201

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The Econometric Society Annual Reports, 1997: Report of the Editors 1996-1997

Alain Monfort, David Card, Drew Fudenberg, Nancy Stokey
p. 202-204

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The Econometric Society Annual Reports, 1997: Econometrica Referees 1996-1997

p. 205-210

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The Econometric Society Annual Reports, 1997: The Econometric Society Research Monograph Series Report of the Editors

Alberto Holly, Peter J. Hammond
p. 211-212

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The Econometric Society Annual Reports, 1997: Report of Activities of the India and South East Asia Region

Bhaskar Dutta
p. 214-215

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Program of the 1997 Australasian Meeting of the Econometric Society

p. 217-229

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Program of the 1997 Far Eastern Meeting of the Econometric Society

p. 231-247

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Back Matter

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Issue 2

Front Matter

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Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants

Joshua D. Angrist
p. 249-288

Full ContentAbstract

Sieve Extremum Estimates for Weakly Dependent Data

Xiaohong Chen, Xiaotong Shen
p. 289-314

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On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects

Jinyong Hahn
p. 315-331

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Information Theoretic Approaches to Inference in Moment Condition Models

Guido W. Imbens, Phillip Johnson, Richard H. Spady
p. 333-357

Full ContentAbstract

Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models

Jae-Young Kim
p. 359-380

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Subject Evaluation in Social Experiments

Larry V. Hedges, Tomas Philipson
p. 381-408

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Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models

Jesus Vigo-Aguiar, Manuel S. Santos
p. 409-426

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On the Dual Stability of a Von Neumann Facet and the Inefficacy of Temporary Fiscal Policy

Makoto Yano
p. 427-451

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Notes and Comments: Efficient Semiparametric Estimation of Expectations

Bryan W. Brown, Whitney K. Newey
p. 453-464

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Announcements

p. 465-471

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News Notes

p. 473-475

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Program of the 1997 North American Summer Meeting of the Econometric Society

p. 477-496

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Back Matter

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Issue 3

Front Matter

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The Probability Weighting Function

Drazen Prelec
p. 497-527

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High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility

Halbert White, Shinichi Sakata
p. 529-567

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Learning in High Stakes Ultimatum Games: An Experiment in the Slovak Republic

Alvin E. Roth, Robert Slonim
p. 569-596

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Communication in Repeated Games with Imperfect Private Monitoring

Olivier Compte
p. 597-626

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Private Observation, Communication and Collusion

Hitoshi Matsushima, Michihiro Kandori
p. 627-652

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An Alternative Estimator for the Censored Quantile Regression Model

Jinyong Hahn, Moshe Buchinsky
p. 653-671

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Instrumental Models and Indirect Encompassing

Christian Gourieroux, Geert Dhaene, Oliver Scaillet
p. 673-688

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Notes and Comments: Random Serial Dictatorship and the Core from Random Endowments in House Allocation Problems

Atila Abdulkadiroglu, Tayfun Sonmez
p. 689-701

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Announcements

p. 703-708

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News Notes

p. 709-710

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The Econometric Society Annual Reports, 1997: Report of the President

Robert E. Lucas, Jr.
p. 711-712

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1997 Election of Fellows to the Econometric Society

p. 713-717

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Fellows of the Econometric Society as of January, 1998

p. 718-739

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[Photograph]: Robert E. Lucas Jr.

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Back Matter

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Issue 4

Front Matter

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Expectations Formation and Stability of Large Socioeconomic Systems

Jean-Michel Grandmont
p. 741-781

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Ironing, Sweeping, and Multidimensional Screening

Jean-Charles Rochet, Philippe Chone
p. 783-826

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Estimating Labor Supply Responses Using Tax Reforms

Alan Duncan, Costas Meghir, Richard Blundell
p. 827-861

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The Method of Simulated Scores for the Estimation of LDV Models

Daniel L. McFadden, Vassilis A. Hajivassiliou
p. 863-896

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Is Perfect Price Discrimination Really Efficient?: Welfare and Existence in General Equilibrium

Aaron S. Edlin, Mario Ephemerella, Walter P. Keller
p. 897-922

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Notes and Comments: A Comment on Aumann's Bayesian View

Faruk Gul
p. 923-927

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Notes and Comments: Common Priors: A Reply to Gul

Robert J. Aumann
p. 929-938

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Announcements

p. 939-944

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News Notes

p. 945-946

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Program of the 1997 European Meeting of the Econometric Society

p. 949-995

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Program of the 1998 North American Winter Meeting of the Econometric Society

p. 996-1016

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Back Matter

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Issue 5

Front Matter

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Characterizing Selection Bias Using Experimental Data

Hidehiko Ichimura, James Heckman, Jeffrey Smith, Petra Todd
p. 1017-1098

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Short Run and Long Run Causality in Time Series: Theory

Eric Renault, Jean-Marie Dufour
p. 1099-1125

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Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

Jeffrey R. Russell, Robert F. Engle
p. 1127-1162

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Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation

P. M. Robinson
p. 1163-1182

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An Empirical Equilibrium Search Model of the Labor Market

Geert Ridder, Gerard J. van den Berg
p. 1183-1221

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Notes and Comments: Habit Formation and Aggregate Consumption

David A. Chapman
p. 1223-1230

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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

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Announcements

p. 1234-1238

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News Notes

p. 1239-1240

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Back Matter

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Issue 6

Front Matter

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Efficient Intra-Household Allocations: A General Characterization and Empirical Tests

M. Browning, P. A. Chiappori
p. 1241-1278

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The Noah's Ark Problem

Martin L. Weitzman
p. 1279-1298

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New Tools for Understanding Spurious Regressions

Peter C. B. Phillips
p. 1299-1325

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Bootstrap Methods for Median Regression Models

Joel L. Horowitz
p. 1327-1351

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Efficiency and Voluntary Implementation in Markets with Repeated Pairwise Bargaining

Matthew O. Jackson, Thomas R. Palfrey
p. 1353-1388

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Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

Eric Zivot, Jiahui Wang
p. 1389-1404

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Notes and Comments: Impartiality: Definition and Representation

Edi Karni
p. 1405-1415

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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

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Announcements

p. 1427-1433

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News Notes

p. 1435-1437

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Program of the Fifteenth Latin American Meeting of the Econometric Society

p. 1439-1456

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Program of the 1998 North American Summer Meeting of the Econometric Society

p. 1457-1483

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Volume Information

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Back Matter

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