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 68

Issue 1

The Econometrics of Ultra‐high‐frequency Data

Robert F. Engle
p. 1-22

Log In To View Full Content Abstract

A Three‐step Method for Choosing the Number of Bootstrap Repetitions

Donald W. K. Andrews, Moshe Buchinsky
p. 23-51

Log In To View Full Content Abstract

Latent Separability: Grouping Goods without Weak Separability

Richard Blundell, Jean‐Marc Robin
p. 53-84

Log In To View Full Content Abstract

Bargaining and Reputation

Dilip Abreu, Faruk Gul
p. 85-117

Log In To View Full Content Abstract

Optimal Contracts when Enforcement is a Decision Variable

Stefan Krasa, Anne P. Villamil
p. 119-134

Log In To View Full Content Abstract Comments & Corrigenda

Information Acquisition in Auctions

Nicola Persico
p. 135-148

Log In To View Full Content

A Divisible Search Model of Fiat Money: A Comment

Bernhard Rauch
p. 149-156

Log In To View Full Content

Announcement: Nomination of Fellows

p. 157-165

Log In To View Full Content

News Notes

p. 166-168

Log In To View Full Content

Report of the Secretary

p. 169-177

Log In To View Full Content

Report of the Treasurer

p. 178-184

Log In To View Full Content

Report of the Editors

p. 185-187

Log In To View Full Content

Econometrica Referees

p. 188-193

Log In To View Full Content

Report of the Editors of the Econometric Society Research Monograph Series

p. 194-195

Log In To View Full Content

Submission of Manuscripts to the Econometric Society Monograph Series

p. 196-196

Log In To View Full Content

Program of the 1999 North American Summer Meeting of the Econometric Society

p. 197-215

Log In To View Full Content

Program of the 1999 Far Eastern Meeting of the Econometric Society

p. 216-234

Log In To View Full Content

Program of the 1999 Australasian Meeting of the Econometric Society

p. 235-245

Log In To View Full Content

Issue 2

Submission of Manuscripts to Econometrica

p. i-i

Log In To View Full Content

Inflation and Welfare

Robert E. Lucas, Jr.
p. 247-274

Log In To View Full Content Abstract

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Yongheng Deng, John M. Quigley, Robert Order
p. 275-307

Log In To View Full Content Abstract

Mechanism Design with Collusion and Correlation

Jean‐Jacques Laffont, David Martimort
p. 309-342

Log In To View Full Content Abstract

Assortative Matching and Search

Robert Shimer, Lones Smith
p. 343-369

Log In To View Full Content Abstract

Pathological Outcomes of Observational Learning

Lones Smith, Peter Sørensen
p. 371-398

Log In To View Full Content Abstract

Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

Donald W. K. Andrews
p. 399-405

Log In To View Full Content

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

Robert M. Jong, James Davidson
p. 407-423

Log In To View Full Content

Temporal Resolution of Uncertainty and Recursive Non‐expected Utility Models

Simon Grant, Atsushi Kajii, Ben Polak
p. 425-434

Log In To View Full Content

Do Sunspots Matter when Spot Market Equilibria are Unique?

Thorsten Hens
p. 435-441

Log In To View Full Content

Announcements: Nomination of Fellows

p. 442-449

Log In To View Full Content

News Notes

p. 450-451

Log In To View Full Content

Program of the XVII Latin American Meeting of the Econometric Society

p. 452-479

Log In To View Full Content

Program of the 54th European Meeting of the Econometric Society

p. 480-524

Log In To View Full Content

Issue 3

Submission of Manuscripts to Econometrica

p. i-i

Log In To View Full Content

Optimal Nonparametric Estimation of First‐price Auctions

Emmanuel Guerre, Isabelle Perrigne, Quang Vuong
p. 525-574

Log In To View Full Content Abstract

Sample Splitting and Threshold Estimation

Bruce E. Hansen
p. 575-603

Log In To View Full Content Abstract

Reinforcement‐based vs. Belief‐based Learning Models in Experimental Asymmetric‐information Games

Nick Feltovich
p. 605-641

Log In To View Full Content Abstract

Priority Rules and Other Asymmetric Rationing Methods

Hervé Moulin
p. 643-684

Log In To View Full Content Abstract

Sharing Beliefs: Between Agreeing and Disagreeing

Antoine Billot, Alain Chateauneuf, Itzhak Gilboa, Jean‐Marc Tallon
p. 685-694

Log In To View Full Content

Simple Robust Testing of Regression Hypotheses

Nicholas M. Kiefer, Timothy J. Vogelsang, Helle Bunzel
p. 695-714

Log In To View Full Content

Robust Wald Tests in Sur Systems with Adding‐up Restrictions

B. Ravikumar, Surajit Ray, N. Eugene Savin
p. 715-719

Log In To View Full Content

Announcements

p. 721-722

Log In To View Full Content

News Notes

p. 723-723

Log In To View Full Content

1999 Election of Fellows to the Econometric Society

p. 725-729

Log In To View Full Content

Fellows of the Econometric Society

p. 731-753

Log In To View Full Content

Program of the 2000 North American Winter Meeting of the Econometric Society

p. 754-772

Log In To View Full Content

Program of the 2000 European Winter Meeting of the Econometric Society

p. 773-774

Log In To View Full Content

Issue 4

Efficiency, Equilibrium, and Asset Pricing with Risk of Default

Fernando Alvarez, Urban J. Jermann
p. 775-797

Log In To View Full Content Abstract

Competing Mechanisms in a Common Value Environment

Bruno Biais, David Martimort, Jean‐Charles Rochet
p. 799-837

Log In To View Full Content Abstract

Panel Data Discrete Choice Models with Lagged Dependent Variables

Bo E. Honoré, Ekaterini Kyriazidou
p. 839-874

Log In To View Full Content Abstract

A Theory of the Firm with Non‐binding Employment Contracts

Asher Wolinsky
p. 875-910

Log In To View Full Content Abstract

The Monotonicity of Individual and Market Demand

John K.‐H. Quah
p. 911-930

Log In To View Full Content Abstract

Edgeworth Expansions for Semiparametric Averaged Derivatives

Y. Nishiyama, P. M. Robinson
p. 931-979

Log In To View Full Content Abstract

Self‐Selective Social Choice Functions Verify Arrow and Gibbard‐Satterthwaite Theorems

Semih Koray
p. 981-996

Log In To View Full Content Abstract

Monotone Instrumental Variables: With an Application to the Returns to Schooling

Charles F. Manski, John V. Pepper
p. 997-1010

Log In To View Full Content

A Simple Test of the Law of Demand for the United States

Eduardo Zambrano, Timothy J. Vogelsang
p. 1011-1020

Log In To View Full Content

Announcements: The 2000 Frisch Medal Award

p. 1021-1024

Log In To View Full Content

News Notes

p. 1025-1025

Log In To View Full Content

Report of the President

p. 1026-1027

Log In To View Full Content

Submission of Manuscripts to the Econometric Society Monograph Series

p. 1028-1028

Log In To View Full Content

Issue 5

Capital‐skill Complementarity and Inequality: A Macroeconomic Analysis

Per Krusell, Lee E. Ohanian, José‐Víctor Ríos‐Rull, Giovanni L. Violante
p. 1029-1053

Log In To View Full Content Abstract

GMM with Weak Identification

James H. Stock, Jonathan H. Wright
p. 1055-1096

Log In To View Full Content Abstract

A Reality Check for Data Snooping

Halbert White
p. 1097-1126

Log In To View Full Content Abstract

A Simple Adaptive Procedure Leading to Correlated Equilibrium

Sergiu Hart, Andreu Mas‐Colell
p. 1127-1150

Log In To View Full Content Abstract

Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem?

V. V. Chari, Patrick J. Kehoe, Ellen R. Mcgrattan
p. 1151-1179

Log In To View Full Content Abstract

A Noncooperative Model of Network Formation

Venkatesh Bala, Sanjeev Goyal
p. 1181-1229

Log In To View Full Content Abstract

Genericity and Markovian Behavior in Stochastic Games

Hans Haller, Roger Lagunoff
p. 1231-1248

Log In To View Full Content Abstract

Nonstationary Binary Choice

Joon Y. Park, Peter C. B. Phillips
p. 1249-1280

Log In To View Full Content Abstract

Risk Aversion and Expected‐utility Theory: A Calibration Theorem

Matthew Rabin
p. 1281-1292

Log In To View Full Content

Correction

Arnold Zellner, Franz C. Palm
p. 1293-1293

Log In To View Full Content

Announcements

p. 1295-1297

Log In To View Full Content

News Notes

p. 1299-1299

Log In To View Full Content

Erratum

p. 1301-1301

Log In To View Full Content

Issue 6

Index

p. iii-v

Log In To View Full Content

Do Markets Favor Agents able to Make Accurate Predictions?

Alvaro Sandroni
p. 1303-1341

Log In To View Full Content Abstract

Transform Analysis and Asset Pricing for Affine Jump‐diffusions

Darrell Duffie, Jun Pan, Kenneth Singleton
p. 1343-1376

Log In To View Full Content Abstract

Accuracy of Numerical Solutions Using the Euler Equation Residuals

Manuel S. Santos
p. 1377-1402

Log In To View Full Content Abstract

Strategyproof Assignment by Hierarchical Exchange

Szilvia Pápai
p. 1403-1433

Log In To View Full Content Abstract

Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

Russell Davidson, Jean‐Yves Duclos
p. 1435-1464

Log In To View Full Content Abstract

Nonparametric Test for Causality with Long‐range Dependence

Javier Hidalgo
p. 1465-1490

Log In To View Full Content Abstract

Multiperson Bargaining and Strategic Complexity

Kalyan Chatterjee, Hamid Sabourian
p. 1491-1509

Log In To View Full Content Abstract

Incomplete Learning from Endogenous Data in Dynamic Allocation

Monica Brezzi, Tze Leung Lai
p. 1511-1516

Log In To View Full Content

Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test

Alastair R. Hall
p. 1517-1527

Log In To View Full Content

Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets

Donald J. Brown, Chris Shannon
p. 1529-1539

Log In To View Full Content

Indeterminacy Under Constant Returns to Scale in Multisector Economies

Jess Benhabib, Qinglai Meng, Kazuo Nishimura
p. 1541-1548

Log In To View Full Content

Announcements

p. 1549-1555

Log In To View Full Content

News Notes

p. 1557-1558

Log In To View Full Content