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 76

Issue 1

Front Matter

p. i-ii

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Two Questions about European Unemployment

Lars Ljungqvist, Thomas J. Sargent
p. 1-29

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Revealed Altruism

James C. Cox, Daniel Friedman, Vjollca Sadiraj
p. 31-69

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Experientia Docet: Professionals Play Minimax in Laboratory Experiments

Ignacio Palacios‐Huerta, Oscar Volij
p. 71-115

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Selecting Cheap‐Talk Equilibria

Ying Chen, Navin Kartik, Joel Sobel
p. 117-136

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A Model of Utility Smoothing

Katsutoshi Wakai
p. 137-153

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Heteroskedasticity‐Robust Standard Errors for Fixed Effects Panel Data Regression

James H. Stock, Mark W. Watson
p. 155-174

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Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

Yixiao Sun, Peter C. B. Phillips, Sainan Jin
p. 175-194

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Instrumental Variable Treatment of Nonclassical Measurement Error Models

Yingyao Hu, Susanne M. Schennach
p. 195-216

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Announcements

p. 217-223

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Forthcoming Papers

p. 225-225

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Report of the Secretary

p. 227-233

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Report of the Treasurer

p. 235-240

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Report of the Editors 2006–2007

p. 241-245

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Econometrica Referees 2006–2007

p. 247-255

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Report of the Editors of the Monograph Series

p. 257-259

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Submission of Manuscripts to the Econometric Society Monograph Series

p. 261-261

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Back Matter

p. iii-vi

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Issue 2

Front Matter

p. i-ii

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Anticipating Regret: Why Fewer Options May Be Better

Todd Sarver
p. 263-305

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Admissibility in Games

Adam Brandenburger, Amanda Friedenberg, H. Jerome Keisler
p. 307-352

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Limited Rationality and Strategic Interaction: The Impact of the Strategic Environment on Nominal Inertia

Ernst Fehr, Jean‐Robert Tyran
p. 353-394

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Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics

Aubhik Khan, Julia K. Thomas
p. 395-436

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Investment Reversibility and Agency Cost of Debt

Gustavo Manso
p. 437-442

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Computing the Distributions of Economic Models via Simulation

John Stachurski, Vance Martin
p. 443-450

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Announcements

p. 451-455

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Forthcoming Papers

p. 457-457

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Back Matter

p. iii-vi

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Issue 3

Front Matter

p. i-ii

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Simple Efficient Contracts in Complex Environments

Robert Evans
p. 459-491

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Collusion With Persistent Cost Shocks

Susan Athey, Kyle Bagwell
p. 493-540

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Comparative Testing of Experts

Nabil I. Al‐Najjar, Jonathan Weinstein
p. 541-559

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Testing Multiple Forecasters

Yossi Feinberg, Colin Stewart
p. 561-582

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Eliciting Risk and Time Preferences

Steffen Andersen, Glenn W. Harrison, Morten I. Lau, E. Elisabet Rutström
p. 583-618

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Political Economy of Mechanisms

Daron Acemoglu, Michael Golosov, Aleh Tsyvinski
p. 619-641

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Identifying Social Interactions Through Conditional Variance Restrictions

Bryan S. Graham
p. 643-660

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Corrigendum to “Estimating Long Memory in Volatility”

Clifford M. Hurvich, Eric Moulines, Philippe Soulier
p. 661-662

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Announcements

p. 663-669

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Forthcoming Papers

p. 670-670

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2007 Election of Fellows to the Econometric Society

p. 671-677

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Back Matter

p. iii-vi

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Issue 4

Front Matter

p. i-ii

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Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence

Pierre Dubois, Bruno Jullien, Thierry Magnac
p. 679-725

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Fisher's Information for Discretely Sampled Lévy Processes

Yacine Aït‐Sahalia, Jean Jacod
p. 727-761

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Asymptotic Properties for a Class of Partially Identified Models

Arie Beresteanu, Francesca Molinari
p. 763-814

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Measuring Inequity Aversion in a Heterogeneous Population Using Experimental Decisions and Subjective Probabilities

Charles Bellemare, Sabine Kröger, Arthur Van Soest
p. 815-839

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Equilibrium in Continuous‐Time Financial Markets: Endogenously Dynamically Complete Markets

Robert M. Anderson, Roberto C. Raimondo
p. 841-907

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Common Learning

Martin W. Cripps, Jeffrey C. Ely, George J. Mailath, Larry Samuelson
p. 909-933

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Announcements

p. 935-939

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Forthcoming Papers

p. 941-941

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Submission of Manuscripts to the Econometric Society Monograph Series

p. 943-943

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Back Matter

p. iii-vi

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Issue 5

Front Matter

p. i-ii

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Identification in Nonparametric Simultaneous Equations Models

Rosa L. Matzkin
p. 945-978

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Testing Models of Low‐Frequency Variability

Ulrich K. Müller, Mark W. Watson
p. 979-1016

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Limited Information and Advertising in the U.S. Personal Computer Industry

Michelle Sovinsky Goeree
p. 1017-1074

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Information and Efficiency in Tender Offers

Robert Marquez, Bilge Yılmaz
p. 1075-1101

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Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis

Michael Jansson
p. 1103-1142

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Calibration Results for Non‐Expected Utility Theories

Zvi Safra, Uzi Segal
p. 1143-1166

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Subjective Beliefs and ex ante Trade

Luca Rigotti, Chris Shannon, Tomasz Strzalecki
p. 1167-1190

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Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects

J. P. Florens, J. J. Heckman, C. Meghir, E. Vytlacil
p. 1191-1206

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Comment on: Threshold Autoregressions With a Unit Root

Jean‐Yves Pitarakis
p. 1207-1217

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Announcements

p. 1219-1222

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Forthcoming Papers

p. 1223-1223

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Report of the President

p. 1225-1226

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Back Matter

p. iii-vi

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Issue 6

Front Matter

p. i-vii

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Best Nonparametric Bounds on Demand Responses

Richard Blundell, Martin Browning, Ian Crawford
p. 1227-1262

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What Happens When Wal‐Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry

Panle Jia
p. 1263-1316

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An Empirical Model of Growth Through Product Innovation

Rasmus Lentz, Dale T. Mortensen
p. 1317-1373

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Markov Perfect Industry Dynamics With Many Firms

Gabriel Y. Weintraub, C. Lanier Benkard, Benjamin Van Roy
p. 1375-1411

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Marginal Contributions and Externalities in the Value

Geoffroy De Clippel, Roberto Serrano
p. 1413-1436

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Manipulability of Future‐Independent Tests

Wojciech Olszewski, Alvaro Sandroni
p. 1437-1466

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Why Do People Keep Their Promises? An Experimental Test of Two Explanations

Christoph Vanberg
p. 1467-1480

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Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

Ole E. Barndorff‐Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard
p. 1481-1536

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On the Failure of the Bootstrap for Matching Estimators

Alberto Abadie, Guido W. Imbens
p. 1537-1557

Full ContentAbstract

Problems With Coordination in Two‐Player Games: Comment on “Computational Complexity and Communication”

Vanessa Teague
p. 1559-1564

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Comment on “Decision Theory Applied to an Instrumental Variables Model”

Gary Chamberlain
p. 1565-1565

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Announcements

p. 1567-1570

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Forthcoming Papers

p. 1571-1571

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Back Matter

p. viii-xi

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