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 41, Issue 1 (January 1973)

Front Matter

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A Mixture-Set Axiomatization of Conditional Subjective Expected Utility

Peter C. Fishburn
p. 1-25

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Risk Independence and Multiattributed Utility Functions

Ralph L. Keeney
p. 27-34

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The Risk Independence Axiom

Robert A. Pollak
p. 35-39

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The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator

D. H. Richardson, R. L. Basmann
p. 41-58

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An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator

Donald H. Ebbeler, James B. McDonald
p. 59-65

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Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Roberto S. Mariano
p. 67-77

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The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models

A. Rodney Dobell, Christopher Caton, Edwin Burmeister, Stephen Ross
p. 79-95

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A Stochastic Model of Discrimination in the Labor Market

John E. Rolph, Stephen J. Carroll
p. 97-108

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Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

Gregory C. Chow
p. 109-118

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Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

Phoebus J. Dhrymes
p. 119-134

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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Peter K. Clark
p. 135-155

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Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark

Benoit B. Mandelbrot
p. 157-159

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Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers

Peter Schmidt
p. 161-164

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Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

Peter Schmidt
p. 165-169

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Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

J. Kmenta, W. Oberhofer
p. 171-177

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Notes and Comments: Externalities and the Core

David A. Starrett
p. 179-183

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Accepted Manuscripts

p. 184-184

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Unpublished Memoranda

p. 185-186

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Unpublished Research Memoranda

p. 185-185

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Volume Information

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Back Matter

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Journal News

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