Econometrica - May 1977 - Volume 45, Issue 4

Back Matter
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Front Matter
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Notes and Comments: Spectral Utility Functions and the Design of a Stationary System
p. 1007-1012
Roger J. Bowden
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Notes and Comments: A Stochastic Optimal Control Technique for Models with Estimated Coefficients
p. 1013-1022
Arthur Havenner, Roger Craine
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Notes and Comments: A Note on Wallis' Bounds Test and Negative Autocorrelation
p. 1023-1026
D. E. A. Giles, M. L. King
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Notes and Comments: A Comment on the Test of Overidentifying Restrictions
p. 1027-1032
Joseph B. Kadane, T. W. Anderson
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Notes and Comments: A Note on Consumer's Surplus, the Divisia Index, and the Measurement of Welfare Changes
p. 1033-1038
Neil Bruce
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Accepted Manuscripts
p. 1039
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News Notes
p. 1039-1040
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Erratum: An Econometric Evaluation of a Generalized Consumer Surplus Measure: The Mineral King Controversy
p. 1041
Anthony C. Fisher, Charles J. Cicchetti, V. Kerry Smith
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Optimal Allocation of Public Goods: A Solution to the "Free Rider" Problem
p. 783-810
John Ledyard, Theodore Groves
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Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming
p. 811-820
A. Ben-Israel, A. Ben-Tal, A. Charnes
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Economic Environments for which there are Pareto Satisfactory Mechanisms
p. 821-842
Kenneth Mount, Stanley Reiter
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A Two-Person Exchange Model
p. 843-852
King-Tak Lee
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Maximin Paths of Heterogeneous Capital Accumulation and the Instability of Paradoxical Steady States
p. 853-870
E. Burmeister, P. J. Hammond
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Social Decision Functions and the Veto
p. 871-880
Julian H. Blau, Rajat Deb
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On Preferences, Beliefs, and Manipulation within Voting Situations
p. 881-888
Jean-Marie Blin, Mark A. Satterthwaite
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The Existence of Choice Functions
p. 889-894
Anjan Mukherji
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A Matrix Measure of Multivariate Local Risk Aversion
p. 895-904
George T. Duncan
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Linear Quadratic Control Theory for Models with Long Lags
p. 905-918
Alfred Lorn Norman, Woo Sik Jung
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Social Experimentation, Truncated Distributions, and Efficient Estimation
p. 919-938
David A. Wise, Jerry A. Hausman
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Some Properties of a Modification of the Limited Information Estimator
p. 939-954
Wayne A. Fuller
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The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
p. 955-968
Takeshi Amemiya
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The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
p. 969-990
David F. Hendry, Frank Srba
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Notes and Comments: Singular Dynamic Leontief Systems
p. 991-996
Ami Arbel, David G. Luenberger
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Notes and Comments: Some Small Sample Evidence on the Distribution of Dynamic Simulation Forecasts
p. 997-1006
Peter Schmidt
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