Econometrica - September 1978 - Volume 46, Issue 5

Notes and Comments: Investment Decision Rules, Diversification, and the Investors's Initial Wealth
p. 1231-1237
Haim Levy, Yoram Kroll
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The Fixed Price Equilibria: Some Results in Local Comparative Statics
p. 1127-1154
Guy Laroque
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Notes and Comments: A Note on "Marx in the Light of Modern Economic Theory" by M. Morishima
p. 1239-1241
Andras Simonovits
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Existence of Equilibrium in Infinite Economies with Production
p. 1155-1164
Salim Rashid
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Notes and Comments: Marx in the Light of Modern Economic Theory: A Reply
p. 1243
Michio Morishma
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The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve
p. 1165-1179
Ray C. Fair
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Report on the Presidency for 1977 to the Council of the Econometric Society
p. 1245-1247
Lionel McKenzie
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Back Matter
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Estimation of a Distributed Lag Model under Quadratic Loss
p. 1181-1192
P. K. Trivedi
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Accepted Manuscripts
p. 1249
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Front Matter
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The Estimation of a Simultaneous Equation Generalized Probit Model
p. 1193-1205
Takeshi Amemiya
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News Notes
p. 1249
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The Measurement of Mobility
p. 1013-1024
A. F. Shorrocks
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Notes and Comments: A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions
p. 1207-1209
Angelo Melino, Dale J. Poirier
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Erratum: [Econometrica Twenty-Five Year Index]
p. 1250
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The Demand for Leisure and Money
p. 1025-1043
Louis Phlips
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Notes and Comments: Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
p. 1211-1215
Randall J. Olsen
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Dynamic Aspects of Earning Mobility
p. 985-1012
Lee A. Lillard, Robert J. Willis
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A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis
p. 1045-1060
Larry Selden
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Notes and Comments: On the Estimation of Triangular Structural Systems
p. 1217-1221
Kajal Lahiri, Peter Schmidt
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Competitive Speculation
p. 1061-1076
Meir Kohn
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Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term
p. 1223-1226
H. Neudecker
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A Multiperiod Equilibrium Asset Pricing Model
p. 1077-1096
M. G. Subrahmanyam, R. C. Stapleton
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Notes and Comments: A Note on Dynamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables
p. 1227-1230
Peter Schmidt
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Effective Price Mechanisms
p. 1097-1125
Carl P. Simon, Donald G. Saari
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