Econometrica - May 1982 - Volume 50, Issue 3

Back Matter
Institutional Access
Log In To View Full Content
Front Matter
Institutional Access
Log In To View Full Content
Submission of Manuscripts to Econometrica
Institutional Access
Log In To View Full Content
Asset Valuation in an Experimental Market
p. 537-568
Charles R. Plott, Robert Forsythe, Thomas R. Palfrey
Institutional Access
Log In To View Full Content Abstract
The General Equivalence of Granger and Sims Causality
p. 569-582
Gary Chamberlain
Institutional Access
Log In To View Full Content Abstract
A Note on Noncausality
p. 583-592
J. P. Florens, M. Mouchart
Institutional Access
Log In To View Full Content Abstract
Pairwise, t-Wise, and Pareto Optimalities
p. 593-606
Ross M. Starr, Steven M. Goldman
Institutional Access
Log In To View Full Content Abstract
A Theory of Disagreement in Bargaining
p. 607-638
Vincent P. Crawford
Institutional Access
Log In To View Full Content Abstract
Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
p. 639-648
Alvin E. Roth, Uriel G. Rothblum
Institutional Access
Log In To View Full Content Abstract
Selection and the Evolution of Industry
p. 649-670
Boyan Jovanovic
Institutional Access
Log In To View Full Content Abstract
A Dynamic Game of R and D: Patent Protection and Competitive Behavior
p. 671-688
Jennifer F. Reinganum
Institutional Access
Log In To View Full Content Abstract
Two Stage Least Absolute Deviations Estimators
p. 689-712
Takeshi Amemiya
Institutional Access
Log In To View Full Content Abstract
A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
p. 713-724
Arie Kapteyn, Tom Wansbeek
Institutional Access
Log In To View Full Content Abstract
Sets of Posterior Means with Bounded Variance Priors
p. 725-736
Edward E. Leamer
Institutional Access
Log In To View Full Content Abstract
Conflict Among the Criteria Revisited; The W, LR and LM Tests
p. 737-748
G. B. A. Evans, N. E. Savin
Institutional Access
Log In To View Full Content Abstract
A Remark on Hausman's Specification Test
p. 749-760
Alberto Holly
Institutional Access
Log In To View Full Content Abstract
Notes and Comments: A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
p. 761-764
J. S. Butler, Robert Moffitt
Institutional Access
Log In To View Full Content
Notes and Comments: On the Estimation of Structural Hedonic Price Models
p. 765-768
Harvey S. Rosen, James N. Brown
Institutional Access
Log In To View Full Content
Notes and Comments: Exploitation of Many Deposits of an Exhaustible Resource: Comment
p. 769-774
Robert C. Drury
Institutional Access
Log In To View Full Content
Notes and Comments: Efficiency of Non-Walrasian Equilibria: A Note
p. 775-776
Paul Madden
Institutional Access
Log In To View Full Content
Notes and Comments: Revealed Preference: An Elementary Treatment
p. 777-780
Dieter Sondermann
Institutional Access
Log In To View Full Content
Corrigendum: Stability, Disequilibrium Awareness, and the Perception of New Opportunities: Some Corrections
p. 781-784
Fernando M. C. B. Saldanha, Franklin M. Fisher
Institutional Access
Log In To View Full Content
1983 Summer Meeting of the Econometric Society: Call for Papers
p. 785
Institutional Access
Log In To View Full Content
Latin American Meeting of the Econometric Society--Mexico City, 1982: Announcement and Call for Papers
p. 785-787
Institutional Access
Log In To View Full Content
Accepted Manuscripts
p. 787
Institutional Access
Log In To View Full Content
News Notes
p. 787-789
Institutional Access
Log In To View Full Content
1981 Election of Fellows of the Econometric Society
p. 790-794
Institutional Access
Log In To View Full Content
Fellows of the Econometric Society as of January, 1982
p. 795-806
Institutional Access
Log In To View Full Content
Program of the 1981 North American Winter Meeting of the Econometric Society
p. 807-821
Institutional Access
Log In To View Full Content
Erratum: Spurious Periodicity in Innappropriately Detrended Time Series
p. 822
Charles R. Nelson, Heejoon Kang
Institutional Access
Log In To View Full Content

Back